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 1 55 0 0 1 39
A mixture autoregressive model based on Student’s t–distribution 0 0 0 22 1 1 1 26
A necessary and sufficient condition for the strict stationarity of a family of GARCH processes 0 0 0 134 6 6 8 412
A note on the geometric ergodicity of a nonlinear AR–ARCH model 0 0 0 116 0 1 4 386
Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD models 0 0 0 329 0 0 2 1,106
Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD models 0 0 0 159 0 0 3 411
Evaluating models of autoregressive conditional duration 0 0 0 732 0 0 2 1,530
Identification and estimation of non-Gaussian structural vector autoregressions 0 0 0 103 0 0 3 205
Maximum Likelihood Estimation of a Noninvertible ARMA Model with Autoregressive Conditional Heteroskedasticity 0 0 1 65 0 0 5 272
Parameter Estimation in Nonlinear AR-GARCH Models 0 0 0 179 0 0 2 438
Parameter estimation in nonlinear AR-GARCH models 0 0 0 237 0 0 1 669
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 0 0 4 573
Stability of nonlinear AR-GARCH models 0 1 1 178 0 2 6 429
Stability of nonlinear AR-GARCH models 0 0 0 197 1 1 3 543
Stability of nonlinear AR-GARCH models 0 0 0 13 0 0 1 68
Subgeometric ergodicity and $\beta$-mixing 0 0 0 16 0 0 1 20
Subgeometrically ergodic autoregressions 0 0 0 18 0 0 1 41
Testing Identification via Heteroskedasticity in Structural Vector Autoregressive Models 0 0 0 90 0 0 2 132
Testing for Predictability in a Noninvertible ARMA Model 0 0 0 47 0 0 0 187
Testing for observation-dependent regime switching in mixture autoregressive models 0 0 0 25 0 0 0 28
Testing for predictability in a noninvertible ARMA model 0 0 0 73 0 2 2 147
Total Working Papers 0 1 3 2,978 8 13 53 7,851


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 2 21 0 0 2 77
A NECESSARY AND SUFFICIENT CONDITION FOR THE STRICT STATIONARITY OF A FAMILY OF GARCH PROCESSES 0 0 0 12 3 3 5 80
A note on the geometric ergodicity of a nonlinear AR-ARCH model 0 0 0 15 0 1 1 71
ERGODICITY, MIXING, AND EXISTENCE OF MOMENTS OF A CLASS OF MARKOV MODELS WITH APPLICATIONS TO GARCH AND ACD MODELS 0 0 0 34 0 0 4 116
Evaluating Models of Autoregressive Conditional Duration 0 0 0 107 0 0 3 248
Gaussian mixture vector autoregression 0 1 2 32 2 5 11 159
Identification and estimation of non-Gaussian structural vector autoregressions 1 1 7 51 3 8 24 191
Maximum likelihood estimation of a noninvertible ARMA model with autoregressive conditional heteroskedasticity 0 0 0 13 1 2 2 56
PARAMETER ESTIMATION IN NONLINEAR AR–GARCH MODELS 0 0 1 37 0 1 5 126
Stability of nonlinear AR‐GARCH models 0 0 0 21 0 0 3 103
Testing for Linear and Nonlinear Predictability of Stock Returns 0 0 0 24 1 1 2 89
Testing for observation-dependent regime switching in mixture autoregressive models 0 0 1 4 1 2 4 20
Testing identification via heteroskedasticity in structural vector autoregressive models 0 0 0 1 0 0 1 9
Total Journal Articles 1 2 13 372 11 23 67 1,345


Statistics updated 2025-09-05