5
H index
5
i10 index
744
Citations
Fallaw Sowell : Citation Profile
Carnegie Mellon University | RESEARCH PRODUCTION: 12 Articles 7 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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30 years (1989 - 2019). 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:
| Cites to:
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Main data
Where Fallaw Sowell has published?
| Journals with more than one article published | # docs |
|---|---|
| Econometrica | 2 |
| Applied Energy | 2 |
| Journal of Monetary Economics | 2 |
| Econometric Theory | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| GSIA Working Papers / Carnegie Mellon University, Tepper School of Business | 4 |
| MPRA Paper / University Library of Munich, Germany | 2 |
Recent works citing Fallaw Sowell (2019 and 2018)
| Year | Title of citing document |
|---|---|
| 2018 | Asymptotic Theory for Near Integrated Process Driven by Tempered Linear Process. (2018). Phillips, Peter ; PEter, ; Wang, Qiying ; Sabzikar, Farzad. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2131. Full description at Econpapers || Download paper |
| 2018 | On the Persistence of UK Inflation: A Long-Range Dependence Approach. (2018). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Trani, Tommaso. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1731. Full description at Econpapers || Download paper |
| 2019 | The impact of planning reserve margins in long-term planning models of the electricity sector. (2019). Frew, Bethany ; Cole, Wesley ; Reimers, Andrew. In: Energy Policy. RePEc:eee:enepol:v:125:y:2019:i:c:p:1-8. Full description at Econpapers || Download paper |
| 2019 | Automobile components: Lithium and cobalt. Evidence of persistence. (2019). Gil-Alana, Luis A ; Monge, Manuel. In: Energy. RePEc:eee:energy:v:169:y:2019:i:c:p:489-495. Full description at Econpapers || Download paper |
| 2018 | The EMBI in Latin America: Fractional integration, non-linearities and breaks. (2018). Gil-Alana, Luis ; Carcel, Hector ; Caporale, Guglielmo Maria. In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:34-41. Full description at Econpapers || Download paper |
| 2018 | Is market fear persistent? A long-memory analysis. (2018). Plastun, Alex ; Caporale, Guglielmo Maria ; Gil-Alana, Luis. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:140-147. Full description at Econpapers || Download paper |
| 2019 | Wavelet variance ratio cointegration test and wavestrapping. (2019). Erolu, Burak Alparslan. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:171:y:2019:i:c:p:298-319. Full description at Econpapers || Download paper |
| 2019 | Gold prices and the cryptocurrencies: Evidence of convergence and cointegration. (2019). Gil-Alana, Luis A ; Adebola, Solarin Sakiru ; Madigu, Godfrey . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:523:y:2019:i:c:p:1227-1236. Full description at Econpapers || Download paper |
| 2018 | Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB. (2018). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; You, Kefei . In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:227-238. Full description at Econpapers || Download paper |
| 2018 | Invariance principles for tempered fractionally integrated processes. (2018). Sabzikar, Farzad ; Surgailis, Donatas. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:128:y:2018:i:10:p:3419-3438. Full description at Econpapers || Download paper |
| 2018 | Issues in the estimation of mis-specified models of fractionally integrated processes. (2018). Poskitt, Donald ; Nadarajah, K ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-18. Full description at Econpapers || Download paper |
| 2019 | Influence of US Presidential Terms on S&P500 Index Using a Time Series Analysis Approach. (2019). Ogbonna, Ahamuefula ; Yaya, Olaoluwa S ; Mudida, Robert ; Gil-Alana, Luis A ; Osuolale, Kazeem. In: MPRA Paper. RePEc:pra:mprapa:93941. Full description at Econpapers || Download paper |
| 2018 | Long-Term Dependency Structure and Structural Breaks: Evidence from the U.S. Sector Returns and Volatility. (2018). Ngene, Geoffrey ; Lynch, Allen K ; Mungai, Ann Nduati. In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). RePEc:wsi:rpbfmp:v:21:y:2018:i:02:n:s021909151850008x. Full description at Econpapers || Download paper |
| 2018 | A survey on electricity market design: Insights from theory and real-world implementations of capacity remuneration mechanisms. (2018). Bublitz, Andreas ; Fichtner, Wolf ; Fraunholz, Christoph ; Zimmermann, Florian ; Keles, Dogan . In: Working Paper Series in Production and Energy. RePEc:zbw:kitiip:27. Full description at Econpapers || Download paper |
Works by Fallaw Sowell:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2019 | The Empirical Saddlepoint Estimator 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 | 0 |
| 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 | 16 | |
| 1997 | Fractional Integration with Drift: Estimation in Small Samples..(1997) In: Empirical Economics. [Citation analysis] This paper has another version. Agregated cites: 16 | 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 | 89 |
| 1996 | Optimal Tests for Parameter Instability in the Generalized Method of Moments Framework. In: Econometrica. [Full Text][Citation analysis] | article | 40 |
| 2014 | Forecasting residential air conditioning loads In: Applied Energy. [Full Text][Citation analysis] | article | 5 |
| 2018 | Resource adequacy risks to the bulk power system in North America In: Applied Energy. [Full Text][Citation analysis] | article | 0 |
| 1992 | Maximum likelihood estimation of stationary univariate fractionally integrated time series models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 456 |
| 2016 | Robust resource adequacy planning in the face of coal retirements In: Energy Policy. [Full Text][Citation analysis] | article | 2 |
| 1991 | On DeJong and Whitemans Bayesian inference for the unit root model In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 0 |
| 1992 | Modeling long-run behavior with the fractional ARIMA model In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 124 |
| 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 | 0 |
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