Access Statistics for Mika Meitz

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A mixture autoregressive model based on Student's $t$-distribution 0 0 0 55 0 4 5 44
A mixture autoregressive model based on Student’s t–distribution 0 1 1 23 0 4 9 34
A necessary and sufficient condition for the strict stationarity of a family of GARCH processes 0 0 0 134 0 5 19 425
A note on the geometric ergodicity of a nonlinear AR–ARCH model 0 0 1 117 1 10 13 398
Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD models 0 0 1 160 4 9 13 424
Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD models 0 0 0 329 4 14 17 1,123
Evaluating models of autoregressive conditional duration 0 1 1 733 0 3 5 1,535
Identification and estimation of non-Gaussian structural vector autoregressions 0 0 0 103 0 8 12 216
Maximum Likelihood Estimation of a Noninvertible ARMA Model with Autoregressive Conditional Heteroskedasticity 0 0 0 65 3 7 9 280
Parameter Estimation in Nonlinear AR-GARCH Models 0 0 0 179 2 6 9 446
Parameter estimation in nonlinear AR-GARCH models 0 0 0 47 1 6 6 195
Parameter estimation in nonlinear AR-GARCH models 0 0 0 237 1 8 9 678
Parameter estimation in nonlinear AR–GARCH models 0 0 0 143 2 7 10 582
Stability of nonlinear AR-GARCH models 0 0 0 13 1 6 10 78
Stability of nonlinear AR-GARCH models 0 0 1 178 0 5 8 434
Stability of nonlinear AR-GARCH models 0 0 0 197 4 11 16 558
Subgeometric ergodicity and $\beta$-mixing 0 0 0 16 1 3 3 23
Subgeometrically ergodic autoregressions 0 0 0 18 0 5 9 50
Testing Identification via Heteroskedasticity in Structural Vector Autoregressive Models 0 0 0 90 2 12 19 151
Testing for Predictability in a Noninvertible ARMA Model 0 0 0 47 2 5 6 193
Testing for observation-dependent regime switching in mixture autoregressive models 0 1 1 26 0 3 5 33
Testing for predictability in a noninvertible ARMA model 0 1 1 74 0 9 12 157
Total Working Papers 0 4 7 2,984 28 150 224 8,057

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Gaussian Mixture Autoregressive Model for Univariate Time Series 0 0 3 22 3 8 19 94
A NECESSARY AND SUFFICIENT CONDITION FOR THE STRICT STATIONARITY OF A FAMILY OF GARCH PROCESSES 0 0 0 12 1 7 11 88
A note on the geometric ergodicity of a nonlinear AR-ARCH model 0 0 0 15 2 9 12 82
ERGODICITY, MIXING, AND EXISTENCE OF MOMENTS OF A CLASS OF MARKOV MODELS WITH APPLICATIONS TO GARCH AND ACD MODELS 1 1 1 35 5 11 13 128
Evaluating Models of Autoregressive Conditional Duration 0 1 1 108 0 3 5 252
Gaussian mixture vector autoregression 0 0 1 32 1 7 15 168
Identification and estimation of non-Gaussian structural vector autoregressions 0 1 6 55 3 10 31 208
Maximum likelihood estimation of a noninvertible ARMA model with autoregressive conditional heteroskedasticity 0 0 0 13 0 4 8 62
PARAMETER ESTIMATION IN NONLINEAR AR–GARCH MODELS 0 0 0 37 0 6 7 132
Stability of nonlinear AR‐GARCH models 0 0 0 21 3 8 10 113
Testing for Linear and Nonlinear Predictability of Stock Returns 0 0 1 25 1 11 15 103
Testing for observation-dependent regime switching in mixture autoregressive models 0 0 0 4 2 6 8 26
Testing identification via heteroskedasticity in structural vector autoregressive models 0 0 0 1 1 4 6 15
Total Journal Articles 1 3 13 380 22 94 160 1,471

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Statistics updated 2026-03-04