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Details about J. Isaac Miller

E-mail:
Homepage:http://www.missouri.edu/~millerjisaac/
Workplace:Economics Department, University of Missouri, (more information at EDIRC)

Access statistics for papers by J. Isaac Miller.

Last updated 2016-12-20. Update your information in the RePEc Author Service.

Short-id: pmi148


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Working Papers

2017

  1. Local Climate Sensitivity: A Statistical Approach for a Spatially Heterogeneous Planet
    Working Papers, Department of Economics, University of Missouri Downloads

2016

  1. Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate
    Working Papers, Department of Economics, University of Missouri Downloads
  2. Time Series Analysis of Global Temperature Distributions: Identifying and Estimating Persistent Features in Temperature Anomalies
    Working Papers, Department of Economics, University of Missouri Downloads View citations (5)

2015

  1. A New Approach to Modeling the Effects of Temperature Fluctuations on Monthly Electricity Demand
    Working Papers, Department of Economics, University of Missouri Downloads
    See also Journal Article in Energy Economics (2016)

2014

  1. On the Size Distortion from Linearly Interpolating Low-frequency Series for Cointegration Tests
    Working Papers, Department of Economics, University of Missouri Downloads View citations (3)
  2. Simple Robust Tests for the Specification of High-Frequency Predictors of a Low-Frequency Series
    Working Papers, Department of Economics, University of Missouri Downloads
  3. Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series
    Working Papers, Department of Economics, University of Missouri Downloads View citations (3)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) Downloads View citations (9)

    See also Journal Article in Journal of Time Series Analysis (2015)
  4. Time-varying Long-run Income and Output Elasticities of Electricity Demand
    Working Papers, Department of Economics, University of Missouri Downloads View citations (7)

2013

  1. Disentangling Temporal Patterns in Elasticities: A Functional Coefficient Panel Analysis of Electricity Demand
    Working Papers, Department of Economics, University of Missouri Downloads View citations (3)
    See also Journal Article in Energy Economics (2016)
  2. On the Spatial Correlation of International Conflict Initiation and Other Binary and Dyadic Dependent Variables
    Working Papers, Department of Economics, University of Missouri Downloads
    See also Journal Article in Regional Science and Urban Economics (2014)

2012

  1. Conditionally Efficient Estimation of Long-run Relationships Using Mixed-frequency Time Series
    Working Papers, Department of Economics, University of Missouri Downloads View citations (6)
    See also Journal Article in Econometric Reviews (2016)
  2. Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures
    Working Papers, Department of Economics, University of Missouri Downloads View citations (7)
    See also Journal Article in Journal of Financial Econometrics (2014)

2011

  1. Cointegrating MiDaS Regressions and a MiDaS Test
    Working Papers, Department of Economics, University of Missouri Downloads View citations (2)

2010

  1. A Nonlinear IV Likelihood-Based Rank Test for Multivariate Time Series and Long Panels
    Working Papers, Department of Economics, University of Missouri Downloads View citations (2)
    See also Journal Article in Journal of Time Series Econometrics (2010)
  2. Long-Term Oil Price Forecasts: A New Perspective on Oil and the Macroeconomy
    Working Papers, Department of Economics, University of Missouri Downloads View citations (1)
    See also Journal Article in Macroeconomic Dynamics (2011)

2009

  1. Cointegrating Regressions with Messy Regressors: Missingness, Mixed Frequency, and Measurement Error
    Working Papers, Department of Economics, University of Missouri Downloads View citations (1)
  2. Crude Oil and Stock Markets: Stability, Instability, and Bubbles
    Working Papers, Department of Economics, University of Missouri Downloads View citations (151)
    See also Journal Article in Energy Economics (2009)
  3. Testing the Bounds: Empirical Behavior of Target Zone Fundamentals
    Working Papers, Department of Economics, University of Missouri Downloads
    See also Journal Article in Economic Modelling (2011)

2008

  1. Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory
    Working Papers, Department of Economics, University of Missouri Downloads View citations (2)
    Also in Econometric Society 2004 North American Summer Meetings, Econometric Society (2004) View citations (6)

    See also Journal Article in Journal of Econometrics (2010)

2005

  1. Extracting a Common Stochastic Trend: Theories with Some Applications
    Working Papers, Rice University, Department of Economics Downloads View citations (1)
    Also in Working Papers, Department of Economics, University of Missouri (2005) Downloads View citations (2)
  2. How They Interact to Generate Persistency in Memory
    Working Papers, Rice University, Department of Economics Downloads

Journal Articles

2016

  1. A new approach to modeling the effects of temperature fluctuations on monthly electricity demand
    Energy Economics, 2016, 60, (C), 206-216 Downloads
    See also Working Paper (2015)
  2. Conditionally Efficient Estimation of Long-Run Relationships Using Mixed-Frequency Time Series
    Econometric Reviews, 2016, 35, (6), 1142-1171 Downloads View citations (4)
    See also Working Paper (2012)
  3. Disentangling temporal patterns in elasticities: A functional coefficient panel analysis of electricity demand
    Energy Economics, 2016, 60, (C), 232-243 Downloads View citations (2)
    See also Working Paper (2013)
  4. Implementing Residual-Based KPSS Tests for Cointegration with Data Subject to Temporal Aggregation and Mixed Sampling Frequencies
    Journal of Time Series Analysis, 2016, 37, (6), 810-824 Downloads

2015

  1. Testing for Cointegration with Temporally Aggregated and Mixed-Frequency Time Series
    Journal of Time Series Analysis, 2015, 36, (6), 797-816 Downloads View citations (5)
    See also Working Paper (2014)

2014

  1. Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures
    Journal of Financial Econometrics, 2014, 12, (3), 584-614 Downloads View citations (2)
    See also Working Paper (2012)
  2. On the spatial correlation of international conflict initiation and other binary and dyadic dependent variables
    Regional Science and Urban Economics, 2014, 44, (C), 107-118 Downloads
    See also Working Paper (2013)
  3. Time-varying Long-run Income and Output Elasticities of Electricity Demand with an Application to Korea
    Energy Economics, 2014, 46, (C), 334-347 Downloads View citations (11)

2011

  1. LONG-TERM OIL PRICE FORECASTS: A NEW PERSPECTIVE ON OIL AND THE MACROECONOMY
    Macroeconomic Dynamics, 2011, 15, (S3), 396-415 Downloads View citations (10)
    See also Working Paper (2010)
  2. Testing the bounds: Empirical behavior of target zone fundamentals
    Economic Modelling, 2011, 28, (4), 1782-1792 Downloads
    See also Working Paper (2009)

2010

  1. A Nonlinear IV Likelihood-Based Rank Test for Multivariate Time Series and Long Panels
    Journal of Time Series Econometrics, 2010, 2, (1), 1-38 Downloads View citations (2)
    See also Working Paper (2010)
  2. Cointegrating regressions with messy regressors and an application to mixed-frequency series
    Journal of Time Series Analysis, 2010, 31, (4), 255-277 Downloads View citations (4)
  3. Nonlinearity, nonstationarity, and thick tails: How they interact to generate persistence in memory
    Journal of Econometrics, 2010, 155, (1), 83-89 Downloads View citations (8)
    See also Working Paper (2008)

2009

  1. Crude oil and stock markets: Stability, instability, and bubbles
    Energy Economics, 2009, 31, (4), 559-568 Downloads View citations (135)
    See also Working Paper (2009)
  2. Extracting a common stochastic trend: Theory with some applications
    Journal of Econometrics, 2009, 150, (2), 231-247 Downloads View citations (9)
 
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