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 1 4 53 0 1 7 134
Cointegrating MiDaS Regressions and a MiDaS Test 0 0 12 65 3 4 38 133
Cointegrating Regressions with Messy Regressors: Missingness, Mixed Frequency, and Measurement Error 0 1 2 75 0 3 7 216
Conditionally Efficient Estimation of Long-run Relationships Using Mixed-frequency Time Series 0 0 1 27 0 1 8 47
Crude Oil and Stock Markets: Stability, Instability, and Bubbles 2 9 36 527 11 54 150 1,540
Disentangling Temporal Patterns in Elasticities: A Functional Coefficient Panel Analysis of Electricity Demand 0 3 6 31 0 4 20 54
Extracting a Common Stochastic Trend: Theories with Some Applications 0 0 0 24 0 2 8 91
Extracting a Common Stochastic Trend:Theories with Some Applications 0 0 4 219 0 0 8 609
How They Interact to Generate Persistency in Memory 0 0 0 5 0 0 10 73
Long-Term Oil Price Forecasts: A New Perspective on Oil and the Macroeconomy 1 4 16 143 4 10 42 249
Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures 0 0 1 9 0 2 12 48
Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory 0 0 0 59 0 0 1 187
Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory 0 0 0 1 0 1 5 406
On the Size Distortion from Linearly Interpolating Low-frequency Series for Cointegration Tests 1 1 5 45 2 4 17 21
On the Spatial Correlation of International Conflict Initiation and Other Binary and Dyadic Dependent Variables 0 0 1 15 0 0 5 23
Simple Robust Tests for the Specification of High-Frequency Predictors of a Low-Frequency Series 2 5 8 80 2 5 10 17
Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series 0 1 3 45 0 0 7 9
Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series 1 1 11 47 1 2 19 62
Testing the Bounds: Empirical Behavior of Target Zone Fundamentals 0 0 0 25 0 1 2 127
Time-varying Long-run Income and Output Elasticities of Electricity Demand 3 4 26 27 5 9 59 77
Total Working Papers 10 30 136 1,522 28 103 435 4,123


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 19 0 1 4 90
Cointegrating regressions with messy regressors and an application to mixed-frequency series 0 0 1 12 0 0 3 21
Crude oil and stock markets: Stability, instability, and bubbles 0 1 7 87 0 2 17 378
Extracting a common stochastic trend: Theory with some applications 2 7 13 67 4 13 27 161
LONG-TERM OIL PRICE FORECASTS: A NEW PERSPECTIVE ON OIL AND THE MACROECONOMY 1 1 3 21 1 2 10 57
Nonlinearity, nonstationarity, and thick tails: How they interact to generate persistence in memory 0 0 2 41 0 2 7 117
On the spatial correlation of international conflict initiation and other binary and dyadic dependent variables 0 0 1 2 0 2 12 22
Testing the bounds: Empirical behavior of target zone fundamentals 0 0 1 4 0 1 2 36
Time-varying Long-run Income and Output Elasticities of Electricity Demand with an Application to Korea 0 0 2 2 0 0 7 7
Total Journal Articles 3 9 31 255 5 23 89 889


Statistics updated 2015-09-02