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 7 28 0 1 20 60
A Nonlinear IV Likelihood-Based Rank Test for Multivariate Time Series and Long Panels 0 0 0 56 0 0 2 147
Cointegrating MiDaS Regressions and a MiDaS Test 1 2 4 76 2 4 8 181
Cointegrating Regressions with Messy Regressors: Missingness, Mixed Frequency, and Measurement Error 0 0 0 76 0 0 4 234
Conditionally Efficient Estimation of Long-run Relationships Using Mixed-frequency Time Series 0 0 0 28 0 0 2 66
Crude Oil and Stock Markets: Stability, Instability, and Bubbles 2 4 17 673 6 17 76 1,955
Disentangling Temporal Patterns in Elasticities: A Functional Coefficient Panel Analysis of Electricity Demand 0 0 0 36 0 1 11 99
Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate 1 1 7 27 1 3 28 47
Extracting a Common Stochastic Trend: Theories with Some Applications 1 2 14 42 1 3 21 135
Extracting a Common Stochastic Trend:Theories with Some Applications 1 1 4 229 1 2 11 646
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 18 0 0 3 13
Long-Term Oil Price Forecasts: A New Perspective on Oil and the Macroeconomy 0 0 1 159 0 1 9 325
Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures 0 0 1 25 0 2 10 106
Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory 0 0 0 1 1 1 5 419
Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory 0 0 0 59 0 0 2 196
On the Size Distortion from Linearly Interpolating Low-frequency Series for Cointegration Tests 1 2 4 53 1 2 5 61
On the Spatial Correlation of International Conflict Initiation and Other Binary and Dyadic Dependent Variables 0 0 0 15 0 0 4 40
Simple Robust Tests for the Specification of High-Frequency Predictors of a Low-Frequency Series 0 0 0 88 0 1 5 51
Testing Cointegrating Relationships Using Irregular and Non-Contemporaneous Series with an Application to Paleoclimate Data 0 0 21 21 0 0 10 10
Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series 0 0 1 51 0 1 2 30
Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series 0 0 1 54 0 0 4 92
Testing the Bounds: Empirical Behavior of Target Zone Fundamentals 0 0 0 27 0 0 2 141
Time Series Analysis of Global Temperature Distributions: Identifying and Estimating Persistent Features in Temperature Anomalies 0 1 18 52 2 5 41 108
Time-varying Long-run Income and Output Elasticities of Electricity Demand 0 0 4 44 0 0 11 139
Total Working Papers 7 13 105 1,944 15 44 296 5,379


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 3 0 0 9 21
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 0 1 5 13
Crude oil and stock markets: Stability, instability, and bubbles 0 3 6 106 1 6 20 444
Disentangling temporal patterns in elasticities: A functional coefficient panel analysis of electricity demand 0 1 3 5 0 2 13 27
Extracting a common stochastic trend: Theory with some applications 0 1 6 83 0 5 16 208
Implementing Residual-Based KPSS Tests for Cointegration with Data Subject to Temporal Aggregation and Mixed Sampling Frequencies 0 0 0 0 0 0 2 4
LONG-TERM OIL PRICE FORECASTS: A NEW PERSPECTIVE ON OIL AND THE MACROECONOMY 0 0 0 29 0 0 0 78
Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures 0 0 1 3 0 1 4 22
Modeling and Extrapolating Wheat Producer Support Using Income and Other Factors 0 0 0 0 0 1 3 3
Nonlinearity, nonstationarity, and thick tails: How they interact to generate persistence in memory 0 1 1 46 0 1 3 136
On the spatial correlation of international conflict initiation and other binary and dyadic dependent variables 0 0 0 2 1 2 4 37
Simple robust tests for the specification of high-frequency predictors of a low-frequency series 1 1 1 1 1 1 6 6
Testing for Cointegration with Temporally Aggregated and Mixed-Frequency Time Series 0 0 1 6 2 2 5 24
Testing the bounds: Empirical behavior of target zone fundamentals 0 0 0 5 1 1 1 47
Time-varying Long-run Income and Output Elasticities of Electricity Demand with an Application to Korea 0 0 7 15 1 3 17 56
Total Journal Articles 1 7 27 341 7 26 110 1,255


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 0 0 2 2 1 4 7 7
Total Chapters 0 0 2 2 1 4 7 7


Statistics updated 2018-12-03