Access Statistics for Mika Meitz

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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
Journal Article	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

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Statistics updated 2025-05-12