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 2 4 53 1 2 8 134
Cointegrating MiDaS Regressions and a MiDaS Test 0 1 12 65 1 5 38 130
Cointegrating Regressions with Messy Regressors: Missingness, Mixed Frequency, and Measurement Error 1 2 2 75 3 5 8 216
Conditionally Efficient Estimation of Long-run Relationships Using Mixed-frequency Time Series 0 0 1 27 1 3 8 47
Crude Oil and Stock Markets: Stability, Instability, and Bubbles 5 10 35 523 21 46 127 1,507
Disentangling Temporal Patterns in Elasticities: A Functional Coefficient Panel Analysis of Electricity Demand 0 0 3 28 1 2 18 51
Extracting a Common Stochastic Trend: Theories with Some Applications 0 0 0 24 2 2 9 91
Extracting a Common Stochastic Trend:Theories with Some Applications 0 0 4 219 0 1 8 609
How They Interact to Generate Persistency in Memory 0 0 0 5 0 0 10 73
Long-Term Oil Price Forecasts: A New Perspective on Oil and the Macroeconomy 0 2 13 139 1 5 38 240
Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures 0 0 1 9 1 2 11 47
Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory 0 0 0 1 1 3 7 406
Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory 0 0 0 59 0 0 3 187
On the Size Distortion from Linearly Interpolating Low-frequency Series for Cointegration Tests 0 0 10 44 1 3 17 18
On the Spatial Correlation of International Conflict Initiation and Other Binary and Dyadic Dependent Variables 0 1 2 15 0 1 8 23
Simple Robust Tests for the Specification of High-Frequency Predictors of a Low-Frequency Series 1 1 76 76 1 2 13 13
Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series 0 0 11 46 0 0 21 60
Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series 1 1 6 45 0 0 8 9
Testing the Bounds: Empirical Behavior of Target Zone Fundamentals 0 0 0 25 1 1 2 127
Time-varying Long-run Income and Output Elasticities of Electricity Demand 1 2 24 24 2 9 66 70
Total Working Papers 10 22 204 1,502 38 92 428 4,058


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 2 6 90
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 1 2 9 87 1 3 22 377
Extracting a common stochastic trend: Theory with some applications 4 6 10 64 7 12 21 155
LONG-TERM OIL PRICE FORECASTS: A NEW PERSPECTIVE ON OIL AND THE MACROECONOMY 0 0 3 20 1 3 12 56
Nonlinearity, nonstationarity, and thick tails: How they interact to generate persistence in memory 0 1 2 41 1 3 7 116
On the spatial correlation of international conflict initiation and other binary and dyadic dependent variables 0 0 1 2 1 2 13 21
Testing the bounds: Empirical behavior of target zone fundamentals 0 0 1 4 1 1 3 36
Time-varying Long-run Income and Output Elasticities of Electricity Demand with an Application to Korea 0 1 2 2 0 3 7 7
Total Journal Articles 5 10 30 251 13 29 94 879


Statistics updated 2015-07-02