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 0 10 49
A mixture autoregressive model based on Student’s t–distribution 0 0 1 23 1 2 14 39
A necessary and sufficient condition for the strict stationarity of a family of GARCH processes 0 0 0 134 0 0 22 428
A note on the geometric ergodicity of a nonlinear AR–ARCH model 0 0 1 117 0 1 23 409
Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD models 0 0 1 160 0 1 21 432
Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD models 0 0 0 329 0 1 22 1,128
Evaluating models of autoregressive conditional duration 0 0 1 733 0 1 9 1,539
Identification and estimation of non-Gaussian structural vector autoregressions 0 0 0 103 0 1 15 220
Maximum Likelihood Estimation of a Noninvertible ARMA Model with Autoregressive Conditional Heteroskedasticity 0 0 0 65 1 1 13 285
Parameter Estimation in Nonlinear AR-GARCH Models 0 0 0 179 0 2 11 449
Parameter estimation in nonlinear AR-GARCH models 0 0 0 47 0 1 8 197
Parameter estimation in nonlinear AR-GARCH models 0 0 0 237 0 1 12 681
Parameter estimation in nonlinear AR–GARCH models 0 0 1 144 0 1 18 591
Stability of nonlinear AR-GARCH models 0 0 0 178 0 1 9 438
Stability of nonlinear AR-GARCH models 0 0 0 197 1 1 19 561
Stability of nonlinear AR-GARCH models 0 0 0 13 0 0 12 80
Subgeometric ergodicity and $\beta$-mixing 0 0 0 16 1 1 8 28
Subgeometrically ergodic autoregressions 0 0 0 18 3 3 13 54
Testing Identification via Heteroskedasticity in Structural Vector Autoregressive Models 0 0 0 90 0 1 24 156
Testing for Predictability in a Noninvertible ARMA Model 0 0 0 47 0 0 10 197
Testing for observation-dependent regime switching in mixture autoregressive models 0 0 1 26 0 0 10 38
Testing for predictability in a noninvertible ARMA model 0 0 1 74 0 1 15 162
Total Working Papers 0 0 7 2,985 7 21 318 8,161

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 1 22 0 2 21 98
A NECESSARY AND SUFFICIENT CONDITION FOR THE STRICT STATIONARITY OF A FAMILY OF GARCH PROCESSES 0 0 0 12 0 0 14 91
A note on the geometric ergodicity of a nonlinear AR-ARCH model 0 0 0 15 0 0 12 83
ERGODICITY, MIXING, AND EXISTENCE OF MOMENTS OF A CLASS OF MARKOV MODELS WITH APPLICATIONS TO GARCH AND ACD MODELS 0 0 1 35 0 0 15 131
Evaluating Models of Autoregressive Conditional Duration 0 0 1 108 0 0 8 256
Gaussian mixture vector autoregression 0 1 1 33 0 3 19 176
Identification and estimation of non-Gaussian structural vector autoregressions 0 0 6 56 2 6 34 222
Maximum likelihood estimation of a noninvertible ARMA model with autoregressive conditional heteroskedasticity 0 0 0 13 0 1 10 65
PARAMETER ESTIMATION IN NONLINEAR AR–GARCH MODELS 0 0 0 37 1 1 10 136
Stability of nonlinear AR‐GARCH models 0 0 0 21 0 0 11 114
Testing for Linear and Nonlinear Predictability of Stock Returns 1 2 3 27 1 2 19 107
Testing for observation-dependent regime switching in mixture autoregressive models 0 0 0 4 0 2 16 35
Testing identification via heteroskedasticity in structural vector autoregressive models 0 0 0 1 1 2 12 21
Total Journal Articles 1 3 13 384 5 19 201 1,535

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Statistics updated 2026-08-07