J. Isaac Miller : Citation Profile


Are you J. Isaac Miller?

University of Missouri

10

H index

11

i10 index

460

Citations

RESEARCH PRODUCTION:

19

Articles

29

Papers

1

Chapters

RESEARCH ACTIVITY:

   16 years (2004 - 2020). See details.
   Cites by year: 28
   Journals where J. Isaac Miller has often published
   Relations with other researchers
   Recent citing documents: 47.    Total self citations: 23 (4.76 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pmi148
   Updated: 2021-02-20    RAS profile: 2020-02-06    
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Relations with other researchers


Works with:

Chang, Yoosoon (4)

Kaufmann, Robert (2)

Choi, Yongok (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with J. Isaac Miller.

Is cited by:

Hecq, Alain (28)

Götz, Thomas (22)

Filis, George (19)

Degiannakis, Stavros (14)

Chambers, Marcus (12)

Ratti, Ronald (10)

MORANA, CLAUDIO (10)

Guesmi, Khaled (9)

Smeekes, Stephan (9)

Sbrana, Giacomo (8)

Chang, Chia-Lin (8)

Cites to:

Park, Joon (35)

Phillips, Peter (27)

Chang, Yoosoon (18)

Granger, Clive (16)

Kaufmann, Robert (14)

Santa-Clara, Pedro (11)

Perron, Pierre (10)

Estrada, Francisco (10)

Svensson, Lars (10)

Engle, Robert (9)

Valkanov, Rossen (8)

Main data


Where J. Isaac Miller has published?


Journals with more than one article published# docs
Journal of Time Series Analysis4
Energy Economics4
Journal of Econometrics3

Working Papers Series with more than one paper published# docs
Working Papers / Department of Economics, University of Missouri25
Working Papers / Rice University, Department of Economics2

Recent works citing J. Isaac Miller (2021 and 2020)


YearTitle of citing document
2020Analyzing the robustness of ARIMA and neural networks as a predictive model of crude oil prices. (2020). Yadav, Miklesh ; Sharma, Sudhi. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(623):y:2020:i:2(623):p:289-300.

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2020Functional Principal Component Analysis of Cointegrated Functional Time Series. (2020). Seo, Won-Ki. In: Papers. RePEc:arx:papers:2011.12781.

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2020Can Crude Oil Price be a Predictor of Stock Index Return? Evidence from Vietnamese Stock Market. (2020). Nguyen, Dat Thanh. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:13-21.

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2020Commodity Prices and Global Economic Activity: a derived-demand approach. (2020). Gaglianone, Wagner ; Duarte, Angelo Montalverne ; Issler, Joo Victor ; de Carvalho, Osmani Teixeira. In: Working Papers Series. RePEc:bcb:wpaper:539.

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2020Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series. (2020). Perron, Pierre ; Yu, Xuewen ; Kejriwal, Mohitosh. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:41:y:2020:i:5:p:676-690.

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2020Dynamic Linkages Between the Oil Spot, Oil Futures, and Stock Markets: Evidence from Dubai. (2020). Alawi, Suha Mahmoud ; Lamouchi, Rim Ammar. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-01-50.

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2020Long run Association of Stock Prices and Crude Oil Prices: Evidence from Saudi Arabia. (2020). , Abdulrahman ; Rahman, Abdul. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-02-16.

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2020Sparse modeling approach for identifying the dominant factors affecting situation-dependent hourly electricity demand. (2020). Hayashida, Motonari ; Kabe, Satoshi ; Fujimoto, YU ; Kaneko, Nanae. In: Applied Energy. RePEc:eee:appene:v:265:y:2020:i:c:s0306261920302646.

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2020Safe marginal time of crude oil price via escape problem of econophysics. (2020). Leng, NA ; Li, Jiang-Cheng ; Peng, Jia-Sheng ; Wei, YU ; Zhong, Guang-Yan. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:133:y:2020:i:c:s096007792030059x.

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2020Taxonomy of commodities assets via complexity-entropy causality plane. (2020). , Fernando ; Fernando, . In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:137:y:2020:i:c:s096007792030309x.

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2020Crude oil and BRICS stock markets under extreme shocks: New evidence. (2020). He, Chengting ; Niu, Tianjiao ; Ma, Feng ; Wang, LU. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:54-68.

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2020The static and dynamic connectedness of environmental, social, and governance investments: International evidence. (2020). Kenourgios, Dimitris ; Papathanasiou, Sypros ; Umar, Zaghum. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:112-124.

