Mika Meitz : Citation Profile

Are you Mika Meitz?

Helsingin Yliopisto (50% share)
Helsinki Center for Economic Research (HECER) (50% share)

8

H index

7

i10 index

310

Citations

RESEARCH PRODUCTION:

13

Articles

21

Papers

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   17 years (2004 - 2021). See details.
   Cites by year: 18
   Journals where Mika Meitz has often published
   Relations with other researchers
   Recent citing documents: 29.    Total self citations: 21 (6.34 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pme81
   Updated: 2024-01-16    RAS profile: 2021-05-18    
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Relations with other researchers

Works with:

Saikkonen, Pentti (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Mika Meitz.

Is cited by:

Sentana, Enrique (14)

Moneta, Alessio (10)

Hautsch, Nikolaus (9)

Neuenkirch, Matthias (9)

Fernandes, Marcelo (8)

Fiorentini, Gabriele (8)

Medeiros, Marcelo (6)

Rahbek, Anders (6)

Teräsvirta, Timo (6)

Taamouti, Abderrahim (5)

GAO, Jiti (5)

Cites to:

Saikkonen, Pentti (19)

Lanne, Markku (13)

Rahbek, Anders (11)

Lütkepohl, Helmut (9)

Sola, Martin (6)

Spagnolo, Fabio (6)

Bec, Frédérique (6)

Shephard, Neil (6)

Castelnuovo, Efrem (5)

Kalliovirta, Leena (5)

Nisticò, Salvatore (4)

Main data

Where Mika Meitz has published?

Journals with more than one article published# docs
Journal of Econometrics3
Econometric Theory3
Journal of Time Series Analysis2

Working Papers Series with more than one paper published# docs
Koç University-TUSIAD Economic Research Forum Working Papers / Koc University-TUSIAD Economic Research Forum4
SSE/EFI Working Paper Series in Economics and Finance / Stockholm School of Economics4
Papers / arXiv.org4
Economics Series Working Papers / University of Oxford, Department of Economics3

Recent works citing Mika Meitz (2024 and 2023)

YearTitle of citing document
2023.

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2023Performance of Empirical Risk Minimization for Linear Regression with Dependent Data. (2021). Brownlees, Christian ; Gudhmundsson, Gudhmundur Stef'An. In: Papers. RePEc:arx:papers:2104.12127.

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2023Subgeometrically ergodic autoregressions with autoregressive conditional heteroskedasticity. (2022). Saikkonen, Pentti ; Meitz, Mika. In: Papers. RePEc:arx:papers:2205.11953.

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2023Estimating the non-Gaussian Dimension in Structural Linear Systems. (2022). Cabello, Miguel. In: Papers. RePEc:arx:papers:2212.07263.

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2023Quantile Autoregression-based Non-causality Testing. (2023). Jin, Weifeng. In: Papers. RePEc:arx:papers:2301.02937.

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2023Estimating the Effects of Fiscal Policy using a Novel Proxy Shrinkage Prior. (2023). Pruser, Jan ; Klein, Mathias ; Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2302.13066.

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2023Uncertain Prior Economic Knowledge and Statistically Identified Structural Vector Autoregressions. (2023). Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2303.13281.

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2023Asymptotics for the Generalized Autoregressive Conditional Duration Model. (2023). Cavaliere, Giuseppe ; Vilandt, Frederik ; Rahbek, Anders ; Mikosch, Thomas. In: Papers. RePEc:arx:papers:2307.01779.

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2023Spectral identification and estimation of mixed causal-noncausal invertible-noninvertible models. (2023). Hecq, Alain ; Velasquez-Gaviria, Daniel. In: Papers. RePEc:arx:papers:2310.19543.

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2023Structural Analysis of Vector Autoregressive Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402.

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2023Dynamic Mixture Vector Autoregressions with Score-Driven Weights. (2023). Umlandt, Dennis ; Neuenkirch, Matthias ; Gretener, Alexander Georges. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10366.

