J. Isaac Miller

Available identifiers

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

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