Details about J. Isaac Miller

Access statistics for papers by J. Isaac Miller.

Last updated 2008-09-09. Update your information in the RePEc Author Service.

Short-id: pmi148

Working Papers

2008

1. Crude Oil and Stock Markets: Stability, Instability, and Bubbles
   Working Papers, Department of Economics, University of Missouri
2. Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory
   Working Papers, Department of Economics, University of Missouri View citations
   Also in
   Econometric Society 2004 North American Summer Meetings, Econometric Society (2004) View citations
3. Testing the Bounds: Empirical Behavior of Target Zone Fundamentals
   Working Papers, Department of Economics, University of Missouri

2007

4. Cointegrating Regressions with Messy Regressors: Missingness, Mixed Frequency, and Nonclassical Measurement Error
   Working Papers, Department of Economics, University of Missouri View citations
5. Testing for Purchasing Power Parity Under a Target Zone Exchange Rate Regime
   Working Papers, Department of Economics, University of Missouri

2006

6. A Random Coefficients Autoregressive Model with Exogenously-Driven Stochastic Unit Roots
   Working Papers, Department of Economics, University of Missouri

2005

7. Extracting a Common Stochastic Trend: Theories with Some Applications
   Working Papers, Rice University, Department of Economics
   Also in
   Working Papers, Department of Economics, University of Missouri (2005)
8. How They Interact to Generate Persistency in Memory
   Working Papers, Rice University, Department of Economics