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 14 14 0 2 15 15
A Nonlinear IV Likelihood-Based Rank Test for Multivariate Time Series and Long Panels 0 0 2 55 0 0 6 140
Cointegrating MiDaS Regressions and a MiDaS Test 0 1 2 67 2 5 24 157
Cointegrating Regressions with Messy Regressors: Missingness, Mixed Frequency, and Measurement Error 0 0 1 76 1 1 9 225
Conditionally Efficient Estimation of Long-run Relationships Using Mixed-frequency Time Series 0 0 0 27 1 2 9 56
Crude Oil and Stock Markets: Stability, Instability, and Bubbles 4 10 45 572 11 36 148 1,688
Disentangling Temporal Patterns in Elasticities: A Functional Coefficient Panel Analysis of Electricity Demand 0 1 4 35 0 2 16 70
Extracting a Common Stochastic Trend: Theories with Some Applications 0 0 1 25 1 4 12 103
Extracting a Common Stochastic Trend:Theories with Some Applications 1 1 3 222 3 4 15 624
How They Interact to Generate Persistency in Memory 0 0 1 6 0 2 5 78
Long-Term Oil Price Forecasts: A New Perspective on Oil and the Macroeconomy 0 1 7 150 3 10 42 291
Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures 0 0 8 17 2 4 25 73
Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory 0 0 0 1 0 0 6 412
Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory 0 0 0 59 0 0 5 192
On the Size Distortion from Linearly Interpolating Low-frequency Series for Cointegration Tests 0 1 3 48 1 7 22 43
On the Spatial Correlation of International Conflict Initiation and Other Binary and Dyadic Dependent Variables 0 0 0 15 0 1 9 32
Simple Robust Tests for the Specification of High-Frequency Predictors of a Low-Frequency Series 1 1 1 81 3 5 12 29
Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series 0 1 3 48 0 0 6 15
Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series 0 1 4 51 1 2 12 74
Testing the Bounds: Empirical Behavior of Target Zone Fundamentals 0 0 0 25 0 1 2 129
Time Series Analysis of Global Temperature Distributions: Identifying and Estimating Persistent Features in Temperature Anomalies 1 2 18 18 2 7 24 24
Time-varying Long-run Income and Output Elasticities of Electricity Demand 1 1 10 37 1 4 32 109
Total Working Papers 8 21 127 1,649 32 99 456 4,579


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 19 1 2 3 93
Cointegrating regressions with messy regressors and an application to mixed-frequency series 0 0 2 14 0 1 6 27
Crude oil and stock markets: Stability, instability, and bubbles 1 1 6 93 2 4 26 404
Extracting a common stochastic trend: Theory with some applications 1 1 8 75 2 3 20 181
LONG-TERM OIL PRICE FORECASTS: A NEW PERSPECTIVE ON OIL AND THE MACROECONOMY 0 1 3 24 1 3 11 68
Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures 0 0 1 1 0 0 8 10
Nonlinearity, nonstationarity, and thick tails: How they interact to generate persistence in memory 0 0 2 43 0 0 10 127
On the spatial correlation of international conflict initiation and other binary and dyadic dependent variables 0 0 0 2 3 4 7 29
Testing for Cointegration with Temporally Aggregated and Mixed-Frequency Time Series 0 0 3 3 0 0 10 10
Testing the bounds: Empirical behavior of target zone fundamentals 0 0 1 5 0 3 5 41
Time-varying Long-run Income and Output Elasticities of Electricity Demand with an Application to Korea 0 0 1 3 0 1 11 18
Total Journal Articles 2 3 27 282 9 21 117 1,008


Statistics updated 2016-09-03