6
H index
5
i10 index
871
Citations
Carnegie Mellon University | 6 H index 5 i10 index 871 Citations RESEARCH PRODUCTION: 14 Articles 8 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Fallaw Sowell. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
---|---|
Applied Energy | 3 |
Econometrica | 2 |
Econometric Theory | 2 |
Journal of Monetary Economics | 2 |
Working Papers Series with more than one paper published | # docs |
---|---|
GSIA Working Papers / Carnegie Mellon University, Tepper School of Business | 4 |
Papers / arXiv.org | 2 |
MPRA Paper / University Library of Munich, Germany | 2 |
Year | Title of citing document |
---|---|
2022 | Fractional integration and cointegration. (2022). Nielsen, Morten ; Haulde, Javier. In: CREATES Research Papers. RePEc:aah:create:2022-02. Full description at Econpapers || Download paper |
2021 | Approximate Bayes factors for unit root testing. (2021). Alexandros, Iosifidis ; Martin, Magris. In: Papers. RePEc:arx:papers:2102.10048. Full description at Econpapers || Download paper |
2022 | Fractional integration and cointegration. (2022). Nielsen, Morten ; Hualde, Javier. In: Papers. RePEc:arx:papers:2211.10235. Full description at Econpapers || Download paper |
2022 | Robust Testing for Explosive Behavior with Strongly Dependent Errors. (2022). , Peter ; PEter, ; Yu, Jun ; JunYu, ; Lui, Yiu Lim. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2350. Full description at Econpapers || Download paper |
2021 | Vulnerability assessment for voltage stability based on solvability regions of decoupled power flow equations. (2021). Sun, Kai ; Liu, Chengxi ; Lai, Qiupin. In: Applied Energy. RePEc:eee:appene:v:304:y:2021:i:c:s0306261921010850. Full description at Econpapers || Download paper |
2022 | Insights into methodologies and operational details of resource adequacy assessment: A case study with application to a broader flexibility framework. (2022). Dhulipala, Surya C ; Dalvi, Sourabh ; Frew, Bethany ; Sun, Yinong. In: Applied Energy. RePEc:eee:appene:v:328:y:2022:i:c:s0306261922014489. Full description at Econpapers || Download paper |
2021 | Oil price shocks and inflation rate persistence: A Fractional Cointegration VAR approach. (2021). Ogbonna, Ahamuefula ; Lakhani, Noman ; Adedeji, Abdulfatai A ; Oloko, Tirimisiyu F. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:70:y:2021:i:c:p:259-275. Full description at Econpapers || Download paper |
2021 | Testing constancy in varying coefficient models. (2021). Arteaga-Molina, Luis A ; Delgado, Miguel A. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:625-644. Full description at Econpapers || Download paper |
2022 | Public banking and economic growth: The experiences of 10 countries since the 1950s until 2017. (2022). Hodelin, Reynaldo Senra. In: Economic Systems. RePEc:eee:ecosys:v:46:y:2022:i:1:s0939362521000868. Full description at Econpapers || Download paper |
2022 | Multivariate long memory structure in the cryptocurrency market: The impact of COVID-19. (2022). Demir, Ender ; Bhandari, Avishek ; Assaf, Ata ; Charif, Husni. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001004. Full description at Econpapers || Download paper |
2021 | U.S. historical initial jobless claims. Is it different with the coronavirus crisis? A fractional integration analysis. (2021). Monge, Manuel. In: International Economics. RePEc:eee:inteco:v:167:y:2021:i:c:p:88-95. Full description at Econpapers || Download paper |
2022 | A proposal of a suspicion of tax fraud indicator based on Google trends to foresee Spanish tax revenues. (2022). Borgia, Sofia ; Poza, Carlos ; Monge, Manuel. In: International Economics. RePEc:eee:inteco:v:169:y:2022:i:c:p:1-12. Full description at Econpapers || Download paper |
2021 | Lithium industry and the U.S. crude oil prices. A fractional cointegration VAR and a Continuous Wavelet Transform analysis. (2021). Gil-Alana, Luis ; Monge, Manuel. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s030142072100057x. Full description at Econpapers || Download paper |
