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 2 13 13 2 4 10 10
A Nonlinear IV Likelihood-Based Rank Test for Multivariate Time Series and Long Panels 0 1 4 55 0 2 8 140
Cointegrating MiDaS Regressions and a MiDaS Test 0 0 2 66 1 6 22 147
Cointegrating Regressions with Messy Regressors: Missingness, Mixed Frequency, and Measurement Error 0 1 3 76 0 6 11 222
Conditionally Efficient Estimation of Long-run Relationships Using Mixed-frequency Time Series 0 0 0 27 0 3 8 52
Crude Oil and Stock Markets: Stability, Instability, and Bubbles 6 14 37 550 15 38 157 1,618
Disentangling Temporal Patterns in Elasticities: A Functional Coefficient Panel Analysis of Electricity Demand 0 3 6 34 3 7 16 65
Extracting a Common Stochastic Trend: Theories with Some Applications 0 0 0 24 0 5 8 97
Extracting a Common Stochastic Trend:Theories with Some Applications 0 1 2 221 1 5 10 618
How They Interact to Generate Persistency in Memory 0 1 1 6 0 2 3 76
Long-Term Oil Price Forecasts: A New Perspective on Oil and the Macroeconomy 1 3 11 148 3 14 39 274
Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures 1 1 6 15 2 8 17 62
Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory 0 0 0 59 0 0 5 192
Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory 0 0 0 1 0 0 5 408
On the Size Distortion from Linearly Interpolating Low-frequency Series for Cointegration Tests 0 0 3 47 1 4 17 32
On the Spatial Correlation of International Conflict Initiation and Other Binary and Dyadic Dependent Variables 0 0 1 15 1 3 8 30
Simple Robust Tests for the Specification of High-Frequency Predictors of a Low-Frequency Series 0 0 5 80 2 3 13 24
Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series 0 0 2 46 1 2 5 14
Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series 0 0 3 49 1 2 9 69
Testing the Bounds: Empirical Behavior of Target Zone Fundamentals 0 0 0 25 0 1 2 128
Time Series Analysis of Global Temperature Distributions: Identifying and Estimating Persistent Features in Temperature Anomalies 1 1 16 16 3 10 15 15
Time-varying Long-run Income and Output Elasticities of Electricity Demand 1 3 13 35 3 10 41 102
Total Working Papers 11 31 128 1,608 39 135 429 4,395


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 0 19 0 0 2 90
Cointegrating regressions with messy regressors and an application to mixed-frequency series 0 0 1 13 0 0 2 23
Crude oil and stock markets: Stability, instability, and bubbles 0 2 6 91 2 6 18 392
Extracting a common stochastic trend: Theory with some applications 0 3 16 74 0 4 32 175
LONG-TERM OIL PRICE FORECASTS: A NEW PERSPECTIVE ON OIL AND THE MACROECONOMY 0 0 2 22 0 2 9 62
Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures 1 1 1 1 1 4 8 8
Nonlinearity, nonstationarity, and thick tails: How they interact to generate persistence in memory 0 0 2 42 0 2 9 122
On the spatial correlation of international conflict initiation and other binary and dyadic dependent variables 0 0 0 2 0 1 5 24
Testing for Cointegration with Temporally Aggregated and Mixed-Frequency Time Series 0 1 2 2 1 5 8 8
Testing the bounds: Empirical behavior of target zone fundamentals 0 0 1 5 0 0 2 37
Time-varying Long-run Income and Output Elasticities of Electricity Demand with an Application to Korea 0 1 2 3 1 6 10 14
Total Journal Articles 1 8 33 274 5 30 105 955


Statistics updated 2016-04-02