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 0 0 49 0 3 11 126
Cointegrating MiDaS Regressions and a MiDaS Test 0 0 6 53 1 6 23 93
Cointegrating Regressions with Messy Regressors: Missingness, Mixed Frequency, and Measurement Error 0 0 2 73 1 3 8 209
Conditionally Efficient Estimation of Long-run Relationships Using Mixed-frequency Time Series 0 0 2 26 0 1 7 39
Crude Oil and Stock Markets: Stability, Instability, and Bubbles 1 7 38 489 5 20 119 1,385
Disentangling Temporal Patterns in Elasticities: A Functional Coefficient Panel Analysis of Electricity Demand 0 1 25 25 1 11 34 34
Extracting a Common Stochastic Trend: Theories with Some Applications 0 0 2 24 1 2 8 83
Extracting a Common Stochastic Trend:Theories with Some Applications 0 0 7 215 0 0 21 601
How They Interact to Generate Persistency in Memory 0 0 0 5 0 4 16 63
Long-Term Oil Price Forecasts: A New Perspective on Oil and the Macroeconomy 1 2 14 127 4 8 30 206
Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures 0 0 3 8 0 4 14 36
Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory 0 0 2 59 2 10 22 186
Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory 0 0 0 1 0 2 16 399
On the Size Distortion from Linearly Interpolating Low-frequency Series for Cointegration Tests 3 37 37 37 1 2 2 2
On the Spatial Correlation of International Conflict Initiation and Other Binary and Dyadic Dependent Variables 0 0 2 13 1 1 14 16
Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series 0 2 35 35 0 6 39 39
Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series 2 41 41 41 0 1 1 1
Time-varying Long-run Income and Output Elasticities of Electricity Demand 0 0 0 0 7 11 11 11
Total Working Papers 7 90 216 1,280 24 95 396 3,529


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 18 1 4 19 85
Cointegrating regressions with messy regressors and an application to mixed-frequency series 0 0 1 11 0 0 2 18
Crude oil and stock markets: Stability, instability, and bubbles 1 1 9 79 5 8 38 360
Extracting a common stochastic trend: Theory with some applications 0 1 5 54 0 2 11 134
LONG-TERM OIL PRICE FORECASTS: A NEW PERSPECTIVE ON OIL AND THE MACROECONOMY 1 1 8 18 3 5 23 47
Nonlinearity, nonstationarity, and thick tails: How they interact to generate persistence in memory 0 1 4 39 0 7 24 109
On the spatial correlation of international conflict initiation and other binary and dyadic dependent variables 0 1 1 1 1 3 9 9
Testing the bounds: Empirical behavior of target zone fundamentals 0 0 0 3 1 5 13 34
Total Journal Articles 2 5 29 223 11 34 139 796


Statistics updated 2014-08-03