Browsing All of EconStor by Author Meitz, Mika
Showing results 1 to 10 of 10
Year of Publication | Title | Author(s) |
2004 | Evaluating models of autoregressive conditional duration | Meitz, Mika; Teräsvirta, Timo |
2004 | Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD models | Meitz, Mika; Saikkonen, Pentti |
2005 | A necessary and sufficient condition for the strict stationarity of a family of GARCH processes | Meitz, Mika |
2006 | Stability of nonlinear AR-GARCH models | Meitz, Mika; Saikkonen, Pentti |
2010 | Parameter estimation in nonlinear AR-GARCH models | Meitz, Mika; Saikkonen, Pentti |
2010 | A note on the geometric ergodicity of a nonlinear AR-ARCH model | Meitz, Mika; Saikkonen, Pentti |
2012 | Maximum Likelihood Estimation of a Noninvertible ARMA Model with Autoregressive Conditional Heteroskedasticity | Meitz, Mika; Saikkonen, Pentti |
2012 | Testing for Predictability in a Noninvertible ARMA Model | Lanne, Markku; Meitz, Mika; Saikkonen, Pentti |
2018 | Testing identification via heteroskedasticity in structural vector autoregressive models | Lütkepohl, Helmut; Meitz, Mika; Netšunajev, Aleksei; Saikkonen, Pentti |
2021 | Testing identification via heteroskedasticity in structural vector autoregressive models | Lütkepohl, Helmut; Meitz, Mika; Netšunajev, Aleksei; Saikkonen, Pentti |