Advanced Search
MyIDEAS: Login to follow this author

J. Isaac Miller

Contents:

This is information that was supplied by J. Miller in registering through RePEc. If you are J. Isaac Miller , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: J.
Middle Name: Isaac
Last Name: Miller
Suffix:

RePEc Short-ID: pmi148

Email:
Homepage: http://www.missouri.edu/~millerjisaac/
Postal Address:
Phone:

Affiliation

Economics Department
University of Missouri
Location: Columbia, Missouri (United States)
Homepage: http://economics.missouri.edu/
Email:
Phone: (573) 882-0063
Fax: (573) 882-2697
Postal: 118 Professional Building, Columbia, MO 65211
Handle: RePEc:edi:edumous (more details at EDIRC)

Works

as in new window

Working papers

  1. Yoosoon Chang & Chang Sik Kim & J. Isaac Miller & Joon Y. Park & Sungkeun Park, 2014. "Time-varying Long-run Income and Output Elasticities of Electricity Demand," Working Papers 1409, Department of Economics, University of Missouri.
  2. Eric Ghysels & J. Isaac Miller, 2014. "On the Size Distortion from Linearly Interpolating Low-frequency Series for Cointegration Tests," Working Papers 1403, Department of Economics, University of Missouri.
  3. Yoosoon Chang & Yongok Choi & Chang Sik Kim & Joon Y. Park & J. Isaac Miller, 2013. "Disentangling Temporal Patterns in Elasticities: A Functional Coefficient Panel Analysis of Electricity Demand," Working Papers 1320, Department of Economics, University of Missouri.
  4. Shali Luo & J. Isaac Miller, 2013. "On the Spatial Correlation of International Conflict Initiation and Other Binary and Dyadic Dependent Variables," Working Papers 1306, Department of Economics, University of Missouri.
  5. Eric Ghysels & J. Isaac Miller, 2013. "Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series," Working Papers 1307, Department of Economics, University of Missouri, revised 07 May 2014.
  6. J. Isaac Miller, 2012. "Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures," Working Papers 1211, Department of Economics, University of Missouri.
  7. J. Isaac Miller, 2011. "Cointegrating MiDaS Regressions and a MiDaS Test," Working Papers 1104, Department of Economics, University of Missouri.
  8. J. Isaac Miller, 2011. "Conditionally Efficient Estimation of Long-run Relationships Using Mixed-frequency Time Series," Working Papers 1103, Department of Economics, University of Missouri, revised 30 May 2012.
  9. J. Isaac Miller, 2010. "A Nonlinear IV Likelihood-Based Rank Test for Multivariate Time Series and Long Panels," Working Papers 1001, Department of Economics, University of Missouri.
  10. J. Isaac Miller & Shawn Ni, 2010. "Long-Term Oil Price Forecasts: A New Perspective on Oil and the Macroeconomy," Working Papers 1012, Department of Economics, University of Missouri.
  11. J. Isaac Miller & Ronald Ratti, 2008. "Crude Oil and Stock Markets: Stability, Instability, and Bubbles," Working Papers 0810, Department of Economics, University of Missouri, revised 20 Jan 2009.
  12. J. Isaac Miller, 2007. "Cointegrating Regressions with Messy Regressors: Missingness, Mixed Frequency, and Measurement Error," Working Papers 0722, Department of Economics, University of Missouri, revised 15 Apr 2009.
  13. Miller, J. Isaac & Park, Joon Y., 2005. "How They Interact to Generate Persistency in Memory," Working Papers 2005-01, Rice University, Department of Economics.
  14. J. Isaac Miller & Yoosoon Chang & Joon Y. Park, 2005. "Extracting a Common Stochastic Trend:Theories with Some Applications," Working Papers 0507, Department of Economics, University of Missouri, revised 18 Aug 2005.
  15. Joon Y. Park & J. Isaac Miller, 2004. "Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory," Econometric Society 2004 North American Summer Meetings 597, Econometric Society.

Articles

  1. Luo, Shali & Miller, J. Isaac, 2014. "On the spatial correlation of international conflict initiation and other binary and dyadic dependent variables," Regional Science and Urban Economics, Elsevier, vol. 44(C), pages 107-118.
  2. Miller, J. Isaac & Ni, Shawn, 2011. "Long-Term Oil Price Forecasts: A New Perspective On Oil And The Macroeconomy," Macroeconomic Dynamics, Cambridge University Press, vol. 15(S3), pages 396-415, November.
  3. Miller, J. Isaac, 2011. "Testing the bounds: Empirical behavior of target zone fundamentals," Economic Modelling, Elsevier, vol. 28(4), pages 1782-1792, July.
  4. Miller, J. Isaac & Park, Joon Y., 2010. "Nonlinearity, nonstationarity, and thick tails: How they interact to generate persistence in memory," Journal of Econometrics, Elsevier, vol. 155(1), pages 83-89, March.
  5. Miller J. Isaac, 2010. "A Nonlinear IV Likelihood-Based Rank Test for Multivariate Time Series and Long Panels," Journal of Time Series Econometrics, De Gruyter, vol. 2(1), pages 1-38, September.
  6. J. Isaac Miller, 2010. "Cointegrating regressions with messy regressors and an application to mixed-frequency series," Journal of Time Series Analysis, Wiley Blackwell, vol. 31(4), pages 255-277, 07.
  7. Miller, J. Isaac & Ratti, Ronald A., 2009. "Crude oil and stock markets: Stability, instability, and bubbles," Energy Economics, Elsevier, vol. 31(4), pages 559-568, July.
  8. Chang, Yoosoon & Isaac Miller, J. & Park, Joon Y., 2009. "Extracting a common stochastic trend: Theory with some applications," Journal of Econometrics, Elsevier, vol. 150(2), pages 231-247, June.

NEP Fields

12 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (1) 2010-10-23
  2. NEP-ECM: Econometrics (10) 2008-02-02 2008-02-09 2010-07-10 2011-05-30 2011-06-25 2013-06-16 2013-08-05 2013-11-16 2014-06-02 2014-06-14. Author is listed
  3. NEP-ENE: Energy Economics (3) 2008-09-13 2010-10-23 2013-11-16. Author is listed
  4. NEP-ETS: Econometric Time Series (8) 2008-02-02 2008-02-09 2010-07-10 2011-05-30 2011-06-25 2013-08-05 2014-06-02 2014-06-14. Author is listed
  5. NEP-FMK: Financial Markets (1) 2008-09-13
  6. NEP-FOR: Forecasting (2) 2010-10-23 2011-06-25
  7. NEP-MAC: Macroeconomics (1) 2010-10-23
  8. NEP-MST: Market Microstructure (1) 2008-02-02
  9. NEP-ORE: Operations Research (1) 2010-07-10
  10. NEP-URE: Urban & Real Estate Economics (1) 2013-06-16

Statistics

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, J. Miller should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.