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 1 2 6 20 1 3 20 33
A Nonlinear IV Likelihood-Based Rank Test for Multivariate Time Series and Long Panels 0 0 1 56 0 1 4 144
Cointegrating MiDaS Regressions and a MiDaS Test 0 1 4 70 0 2 17 169
Cointegrating Regressions with Messy Regressors: Missingness, Mixed Frequency, and Measurement Error 0 0 0 76 0 0 4 228
Conditionally Efficient Estimation of Long-run Relationships Using Mixed-frequency Time Series 0 1 1 28 0 1 8 62
Crude Oil and Stock Markets: Stability, Instability, and Bubbles 5 22 67 629 12 46 154 1,806
Disentangling Temporal Patterns in Elasticities: A Functional Coefficient Panel Analysis of Electricity Demand 0 1 2 36 2 5 15 83
Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate 0 2 20 20 0 4 12 12
Extracting a Common Stochastic Trend: Theories with Some Applications 0 0 2 27 1 1 12 111
Extracting a Common Stochastic Trend:Theories with Some Applications 1 1 3 224 3 3 13 633
How They Interact to Generate Persistency in Memory 0 0 0 6 0 0 2 78
Local Climate Sensitivity: A Statistical Approach for a Spatially Heterogeneous Planet 0 4 16 16 1 2 5 5
Long-Term Oil Price Forecasts: A New Perspective on Oil and the Macroeconomy 0 0 5 154 0 2 28 309
Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures 0 2 6 23 1 5 17 86
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 1 48 0 2 17 53
On the Spatial Correlation of International Conflict Initiation and Other Binary and Dyadic Dependent Variables 0 0 0 15 0 0 4 35
Simple Robust Tests for the Specification of High-Frequency Predictors of a Low-Frequency Series 0 1 4 84 1 4 15 39
Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series 0 1 2 52 1 4 11 83
Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series 1 1 2 49 2 4 11 26
Testing the Bounds: Empirical Behavior of Target Zone Fundamentals 0 0 1 26 0 1 8 136
Time Series Analysis of Global Temperature Distributions: Identifying and Estimating Persistent Features in Temperature Anomalies 2 5 12 28 3 8 30 47
Time-varying Long-run Income and Output Elasticities of Electricity Demand 0 0 2 38 1 2 15 120
Total Working Papers 10 44 157 1,785 29 100 425 4,905


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 6 97
A new approach to modeling the effects of temperature fluctuations on monthly electricity demand 1 1 1 1 1 1 7 7
Cointegrating regressions with messy regressors and an application to mixed-frequency series 0 0 0 14 0 0 3 29
Conditionally Efficient Estimation of Long-Run Relationships Using Mixed-Frequency Time Series 0 2 2 2 1 3 7 7
Crude oil and stock markets: Stability, instability, and bubbles 1 2 7 99 1 4 19 419
Disentangling temporal patterns in elasticities: A functional coefficient panel analysis of electricity demand 1 2 2 2 1 4 8 8
Extracting a common stochastic trend: Theory with some applications 0 0 2 76 1 2 10 188
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 0 0 3 26 0 0 7 72
Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures 0 0 0 1 1 1 5 15
Nonlinearity, nonstationarity, and thick tails: How they interact to generate persistence in memory 0 1 2 45 0 1 4 131
On the spatial correlation of international conflict initiation and other binary and dyadic dependent variables 0 0 0 2 0 0 7 32
Testing for Cointegration with Temporally Aggregated and Mixed-Frequency Time Series 0 0 2 5 1 1 5 15
Testing the bounds: Empirical behavior of target zone fundamentals 0 0 0 5 0 0 6 44
Time-varying Long-run Income and Output Elasticities of Electricity Demand with an Application to Korea 1 1 1 4 1 2 10 27
Total Journal Articles 4 9 23 302 8 19 106 1,093


Statistics updated 2017-06-02