| Identification and estimation of non-Gaussian structural vector autoregressions M Lanne, M Meitz, P Saikkonen Journal of Econometrics 196 (2), 288-304, 2017 | 215 | 2017 |
| Evaluating models of autoregressive conditional duration M Meitz, T Teräsvirta Journal of Business & Economic Statistics 24, 104-124, 2006 | 140 | 2006 |
| 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 | 126 | 2008 |
| Stability of nonlinear AR‐GARCH models M Meitz, P Saikkonen Journal of Time Series Analysis 29 (3), 453-475, 2008 | 92 | 2008 |
| Parameter estimation in nonlinear AR–GARCH models M Meitz, P Saikkonen Econometric Theory 27 (6), 1236-1278, 2011 | 62 | 2011 |
| Gaussian mixture vector autoregression L Kalliovirta, M Meitz, P Saikkonen Journal of Econometrics 192 (2), 485-498, 2016 | 58 | 2016 |
| 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 | 57 | 2015 |
| Testing identification via heteroskedasticity in structural vector autoregressive models H Lütkepohl, M Meitz, A Netšunajev, P Saikkonen Econometrics Journal 24 (1), 1-22, 2021 | 32 | 2021 |
| 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 | 27 | 2023 |
| Maximum likelihood estimation of a noninvertible ARMA model with autoregressive conditional heteroskedasticity M Meitz, P Saikkonen Journal of Multivariate Analysis 114, 227-255, 2013 | 18 | 2013 |
| 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 | 15 | 2010 |
| A necessary and sufficient condition for the strict stationarity of a family of GARCH processes M Meitz Econometric Theory 22 (5), 985-988, 2006 | 15 | 2006 |
| Testing for observation-dependent regime switching in mixture autoregressive models M Meitz, P Saikkonen Journal of Econometrics 222 (1), 601-624, 2021 | 14 | 2021 |
| Testing for Linear and Nonlinear Predictability of Stock Returns M Lanne, M Meitz, P Saikkonen Journal of Financial Econometrics 11 (4), 682-705, 2013 | 12 | 2013 |
| Subgeometric ergodicity and β-mixing M Meitz, P Saikkonen Journal of Applied Probability 58 (3), 594-608, 2021 | 11 | 2021 |
| 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 | 3 | 2014 |
| Subgeometrically ergodic autoregressions M Meitz, P Saikkonen Econometric Theory 38 (5), 959-985, 2022 | 2 | 2022 |
| Subgeometrically ergodic autoregressions with autoregressive conditional heteroskedasticity M Meitz, P Saikkonen Econometric Theory, 1-31, 2023 | 1 | 2023 |
