J. Isaac Miller
Publications Since 2016:
"Testing Cointegrating Relationships Using Irregular and Non-Contemporaneous Series with an Application to Paleoclimate Data," Journal of Time Series Analysis, forthcoming.
"Evaluating Trends in Time Series of Distributions: A Spatial Fingerprint of Human Effects on Climate” (with Y. Chang, R.K. Kaufmann, C.S. Kim, J.Y. Park, and S. Park), Journal of Econometrics, forthcoming.
“Modeling and Extrapolating Wheat Producer Support Using Income and Other Factors” (with J. Zhao and W. Thompson), Journal of Agricultural Economics, 2018.
“Simple Robust Tests for the Specification of High-Frequency Predictors of a Low-Frequency Series,” Econometrics and Statistics, 2018.
“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.
Selected Older Publications:
"Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistence in Memory" (with J.Y. Park), Journal of 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.