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2020The economic and financial properties of crude oil: A review. (2020). Auer, Benjamin R ; Lang, Korbinian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940818302559.

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2020Frequency domain estimation of cointegrating vectors with mixed frequency and mixed sample data. (2020). Chambers, Marcus. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:1:p:140-160.

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2020Time-varying persistence in real oil prices and its determinant. (2020). Wegener, Christoph ; Kruse, Robinson. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319300805.

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2020Period specific volatility spillover based connectedness between oil and other commodity prices and their portfolio implications. (2020). Dash, Saumya Ranjan ; Guhathakurta, Kousik ; Maitra, Debasish. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303615.

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2020Oil price shocks and EMU sovereign yield spreads. (2020). Filis, George ; Filippidis, Michail ; Kizys, Renatas. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304530.

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2020Time-varying income and price elasticities for energy demand: Evidence from a middle-income panel. (2020). Smyth, Russell ; liddle, brantley ; Zhang, Xibin. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988320300207.

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2020Financial liquidity, geopolitics, and oil prices. (2020). Abdel-Latif, Hany ; El-Gamal, Mahmoud. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988319302634.

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2020The linkages between oil market uncertainty and Islamic stock markets: Evidence from quantile-on-quantile approach. (2020). Lin, Boqiang ; Su, Tong. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320300980.

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2020Co-movements and spillovers of oil and renewable firms under extreme conditions: New evidence from negative WTI prices during COVID-19. (2020). Corbet, Shaen ; Gunay, Samet ; Goodell, John W. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320303182.

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2020Impact of temperature on electricity demand: Evidence from Delhi and Indian states. (2020). Tongia, Rahul ; Singh, Nishmeet ; Harish, Santosh. In: Energy Policy. RePEc:eee:enepol:v:140:y:2020:i:c:s0301421520301981.

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2020The oil price risk and global stock returns. (2020). Azimli, Asil. In: Energy. RePEc:eee:energy:v:198:y:2020:i:c:s0360544220304278.

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2020A dynamic quantile regression model for the relationship between oil price and stock markets in oil-importing and oil-exporting countries. (2020). Mokni, Khaled. In: Energy. RePEc:eee:energy:v:213:y:2020:i:c:s0360544220317473.

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2020Regime dependent effects and cyclical volatility spillover between crude oil price movements and stock returns. (2020). Onwuka, Kevin O ; Urom, Christian ; Yuni, Denis N ; Uma, Kalu E. In: International Economics. RePEc:eee:inteco:v:161:y:2020:i:c:p:10-29.

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2020Using entropy to assess dynamic behaviour of long-term copper price. (2020). Saydam, Serkan ; Coulton, Jeff ; Tapia, Carlos. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719303046.

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2020How oil prices, gold prices, uncertainty and risk impact Islamic and conventional stocks? Empirical evidence from QARDL technique. (2020). Sharif, Arshian ; Jermsittiparsert, Kittisak ; Sarwat, Salman ; Godil, Danish Iqbal. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719308402.

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2020Stochastic resonance of drawdown risk in energy market prices. (2020). Dong, Yang ; Li, Jiang-Cheng ; Hu, Xiao-Bing ; Wen, Shu-Hui. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:540:y:2020:i:c:s0378437119317479.

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2020The relationship between oil prices and the Brazilian stock market. (2020). Ferreira, Paulo ; Silva, Marcus ; Pereira, Eder. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:545:y:2020:i:c:s0378437119320874.

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2020The asymmetric oil price and policy uncertainty shock exposure of emerging market sectoral equity returns: A quantile regression approach. (2020). Das, Debojyoti ; Kannadhasan, M. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:563-581.

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2020The non-linear relationship between oil prices and stock prices: Evidence from oil-importing and oil-exporting countries. (2020). Lenin, Bruno Felipe ; de Jesus, Diego Pitta ; da Nobrega, Cassio. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919302028.

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2020Frequency-Domain Evidence for Climate Change. (2020). Reschenhofer, Erhard ; Mangat, Manveer Kaur. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:3:p:28-:d:387111.

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2020Short-Term Electricity Demand Forecasting: Impact Analysis of Temperature for Thailand. (2020). Kulthanavit, Pisut ; Kittipiyakul, Somsak ; Chapagain, Kamal. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:10:p:2498-:d:358610.

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2020How Population Age Distribution Affects Future Electricity Demand in Korea: Applying Population Polynomial Function. (2020). Kim, Jaehyeok ; Jang, Minwoo ; Jo, Ha-Hyun. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:20:p:5360-:d:428052.

