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 0 0 49 1 3 11 127
Cointegrating MiDaS Regressions and a MiDaS Test 0 0 5 53 2 7 23 95
Cointegrating Regressions with Messy Regressors: Missingness, Mixed Frequency, and Measurement Error 0 0 2 73 0 3 8 209
Conditionally Efficient Estimation of Long-run Relationships Using Mixed-frequency Time Series 0 0 1 26 0 0 6 39
Crude Oil and Stock Markets: Stability, Instability, and Bubbles 2 7 39 491 5 18 119 1,390
Disentangling Temporal Patterns in Elasticities: A Functional Coefficient Panel Analysis of Electricity Demand 0 1 25 25 0 5 34 34
Extracting a Common Stochastic Trend: Theories with Some Applications 0 0 2 24 0 1 7 83
Extracting a Common Stochastic Trend:Theories with Some Applications 0 0 5 215 0 0 16 601
How They Interact to Generate Persistency in Memory 0 0 0 5 0 2 16 63
Long-Term Oil Price Forecasts: A New Perspective on Oil and the Macroeconomy 0 1 11 127 1 5 27 207
Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures 0 0 2 8 0 4 13 36
Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory 0 0 2 59 0 6 22 186
Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory 0 0 0 1 2 2 17 401
On the Size Distortion from Linearly Interpolating Low-frequency Series for Cointegration Tests 3 40 40 40 2 4 4 4
On the Spatial Correlation of International Conflict Initiation and Other Binary and Dyadic Dependent Variables 1 1 2 14 2 3 15 18
Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series 1 1 16 36 4 7 40 43
Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series 1 42 42 42 1 2 2 2
Time-varying Long-run Income and Output Elasticities of Electricity Demand 1 1 1 1 7 18 18 18
Total Working Papers 9 94 195 1,289 27 90 398 3,556


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 1 3 20 86
Cointegrating regressions with messy regressors and an application to mixed-frequency series 0 0 1 11 0 0 2 18
Crude oil and stock markets: Stability, instability, and bubbles 1 2 9 80 1 8 36 361
Extracting a common stochastic trend: Theory with some applications 0 0 5 54 0 1 10 134
LONG-TERM OIL PRICE FORECASTS: A NEW PERSPECTIVE ON OIL AND THE MACROECONOMY 0 1 7 18 0 5 21 47
Nonlinearity, nonstationarity, and thick tails: How they interact to generate persistence in memory 0 0 4 39 1 5 24 110
On the spatial correlation of international conflict initiation and other binary and dyadic dependent variables 0 1 1 1 1 4 10 10
Testing the bounds: Empirical behavior of target zone fundamentals 0 0 0 3 0 2 13 34
Total Journal Articles 1 4 28 224 4 28 136 800


Statistics updated 2014-09-03