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 1 6 18 4 8 22 30
A Nonlinear IV Likelihood-Based Rank Test for Multivariate Time Series and Long Panels 0 0 1 56 1 2 3 143
Cointegrating MiDaS Regressions and a MiDaS Test 0 0 3 69 2 4 21 167
Cointegrating Regressions with Messy Regressors: Missingness, Mixed Frequency, and Measurement Error 0 0 0 76 1 2 6 228
Conditionally Efficient Estimation of Long-run Relationships Using Mixed-frequency Time Series 0 0 0 27 1 2 9 61
Crude Oil and Stock Markets: Stability, Instability, and Bubbles 5 24 63 607 11 43 157 1,760
Disentangling Temporal Patterns in Elasticities: A Functional Coefficient Panel Analysis of Electricity Demand 0 0 1 35 3 5 16 78
Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate 0 18 18 18 5 8 8 8
Extracting a Common Stochastic Trend: Theories with Some Applications 0 0 3 27 3 4 13 110
Extracting a Common Stochastic Trend:Theories with Some Applications 0 0 2 223 2 4 13 630
How They Interact to Generate Persistency in Memory 0 0 0 6 0 0 2 78
Local Climate Sensitivity: A Statistical Approach for a Spatially Heterogeneous Planet 12 12 12 12 3 3 3 3
Long-Term Oil Price Forecasts: A New Perspective on Oil and the Macroeconomy 1 2 7 154 4 7 36 307
Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures 0 1 7 21 1 2 21 81
Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory 0 0 0 1 1 1 5 413
Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory 0 0 0 59 1 1 2 194
On the Size Distortion from Linearly Interpolating Low-frequency Series for Cointegration Tests 0 0 1 48 1 1 20 51
On the Spatial Correlation of International Conflict Initiation and Other Binary and Dyadic Dependent Variables 0 0 0 15 1 2 6 35
Simple Robust Tests for the Specification of High-Frequency Predictors of a Low-Frequency Series 0 0 3 83 0 2 13 35
Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series 0 0 2 48 2 2 9 22
Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series 0 0 2 51 2 2 11 79
Testing the Bounds: Empirical Behavior of Target Zone Fundamentals 0 0 1 26 1 5 7 135
Time Series Analysis of Global Temperature Distributions: Identifying and Estimating Persistent Features in Temperature Anomalies 1 3 8 23 4 7 27 39
Time-varying Long-run Income and Output Elasticities of Electricity Demand 0 0 4 38 0 4 19 118
Total Working Papers 19 61 144 1,741 54 121 449 4,805


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 2 6 6 6
Cointegrating regressions with messy regressors and an application to mixed-frequency series 0 0 1 14 0 0 6 29
Conditionally Efficient Estimation of Long-Run Relationships Using Mixed-Frequency Time Series 0 0 0 0 3 3 4 4
Crude oil and stock markets: Stability, instability, and bubbles 1 3 6 97 1 5 25 415
Disentangling temporal patterns in elasticities: A functional coefficient panel analysis of electricity demand 0 0 0 0 2 4 4 4
Extracting a common stochastic trend: Theory with some applications 0 0 2 76 1 3 11 186
Implementing Residual-Based KPSS Tests for Cointegration with Data Subject to Temporal Aggregation and Mixed Sampling Frequencies 0 0 0 0 0 1 2 2
LONG-TERM OIL PRICE FORECASTS: A NEW PERSPECTIVE ON OIL AND THE MACROECONOMY 1 1 4 26 3 3 10 72
Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures 0 0 1 1 2 2 7 14
Nonlinearity, nonstationarity, and thick tails: How they interact to generate persistence in memory 0 1 2 44 1 2 8 130
On the spatial correlation of international conflict initiation and other binary and dyadic dependent variables 0 0 0 2 1 2 8 32
Testing for Cointegration with Temporally Aggregated and Mixed-Frequency Time Series 1 1 3 5 3 3 7 14
Testing the bounds: Empirical behavior of target zone fundamentals 0 0 0 5 1 2 7 44
Time-varying Long-run Income and Output Elasticities of Electricity Demand with an Application to Korea 0 0 0 3 1 6 12 25
Total Journal Articles 3 6 20 293 21 44 124 1,074


Statistics updated 2017-03-07