J. Isaac Miller

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Polar amplification in a moist energy balance model: a structural econometric approach to estimation and testing
Journal of Econometrics
2025-01-16Paper
Beyond RCP8.5: marginal mitigation using quasi-representative concentration pathways
Journal of Econometrics
2024-03-06Paper
Conditionally Efficient Estimation of Long-Run Relationships Using Mixed-Frequency Time Series
Econometric Reviews
2022-06-03Paper
Time-varying cointegration and the Kalman filter
Econometric Reviews
2022-03-09Paper
On the size distortion from linearly interpolating low-frequency series for cointegration tests
Essays in Honor of Peter C. B. Phillips
2020-11-10Paper
Evaluating trends in time series of distributions: a spatial fingerprint of human effects on climate
Journal of Econometrics
2019-12-19Paper
Testing cointegrating relationships using irregular and non-contemporaneous series with an application to paleoclimate data
Journal of Time Series Analysis
2019-12-06Paper
Implementing residual-based KPSS tests for cointegration with data subject to temporal aggregation and mixed sampling frequencies
Journal of Time Series Analysis
2016-10-28Paper
Nonlinearity, nonstationarity, and thick tails: how they interact to generate persistence in memory
Journal of Econometrics
2016-07-25Paper
Extracting a common stochastic trend: theory with some applications
Journal of Econometrics
2016-07-04Paper
Testing for cointegration with temporally aggregated and mixed-frequency time series
Journal of Time Series Analysis
2015-11-13Paper
A nonlinear IV likelihood-based rank test for multivariate time series and long panels
Journal of Time Series Econometrics
2013-06-14Paper
Cointegrating regressions with messy regressors and an application to mixed-frequency series
Journal of Time Series Analysis
2011-11-26Paper


Research outcomes over time


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