Research output per year
Research output per year
Personal profile
Fields of Science
- 511 Economics
International and National Collaboration
Publications and projects within past five years.
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A mixture autoregressive model based on Student's t-distribution
Meitz, M., Preve, D. & Saikkonen, P., 17 Jan 2023, In: Communications in Statistics: Theory and Methods. 52, 2, p. 499-515 17 p.Research output: Contribution to journal › Article › Scientific › peer-review
Open AccessFile -
Subgeometrically ergodic autoregressions
Meitz, M. & Saikkonen, P., 2022, In: Econometric Theory. 38, 5, p. 959-985 27 p.Research output: Contribution to journal › Article › Scientific › peer-review
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SUBGEOMETRIC ERGODICITY AND beta-MIXING
Meitz, M. & Saikkonen, P., 16 Sep 2021, In: Journal of Applied Probability. 58, 3, p. 594–608 15 p., 0021900220001084.Research output: Contribution to journal › Article › Scientific › peer-review
Open AccessFile -
Testing for observation-dependent regime switching in mixture autoregressive models
Meitz, M. & Saikkonen, P., May 2021, In: Journal of Econometrics. 222, 1, p. 601-624 24 p.Research output: Contribution to journal › Article › Scientific › peer-review
Open AccessFile -
Testing identification via heteroskedasticity in structural vector autoregressive models
Lütkepohl, H., Meitz, M., Netsunajev, A. & Saikkonen, P., Jan 2021, In: Econometrics Journal. 24, 1, p. 1-22 22 p.Research output: Contribution to journal › Article › Scientific › peer-review
Open AccessFile
Projects
- 1 Finished
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Structural Analysis of Non-Gaussian Macroeconomic and Financial Time Series
Lanne, M., Saikkonen, P., Meitz, M., Luoto, J., Funovits, B. & Palmén, O.
01/09/2017 → 31/08/2021
Project: Research project
Activities
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International Journal of Central Banking (Journal)
Mika Meitz (Reviewer)
May 2020Activity: Publication peer-review and editorial work types › Peer review of manuscripts
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Journal of Business and Economic Statistics (Journal)
Mika Meitz (Reviewer)
Jan 2020Activity: Publication peer-review and editorial work types › Peer review of manuscripts
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Computational Statistics & Data Analysis (Journal)
Mika Meitz (Reviewer)
Nov 2020Activity: Publication peer-review and editorial work types › Peer review of manuscripts
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Invited Seminar, Tinbergen Institute
Mika Meitz (Speaker)
Oct 2020Activity: Talk or presentation types › Invited talk
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Journal of financial econometrics. (Journal)
Mika Meitz (Reviewer)
Aug 2020Activity: Publication peer-review and editorial work types › Peer review of manuscripts