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2020Gasoline Demand Elasticities at the Backdrop of Lower Oil Prices: Fuel-Subsidizing Country Case. (2020). Mukhtarov, Shahriyar ; Mammadov, Jeyhun ; Mikayilov, Jeyhun I. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:24:p:6752-:d:465967.

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2020Oil Price, Oil Price Implied Volatility (OVX) and Illiquidity Premiums in the US: (A)symmetry and the Impact of Macroeconomic Factors. (2020). Giouvris, Evangelos ; Essa, Mohammad Sharik. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:4:p:70-:d:344446.

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2020Nonlinearity between CO 2 Emission and Economic Development: Evidence from a Functional Coefficient Panel Approach. (2020). Lee, Sungro ; Nam, Kyungsik ; Jeon, Hocheol. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:24:p:10258-:d:458880.

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2020Investigating the Asymmetric Impact of Oil Prices on GCC Stock Markets. (2020). Rault, Christophe ; Ben Naceur, Sami ; Kanaan, Oussama ; Bennaceur, Sami ; ben Cheikh, Nidhaleddine. In: IZA Discussion Papers. RePEc:iza:izadps:dp13853.

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2020Impact of Longevity Risks on the Korean Government: Proposing a New Mortality Forecasting Model. (2020). Choi, Yongok. In: Korean Economic Review. RePEc:kea:keappr:ker-20200101-36-1-07.

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2020Financial instability and oil price fluctuations: evidence from oil exporting developing countries. (2020). PORCHER, Thomas ; Brahim, Khaled Guesmi. In: European Journal of Comparative Economics. RePEc:liu:liucej:v:17:y:2020:i:1:p:55-71.

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2021Depth-Weighted Forecast Combination: Application to COVID-19 Cases. (2021). Lee, Yoonseok ; Sul, Donggyu. In: Center for Policy Research Working Papers. RePEc:max:cprwps:238.

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2020On Income and Price Elasticities for Energy Demand: A Panel Data Study. (2020). Smyth, Russell ; GAO, Jiti ; Peng, Bin. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-28.

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2020The effects of oil prices on equity market returns in BRICS grouping: A quantile-on-quantile approach. (2020). Bonga-Bonga, Lumengo ; Mabanga, Chris. In: MPRA Paper. RePEc:pra:mprapa:101403.

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2020Does the price of crude oil help predict the conditional distribution of aggregate equity return?. (2020). Nonejad, Nima. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:1:d:10.1007_s00181-019-01643-2.

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2021The time-varying effects of oil prices on oil–gas stock returns of the fragile five countries. (2021). Atik, Nazif A ; Kila, Gul Huyuguzel ; Kosedali, Begum Yurteri. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-020-00224-y.

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2020Liner and nonliner sectoral response of stock markets to oil price movements: The case of Saudi Arabia. (2020). Hamdan, Reem Khamis. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:25:y:2020:i:3:p:336-348.

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2020Impact of international energy prices on Chinas industries. (2020). Zhang, Qin ; Wong, Jin Boon. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:5:p:722-748.

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Works by J. Isaac Miller:


