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 0 5 20 0 4 20 38
A Nonlinear IV Likelihood-Based Rank Test for Multivariate Time Series and Long Panels 0 0 1 56 0 1 5 145
Cointegrating MiDaS Regressions and a MiDaS Test 0 0 2 70 0 1 11 171
Cointegrating Regressions with Messy Regressors: Missingness, Mixed Frequency, and Measurement Error 0 0 0 76 0 0 4 229
Conditionally Efficient Estimation of Long-run Relationships Using Mixed-frequency Time Series 0 0 1 28 1 1 5 63
Crude Oil and Stock Markets: Stability, Instability, and Bubbles 4 17 73 651 9 38 160 1,859
Disentangling Temporal Patterns in Elasticities: A Functional Coefficient Panel Analysis of Electricity Demand 0 0 1 36 0 2 15 85
Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate 0 0 20 20 0 0 16 16
Extracting a Common Stochastic Trend: Theories with Some Applications 0 0 2 27 0 1 9 112
Extracting a Common Stochastic Trend:Theories with Some Applications 0 1 3 225 0 1 10 634
How They Interact to Generate Persistency in Memory 0 0 0 6 0 0 0 78
Local Climate Sensitivity: A Statistical Approach for a Spatially Heterogeneous Planet 0 1 17 17 1 4 9 9
Long-Term Oil Price Forecasts: A New Perspective on Oil and the Macroeconomy 1 1 5 157 1 2 17 314
Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures 0 0 4 23 2 4 14 91
Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory 0 0 0 59 0 0 2 194
Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory 0 0 0 1 0 0 1 413
On the Size Distortion from Linearly Interpolating Low-frequency Series for Cointegration Tests 0 1 1 49 0 1 10 54
On the Spatial Correlation of International Conflict Initiation and Other Binary and Dyadic Dependent Variables 0 0 0 15 0 0 3 35
Simple Robust Tests for the Specification of High-Frequency Predictors of a Low-Frequency Series 0 3 6 88 0 5 14 45
Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series 0 0 1 49 0 0 10 26
Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series 0 1 2 53 3 4 12 87
Testing the Bounds: Empirical Behavior of Target Zone Fundamentals 0 0 1 26 2 2 9 138
Time Series Analysis of Global Temperature Distributions: Identifying and Estimating Persistent Features in Temperature Anomalies 2 3 12 31 3 9 35 61
Time-varying Long-run Income and Output Elasticities of Electricity Demand 0 0 0 38 0 2 9 122
Total Working Papers 7 28 157 1,821 22 82 400 5,019


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 20 0 0 3 97
A new approach to modeling the effects of temperature fluctuations on monthly electricity demand 0 1 2 2 0 3 10 10
Cointegrating regressions with messy regressors and an application to mixed-frequency series 0 0 1 15 0 0 2 30
Conditionally Efficient Estimation of Long-Run Relationships Using Mixed-Frequency Time Series 0 0 2 2 0 0 7 7
Crude oil and stock markets: Stability, instability, and bubbles 0 1 7 100 0 4 18 424
Disentangling temporal patterns in elasticities: A functional coefficient panel analysis of electricity demand 0 0 2 2 1 4 12 12
Extracting a common stochastic trend: Theory with some applications 0 0 1 77 1 2 9 191
Implementing Residual-Based KPSS Tests for Cointegration with Data Subject to Temporal Aggregation and Mixed Sampling Frequencies 0 0 0 0 0 0 2 2
LONG-TERM OIL PRICE FORECASTS: A NEW PERSPECTIVE ON OIL AND THE MACROECONOMY 0 2 4 29 1 4 8 77
Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures 0 0 0 1 0 0 4 15
Nonlinearity, nonstationarity, and thick tails: How they interact to generate persistence in memory 0 0 2 45 0 1 5 132
On the spatial correlation of international conflict initiation and other binary and dyadic dependent variables 0 0 0 2 0 0 3 32
Testing for Cointegration with Temporally Aggregated and Mixed-Frequency Time Series 0 0 1 5 0 2 6 17
Testing the bounds: Empirical behavior of target zone fundamentals 0 0 0 5 0 0 2 44
Time-varying Long-run Income and Output Elasticities of Electricity Demand with an Application to Korea 1 1 2 5 1 3 13 31
Total Journal Articles 1 5 24 310 4 23 104 1,121


Statistics updated 2017-10-05