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 1 1 40
A mixture autoregressive model based on Student’s t–distribution 0 0 0 22 2 4 5 30
A necessary and sufficient condition for the strict stationarity of a family of GARCH processes 0 0 0 134 2 8 14 420
A note on the geometric ergodicity of a nonlinear AR–ARCH model 0 1 1 117 0 2 4 388
Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD models 0 1 1 160 1 4 6 415
Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD models 0 0 0 329 1 3 5 1,109
Evaluating models of autoregressive conditional duration 0 0 0 732 0 2 3 1,532
Identification and estimation of non-Gaussian structural vector autoregressions 0 0 0 103 1 3 5 208
Maximum Likelihood Estimation of a Noninvertible ARMA Model with Autoregressive Conditional Heteroskedasticity 0 0 0 65 1 1 3 273
Parameter Estimation in Nonlinear AR-GARCH Models 0 0 0 179 1 2 4 440
Parameter estimation in nonlinear AR-GARCH models 0 0 0 237 0 1 2 670
Parameter estimation in nonlinear AR-GARCH models 0 0 0 47 0 0 1 189
Parameter estimation in nonlinear AR–GARCH models 0 0 0 143 2 2 5 575
Stability of nonlinear AR-GARCH models 0 0 0 13 4 4 5 72
Stability of nonlinear AR-GARCH models 0 0 1 178 0 0 5 429
Stability of nonlinear AR-GARCH models 0 0 0 197 3 4 7 547
Subgeometric ergodicity and $\beta$-mixing 0 0 0 16 0 0 0 20
Subgeometrically ergodic autoregressions 0 0 0 18 0 4 4 45
Testing Identification via Heteroskedasticity in Structural Vector Autoregressive Models 0 0 0 90 3 7 8 139
Testing for Predictability in a Noninvertible ARMA Model 0 0 0 47 1 1 1 188
Testing for observation-dependent regime switching in mixture autoregressive models 0 0 0 25 1 2 2 30
Testing for predictability in a noninvertible ARMA model 0 0 0 73 1 1 3 148
Total Working Papers 0 2 3 2,980 24 56 93 7,907

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 1 1 3 22 7 9 11 86
A NECESSARY AND SUFFICIENT CONDITION FOR THE STRICT STATIONARITY OF A FAMILY OF GARCH PROCESSES 0 0 0 12 0 1 6 81
A note on the geometric ergodicity of a nonlinear AR-ARCH model 0 0 0 15 0 2 3 73
ERGODICITY, MIXING, AND EXISTENCE OF MOMENTS OF A CLASS OF MARKOV MODELS WITH APPLICATIONS TO GARCH AND ACD MODELS 0 0 0 34 0 1 4 117
Evaluating Models of Autoregressive Conditional Duration 0 0 0 107 1 1 4 249
Gaussian mixture vector autoregression 0 0 1 32 1 2 10 161
Identification and estimation of non-Gaussian structural vector autoregressions 0 3 9 54 2 7 28 198
Maximum likelihood estimation of a noninvertible ARMA model with autoregressive conditional heteroskedasticity 0 0 0 13 1 2 4 58
PARAMETER ESTIMATION IN NONLINEAR AR–GARCH MODELS 0 0 0 37 0 0 3 126
Stability of nonlinear AR‐GARCH models 0 0 0 21 0 2 5 105
Testing for Linear and Nonlinear Predictability of Stock Returns 0 1 1 25 2 3 5 92
Testing for observation-dependent regime switching in mixture autoregressive models 0 0 0 4 0 0 2 20
Testing identification via heteroskedasticity in structural vector autoregressive models 0 0 0 1 2 2 3 11
Total Journal Articles 1 5 14 377 16 32 88 1,377

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Statistics updated 2025-12-06