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2023A comparison of high-frequency realized variance measures: Does anything beat ACD(1,1)?. (2023). Wiedemann, Timo ; Segnon, Mawuli ; Schulte-Tillmann, Bjoern. In: CQE Working Papers. RePEc:cqe:wpaper:10523.

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2023Global spillovers from multi-dimensional US monetary policy. (2023). Georgiadis, Georgios ; Jarociski, Marek. In: Working Paper Series. RePEc:ecb:ecbwps:20232881.

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2023Vector autoregression models with skewness and heavy tails. (2023). Karlsson, Sune ; Nguyen, Hoang ; Mazur, Stepan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002834.

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2023Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles. (2023). Wang, Shu ; Herwartz, Helmut. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s0165188923000362.

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2023Refining set-identification in VARs through independence. (2023). Wright, Jonathan H ; Drautzburg, Thorsten. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1827-1847.

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2023Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions. (2023). Sentana, Enrique ; Fiorentini, Gabriele. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:643-665.

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2023Monetary policy and information shocks in a block-recursive SVAR. (2023). Seepe, Andre ; Hetzenecker, Stephan ; Keweloh, Sascha A. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623000931.

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2023Does exporting cause productivity growth? Evidence from Chilean firms. (2023). Coad, Alex ; Ciarli, Tommaso ; Moneta, Alessio. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:66:y:2023:i:c:p:228-239.

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2023Identification Using Higher-Order Moments Restrictions. (2023). ferroni, filippo ; Andrade, Philippe ; Melosi, Leonardo. In: Working Paper Series. RePEc:fip:fedhwp:96666.

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2023Climate risk and investment in equities in Europe: a Panel SVAR approach. (2023). Parla, Fabio ; Cipollini, Andrea. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0093.

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2023Simultaneous identification of fiscal and monetary policy shocks. (2023). Mansur, Alfan. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:2:d:10.1007_s00181-022-02352-z.

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2023A class of Minimum Distance Estimators in Markovian Multiplicative Error Models. (2023). Balakrishna, Narayana ; Perera, Indeewara ; Koul, Hira L. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:85:y:2023:i:1:d:10.1007_s13571-021-00274-x.

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2023Robust and efficient specification tests in Markov-switching autoregressive models. (2023). Chiba, Masaru. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:26:y:2023:i:1:d:10.1007_s11203-022-09277-5.

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2023A non-Normal framework for price discovery: The independent component based information shares measure. (2023). Zema, Sebastiano Michele. In: LEM Papers Series. RePEc:ssa:lemwps:2023/03.

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2023Identification of Vector Autoregressive Models with Nonlinear Contemporaneous Structure. (2023). Moneta, Alessio ; Doremus, Nicolas ; Cordoni, Francesco. In: LEM Papers Series. RePEc:ssa:lemwps:2023/07.

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2023A Truncated Mixture Transition Model for Interval-valued Time Series. (2023). Luo, Yun ; Gonzalez-Rivera, Gloria. In: Working Papers. RePEc:ucr:wpaper:202315.

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2023The multifaceted impact of US trade policy on financial markets. (2023). Menkhoff, Lukas ; Boer, Lukas ; Rieth, Malte. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:3:p:388-406.

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Mika Meitz has edited the books:

YearTitleTypeCited

Works by Mika Meitz:

