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 1 1 1 50 1 3 12 130
Cointegrating MiDaS Regressions and a MiDaS Test 0 1 2 54 1 4 22 99
Cointegrating Regressions with Messy Regressors: Missingness, Mixed Frequency, and Measurement Error 0 0 2 73 0 2 8 211
Conditionally Efficient Estimation of Long-run Relationships Using Mixed-frequency Time Series 0 0 0 26 1 2 6 41
Crude Oil and Stock Markets: Stability, Instability, and Bubbles 0 3 31 494 1 12 101 1,402
Disentangling Temporal Patterns in Elasticities: A Functional Coefficient Panel Analysis of Electricity Demand 2 3 13 28 5 6 36 40
Extracting a Common Stochastic Trend: Theories with Some Applications 0 0 1 24 0 0 5 83
Extracting a Common Stochastic Trend:Theories with Some Applications 0 0 2 215 0 0 7 601
How They Interact to Generate Persistency in Memory 0 0 0 5 1 4 16 67
Long-Term Oil Price Forecasts: A New Perspective on Oil and the Macroeconomy 3 3 9 130 5 5 24 212
Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures 0 1 2 9 0 6 16 42
Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory 0 0 0 1 1 1 11 402
On the Size Distortion from Linearly Interpolating Low-frequency Series for Cointegration Tests 1 4 44 44 1 6 10 10
On the Spatial Correlation of International Conflict Initiation and Other Binary and Dyadic Dependent Variables 0 0 1 14 1 1 11 19
Simple Robust Tests for the Specification of High-Frequency Predictors of a Low-Frequency Series 0 3 75 75 0 2 9 9
Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series 2 9 18 45 3 10 39 53
Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series 0 1 43 43 0 1 3 3
Testing the Bounds: Empirical Behavior of Target Zone Fundamentals 0 0 0 25 1 1 1 126
Time-varying Long-run Income and Output Elasticities of Electricity Demand 1 13 14 14 10 22 40 40
Total Working Papers 10 42 258 1,369 32 88 377 3,590


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 0 1 17 87
Cointegrating regressions with messy regressors and an application to mixed-frequency series 0 1 2 12 0 2 4 20
Crude oil and stock markets: Stability, instability, and bubbles 0 1 7 81 2 3 28 364
Extracting a common stochastic trend: Theory with some applications 0 1 4 55 3 4 10 138
LONG-TERM OIL PRICE FORECASTS: A NEW PERSPECTIVE ON OIL AND THE MACROECONOMY 0 0 3 18 1 1 14 48
Nonlinearity, nonstationarity, and thick tails: How they interact to generate persistence in memory 1 1 3 40 1 1 18 111
On the spatial correlation of international conflict initiation and other binary and dyadic dependent variables 1 1 2 2 2 3 13 13
Testing the bounds: Empirical behavior of target zone fundamentals 0 1 1 4 0 1 10 35
Total Journal Articles 2 6 23 230 9 16 114 816


Statistics updated 2014-12-03