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 1 2 11 128
Cointegrating MiDaS Regressions and a MiDaS Test 1 1 5 54 2 5 23 97
Cointegrating Regressions with Messy Regressors: Missingness, Mixed Frequency, and Measurement Error 0 0 2 73 1 2 8 210
Conditionally Efficient Estimation of Long-run Relationships Using Mixed-frequency Time Series 0 0 0 26 0 0 5 39
Crude Oil and Stock Markets: Stability, Instability, and Bubbles 2 5 36 493 4 14 115 1,394
Disentangling Temporal Patterns in Elasticities: A Functional Coefficient Panel Analysis of Electricity Demand 0 0 25 25 0 1 34 34
Extracting a Common Stochastic Trend: Theories with Some Applications 0 0 2 24 0 1 6 83
Extracting a Common Stochastic Trend:Theories with Some Applications 0 0 5 215 0 0 13 601
How They Interact to Generate Persistency in Memory 0 0 0 5 2 2 15 65
Long-Term Oil Price Forecasts: A New Perspective on Oil and the Macroeconomy 0 1 9 127 0 5 24 207
Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures 0 0 1 8 1 1 13 37
Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory 0 0 0 1 0 2 14 401
On the Size Distortion from Linearly Interpolating Low-frequency Series for Cointegration Tests 3 9 43 43 3 6 7 7
On the Spatial Correlation of International Conflict Initiation and Other Binary and Dyadic Dependent Variables 0 1 2 14 0 3 14 18
Simple Robust Tests for the Specification of High-Frequency Predictors of a Low-Frequency Series 3 75 75 75 1 8 8 8
Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series 5 6 19 41 5 9 44 48
Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series 0 3 42 42 0 1 2 2
Time-varying Long-run Income and Output Elasticities of Electricity Demand 9 10 10 10 5 19 23 23
Total Working Papers 23 111 276 1,325 25 81 379 3,402
1 registered items for which data could not be found


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 3 21 87
Cointegrating regressions with messy regressors and an application to mixed-frequency series 1 1 2 12 2 2 4 20
Crude oil and stock markets: Stability, instability, and bubbles 0 2 8 80 0 6 32 361
Extracting a common stochastic trend: Theory with some applications 0 0 4 54 0 0 8 134
LONG-TERM OIL PRICE FORECASTS: A NEW PERSPECTIVE ON OIL AND THE MACROECONOMY 0 1 5 18 0 3 19 47
Nonlinearity, nonstationarity, and thick tails: How they interact to generate persistence in memory 0 0 3 39 0 1 19 110
On the spatial correlation of international conflict initiation and other binary and dyadic dependent variables 0 0 1 1 0 2 10 10
Testing the bounds: Empirical behavior of target zone fundamentals 0 0 0 3 0 1 12 34
Total Journal Articles 1 4 24 225 3 18 125 803


Statistics updated 2014-10-03