Fallaw Sowell : Citation Profile

Are you Fallaw Sowell?

Carnegie Mellon University

6

H index

5

i10 index

824

Citations

RESEARCH PRODUCTION:

14

Articles

8

Papers

RESEARCH ACTIVITY:

   31 years (1989 - 2020). See details.
   Cites by year: 26
   Journals where Fallaw Sowell has often published
   Relations with other researchers
   Recent citing documents: 38.    Total self citations: 4 (0.48 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pso3
   Updated: 2022-05-21    RAS profile: 2022-01-10    
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Relations with other researchers

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:

Gil-Alana, Luis (119)

Caporale, Guglielmo Maria (42)

Baum, Christopher (28)

Mignon, Valérie (21)

Barkoulas, John (20)

Mayoral, Laura (20)

Ooms, Marius (20)

Nielsen, Morten (17)

Lardic, sandrine (16)

Jensen, Mark (16)

Poskitt, Donald (13)

Cites to:

Carrasco, Marine (4)

Newey, Whitney (3)

Hansen, Lars (3)

Pötscher, Benedikt (2)

Windmeijer, Frank (2)

White, Halbert (2)

Tchuente, Guy (2)

Bushnell, James (2)

Imbens, Guido (2)

Borenstein, Severin (2)

Leeb, Hannes (2)

Main data

Where Fallaw Sowell has published?

Journals with more than one article published# docs
Applied Energy3
Journal of Monetary Economics2
Econometrica2
Econometric Theory2

Working Papers Series with more than one paper published# docs
GSIA Working Papers / Carnegie Mellon University, Tepper School of Business4
MPRA Paper / University Library of Munich, Germany2
Papers / arXiv.org2

Recent works citing Fallaw Sowell (2021 and 2020)

YearTitle of citing document
2022Fractional integration and cointegration. (2022). Nielsen, Morten ; Haulde, Javier. In: CREATES Research Papers. RePEc:aah:create:2022-02.

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2021Approximate Bayes factors for unit root testing. (2021). Alexandros, Iosifidis ; Martin, Magris. In: Papers. RePEc:arx:papers:2102.10048.

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2020Modelling Loans to Non-Financial Corporations within the Eurozone: A Long-Memory Approach. (2020). Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8674.

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2020Long Memory and Stock Market Efficiency: Case of Saudi Arabia. (2020). Lamouchi, Rim Ammar. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-03-5.

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2020Resource adequacy implications of temperature-dependent electric generator availability. (2020). Apt, Jay ; Lavin, Luke ; Murphy, Sinnott. In: Applied Energy. RePEc:eee:appene:v:262:y:2020:i:c:s0306261919321117.

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2021Vulnerability 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.

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2020Sequential Bayesian inference for vector autoregressions with stochastic volatility. (2020). Zito, John ; Bognanni, Mark. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:113:y:2020:i:c:s016518892030021x.

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2021Oil 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.

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2020A test for inflation persistence in Nigeria using fractional integration & fractional cointegration techniques. (2020). Salisu, Afees ; Ebuh, Godday U ; Tule, Moses K. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:225-237.

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2020A fractional cointegration var analysis of exchange rate dynamics. (2020). Gil-Alana, Luis ; Carcel, Hector. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302547.

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2020A fractional cointegration VAR analysis of Islamic stocks: A global perspective. (2020). Salisu, Afees ; Ndako, Umar ; Adediran, Idris ; Swaray, Raymond. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818306636.

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2020Issues in the estimation of mis-specified models of fractionally integrated processes. (2020). Poskitt, D S ; Nadarajah, K ; Martin, Gael M. In: Journal of Econometrics. RePEc:eee:econom:v:215:y:2020:i:2:p:559-573.

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2021Testing 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.

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2020Accurate and robust inference. (2020). Ronchetti, Elvezio. In: Econometrics and Statistics. RePEc:eee:ecosta:v:14:y:2020:i:c:p:74-88.

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2020How market design shapes the spatial distribution of power plant curtailment costs. (2020). Eisenack, Klaus ; Steinhauser, Micha J. In: Energy Policy. RePEc:eee:enepol:v:144:y:2020:i:c:s030142152030330x.

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2020Reference forecasts for CO2 emissions from fossil-fuel combustion and cement production in Portugal. (2020). Pereira, Alfredo ; Belbute, Jose M. In: Energy Policy. RePEc:eee:enepol:v:144:y:2020:i:c:s0301421520303761.

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2020Dynamic operating reserve procurement improves scarcity pricing in PJM. (2020). Apt, Jay ; Sergi, Brian ; Murphy, Sinnott ; Lavin, Luke. In: Energy Policy. RePEc:eee:enepol:v:147:y:2020:i:c:s0301421520305747.

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2020The economic importance of rare earth elements volatility forecasts. (2020). Schweizer, Denis ; Proelss, Juliane ; Seiler, Volker. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521918306148.

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2021U.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.

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2021Lithium 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.

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2021Terrorism 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.

