Doug Miller

Associate Professor

Department of Economics

University of Missouri-Columbia

Areas of specialization: econometrics, applied microeconomics, event studies, asset pricing, limited information

Books

· Maximum Entropy Econometrics (John Wiley and Sons, 1996) with Amos Golan and George Judge

· Econometric Foundations (Cambridge University Press, 2000) with Ron Mittelhammer and George Judge

Select book chapters

· Golan, A., G. Judge, and D. Miller, “The Maximum Entropy Approach to Estimation and Inference: An Overview,” Advances in Econometrics (Volume 12), 1997.

· Miller, D., and S.-H. Lee, “Consistent Quasi-ML Estimation with Limited Information,” Advances in Econometrics (Volume 17), 2003.

· Miller, D., P. Preckel, J. Eales, “Quasi-Maximum Likelihood Estimation with Bounded Symmetric Errors,” Advances in Econometrics (Volume 17), 2003.

· Miller, D., and W.-H. Liu, “A Mixed Distribution Approach to Copula Models of Portfolio Returns,” Computational Finance and Its Applications, 2004.

· Miller, D., and M. Kim, “Computation and Asymptotic Properties of Estimated Coherent Risk Measures,” Computational Finance and Its Applications III, 2008 [keynote address at CF2008, Cadiz, Spain]

Select journal articles

· Lence, S., and D. Miller, “Transaction Costs and the Present Value Model of Farmland: Iowa, 1900-1994,” American Journal of Agricultural Economics, 81(1999):257-69 [available at JSTOR].

· Miller, D., and M. Hayenga, “Price Cycles and Asymmetric Price Transmission in the U.S. Pork Market,” American Journal of Agricultural Economics, 83(2001):551-62 [available at JSTOR].

· Miller, D., and W.-H. Liu, “On the Recovery of Joint Distributions from Limited Information,” Journal of Econometrics, 107(2002):259-74.

· Miller, D., “Entropy-Based Methods of Modeling Stochastic Production Efficiency,” American Journal of Agricultural Economics, 84(2002):1264-70 [available at JSTOR]

· Miller, D., and W.-H. Liu, “Improved Estimation of Portfolio Value-at-Risk under Copula Models with Mixed Marginals,” Journal of Futures Markets, 26(2006):997-1018.

· Bolotova, Y., J. Connor, and D. Miller, “The Impact of Collusion on Price Behavior:  Empirical Results from Two Recent Cases,” International Journal of Industrial Organization, 26(2008):1290-1307.

· Bolotova, Y., J. Connor, and D. Miller, “Factors Influencing the Magnitude of Cartel Overcharges: An Empirical Analysis of the US Market,” Journal of Competition Law and Economics, 5(2009)361-381.

Recent working papers

· Miller, D., “Behavioral Foundations for Conditional Markov Models of Aggregate Data”

· Miller, D., “Penalized Binary Choice Estimators with Improved Predictive Fit”

· Miller, D., “An Information Theoretic Approach to Flexible Stochastic Frontier Models”

· Connor, J., and D. Miller, “Determinants of US Antitrust Fines of Corporate Participants in Global Cartels”

· Connor, J., and D. Miller, “Determinants of EC Antitrust Fines for Members of Global Cartels”

Courses taught at MU

· Principles of Microeconomics (1014)

· Intermediate Microeconomics (4351)

· Applied Econometrics (4371)

· Econometric Methods I (8472)

· Applied Microeconometrics (9475)

Contact information

· Email: millerdou@missouri.edu

· Office phone: (573) 884-8005