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 3 7 18 3 7 19 25
A Nonlinear IV Likelihood-Based Rank Test for Multivariate Time Series and Long Panels 0 1 2 56 0 2 4 142
Cointegrating MiDaS Regressions and a MiDaS Test 0 1 3 69 3 7 26 167
Cointegrating Regressions with Messy Regressors: Missingness, Mixed Frequency, and Measurement Error 0 0 1 76 1 2 11 227
Conditionally Efficient Estimation of Long-run Relationships Using Mixed-frequency Time Series 0 0 0 27 1 2 11 60
Crude Oil and Stock Markets: Stability, Instability, and Bubbles 6 11 53 589 14 32 151 1,731
Disentangling Temporal Patterns in Elasticities: A Functional Coefficient Panel Analysis of Electricity Demand 0 0 4 35 2 5 17 75
Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate 0 0 0 0 3 3 3 3
Extracting a Common Stochastic Trend: Theories with Some Applications 0 2 3 27 1 5 16 108
Extracting a Common Stochastic Trend:Theories with Some Applications 0 1 3 223 2 4 15 628
How They Interact to Generate Persistency in Memory 0 0 1 6 0 0 4 78
Long-Term Oil Price Forecasts: A New Perspective on Oil and the Macroeconomy 1 1 8 153 1 4 41 301
Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures 1 2 7 21 1 3 26 80
Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory 0 0 0 59 0 1 1 193
Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory 0 0 0 1 0 0 4 412
On the Size Distortion from Linearly Interpolating Low-frequency Series for Cointegration Tests 0 0 1 48 1 8 24 52
On the Spatial Correlation of International Conflict Initiation and Other Binary and Dyadic Dependent Variables 0 0 0 15 1 3 8 35
Simple Robust Tests for the Specification of High-Frequency Predictors of a Low-Frequency Series 0 1 3 83 1 3 13 34
Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series 0 0 2 48 0 4 8 20
Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series 0 0 2 51 0 2 10 77
Testing the Bounds: Empirical Behavior of Target Zone Fundamentals 0 1 1 26 5 6 8 135
Time Series Analysis of Global Temperature Distributions: Identifying and Estimating Persistent Features in Temperature Anomalies 1 2 6 21 1 7 28 33
Time-varying Long-run Income and Output Elasticities of Electricity Demand 0 0 6 38 4 5 26 118
Total Working Papers 10 26 113 1,690 45 115 474 4,734


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 2 3 7 97
A new approach to modeling the effects of temperature fluctuations on monthly electricity demand 0 0 0 0 4 4 4 4
Cointegrating regressions with messy regressors and an application to mixed-frequency series 0 0 1 14 0 1 6 29
Conditionally Efficient Estimation of Long-Run Relationships Using Mixed-Frequency Time Series 0 0 0 0 0 1 1 1
Crude oil and stock markets: Stability, instability, and bubbles 0 1 5 94 2 7 27 413
Disentangling temporal patterns in elasticities: A functional coefficient panel analysis of electricity demand 0 0 0 0 4 4 4 4
Extracting a common stochastic trend: Theory with some applications 0 0 5 76 2 3 14 185
Implementing Residual-Based KPSS Tests for Cointegration with Data Subject to Temporal Aggregation and Mixed Sampling Frequencies 0 0 0 0 0 2 2 2
LONG-TERM OIL PRICE FORECASTS: A NEW PERSPECTIVE ON OIL AND THE MACROECONOMY 0 0 3 25 0 0 9 69
Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures 0 0 1 1 0 1 8 12
Nonlinearity, nonstationarity, and thick tails: How they interact to generate persistence in memory 0 0 1 43 0 1 8 128
On the spatial correlation of international conflict initiation and other binary and dyadic dependent variables 0 0 0 2 1 2 8 31
Testing for Cointegration with Temporally Aggregated and Mixed-Frequency Time Series 0 0 3 4 0 1 9 12
Testing the bounds: Empirical behavior of target zone fundamentals 0 0 0 5 1 1 6 43
Time-varying Long-run Income and Output Elasticities of Electricity Demand with an Application to Korea 0 0 1 3 4 5 15 23
Total Journal Articles 0 1 21 287 20 36 128 1,053


Statistics updated 2017-01-03