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 14 14 1 5 13 13
A Nonlinear IV Likelihood-Based Rank Test for Multivariate Time Series and Long Panels 0 0 3 55 0 0 7 140
Cointegrating MiDaS Regressions and a MiDaS Test 0 0 1 66 2 6 23 152
Cointegrating Regressions with Messy Regressors: Missingness, Mixed Frequency, and Measurement Error 0 0 2 76 1 2 11 224
Conditionally Efficient Estimation of Long-run Relationships Using Mixed-frequency Time Series 0 0 0 27 0 2 8 54
Crude Oil and Stock Markets: Stability, Instability, and Bubbles 5 18 44 562 16 49 166 1,652
Disentangling Temporal Patterns in Elasticities: A Functional Coefficient Panel Analysis of Electricity Demand 0 0 6 34 1 6 18 68
Extracting a Common Stochastic Trend: Theories with Some Applications 0 1 1 25 1 2 10 99
Extracting a Common Stochastic Trend:Theories with Some Applications 0 0 2 221 1 3 11 620
How They Interact to Generate Persistency in Memory 0 0 1 6 0 0 3 76
Long-Term Oil Price Forecasts: A New Perspective on Oil and the Macroeconomy 0 2 10 149 2 10 42 281
Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures 0 3 8 17 2 9 23 69
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 4 7 412
On the Size Distortion from Linearly Interpolating Low-frequency Series for Cointegration Tests 0 0 3 47 1 5 19 36
On the Spatial Correlation of International Conflict Initiation and Other Binary and Dyadic Dependent Variables 0 0 0 15 0 2 8 31
Simple Robust Tests for the Specification of High-Frequency Predictors of a Low-Frequency Series 0 0 5 80 0 2 12 24
Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series 1 1 3 47 1 2 6 15
Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series 1 1 4 50 1 4 12 72
Testing the Bounds: Empirical Behavior of Target Zone Fundamentals 0 0 0 25 0 0 2 128
Time Series Analysis of Global Temperature Distributions: Identifying and Estimating Persistent Features in Temperature Anomalies 0 1 16 16 2 5 17 17
Time-varying Long-run Income and Output Elasticities of Electricity Demand 1 2 13 36 3 6 37 105
Total Working Papers 9 31 136 1,628 37 124 460 4,480


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 1 1 2 91
Cointegrating regressions with messy regressors and an application to mixed-frequency series 1 1 2 14 3 3 5 26
Crude oil and stock markets: Stability, instability, and bubbles 1 1 6 92 6 10 24 400
Extracting a common stochastic trend: Theory with some applications 0 0 14 74 1 3 30 178
LONG-TERM OIL PRICE FORECASTS: A NEW PERSPECTIVE ON OIL AND THE MACROECONOMY 0 1 3 23 2 3 10 65
Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures 0 1 1 1 1 3 10 10
Nonlinearity, nonstationarity, and thick tails: How they interact to generate persistence in memory 0 1 2 43 1 5 12 127
On the spatial correlation of international conflict initiation and other binary and dyadic dependent variables 0 0 0 2 1 1 5 25
Testing for Cointegration with Temporally Aggregated and Mixed-Frequency Time Series 1 1 3 3 2 3 10 10
Testing the bounds: Empirical behavior of target zone fundamentals 0 0 1 5 0 1 3 38
Time-varying Long-run Income and Output Elasticities of Electricity Demand with an Application to Korea 0 0 1 3 1 4 10 17
Total Journal Articles 3 6 33 279 19 37 121 987


Statistics updated 2016-06-03