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 0 1 14 14 0 3 13 13
A Nonlinear IV Likelihood-Based Rank Test for Multivariate Time Series and Long Panels 0 0 2 55 0 0 6 140
Cointegrating MiDaS Regressions and a MiDaS Test 1 1 2 67 3 8 25 155
Cointegrating Regressions with Messy Regressors: Missingness, Mixed Frequency, and Measurement Error 0 0 1 76 0 2 8 224
Conditionally Efficient Estimation of Long-run Relationships Using Mixed-frequency Time Series 0 0 0 27 0 2 7 54
Crude Oil and Stock Markets: Stability, Instability, and Bubbles 2 14 41 564 14 48 159 1,666
Disentangling Temporal Patterns in Elasticities: A Functional Coefficient Panel Analysis of Electricity Demand 0 0 6 34 1 4 18 69
Extracting a Common Stochastic Trend: Theories with Some Applications 0 1 1 25 3 5 11 102
Extracting a Common Stochastic Trend:Theories with Some Applications 0 0 2 221 1 3 12 621
How They Interact to Generate Persistency in Memory 0 0 1 6 1 1 4 77
Long-Term Oil Price Forecasts: A New Perspective on Oil and the Macroeconomy 1 2 11 150 4 11 45 285
Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures 0 2 8 17 1 8 23 70
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 0 4 6 412
On the Size Distortion from Linearly Interpolating Low-frequency Series for Cointegration Tests 0 0 3 47 2 6 20 38
On the Spatial Correlation of International Conflict Initiation and Other Binary and Dyadic Dependent Variables 0 0 0 15 0 1 8 31
Simple Robust Tests for the Specification of High-Frequency Predictors of a Low-Frequency Series 0 0 4 80 0 0 11 24
Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series 1 2 3 48 0 1 6 15
Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series 1 2 5 51 1 4 13 73
Testing the Bounds: Empirical Behavior of Target Zone Fundamentals 0 0 0 25 0 0 1 128
Time Series Analysis of Global Temperature Distributions: Identifying and Estimating Persistent Features in Temperature Anomalies 1 1 17 17 2 4 19 19
Time-varying Long-run Income and Output Elasticities of Electricity Demand 0 1 12 36 0 3 35 105
Total Working Papers 7 27 133 1,635 33 118 455 4,513


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 1 1 91
Cointegrating regressions with messy regressors and an application to mixed-frequency series 0 1 2 14 1 4 6 27
Crude oil and stock markets: Stability, instability, and bubbles 0 1 5 92 1 9 24 401
Extracting a common stochastic trend: Theory with some applications 0 0 10 74 1 4 24 179
LONG-TERM OIL PRICE FORECASTS: A NEW PERSPECTIVE ON OIL AND THE MACROECONOMY 0 1 3 23 0 3 9 65
Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures 0 0 1 1 0 2 10 10
Nonlinearity, nonstationarity, and thick tails: How they interact to generate persistence in memory 0 1 2 43 0 5 11 127
On the spatial correlation of international conflict initiation and other binary and dyadic dependent variables 0 0 0 2 0 1 4 25
Testing for Cointegration with Temporally Aggregated and Mixed-Frequency Time Series 0 1 3 3 0 2 10 10
Testing the bounds: Empirical behavior of target zone fundamentals 0 0 1 5 1 2 3 39
Time-varying Long-run Income and Output Elasticities of Electricity Demand with an Application to Korea 0 0 1 3 0 3 10 17
Total Journal Articles 0 5 28 279 4 36 112 991


Statistics updated 2016-07-02