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 1 2 2 51 1 3 10 131
Cointegrating MiDaS Regressions and a MiDaS Test 0 0 1 54 1 3 20 100
Cointegrating Regressions with Messy Regressors: Missingness, Mixed Frequency, and Measurement Error 0 0 2 73 0 1 8 211
Conditionally Efficient Estimation of Long-run Relationships Using Mixed-frequency Time Series 0 0 0 26 0 2 6 41
Crude Oil and Stock Markets: Stability, Instability, and Bubbles 2 3 26 496 5 13 94 1,407
Disentangling Temporal Patterns in Elasticities: A Functional Coefficient Panel Analysis of Electricity Demand 0 3 9 28 1 7 29 41
Extracting a Common Stochastic Trend: Theories with Some Applications 0 0 1 24 0 0 4 83
Extracting a Common Stochastic Trend:Theories with Some Applications 1 1 2 216 1 1 5 602
How They Interact to Generate Persistency in Memory 0 0 0 5 0 2 14 67
Long-Term Oil Price Forecasts: A New Perspective on Oil and the Macroeconomy 2 5 11 132 7 12 30 219
Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures 0 1 2 9 1 6 16 43
Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory 0 0 0 1 0 1 8 402
On the Size Distortion from Linearly Interpolating Low-frequency Series for Cointegration Tests 0 1 44 44 0 3 10 10
On the Spatial Correlation of International Conflict Initiation and Other Binary and Dyadic Dependent Variables 0 0 1 14 1 2 8 20
Simple Robust Tests for the Specification of High-Frequency Predictors of a Low-Frequency Series 0 0 75 75 1 2 10 10
Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series 0 1 43 43 2 3 5 5
Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series 0 4 16 45 2 7 36 55
Testing the Bounds: Empirical Behavior of Target Zone Fundamentals 0 0 0 25 0 1 1 126
Time-varying Long-run Income and Output Elasticities of Electricity Demand 2 6 16 16 6 23 46 46
Total Working Papers 8 27 251 1,377 29 92 360 3,619


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 1 1 2 19 1 1 17 88
Cointegrating regressions with messy regressors and an application to mixed-frequency series 0 0 2 12 0 0 4 20
Crude oil and stock markets: Stability, instability, and bubbles 1 2 6 82 4 7 26 368
Extracting a common stochastic trend: Theory with some applications 0 1 2 55 1 5 9 139
LONG-TERM OIL PRICE FORECASTS: A NEW PERSPECTIVE ON OIL AND THE MACROECONOMY 1 1 4 19 2 3 15 50
Nonlinearity, nonstationarity, and thick tails: How they interact to generate persistence in memory 0 1 2 40 1 2 17 112
On the spatial correlation of international conflict initiation and other binary and dyadic dependent variables 0 1 2 2 0 3 13 13
Testing the bounds: Empirical behavior of target zone fundamentals 0 1 1 4 0 1 10 35
Total Journal Articles 3 8 21 233 9 22 111 825


Statistics updated 2015-01-03