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 New Approach to Modeling the Effects of Temperature Fluctuations on Monthly Electricity Demand 0 1 13 13 2 5 12 12
A Nonlinear IV Likelihood-Based Rank Test for Multivariate Time Series and Long Panels 0 1 3 55 0 2 7 140
Cointegrating MiDaS Regressions and a MiDaS Test 0 0 2 66 3 7 23 150
Cointegrating Regressions with Messy Regressors: Missingness, Mixed Frequency, and Measurement Error 0 1 2 76 1 7 11 223
Conditionally Efficient Estimation of Long-run Relationships Using Mixed-frequency Time Series 0 0 0 27 2 5 9 54
Crude Oil and Stock Markets: Stability, Instability, and Bubbles 7 17 42 557 18 48 165 1,636
Disentangling Temporal Patterns in Elasticities: A Functional Coefficient Panel Analysis of Electricity Demand 0 1 6 34 2 7 18 67
Extracting a Common Stochastic Trend: Theories with Some Applications 1 1 1 25 1 5 9 98
Extracting a Common Stochastic Trend:Theories with Some Applications 0 0 2 221 1 5 11 619
How They Interact to Generate Persistency in Memory 0 1 1 6 0 2 3 76
Long-Term Oil Price Forecasts: A New Perspective on Oil and the Macroeconomy 1 3 10 149 5 10 40 279
Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures 2 3 8 17 5 10 21 67
Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory 0 0 0 59 0 0 5 192
Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory 0 0 0 1 2 2 5 410
On the Size Distortion from Linearly Interpolating Low-frequency Series for Cointegration Tests 0 0 3 47 3 5 20 35
On the Spatial Correlation of International Conflict Initiation and Other Binary and Dyadic Dependent Variables 0 0 1 15 1 3 9 31
Simple Robust Tests for the Specification of High-Frequency Predictors of a Low-Frequency Series 0 0 5 80 0 2 13 24
Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series 0 0 3 49 2 4 11 71
Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series 0 0 2 46 0 2 5 14
Testing the Bounds: Empirical Behavior of Target Zone Fundamentals 0 0 0 25 0 1 2 128
Time Series Analysis of Global Temperature Distributions: Identifying and Estimating Persistent Features in Temperature Anomalies 0 1 16 16 0 8 15 15
Time-varying Long-run Income and Output Elasticities of Electricity Demand 0 2 13 35 0 7 36 102
Total Working Papers 11 32 133 1,619 48 147 450 4,443


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 0 0 19 0 0 1 90
Cointegrating regressions with messy regressors and an application to mixed-frequency series 0 0 1 13 0 0 2 23
Crude oil and stock markets: Stability, instability, and bubbles 0 2 6 91 2 7 19 394
Extracting a common stochastic trend: Theory with some applications 0 2 16 74 2 5 33 177
LONG-TERM OIL PRICE FORECASTS: A NEW PERSPECTIVE ON OIL AND THE MACROECONOMY 1 1 3 23 1 2 9 63
Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures 0 1 1 1 1 4 9 9
Nonlinearity, nonstationarity, and thick tails: How they interact to generate persistence in memory 1 1 2 43 4 4 11 126
On the spatial correlation of international conflict initiation and other binary and dyadic dependent variables 0 0 0 2 0 1 4 24
Testing for Cointegration with Temporally Aggregated and Mixed-Frequency Time Series 0 0 2 2 0 3 8 8
Testing the bounds: Empirical behavior of target zone fundamentals 0 0 1 5 1 1 3 38
Time-varying Long-run Income and Output Elasticities of Electricity Demand with an Application to Korea 0 0 2 3 2 6 12 16
Total Journal Articles 2 7 34 276 13 33 111 968


Statistics updated 2016-05-03