Access Statistics for J. Isaac Miller

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Nonlinear IV Likelihood-Based Rank Test for Multivariate Time Series and Long Panels 0 1 2 51 0 2 11 132
Cointegrating MiDaS Regressions and a MiDaS Test 1 10 11 64 1 25 39 124
Cointegrating Regressions with Messy Regressors: Missingness, Mixed Frequency, and Measurement Error 0 0 1 73 0 0 7 211
Conditionally Efficient Estimation of Long-run Relationships Using Mixed-frequency Time Series 1 1 1 27 2 3 9 44
Crude Oil and Stock Markets: Stability, Instability, and Bubbles 5 11 34 505 21 37 114 1,439
Disentangling Temporal Patterns in Elasticities: A Functional Coefficient Panel Analysis of Electricity Demand 0 0 8 28 2 7 32 47
Extracting a Common Stochastic Trend: Theories with Some Applications 0 0 1 24 0 3 7 86
Extracting a Common Stochastic Trend:Theories with Some Applications 1 2 2 217 2 5 7 606
How They Interact to Generate Persistency in Memory 0 0 0 5 1 6 15 73
Long-Term Oil Price Forecasts: A New Perspective on Oil and the Macroeconomy 0 6 12 136 3 19 38 231
Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures 0 0 2 9 1 2 16 44
Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory 0 0 0 1 0 0 6 402
On the Size Distortion from Linearly Interpolating Low-frequency Series for Cointegration Tests 0 0 44 44 0 3 13 13
On the Spatial Correlation of International Conflict Initiation and Other Binary and Dyadic Dependent Variables 0 0 1 14 0 2 8 21
Simple Robust Tests for the Specification of High-Frequency Predictors of a Low-Frequency Series 0 0 75 75 1 2 11 11
Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series 0 1 13 46 1 6 32 59
Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series 1 1 44 44 2 5 8 8
Testing the Bounds: Empirical Behavior of Target Zone Fundamentals 0 0 0 25 0 0 1 126
Time-varying Long-run Income and Output Elasticities of Electricity Demand 2 6 20 20 5 15 55 55
Total Working Papers 11 39 271 1,408 42 142 429 3,732


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Nonlinear IV Likelihood-Based Rank Test for Multivariate Time Series and Long Panels 0 1 1 19 0 1 13 88
Cointegrating regressions with messy regressors and an application to mixed-frequency series 0 0 1 12 0 1 4 21
Crude oil and stock markets: Stability, instability, and bubbles 2 4 9 85 2 9 28 373
Extracting a common stochastic trend: Theory with some applications 1 3 5 58 1 5 12 143
LONG-TERM OIL PRICE FORECASTS: A NEW PERSPECTIVE ON OIL AND THE MACROECONOMY 0 1 4 19 1 4 15 52
Nonlinearity, nonstationarity, and thick tails: How they interact to generate persistence in memory 0 0 2 40 0 2 15 113
On the spatial correlation of international conflict initiation and other binary and dyadic dependent variables 0 0 2 2 0 4 16 17
Testing the bounds: Empirical behavior of target zone fundamentals 0 0 1 4 0 0 8 35
Time-varying Long-run Income and Output Elasticities of Electricity Demand with an Application to Korea 0 1 1 1 2 4 4 4
Total Journal Articles 3 10 26 240 6 30 115 846


Statistics updated 2015-03-02