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2020Statistical analysis of DWT coefficients of fGn processes using ARFIMA(p,d,q) models. (2020). Chandrasekhar, E ; Gadre, Vikram M ; Bhardwaj, Shivam. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:547:y:2020:i:c:s0378437120301564.

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2020MATPLAN: A probability-based planning tool for cost-effective grid integration of renewable energy. (2020). Pipattanasomporn, Manisa ; Chen, Tao ; Rahman, Saifur ; Jing, Zejia. In: Renewable Energy. RePEc:eee:renene:v:156:y:2020:i:c:p:1089-1099.

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2021GDP 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.

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2021A New Model Predictive Control Method for Eliminating Hydraulic Oscillation and Dynamic Hydraulic Imbalance in a Complex Chilled Water System. (2021). Wang, Hai ; Zhou, Haizhu ; Zhu, Neng ; Yuan, Yang. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:12:p:3608-:d:576632.

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2021Wind 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.

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2020The Lithium Industry and Analysis of the Beta Term Structure of Oil Companies. (2020). Monge, Manuel ; Gil-Alana, Luis. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:4:p:130-:d:455636.

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2020Are Central Bankers Inflation Nutters? An MCMC Estimator of the Long-Memory Parameter in a State Space Model. (2020). Andersson, Fredrik ; Li, Yushu. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:2:d:10.1007_s10614-019-09900-3.

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2020Prediction of Unemployment Rates with Time Series and Machine Learning Techniques. (2020). Katris, Christos . In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:2:d:10.1007_s10614-019-09908-9.

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2021Fractional Dickey-Fuller test with or without prehistorical influence. (2021). BENSALMA, AHMED. In: MPRA Paper. RePEc:pra:mprapa:107408.

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2020.

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2021Estimating 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.

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2021Estimating 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.

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2020Equity premium prediction and structural breaks. (2020). Smith, Simon C. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:25:y:2020:i:3:p:412-429.

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2021Mapping 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.

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2021What 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.

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2022On 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.

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2020On long memory origins and forecast horizons. (2020). Veravaldes, Eduardo J. In: Journal of Forecasting. RePEc:wly:jforec:v:39:y:2020:i:5:p:811-826.

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Works by Fallaw Sowell:

YearTitleTypeCited
2019The Empirical Saddlepoint Estimator In: Papers.
[Full Text][Citation analysis]		paper0
2019The Ridge Path Estimator for Linear Instrumental Variables In: Papers.
[Full Text][Citation analysis]		paper0
2019Bayesian Inference for ARFIMA Models In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article2
1989An Improved Approximation to the Distributions in GMM Estimation In: GSIA Working Papers.
[Full Text][Citation analysis]		paper0
Tests for Violations of Moment Conditions In: GSIA Working Papers.
[Full Text][Citation analysis]		paper5
Fractional integration with Drift: Estimation in Small Samples In: GSIA Working Papers.
[Full Text][Citation analysis]		paper16
1997Fractional Integration with Drift: Estimation in Small Samples..(1997) In: Empirical Economics.
[Citation analysis]
This paper has another version. Agregated cites: 16		article
1989THE DETERMINISTIC TREND IN REAL GNP In: GSIA Working Papers.
[Citation analysis]		paper2
1999OPTIMALITY FOR THE INTEGRATED CONDITIONAL MOMENT TEST In: Econometric Theory.
[Full Text][Citation analysis]		article4
2018MULTIMODALITY p**-FORMULA AND CONFIDENCE REGIONS In: Econometric Theory.
[Full Text][Citation analysis]		article0
1990The Fractional Unit Root Distribution. In: Econometrica.
[Full Text][Citation analysis]		article98
1996Optimal Tests for Parameter Instability in the Generalized Method of Moments Framework. In: Econometrica.
[Full Text][Citation analysis]		article44
2014Forecasting residential air conditioning loads In: Applied Energy.
[Full Text][Citation analysis]		article6
2018Resource adequacy risks to the bulk power system in North America In: Applied Energy.
[Full Text][Citation analysis]		article4
2019A time-dependent model of generator failures and recoveries captures correlated events and quantifies temperature dependence In: Applied Energy.
[Full Text][Citation analysis]		article3
1992Maximum likelihood estimation of stationary univariate fractionally integrated time series models In: Journal of Econometrics.
[Full Text][Citation analysis]		article499
2016Robust resource adequacy planning in the face of coal retirements In: Energy Policy.
[Full Text][Citation analysis]		article4
1991On DeJong and Whitemans Bayesian inference for the unit root model In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article1
1992Modeling long-run behavior with the fractional ARIMA model In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article134
2020On the Asymptotic Distribution of Ridge Regression Estimators Using Training and Test Samples In: Econometrics.
[Full Text][Citation analysis]		article0
2009The empirical saddlepoint likelihood estimator applied to two-step GMM In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2007The Empirical Saddlepoint Approximation for GMM Estimators In: MPRA Paper.
[Full Text][Citation analysis]		paper1

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