Fallaw Sowell : Citation Profile

Are you Fallaw Sowell?

Carnegie Mellon University

6

H index

5

i10 index

871

Citations

RESEARCH PRODUCTION:

14

Articles

8

Papers

RESEARCH ACTIVITY:

   31 years (1989 - 2020). See details.
   Cites by year: 28
   Journals where Fallaw Sowell has often published
   Relations with other researchers
   Recent citing documents: 36.    Total self citations: 4 (0.46 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pso3
   Updated: 2023-05-27    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 (125)

Caporale, Guglielmo Maria (47)

Baum, Christopher (28)

Mayoral, Laura (22)

Mignon, Valérie (21)

Barkoulas, John (20)

Ooms, Marius (20)

Nielsen, Morten (19)

Jensen, Mark (16)

Lardic, sandrine (16)

Gonzalo, Jesus (14)

Cites to:

Carrasco, Marine (6)

Hansen, Lars (4)

Newey, Whitney (3)

Yaron, Amir (3)

Renault, Eric (2)

Leeb, Hannes (2)

Tsybakov, Alexandre (2)

Smith, Richard (2)

Stock, James (2)

Andrews, Donald (2)

Inoue, Atsushi (2)

Main data

Where Fallaw Sowell has published?

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

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

Recent works citing Fallaw Sowell (2022 and 2021)

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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2022Fractional integration and cointegration. (2022). Nielsen, Morten ; Hualde, Javier. In: Papers. RePEc:arx:papers:2211.10235.

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2022Robust 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.

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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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2022Insights 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.

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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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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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2022Public 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.

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2022Multivariate 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.

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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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2022A 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.

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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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2022The 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.

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2021Reliability 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.

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2022A 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.

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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). Zhou, Haizhu ; Zhu, Neng ; Yuan, Yang ; Wang, Hai. 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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2021.

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2023.

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2022Commodity 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.

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2021.

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2022Testing 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.

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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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2023Stock 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.

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2023Assessing the Credit Risk of Crypto-Assets Using Daily Range Volatility Models. (2023). Fantazzini, Dean. In: MPRA Paper. RePEc:pra:mprapa:117141.

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2022.

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2022Globalization, 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.

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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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2022Estimation 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.

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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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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]		article3
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]		paper17
1997Fractional Integration with Drift: Estimation in Small Samples..(1997) In: Empirical Economics.
[Citation analysis]
This paper has another version. Agregated cites: 17		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]		article101
1996Optimal Tests for Parameter Instability in the Generalized Method of Moments Framework. In: Econometrica.
[Full Text][Citation analysis]		article51
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]		article5
2019A time-dependent model of generator failures and recoveries captures correlated events and quantifies temperature dependence In: Applied Energy.
[Full Text][Citation analysis]		article5
1992Maximum likelihood estimation of stationary univariate fractionally integrated time series models In: Journal of Econometrics.
[Full Text][Citation analysis]		article521
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]		article142
2020On the Asymptotic Distribution of Ridge Regression Estimators Using Training and Test Samples In: Econometrics.
[Full Text][Citation analysis]		article1
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]		paper2

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