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 2 6 18 1 5 19 26
A Nonlinear IV Likelihood-Based Rank Test for Multivariate Time Series and Long Panels 0 1 2 56 1 3 5 143
Cointegrating MiDaS Regressions and a MiDaS Test 0 0 3 69 1 6 25 168
Cointegrating Regressions with Messy Regressors: Missingness, Mixed Frequency, and Measurement Error 0 0 1 76 0 2 11 227
Conditionally Efficient Estimation of Long-run Relationships Using Mixed-frequency Time Series 0 0 0 27 0 1 11 60
Crude Oil and Stock Markets: Stability, Instability, and Bubbles 13 23 62 602 18 43 161 1,749
Disentangling Temporal Patterns in Elasticities: A Functional Coefficient Panel Analysis of Electricity Demand 0 0 2 35 0 2 15 75
Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate 23 23 23 23 1 4 4 4
Extracting a Common Stochastic Trend: Theories with Some Applications 0 0 3 27 0 2 15 108
Extracting a Common Stochastic Trend:Theories with Some Applications 0 0 2 223 0 3 14 628
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 1 7 153 2 4 34 303
Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures 0 2 7 21 0 2 23 80
Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory 0 0 0 59 0 0 1 193
Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory 0 0 0 1 0 0 4 412
On the Size Distortion from Linearly Interpolating Low-frequency Series for Cointegration Tests 0 0 1 48 1 3 23 53
On the Spatial Correlation of International Conflict Initiation and Other Binary and Dyadic Dependent Variables 0 0 0 15 0 2 7 35
Simple Robust Tests for the Specification of High-Frequency Predictors of a Low-Frequency Series 0 1 3 83 1 3 13 35
Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series 0 0 2 51 0 1 10 77
Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series 0 0 2 48 0 2 8 20
Testing the Bounds: Empirical Behavior of Target Zone Fundamentals 0 1 1 26 0 6 8 135
Time Series Analysis of Global Temperature Distributions: Identifying and Estimating Persistent Features in Temperature Anomalies 1 2 7 22 2 4 28 35
Time-varying Long-run Income and Output Elasticities of Electricity Demand 0 0 5 38 2 6 25 120
Total Working Papers 37 56 140 1,727 30 104 468 4,764


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 20 0 2 7 97
A new approach to modeling the effects of temperature fluctuations on monthly electricity demand 0 0 0 0 1 5 5 5
Cointegrating regressions with messy regressors and an application to mixed-frequency series 0 0 1 14 0 1 6 29
Conditionally Efficient Estimation of Long-Run Relationships Using Mixed-Frequency Time Series 0 0 0 0 0 1 1 1
Crude oil and stock markets: Stability, instability, and bubbles 2 3 7 96 2 8 28 415
Disentangling temporal patterns in elasticities: A functional coefficient panel analysis of electricity demand 0 0 0 0 0 4 4 4
Extracting a common stochastic trend: Theory with some applications 0 0 4 76 0 2 13 185
Implementing Residual-Based KPSS Tests for Cointegration with Data Subject to Temporal Aggregation and Mixed Sampling Frequencies 0 0 0 0 3 5 5 5
LONG-TERM OIL PRICE FORECASTS: A NEW PERSPECTIVE ON OIL AND THE MACROECONOMY 0 0 3 25 0 0 8 69
Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures 0 0 1 1 0 0 7 12
Nonlinearity, nonstationarity, and thick tails: How they interact to generate persistence in memory 1 1 2 44 1 1 7 129
On the spatial correlation of international conflict initiation and other binary and dyadic dependent variables 0 0 0 2 2 3 10 33
Testing for Cointegration with Temporally Aggregated and Mixed-Frequency Time Series 0 0 2 4 0 1 7 12
Testing the bounds: Empirical behavior of target zone fundamentals 0 0 0 5 0 1 6 43
Time-varying Long-run Income and Output Elasticities of Electricity Demand with an Application to Korea 0 0 0 3 1 5 14 24
Total Journal Articles 3 4 21 290 10 39 128 1,063


Statistics updated 2017-02-02