YearTitleTypeCited
2008Parameter estimation in nonlinear AR-GARCH models In: CREATES Research Papers.
[Full Text][Citation analysis]		paper19
2011PARAMETER ESTIMATION IN NONLINEAR AR–GARCH MODELS.(2011) In: Econometric Theory.
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This paper has nother version. Agregated cites: 19		article
2008Parameter Estimation in Nonlinear AR-GARCH Models.(2008) In: Economics Working Papers.
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This paper has nother version. Agregated cites: 19		paper
2010Parameter estimation in nonlinear AR–GARCH models.(2010) In: Koç University-TUSIAD Economic Research Forum Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		paper
2008Parameter estimation in nonlinear AR-GARCH models.(2008) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		paper
2015Identification and estimation of non-Gaussian structural vector autoregressions In: CREATES Research Papers.
[Full Text][Citation analysis]		paper91
2017Identification and estimation of non-Gaussian structural vector autoregressions.(2017) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 91		article
2017Testing for observation-dependent regime switching in mixture autoregressive models In: Papers.
[Full Text][Citation analysis]		paper6
2021Testing for observation-dependent regime switching in mixture autoregressive models.(2021) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		article
2018A mixture autoregressive model based on Students $t$-distribution In: Papers.
[Full Text][Citation analysis]		paper0
2020Subgeometrically ergodic autoregressions In: Papers.
[Full Text][Citation analysis]		paper1
2019Subgeometric ergodicity and $\beta$-mixing In: Papers.
[Full Text][Citation analysis]		paper0
2006Evaluating Models of Autoregressive Conditional Duration In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article55
2004Evaluating models of autoregressive conditional duration.(2004) In: SSE/EFI Working Paper Series in Economics and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 55		paper
2008Stability of nonlinear AR?GARCH models In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article15
2006Stability of nonlinear AR-GARCH models.(2006) In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2006Stability of nonlinear AR-GARCH models.(2006) In: SSE/EFI Working Paper Series in Economics and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2007Stability of nonlinear AR-GARCH models.(2007) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2015A Gaussian Mixture Autoregressive Model for Univariate Time Series In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article19
2006A NECESSARY AND SUFFICIENT CONDITION FOR THE STRICT STATIONARITY OF A FAMILY OF GARCH PROCESSES In: Econometric Theory.
[Full Text][Citation analysis]		article3
2005A necessary and sufficient condition for the strict stationarity of a family of GARCH processes.(2005) In: SSE/EFI Working Paper Series in Economics and Finance.
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This paper has nother version. Agregated cites: 3		paper
2008ERGODICITY, MIXING, AND EXISTENCE OF MOMENTS OF A CLASS OF MARKOV MODELS WITH APPLICATIONS TO GARCH AND ACD MODELS In: Econometric Theory.
[Full Text][Citation analysis]		article45
2007Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD models.(2007) In: SSE/EFI Working Paper Series in Economics and Finance.
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This paper has nother version. Agregated cites: 45		paper
2007Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD models.(2007) In: Economics Series Working Papers.
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This paper has nother version. Agregated cites: 45		paper
2018Testing Identification via Heteroskedasticity in Structural Vector Autoregressive Models In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]		paper7
2021Testing identification via heteroskedasticity in structural vector autoregressive models.(2021) In: EconStor Open Access Articles and Book Chapters.
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This paper has nother version. Agregated cites: 7		article
2016Gaussian mixture vector autoregression In: Journal of Econometrics.
[Full Text][Citation analysis]		article22
2013Maximum likelihood estimation of a noninvertible ARMA model with autoregressive conditional heteroskedasticity In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]		article9
2012Maximum Likelihood Estimation of a Noninvertible ARMA Model with Autoregressive Conditional Heteroskedasticity.(2012) In: Koç University-TUSIAD Economic Research Forum Working Papers.
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This paper has nother version. Agregated cites: 9		paper
2010A note on the geometric ergodicity of a nonlinear AR-ARCH model In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article3
2010A note on the geometric ergodicity of a nonlinear AR–ARCH model.(2010) In: Koç University-TUSIAD Economic Research Forum Working Papers.
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This paper has nother version. Agregated cites: 3		paper
2012Testing for Predictability in a Noninvertible ARMA Model In: Koç University-TUSIAD Economic Research Forum Working Papers.
[Full Text][Citation analysis]		paper0
2012Testing for predictability in a noninvertible ARMA model.(2012) In: MPRA Paper.
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This paper has nother version. Agregated cites: 0		paper
2013Testing for Linear and Nonlinear Predictability of Stock Returns In: The Journal of Financial Econometrics.
[Full Text][Citation analysis]		article4

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