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 11 129
Cointegrating MiDaS Regressions and a MiDaS Test 0 1 3 54 1 5 22 98
Cointegrating Regressions with Messy Regressors: Missingness, Mixed Frequency, and Measurement Error 0 0 2 73 1 2 8 211
Conditionally Efficient Estimation of Long-run Relationships Using Mixed-frequency Time Series 0 0 0 26 1 1 5 40
Crude Oil and Stock Markets: Stability, Instability, and Bubbles 1 5 35 494 7 16 113 1,401
Disentangling Temporal Patterns in Elasticities: A Functional Coefficient Panel Analysis of Electricity Demand 1 1 26 26 1 1 35 35
Extracting a Common Stochastic Trend: Theories with Some Applications 0 0 2 24 0 0 6 83
Extracting a Common Stochastic Trend:Theories with Some Applications 0 0 4 215 0 0 11 601
How They Interact to Generate Persistency in Memory 0 0 0 5 1 3 16 66
Long-Term Oil Price Forecasts: A New Perspective on Oil and the Macroeconomy 0 0 7 127 0 1 21 207
Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures 1 1 2 9 5 6 17 42
Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory 0 0 0 1 0 2 12 401
On the Size Distortion from Linearly Interpolating Low-frequency Series for Cointegration Tests 0 6 43 43 2 7 9 9
On the Spatial Correlation of International Conflict Initiation and Other Binary and Dyadic Dependent Variables 0 1 1 14 0 2 11 18
Simple Robust Tests for the Specification of High-Frequency Predictors of a Low-Frequency Series 0 75 75 75 1 9 9 9
Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series 2 8 18 43 2 11 41 50
Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series 1 2 43 43 1 2 3 3
Testing the Bounds: Empirical Behavior of Target Zone Fundamentals 0 0 0 25 0 0 0 125
Time-varying Long-run Income and Output Elasticities of Electricity Demand 3 13 13 13 7 19 30 30
Total Working Papers 9 113 274 1,359 31 90 380 3,558


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 0 2 20 87
Cointegrating regressions with messy regressors and an application to mixed-frequency series 0 1 2 12 0 2 4 20
Crude oil and stock markets: Stability, instability, and bubbles 1 2 9 81 1 2 31 362
Extracting a common stochastic trend: Theory with some applications 1 1 4 55 1 1 7 135
LONG-TERM OIL PRICE FORECASTS: A NEW PERSPECTIVE ON OIL AND THE MACROECONOMY 0 0 4 18 0 0 15 47
Nonlinearity, nonstationarity, and thick tails: How they interact to generate persistence in memory 0 0 2 39 0 1 18 110
On the spatial correlation of international conflict initiation and other binary and dyadic dependent variables 0 0 1 1 1 2 11 11
Testing the bounds: Empirical behavior of target zone fundamentals 1 1 1 4 1 1 11 35
Total Journal Articles 3 5 24 228 4 11 117 807


Statistics updated 2014-11-03