フォロー
J. Isaac Miller
J. Isaac Miller
Department of Economics, University of Missouri
確認したメール アドレス: missouri.edu - ホームページ
タイトル
引用先
引用先
Crude oil and stock markets: Stability, instability, and bubbles
JI Miller, RA Ratti
Energy economics 31 (4), 559-568, 2009
9092009
Time-varying long-run income and output elasticities of electricity demand with an application to Korea
Y Chang, CS Kim, JI Miller, JY Park, S Park
Energy Economics 46, 334-347, 2014
1012014
Extracting a common stochastic trend: Theory with some applications
Y Chang, JI Miller, JY Park
Journal of Econometrics 150 (2), 231-247, 2009
922009
Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate
Y Chang, RK Kaufmann, CS Kim, JI Miller, JY Park, S Park
Journal of Econometrics 214 (1), 274-294, 2020
58*2020
A new approach to modeling the effects of temperature fluctuations on monthly electricity demand
Y Chang, CS Kim, JI Miller, JY Park, S Park
Energy Economics 60, 206-216, 2016
562016
Disentangling temporal patterns in elasticities: A functional coefficient panel analysis of electricity demand
Y Chang, Y Choi, CS Kim, JI Miller, JY Park
Energy Economics 60, 232-243, 2016
432016
Mixed-frequency cointegrating regressions with parsimonious distributed lag structures
JI Miller
Journal of Financial Econometrics 12 (3), 584-614, 2014
43*2014
Testing for cointegration with temporally aggregated and mixed‐frequency time series
E Ghysels, JI Miller
Journal of Time Series Analysis 36 (6), 797-816, 2015
422015
Nonlinearity, nonstationarity, and thick tails: How they interact to generate persistence in memory
JI Miller, JY Park
Journal of Econometrics 155 (1), 83-89, 2010
292010
Conditionally efficient estimation of long-run relationships using mixed-frequency time series
JI Miller
Econometric Reviews 35 (6), 1142-1171, 2016
232016
Forecasting regional long-run energy demand: A functional coefficient panel approach
Y Chang, Y Choi, CS Kim, JI Miller, JY Park
Energy Economics 96, 105117, 2021
222021
Cointegrating regressions with messy regressors and an application to mixed‐frequency series
J Isaac Miller
Journal of Time Series Analysis 31 (4), 255-277, 2010
212010
Long-Term Oil Price Forecasts: A New Perspective on Oil and the Macroeconomy
JI Miller, S Ni
Macroeconomic Dynamics, forthcoming, 2011
202011
On the size distortion from linearly interpolating low-frequency series for cointegration tests
E Ghysels, J Isaac Miller
Essays in Honor of Peter CB Phillips, 93-122, 2014
152014
Modelling residential demand for electricity in the US: a semiparametric panel data approach
J Miller
Unpublished Manuscript. Department of Economics, Rice University: Texas, 2002
132002
Dating hiatuses: A statistical model of the recent slowdown in global warming and the next one
JI Miller, K Nam
Earth System Dynamics 11 (4), 1123-1132, 2020
112020
Time-varying cointegration and the Kalman filter
BA Eroğlu, JI Miller, T Yiğit
Econometric reviews 41 (1), 1-21, 2022
82022
Testing Cointegrating Relationships Using Irregular and Non‐Contemporaneous Series with an Application to Paleoclimate Data
JI Miller
Journal of Time Series Analysis 40 (6), 936-950, 2019
82019
Local Climate Sensitivity: What Can Time Series of Distributions Reveal About Spatial Heterogeneity of Climate Change?
JI Miller
Essays in Honor of Joon Y. Park: Econometric Methodology in Empirical …, 2023
5*2023
Modeling and extrapolating wheat producer support using income and other factors
J Zhao, JI Miller, W Thompson
Journal of Agricultural Economics 69 (2), 338-350, 2018
52018
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