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 1 5 25 1 4 18 52
A Nonlinear IV Likelihood-Based Rank Test for Multivariate Time Series and Long Panels 0 0 0 56 0 0 3 147
Cointegrating MiDaS Regressions and a MiDaS Test 1 1 4 74 1 3 7 177
Cointegrating Regressions with Messy Regressors: Missingness, Mixed Frequency, and Measurement Error 0 0 0 76 0 1 5 234
Conditionally Efficient Estimation of Long-run Relationships Using Mixed-frequency Time Series 0 0 0 28 0 0 3 65
Crude Oil and Stock Markets: Stability, Instability, and Bubbles 0 3 34 668 3 13 107 1,928
Disentangling Temporal Patterns in Elasticities: A Functional Coefficient Panel Analysis of Electricity Demand 0 0 0 36 2 3 11 94
Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate 0 0 1 21 2 6 16 32
Extracting a Common Stochastic Trend: Theories with Some Applications 0 1 12 39 0 1 19 130
Extracting a Common Stochastic Trend:Theories with Some Applications 0 0 3 227 1 2 10 643
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 1 17 0 0 7 12
Long-Term Oil Price Forecasts: A New Perspective on Oil and the Macroeconomy 0 0 3 159 0 2 11 323
Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures 0 0 2 25 1 1 17 104
Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory 0 0 0 59 0 1 2 196
Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory 0 0 0 1 1 2 4 417
On the Size Distortion from Linearly Interpolating Low-frequency Series for Cointegration Tests 0 0 3 51 0 1 6 59
On the Spatial Correlation of International Conflict Initiation and Other Binary and Dyadic Dependent Variables 0 0 0 15 1 2 5 40
Simple Robust Tests for the Specification of High-Frequency Predictors of a Low-Frequency Series 0 0 3 88 0 0 8 48
Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series 0 0 2 51 0 0 3 29
Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series 0 0 2 54 0 1 9 92
Testing the Bounds: Empirical Behavior of Target Zone Fundamentals 0 0 1 27 0 0 5 141
Time Series Analysis of Global Temperature Distributions: Identifying and Estimating Persistent Features in Temperature Anomalies 1 3 15 43 4 12 40 92
Time-varying Long-run Income and Output Elasticities of Electricity Demand 0 1 3 41 0 2 14 134
Total Working Papers 2 10 94 1,887 17 57 330 5,267


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 1 98
A new approach to modeling the effects of temperature fluctuations on monthly electricity demand 0 0 1 2 0 1 9 16
Cointegrating regressions with messy regressors and an application to mixed-frequency series 0 0 0 15 0 0 1 31
Conditionally Efficient Estimation of Long-Run Relationships Using Mixed-Frequency Time Series 0 0 0 2 1 3 5 12
Crude oil and stock markets: Stability, instability, and bubbles 0 1 3 102 0 3 15 435
Disentangling temporal patterns in elasticities: A functional coefficient panel analysis of electricity demand 0 0 1 3 1 3 12 20
Extracting a common stochastic trend: Theory with some applications 0 1 4 81 0 2 11 200
Implementing Residual-Based KPSS Tests for Cointegration with Data Subject to Temporal Aggregation and Mixed Sampling Frequencies 0 0 0 0 1 2 2 4
LONG-TERM OIL PRICE FORECASTS: A NEW PERSPECTIVE ON OIL AND THE MACROECONOMY 0 0 2 29 0 0 5 78
Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures 0 0 2 3 0 1 6 21
Nonlinearity, nonstationarity, and thick tails: How they interact to generate persistence in memory 0 0 0 45 1 2 4 135
On the spatial correlation of international conflict initiation and other binary and dyadic dependent variables 0 0 0 2 0 0 3 35
Simple robust tests for the specification of high-frequency predictors of a low-frequency series 0 0 0 0 2 2 2 2
Testing for Cointegration with Temporally Aggregated and Mixed-Frequency Time Series 0 1 1 6 0 1 6 21
Testing the bounds: Empirical behavior of target zone fundamentals 0 0 0 5 0 0 2 46
Time-varying Long-run Income and Output Elasticities of Electricity Demand with an Application to Korea 0 2 11 15 1 4 23 51
Total Journal Articles 0 5 25 330 7 24 107 1,205


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
On the Size Distortion from Linearly Interpolating Low-frequency Series for Cointegration Tests 1 1 2 2 2 2 3 3
Total Chapters 1 1 2 2 2 2 3 3


Statistics updated 2018-07-03