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 3 6 17 1 7 20 22
A Nonlinear IV Likelihood-Based Rank Test for Multivariate Time Series and Long Panels 1 1 2 56 2 2 7 142
Cointegrating MiDaS Regressions and a MiDaS Test 0 2 3 69 2 7 26 164
Cointegrating Regressions with Messy Regressors: Missingness, Mixed Frequency, and Measurement Error 0 0 1 76 1 1 10 226
Conditionally Efficient Estimation of Long-run Relationships Using Mixed-frequency Time Series 0 0 0 27 0 3 10 59
Crude Oil and Stock Markets: Stability, Instability, and Bubbles 4 11 47 583 11 29 142 1,717
Disentangling Temporal Patterns in Elasticities: A Functional Coefficient Panel Analysis of Electricity Demand 0 0 4 35 0 3 17 73
Extracting a Common Stochastic Trend: Theories with Some Applications 0 2 3 27 1 4 15 107
Extracting a Common Stochastic Trend:Theories with Some Applications 0 1 3 223 1 2 15 626
How They Interact to Generate Persistency in Memory 0 0 1 6 0 0 4 78
Long-Term Oil Price Forecasts: A New Perspective on Oil and the Macroeconomy 0 2 8 152 1 9 44 300
Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures 1 3 7 20 1 6 27 79
Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory 0 0 0 1 0 0 4 412
Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory 0 0 0 59 0 1 1 193
On the Size Distortion from Linearly Interpolating Low-frequency Series for Cointegration Tests 0 0 1 48 1 8 25 51
On the Spatial Correlation of International Conflict Initiation and Other Binary and Dyadic Dependent Variables 0 0 0 15 1 2 10 34
Simple Robust Tests for the Specification of High-Frequency Predictors of a Low-Frequency Series 1 2 3 83 1 4 12 33
Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series 0 0 3 51 1 3 12 77
Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series 0 0 2 48 2 5 8 20
Testing the Bounds: Empirical Behavior of Target Zone Fundamentals 1 1 1 26 1 1 3 130
Time Series Analysis of Global Temperature Distributions: Identifying and Estimating Persistent Features in Temperature Anomalies 0 2 6 20 1 8 29 32
Time-varying Long-run Income and Output Elasticities of Electricity Demand 0 1 8 38 0 5 26 114
Total Working Papers 9 31 109 1,680 29 110 467 4,689


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 1 1 20 0 2 5 95
Cointegrating regressions with messy regressors and an application to mixed-frequency series 0 0 1 14 1 2 7 29
Crude oil and stock markets: Stability, instability, and bubbles 1 1 5 94 4 7 25 411
Extracting a common stochastic trend: Theory with some applications 0 1 5 76 0 2 12 183
LONG-TERM OIL PRICE FORECASTS: A NEW PERSPECTIVE ON OIL AND THE MACROECONOMY 0 1 4 25 0 1 10 69
Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures 0 0 1 1 0 2 9 12
Nonlinearity, nonstationarity, and thick tails: How they interact to generate persistence in memory 0 0 1 43 0 1 8 128
On the spatial correlation of international conflict initiation and other binary and dyadic dependent variables 0 0 0 2 0 1 8 30
Testing for Cointegration with Temporally Aggregated and Mixed-Frequency Time Series 0 1 3 4 1 2 10 12
Testing the bounds: Empirical behavior of target zone fundamentals 0 0 0 5 0 1 5 42
Time-varying Long-run Income and Output Elasticities of Electricity Demand with an Application to Korea 0 0 1 3 0 1 12 19
Total Journal Articles 1 5 22 287 6 22 111 1,030


Statistics updated 2016-12-03