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Publications by J. Isaac Miller

On the Size Distortion From Linearly Interpolating Low-Frequency Series for Cointegration Tests

Advances in Econometrics

English

A Nonlinear IV Likelihood-Based Rank Test for Multivariate Time Series and Long Panels

Journal of Time Series Econometrics

English

Related publications

On the Power and Size Properties of Cointegration Tests in the Light of High-Frequency Stylized Facts

Journal of Risk and Financial Management

English

Low-Frequency Robust Cointegration Testing

Journal of Econometrics

Philosophy of Science

Applied Mathematics

English

Rank Tests for Nonlinear Cointegration

Journal of Business and Economic Statistics

Social Sciences

English

Mixed Signals Among Tests for Panel Cointegration

Economic Modelling

English

Non-Extensive Entropy Econometrics for Low Frequency Series

English

Error-Correction–Based Cointegration Tests for Panel Data

English

Asymptotic Properties of Residual Based Tests for Cointegration

English

The Effects of Ignoring Level Shifts on Systems Cointegration Tests

Allgemeines Statistisches Archiv

English

The Nasa B-757 Hirf Test Series - Low Power On-The-Ground Tests

English