J. Isaac Miller

J. Isaac Miller
Associate Professor, Ph.D., Rice
Time Series Econometrics, Energy & Climate Econometrics
221 Professional Building
573-882-7282
Recent Publications: 

“Simple Robust Tests for the Specification of High-Frequency Predictors of a Low-Frequency Series,” Econometrics and Statistics, forthcoming.

“Disentangling Temporal Patterns in Elasticities: A Functional Coefficient Panel Analysis of Electricity Demand” (with Y. Chang, Y. Choi, C.S. Kim, and J.Y. Park), Energy Economics, 2016.

“A New Approach to Modeling the Effects of Temperature Fluctuations on Monthly Electricity Demand” (with Y. Chang, C.S. Kim, J.Y. Park, and S. Park), Energy Economics, 2016.

“Implementing Residual-Based KPSS Tests for Cointegration with Data Subject to Temporal Aggregation and Mixed Sampling Frequencies” (with X. Wang), Journal of Time Series Analysis, 2016.

"Conditionally Efficient Estimation of Long-Run Relationships Using Mixed-Frequency Time Series," Econometric Reviews, 2016.

“Testing for Cointegration with Temporally Aggregated and Mixed-Frequency Time Series” (with E. Ghysels), Journal of Time Series Analysis, 2015.

"Time-Varying Long-Run Income and Output Elasticities of Electricity Demand with an Application to Korea" (with Y. Chang, C.S. Kim, J.Y. Park, and S. Park), Energy Economics, 2014.

"On the Size Distortion from Linearly Interpolating Low-Frequency Series for Cointegration Tests" (with E. Ghysels), Advances in Econometrics, 2014.

"On the Spatial Correlation of International Conflict Initiation and Other Binary and Dyadic Dependent Variables" (with S. Luo), Regional Science and Urban Economics, 2014.

"Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures," Journal of Financial Econometrics, 2014.

"Long-Term Oil Price Forecasts: A New Perspective on Oil and the Macroeconomy" (with S. Ni), Macroeconomic Dynamics, 2011.

"Testing the Bounds: Empirical Behavior of Target Zone Fundamentals," Economic Modelling, 2011.

“Cointegrating Regressions with Messy Regressors and an Application to Mixed-frequency Series,” Journal of Time Series Analysis, 2010.

"Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistence in Memory" (with J.Y. Park), Journal of Econometrics, 2010.

"A Nonlinear IV Likelihood-based Rank Test for Multivariate Time Series and Long Panels," Journal of Time Series Econometrics, 2010.

"Crude Oil and Stock Markets: Stability, Instability, and Bubbles" (with R. Ratti), Energy Economics, 2009.

"Extracting a Common Stochastic Trend: Theory with Some Applications" (with Y. Chang and J.Y. Park), Journal of Econometrics, 2009.