YearTitleTypeCited
2018Modeling and Extrapolating Wheat Producer Support Using Income and Other Factors In: Journal of Agricultural Economics.
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2010Cointegrating regressions with messy regressors and an application to mixed‐frequency series In: Journal of Time Series Analysis.
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article4
2015Testing for Cointegration with Temporally Aggregated and Mixed-Frequency Time Series In: Journal of Time Series Analysis.
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article16
2013Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series.(2013) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 16
paper
2014Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series.(2014) In: Working Papers.
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paper
2016Implementing Residual-Based KPSS Tests for Cointegration with Data Subject to Temporal Aggregation and Mixed Sampling Frequencies In: Journal of Time Series Analysis.
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article1
2019Testing Cointegrating Relationships Using Irregular and Non‐Contemporaneous Series with an Application to Paleoclimate Data In: Journal of Time Series Analysis.
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article0
2018Testing Cointegrating Relationships Using Irregular and Non-Contemporaneous Series with an Application to Paleoclimate Data.(2018) In: Working Papers.
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2010A Nonlinear IV Likelihood-Based Rank Test for Multivariate Time Series and Long Panels In: Journal of Time Series Econometrics.
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article4
2010A Nonlinear IV Likelihood-Based Rank Test for Multivariate Time Series and Long Panels.(2010) In: Working Papers.
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This paper has another version. Agregated cites: 4
paper
2011LONG-TERM OIL PRICE FORECASTS: A NEW PERSPECTIVE ON OIL AND THE MACROECONOMY In: Macroeconomic Dynamics.
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article11
2010Long-Term Oil Price Forecasts: A New Perspective on Oil and the Macroeconomy.(2010) In: Working Papers.
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2005How They Interact to Generate Persistency in Memory In: Working Papers.
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2005Extracting a Common Stochastic Trend: Theories with Some Applications In: Working Papers.
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2005Extracting a Common Stochastic Trend:Theories with Some Applications.(2005) In: Working Papers.
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2004Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory In: Econometric Society 2004 North American Summer Meetings.
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2010Nonlinearity, nonstationarity, and thick tails: How they interact to generate persistence in memory.(2010) In: Journal of Econometrics.
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2008Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory.(2008) In: Working Papers.
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2011Testing the bounds: Empirical behavior of target zone fundamentals In: Economic Modelling.
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article1
2009Testing the Bounds: Empirical Behavior of Target Zone Fundamentals.(2009) In: Working Papers.
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This paper has another version. Agregated cites: 1
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2009Extracting a common stochastic trend: Theory with some applications In: Journal of Econometrics.
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2020Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate In: Journal of Econometrics.
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2018Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate.(2018) In: Working Papers.
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This paper has another version. Agregated cites: 5
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2018Simple robust tests for the specification of high-frequency predictors of a low-frequency series In: Econometrics and Statistics.
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article1
2014Simple Robust Tests for the Specification of High-Frequency Predictors of a Low-Frequency Series.(2014) In: Working Papers.
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2009Crude oil and stock markets: Stability, instability, and bubbles In: Energy Economics.
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2009Crude Oil and Stock Markets: Stability, Instability, and Bubbles.(2009) In: Working Papers.
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2014Time-varying Long-run Income and Output Elasticities of Electricity Demand with an Application to Korea In: Energy Economics.
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article28
2016A new approach to modeling the effects of temperature fluctuations on monthly electricity demand In: Energy Economics.
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2015A New Approach to Modeling the Effects of Temperature Fluctuations on Monthly Electricity Demand.(2015) In: Working Papers.
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2016Disentangling temporal patterns in elasticities: A functional coefficient panel analysis of electricity demand In: Energy Economics.
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2013Disentangling Temporal Patterns in Elasticities: A Functional Coefficient Panel Analysis of Electricity Demand.(2013) In: Working Papers.
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2014On the spatial correlation of international conflict initiation and other binary and dyadic dependent variables In: Regional Science and Urban Economics.
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2013On the Spatial Correlation of International Conflict Initiation and Other Binary and Dyadic Dependent Variables.(2013) In: Working Papers.
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2014On the Size Distortion from Linearly Interpolating Low-frequency Series for Cointegration Tests In: Advances in Econometrics.
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2014On the Size Distortion from Linearly Interpolating Low-frequency Series for Cointegration Tests.(2014) In: Working Papers.
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2014Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures In: Journal of Financial Econometrics.
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2012Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures.(2012) In: Working Papers.
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2016Conditionally Efficient Estimation of Long-Run Relationships Using Mixed-Frequency Time Series In: Econometric Reviews.
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2012Conditionally Efficient Estimation of Long-run Relationships Using Mixed-frequency Time Series.(2012) In: Working Papers.
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2009Cointegrating Regressions with Messy Regressors: Missingness, Mixed Frequency, and Measurement Error In: Working Papers.
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2011Cointegrating MiDaS Regressions and a MiDaS Test In: Working Papers.
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2014Time-varying Long-run Income and Output Elasticities of Electricity Demand In: Working Papers.
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2016Time Series Analysis of Global Temperature Distributions: Identifying and Estimating Persistent Features in Temperature Anomalies In: Working Papers.
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2017Local Climate Sensitivity: A Statistical Approach for a Spatially Heterogeneous Planet In: Working Papers.
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2019Dating Hiatuses: A Statistical Model of the Recent Slowdown in Global Warming – and the Next One In: Working Papers.
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2019Beyond RCP8.5: Marginal Mitigation Using Quasi-Representative Concentration Pathways In: Working Papers.
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2019Time-Varying Cointegration and the Kalman Filter In: Working Papers.
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2019Forecasting Regional Long-Run Energy Demand: A Functional Coefficient Panel Approach In: Working Papers.
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