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 2 4 22 1 3 16 41
A Nonlinear IV Likelihood-Based Rank Test for Multivariate Time Series and Long Panels 0 0 0 56 0 0 4 145
Cointegrating MiDaS Regressions and a MiDaS Test 1 3 4 73 1 3 9 174
Cointegrating Regressions with Messy Regressors: Missingness, Mixed Frequency, and Measurement Error 0 0 0 76 0 1 3 230
Conditionally Efficient Estimation of Long-run Relationships Using Mixed-frequency Time Series 0 0 1 28 1 2 5 65
Crude Oil and Stock Markets: Stability, Instability, and Bubbles 5 10 72 661 13 33 161 1,892
Disentangling Temporal Patterns in Elasticities: A Functional Coefficient Panel Analysis of Electricity Demand 0 0 1 36 0 3 13 88
Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate 0 0 20 20 1 4 18 20
Extracting a Common Stochastic Trend: Theories with Some Applications 2 3 3 30 2 4 9 116
Extracting a Common Stochastic Trend:Theories with Some Applications 0 0 2 225 2 3 9 637
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 0 17 17 0 1 10 10
Long-Term Oil Price Forecasts: A New Perspective on Oil and the Macroeconomy 1 2 6 159 3 5 18 319
Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures 1 2 4 25 3 8 19 99
Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory 0 0 0 1 0 1 2 414
Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory 0 0 0 59 0 0 1 194
On the Size Distortion from Linearly Interpolating Low-frequency Series for Cointegration Tests 1 1 2 50 0 2 6 56
On the Spatial Correlation of International Conflict Initiation and Other Binary and Dyadic Dependent Variables 0 0 0 15 0 1 2 36
Simple Robust Tests for the Specification of High-Frequency Predictors of a Low-Frequency Series 0 0 5 88 0 1 12 46
Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series 0 1 2 50 0 2 8 28
Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series 0 0 2 53 0 1 11 88
Testing the Bounds: Empirical Behavior of Target Zone Fundamentals 0 1 1 27 0 1 5 139
Time Series Analysis of Global Temperature Distributions: Identifying and Estimating Persistent Features in Temperature Anomalies 1 4 14 35 2 8 36 69
Time-varying Long-run Income and Output Elasticities of Electricity Demand 0 2 2 40 0 6 12 128
Total Working Papers 13 31 162 1,852 29 93 389 5,112


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 1 1 1 98
A new approach to modeling the effects of temperature fluctuations on monthly electricity demand 0 0 2 2 1 3 10 13
Cointegrating regressions with messy regressors and an application to mixed-frequency series 0 0 1 15 0 0 1 30
Conditionally Efficient Estimation of Long-Run Relationships Using Mixed-Frequency Time Series 0 0 2 2 1 2 8 9
Crude oil and stock markets: Stability, instability, and bubbles 0 0 6 100 3 3 15 427
Disentangling temporal patterns in elasticities: A functional coefficient panel analysis of electricity demand 1 1 3 3 2 4 14 16
Extracting a common stochastic trend: Theory with some applications 0 0 1 77 0 1 7 192
Implementing Residual-Based KPSS Tests for Cointegration with Data Subject to Temporal Aggregation and Mixed Sampling Frequencies 0 0 0 0 0 0 1 2
LONG-TERM OIL PRICE FORECASTS: A NEW PERSPECTIVE ON OIL AND THE MACROECONOMY 0 0 4 29 0 1 9 78
Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures 0 1 1 2 0 3 6 18
Nonlinearity, nonstationarity, and thick tails: How they interact to generate persistence in memory 0 0 2 45 0 1 5 133
On the spatial correlation of international conflict initiation and other binary and dyadic dependent variables 0 0 0 2 1 2 3 34
Testing for Cointegration with Temporally Aggregated and Mixed-Frequency Time Series 0 0 1 5 0 2 8 19
Testing the bounds: Empirical behavior of target zone fundamentals 0 0 0 5 0 2 3 46
Time-varying Long-run Income and Output Elasticities of Electricity Demand with an Application to Korea 1 4 6 9 1 9 17 40
Total Journal Articles 2 6 29 316 10 34 108 1,155


Statistics updated 2018-01-04