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 6 20 2 4 21 36
A Nonlinear IV Likelihood-Based Rank Test for Multivariate Time Series and Long Panels 0 0 1 56 0 0 4 144
Cointegrating MiDaS Regressions and a MiDaS Test 0 0 3 70 1 2 16 171
Cointegrating Regressions with Messy Regressors: Missingness, Mixed Frequency, and Measurement Error 0 0 0 76 0 1 5 229
Conditionally Efficient Estimation of Long-run Relationships Using Mixed-frequency Time Series 0 0 1 28 0 0 7 62
Crude Oil and Stock Markets: Stability, Instability, and Bubbles 9 19 75 643 13 40 157 1,834
Disentangling Temporal Patterns in Elasticities: A Functional Coefficient Panel Analysis of Electricity Demand 0 0 1 36 1 3 14 84
Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate 0 0 20 20 0 4 16 16
Extracting a Common Stochastic Trend: Theories with Some Applications 0 0 2 27 0 1 9 111
Extracting a Common Stochastic Trend:Theories with Some Applications 0 1 3 224 0 3 12 633
How They Interact to Generate Persistency in Memory 0 0 0 6 0 0 0 78
Local Climate Sensitivity: A Statistical Approach for a Spatially Heterogeneous Planet 1 1 17 17 2 3 7 7
Long-Term Oil Price Forecasts: A New Perspective on Oil and the Macroeconomy 0 2 6 156 1 4 25 313
Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures 0 0 6 23 1 3 17 88
Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory 0 0 0 1 0 0 1 413
Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory 0 0 0 59 0 0 2 194
On the Size Distortion from Linearly Interpolating Low-frequency Series for Cointegration Tests 0 0 0 48 0 0 11 53
On the Spatial Correlation of International Conflict Initiation and Other Binary and Dyadic Dependent Variables 0 0 0 15 0 0 3 35
Simple Robust Tests for the Specification of High-Frequency Predictors of a Low-Frequency Series 2 3 7 87 3 5 17 43
Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series 1 1 2 53 1 2 11 84
Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series 0 1 1 49 0 2 11 26
Testing the Bounds: Empirical Behavior of Target Zone Fundamentals 0 0 1 26 0 0 7 136
Time Series Analysis of Global Temperature Distributions: Identifying and Estimating Persistent Features in Temperature Anomalies 1 3 12 29 1 9 31 53
Time-varying Long-run Income and Output Elasticities of Electricity Demand 0 0 2 38 2 3 14 122
Total Working Papers 14 32 166 1,807 28 89 418 4,965


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 1 20 0 0 5 97
A new approach to modeling the effects of temperature fluctuations on monthly electricity demand 1 2 2 2 1 2 8 8
Cointegrating regressions with messy regressors and an application to mixed-frequency series 0 1 1 15 0 1 3 30
Conditionally Efficient Estimation of Long-Run Relationships Using Mixed-Frequency Time Series 0 0 2 2 0 1 7 7
Crude oil and stock markets: Stability, instability, and bubbles 0 1 7 99 0 2 18 420
Disentangling temporal patterns in elasticities: A functional coefficient panel analysis of electricity demand 0 1 2 2 2 3 10 10
Extracting a common stochastic trend: Theory with some applications 0 1 3 77 0 2 10 189
Implementing Residual-Based KPSS Tests for Cointegration with Data Subject to Temporal Aggregation and Mixed Sampling Frequencies 0 0 0 0 0 0 2 2
LONG-TERM OIL PRICE FORECASTS: A NEW PERSPECTIVE ON OIL AND THE MACROECONOMY 2 3 5 29 2 3 8 75
Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures 0 0 0 1 0 1 5 15
Nonlinearity, nonstationarity, and thick tails: How they interact to generate persistence in memory 0 0 2 45 1 1 5 132
On the spatial correlation of international conflict initiation and other binary and dyadic dependent variables 0 0 0 2 0 0 6 32
Testing for Cointegration with Temporally Aggregated and Mixed-Frequency Time Series 0 0 2 5 1 2 6 16
Testing the bounds: Empirical behavior of target zone fundamentals 0 0 0 5 0 0 3 44
Time-varying Long-run Income and Output Elasticities of Electricity Demand with an Application to Korea 0 1 1 4 2 4 12 30
Total Journal Articles 3 10 28 308 9 22 108 1,107


Statistics updated 2017-08-03