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 3 52 1 1 10 133
Cointegrating MiDaS Regressions and a MiDaS Test 0 1 11 64 2 4 40 127
Cointegrating Regressions with Messy Regressors: Missingness, Mixed Frequency, and Measurement Error 1 1 1 74 1 1 6 212
Conditionally Efficient Estimation of Long-run Relationships Using Mixed-frequency Time Series 0 1 1 27 1 3 7 45
Crude Oil and Stock Markets: Stability, Instability, and Bubbles 2 15 33 515 10 53 106 1,471
Disentangling Temporal Patterns in Elasticities: A Functional Coefficient Panel Analysis of Electricity Demand 0 0 4 28 0 4 26 49
Extracting a Common Stochastic Trend: Theories with Some Applications 0 0 0 24 0 3 8 89
Extracting a Common Stochastic Trend:Theories with Some Applications 0 3 4 219 0 4 7 608
How They Interact to Generate Persistency in Memory 0 0 0 5 0 1 14 73
Long-Term Oil Price Forecasts: A New Perspective on Oil and the Macroeconomy 2 3 14 139 4 11 41 239
Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures 0 0 1 9 1 3 14 46
Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory 0 0 0 1 2 3 8 405
On the Size Distortion from Linearly Interpolating Low-frequency Series for Cointegration Tests 0 0 44 44 0 2 15 15
On the Spatial Correlation of International Conflict Initiation and Other Binary and Dyadic Dependent Variables 0 0 1 14 0 1 7 22
Simple Robust Tests for the Specification of High-Frequency Predictors of a Low-Frequency Series 0 0 75 75 0 1 11 11
Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series 0 0 13 46 0 2 27 60
Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series 0 1 44 44 0 3 9 9
Testing the Bounds: Empirical Behavior of Target Zone Fundamentals 0 0 0 25 0 0 1 126
Time-varying Long-run Income and Output Elasticities of Electricity Demand 0 4 22 22 5 16 66 66
Total Working Papers 6 30 271 1,427 27 116 423 3,806


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 1 1 8 89
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 2 7 85 1 4 23 375
Extracting a common stochastic trend: Theory with some applications 0 1 5 58 1 2 12 144
LONG-TERM OIL PRICE FORECASTS: A NEW PERSPECTIVE ON OIL AND THE MACROECONOMY 0 1 3 20 1 3 12 54
Nonlinearity, nonstationarity, and thick tails: How they interact to generate persistence in memory 1 1 3 41 2 2 13 115
On the spatial correlation of international conflict initiation and other binary and dyadic dependent variables 0 0 2 2 1 3 14 20
Testing the bounds: Empirical behavior of target zone fundamentals 0 0 1 4 0 0 6 35
Time-varying Long-run Income and Output Elasticities of Electricity Demand with an Application to Korea 0 0 1 1 0 2 4 4
Total Journal Articles 1 5 24 242 7 17 95 857


Statistics updated 2015-05-02