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 1 12 12 1 5 7 7
A Nonlinear IV Likelihood-Based Rank Test for Multivariate Time Series and Long Panels 0 1 3 54 0 4 6 138
Cointegrating MiDaS Regressions and a MiDaS Test 0 0 3 66 2 6 20 143
Cointegrating Regressions with Messy Regressors: Missingness, Mixed Frequency, and Measurement Error 0 0 2 75 0 0 5 216
Conditionally Efficient Estimation of Long-run Relationships Using Mixed-frequency Time Series 0 0 1 27 0 1 7 49
Crude Oil and Stock Markets: Stability, Instability, and Bubbles 4 9 40 540 8 26 170 1,588
Disentangling Temporal Patterns in Elasticities: A Functional Coefficient Panel Analysis of Electricity Demand 2 2 5 33 2 4 15 60
Extracting a Common Stochastic Trend: Theories with Some Applications 0 0 0 24 1 1 7 93
Extracting a Common Stochastic Trend:Theories with Some Applications 1 1 5 221 1 3 10 614
How They Interact to Generate Persistency in Memory 0 0 0 5 0 0 2 74
Long-Term Oil Price Forecasts: A New Perspective on Oil and the Macroeconomy 1 3 10 146 9 17 41 269
Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures 0 1 5 14 3 5 14 57
Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory 0 0 0 59 0 1 5 192
Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory 0 0 0 1 0 0 6 408
On the Size Distortion from Linearly Interpolating Low-frequency Series for Cointegration Tests 0 1 3 47 2 5 17 30
On the Spatial Correlation of International Conflict Initiation and Other Binary and Dyadic Dependent Variables 0 0 1 15 1 4 7 28
Simple Robust Tests for the Specification of High-Frequency Predictors of a Low-Frequency Series 0 0 5 80 1 1 12 22
Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series 0 1 3 49 0 2 9 67
Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series 0 0 3 46 0 0 6 12
Testing the Bounds: Empirical Behavior of Target Zone Fundamentals 0 0 0 25 0 0 1 127
Time Series Analysis of Global Temperature Distributions: Identifying and Estimating Persistent Features in Temperature Anomalies 0 2 15 15 2 5 7 7
Time-varying Long-run Income and Output Elasticities of Electricity Demand 1 3 15 33 3 10 45 95
Total Working Papers 10 25 131 1,587 36 100 419 4,296


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 0 0 2 90
Cointegrating regressions with messy regressors and an application to mixed-frequency series 0 1 1 13 0 2 2 23
Crude oil and stock markets: Stability, instability, and bubbles 0 1 6 89 1 5 16 387
Extracting a common stochastic trend: Theory with some applications 1 3 15 72 1 5 30 172
LONG-TERM OIL PRICE FORECASTS: A NEW PERSPECTIVE ON OIL AND THE MACROECONOMY 0 1 3 22 1 3 10 61
Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures 0 0 0 0 1 2 5 5
Nonlinearity, nonstationarity, and thick tails: How they interact to generate persistence in memory 0 0 2 42 2 2 9 122
On the spatial correlation of international conflict initiation and other binary and dyadic dependent variables 0 0 0 2 0 1 6 23
Testing for Cointegration with Temporally Aggregated and Mixed-Frequency Time Series 1 2 2 2 2 5 5 5
Testing the bounds: Empirical behavior of target zone fundamentals 0 0 1 5 0 0 2 37
Time-varying Long-run Income and Output Elasticities of Electricity Demand with an Application to Korea 1 1 2 3 2 3 8 10
Total Journal Articles 3 9 32 269 10 28 95 935


Statistics updated 2016-02-03