2021 | Terrorism and the behavior of oil production and prices in OPEC. (2021). Cristobal, Enrique ; Monge, Manuel. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003317. Full description at Econpapers || Download paper |
2022 | The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields. (2022). Poza, Carlos ; Gil-Alana, Luis Alberiko ; Caporale, Guglielmo Maria. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:86:y:2022:i:c:p:118-123. Full description at Econpapers || Download paper |
2021 | Reliability benefits of wide-area renewable energy planning across the Western United States. (2021). Craig, Michael T ; Florez, Julian ; Bromley-Dulfano, Isaac. In: Renewable Energy. RePEc:eee:renene:v:179:y:2021:i:c:p:1487-1499. Full description at Econpapers || Download paper |
2022 | A comprehensive overview of modeling approaches and optimal control strategies for cyber-physical resilience in power systems. (2022). Wu, Thomas ; Liu, Hui ; Zhu, Hongyu ; Ahmad, Tanveer ; Goh, Hui Hwang ; Zhang, Dongdong. In: Renewable Energy. RePEc:eee:renene:v:189:y:2022:i:c:p:1383-1406. Full description at Econpapers || Download paper |
2021 | GDP per capita IN SUB-SAHARAN Africa: A time series approach using long memory. (2021). Mudida, Robert ; Gil-Alana, Luis ; Zerbo, Eleazar. In: International Review of Economics & Finance. RePEc:eee:reveco:v:72:y:2021:i:c:p:175-190. Full description at Econpapers || Download paper |
2021 | A New Model Predictive Control Method for Eliminating Hydraulic Oscillation and Dynamic Hydraulic Imbalance in a Complex Chilled Water System. (2021). Zhou, Haizhu ; Zhu, Neng ; Yuan, Yang ; Wang, Hai. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:12:p:3608-:d:576632. Full description at Econpapers || Download paper |
2021 | Wind Put Barrier Options Pricing Based on the Nordix Index. (2021). Contreras, Javier ; Perez-Uribe, Miguel A ; Rodriguez, Yeny E. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:4:p:1177-:d:504014. Full description at Econpapers || Download paper |
2021 | . Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2022 | Commodity Prices after COVID-19: Persistence and Time Trends. (2022). Lazcano, Ana ; Monge, Manuel. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:6:p:128-:d:840676. Full description at Econpapers || Download paper |
2021 | . Full description at Econpapers || Download paper |
2022 | Testing for unemployment persistence in Nigeria. (2022). Godday, Ebuh U ; Usman, Nuruddeen ; Salisu, Afees A. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:55:y:2022:i:4:d:10.1007_s10644-022-09395-3. Full description at Econpapers || Download paper |
2021 | Fractional Dickey-Fuller test with or without prehistorical influence. (2021). BENSALMA, AHMED. In: MPRA Paper. RePEc:pra:mprapa:107408. Full description at Econpapers || Download paper |
2023 | Stock Market Responses to COVID-19: The Behaviors of Mean Reversion, Dependence and Persistence. (2023). coskun, yener ; Yaya, Olaoluwa S ; Gil-Alana, Luis A ; Akinsomi, Omokolade ; Yener, Coskun. In: MPRA Paper. RePEc:pra:mprapa:117002. Full description at Econpapers || Download paper |
2023 | Assessing the Credit Risk of Crypto-Assets Using Daily Range Volatility Models. (2023). Fantazzini, Dean. In: MPRA Paper. RePEc:pra:mprapa:117141. Full description at Econpapers || Download paper |
2022 | . Full description at Econpapers || Download paper |
2022 | Globalization, long memory, and real interest rate convergence: a historical perspective. (2022). Miller, Stephen M ; Gil-Alana, Luis A ; Gupta, Rangan ; Canarella, Giorgio. In: Empirical Economics. RePEc:spr:empeco:v:63:y:2022:i:5:d:10.1007_s00181-022-02206-8. Full description at Econpapers || Download paper |
2021 | Estimating FARIMA models with uncorrelated but non-independent error terms. (2021). Saussereau, Bruno ; Esstafa, Youssef ; Mainassara, Yacouba Boubacar. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:24:y:2021:i:3:d:10.1007_s11203-021-09243-7. Full description at Econpapers || Download paper |
2021 | Estimating multiple breaks in mean sequentially with fractionally integrated errors. (2021). Pang, Tianxiao. In: Statistical Papers. RePEc:spr:stpapr:v:62:y:2021:i:1:d:10.1007_s00362-019-01104-z. Full description at Econpapers || Download paper |
