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Mika Meitz
Mika Meitz
Professor of Economics, University of Helsinki
Bestätigte E-Mail-Adresse bei helsinki.fi - Startseite
Titel
Zitiert von
Zitiert von
Jahr
Identification and estimation of non-Gaussian structural vector autoregressions
M Lanne, M Meitz, P Saikkonen
Journal of Econometrics 196 (2), 288-304, 2017
2132017
Evaluating models of autoregressive conditional duration
M Meitz, T Teräsvirta
Journal of Business & Economic Statistics 24, 104-124, 2006
1402006
Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD models
M Meitz, P Saikkonen
Econometric Theory 24 (5), 1291-1320, 2008
1272008
Stability of nonlinear AR‐GARCH models
M Meitz, P Saikkonen
Journal of Time Series Analysis 29 (3), 453-475, 2008
922008
Parameter estimation in nonlinear AR–GARCH models
M Meitz, P Saikkonen
Econometric Theory 27 (6), 1236-1278, 2011
622011
Gaussian mixture vector autoregression
L Kalliovirta, M Meitz, P Saikkonen
Journal of Econometrics 192 (2), 485-498, 2016
582016
A Gaussian mixture autoregressive model for univariate time series
L Kalliovirta, M Meitz, P Saikkonen
Journal of Time Series Analysis 36 (2), 247-266, 2015
572015
Testing identification via heteroskedasticity in structural vector autoregressive models
H Lütkepohl, M Meitz, A Netšunajev, P Saikkonen
Econometrics Journal 24 (1), 1-22, 2021
312021
A mixture autoregressive model based on Student’s t–distribution
M Meitz, D Preve, P Saikkonen
Communications in Statistics-Theory and Methods 52 (2), 499-515, 2023
252023
Maximum likelihood estimation of a noninvertible ARMA model with autoregressive conditional heteroskedasticity
M Meitz, P Saikkonen
Journal of Multivariate Analysis 114, 227-255, 2013
182013
A note on the geometric ergodicity of a nonlinear AR-ARCH model
M Meitz, P Saikkonen
Statistics & Probability Letters 80 (7-8), 631-638, 2010
152010
A necessary and sufficient condition for the strict stationarity of a family of GARCH processes
M Meitz
Econometric Theory 22 (5), 985-988, 2006
152006
Testing for observation-dependent regime switching in mixture autoregressive models
M Meitz, P Saikkonen
Journal of Econometrics 222 (1), 601-624, 2021
142021
Testing for Linear and Nonlinear Predictability of Stock Returns
M Lanne, M Meitz, P Saikkonen
Journal of Financial Econometrics 11 (4), 682-705, 2013
122013
Subgeometric ergodicity and β-mixing
M Meitz, P Saikkonen
Journal of Applied Probability 58 (3), 594-608, 2021
112021
Statistical inference for generative adversarial networks and other minimax problems
M Meitz
Scandinavian Journal of Statistics, 2024
3*2024
Essays in nonlinear time series econometrics
N Haldrup, M Meitz, P Saikkonen
Oxford University Press, 2014
32014
Subgeometrically ergodic autoregressions
M Meitz, P Saikkonen
Econometric Theory 38 (5), 959-985, 2022
22022
Subgeometrically ergodic autoregressions with autoregressive conditional heteroskedasticity
M Meitz, P Saikkonen
Econometric Theory, 1-31, 2023
12023
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