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 2 55 0 0 2 39
A mixture autoregressive model based on Student’s t–distribution 0 0 0 22 0 0 1 25
A necessary and sufficient condition for the strict stationarity of a family of GARCH processes 0 0 0 134 0 0 4 406
A note on the geometric ergodicity of a nonlinear AR–ARCH model 0 0 0 116 0 1 5 385
Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD models 0 0 0 159 0 1 4 411
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 3 1,106
Evaluating models of autoregressive conditional duration 0 0 1 732 0 0 3 1,530
Identification and estimation of non-Gaussian structural vector autoregressions 0 0 1 103 0 1 4 205
Maximum Likelihood Estimation of a Noninvertible ARMA Model with Autoregressive Conditional Heteroskedasticity 0 0 1 65 0 1 4 271
Parameter Estimation in Nonlinear AR-GARCH Models 0 0 0 179 0 1 1 437
Parameter estimation in nonlinear AR-GARCH models 0 0 0 237 0 1 1 669
Parameter estimation in nonlinear AR-GARCH models 0 0 0 47 0 1 3 189
Parameter estimation in nonlinear AR–GARCH models 0 0 0 143 1 2 7 573
Stability of nonlinear AR-GARCH models 0 0 0 13 0 1 1 68
Stability of nonlinear AR-GARCH models 0 0 0 197 0 2 2 542
Stability of nonlinear AR-GARCH models 0 0 1 177 0 2 4 426
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 2 90 0 1 6 132
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 0 0 145
Total Working Papers 0 0 8 2,977 1 16 57 7,835


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 19 0 0 1 75
A NECESSARY AND SUFFICIENT CONDITION FOR THE STRICT STATIONARITY OF A FAMILY OF GARCH PROCESSES 0 0 0 12 0 1 2 77
A note on the geometric ergodicity of a nonlinear AR-ARCH model 0 0 1 15 0 0 1 70
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 3 115
Evaluating Models of Autoregressive Conditional Duration 0 0 0 107 0 2 3 247
Gaussian mixture vector autoregression 0 0 3 31 0 1 9 153
Identification and estimation of non-Gaussian structural vector autoregressions 0 2 8 49 0 6 20 178
Maximum likelihood estimation of a noninvertible ARMA model with autoregressive conditional heteroskedasticity 0 0 0 13 0 0 0 54
PARAMETER ESTIMATION IN NONLINEAR AR–GARCH MODELS 0 0 1 37 0 2 6 125
Stability of nonlinear AR‐GARCH models 0 0 0 21 0 0 4 103
Testing for Linear and Nonlinear Predictability of Stock Returns 0 0 0 24 0 1 1 88
Testing for observation-dependent regime switching in mixture autoregressive models 0 0 2 4 0 0 5 18
Testing identification via heteroskedasticity in structural vector autoregressive models 0 0 0 1 0 1 1 9
Total Journal Articles 0 2 16 367 0 15 56 1,312


Statistics updated 2025-05-12