6
H index
5
i10 index
824
Citations
Carnegie Mellon University | 6 H index 5 i10 index 824 Citations RESEARCH PRODUCTION: 14 Articles 8 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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 |
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Applied Energy | 3 |
Journal of Monetary Economics | 2 |
Econometrica | 2 |
Econometric Theory | 2 |
Working Papers Series with more than one paper published | # docs |
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GSIA Working Papers / Carnegie Mellon University, Tepper School of Business | 4 |
MPRA Paper / University Library of Munich, Germany | 2 |
Papers / arXiv.org | 2 |
Year | Title of citing document |
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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 |
2020 | Modelling 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. Full description at Econpapers || Download paper |
2020 | Long 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. Full description at Econpapers || Download paper |
2020 | Resource 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. 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 |
2020 | Sequential 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. 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 |
2020 | A 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. Full description at Econpapers || Download paper |
2020 | A 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. Full description at Econpapers || Download paper |
2020 | A 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. Full description at Econpapers || Download paper |
2020 | Issues 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. 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 |
2020 | Accurate and robust inference. (2020). Ronchetti, Elvezio. In: Econometrics and Statistics. RePEc:eee:ecosta:v:14:y:2020:i:c:p:74-88. Full description at Econpapers || Download paper |
2020 | How 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. Full description at Econpapers || Download paper |
2020 | Reference 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. Full description at Econpapers || Download paper |
2020 | Dynamic 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. Full description at Econpapers || Download paper |
2020 | The 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. 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 |
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 |
2020 | Statistical 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. Full description at Econpapers || Download paper |
2020 | MATPLAN: 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. 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). Wang, Hai ; Zhou, Haizhu ; Zhu, Neng ; Yuan, Yang. 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 |
2020 | The 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. Full description at Econpapers || Download paper |
2020 | Are 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. Full description at Econpapers || Download paper |
2020 | Prediction 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. 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 |
2020 | . 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 |
2020 | Equity 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. 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 |
2020 | On 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. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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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 | 2 |
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 | 98 |
1996 | Optimal Tests for Parameter Instability in the Generalized Method of Moments Framework. In: Econometrica. [Full Text][Citation analysis] | article | 44 |
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 | 4 |
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 | 3 |
1992 | Maximum likelihood estimation of stationary univariate fractionally integrated time series models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 499 |
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 | 134 |
2020 | On the Asymptotic Distribution of Ridge Regression Estimators Using Training and Test Samples In: Econometrics. [Full Text][Citation analysis] | article | 0 |
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 | 1 |
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