2022 | Estimation methods for stationary Gegenbauer processes. (2022). Hunt, Richard ; Weber, Neville ; Peiris, Shelton. In: Statistical Papers. RePEc:spr:stpapr:v:63:y:2022:i:6:d:10.1007_s00362-022-01290-3. Full description at Econpapers || Download paper |
2021 | Mapping US presidential terms with S&P500 index: Time series analysis approach. (2021). YAYA, OLAOLUWA ; Ogbonna, Ahamuefula ; Mudida, Robert ; Osuolale, Kazeem A ; Gilalana, Luis A. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:1938-1954. Full description at Econpapers || Download paper |
2021 | What do productivity indices tell us? A case study of U.S. industries. (2021). Gilalana, Luis A ; Madigu, Godfrey. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:4:p:4946-4978. Full description at Econpapers || Download paper |
2022 | On the persistence of UK inflation: A long?range dependence approach. (2022). Gil-Alana, Luis ; Trani, Tommaso ; Gilalana, Luis Alberiko ; Caporale, Guglielmo Maria. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:439-454. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
---|---|---|---|
2019 | The Empirical Saddlepoint Estimator In: Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | The Ridge Path Estimator for Linear Instrumental Variables In: Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Bayesian Inference for ARFIMA Models In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 3 |
1989 | An Improved Approximation to the Distributions in GMM Estimation In: GSIA Working Papers. [Full Text][Citation analysis] | paper | 0 |
Tests for Violations of Moment Conditions In: GSIA Working Papers. [Full Text][Citation analysis] | paper | 5 | |
Fractional integration with Drift: Estimation in Small Samples In: GSIA Working Papers. [Full Text][Citation analysis] | paper | 17 | |
1997 | Fractional Integration with Drift: Estimation in Small Samples..(1997) In: Empirical Economics. [Citation analysis] This paper has another version. Agregated cites: 17 | article | |
1989 | THE DETERMINISTIC TREND IN REAL GNP In: GSIA Working Papers. [Citation analysis] | paper | 2 |
1999 | OPTIMALITY FOR THE INTEGRATED CONDITIONAL MOMENT TEST In: Econometric Theory. [Full Text][Citation analysis] | article | 4 |
2018 | MULTIMODALITY p**-FORMULA AND CONFIDENCE REGIONS In: Econometric Theory. [Full Text][Citation analysis] | article | 0 |
1990 | The Fractional Unit Root Distribution. In: Econometrica. [Full Text][Citation analysis] | article | 101 |
1996 | Optimal Tests for Parameter Instability in the Generalized Method of Moments Framework. In: Econometrica. [Full Text][Citation analysis] | article | 51 |
2014 | Forecasting residential air conditioning loads In: Applied Energy. [Full Text][Citation analysis] | article | 6 |
2018 | Resource adequacy risks to the bulk power system in North America In: Applied Energy. [Full Text][Citation analysis] | article | 5 |
2019 | A time-dependent model of generator failures and recoveries captures correlated events and quantifies temperature dependence In: Applied Energy. [Full Text][Citation analysis] | article | 5 |
1992 | Maximum likelihood estimation of stationary univariate fractionally integrated time series models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 521 |
2016 | Robust resource adequacy planning in the face of coal retirements In: Energy Policy. [Full Text][Citation analysis] | article | 4 |
1991 | On DeJong and Whitemans Bayesian inference for the unit root model In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 1 |
1992 | Modeling long-run behavior with the fractional ARIMA model In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 142 |
2020 | On the Asymptotic Distribution of Ridge Regression Estimators Using Training and Test Samples In: Econometrics. [Full Text][Citation analysis] | article | 1 |
2009 | The empirical saddlepoint likelihood estimator applied to two-step GMM In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
2007 | The Empirical Saddlepoint Approximation for GMM Estimators In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated April, 29 2023. Contact: CitEc Team