Fallaw Sowell : Citation Profile


Are you Fallaw Sowell?

Carnegie Mellon University

5

H index

5

i10 index

784

Citations

RESEARCH PRODUCTION:

12

Articles

8

Papers

RESEARCH ACTIVITY:

   30 years (1989 - 2019). See details.
   Cites by year: 26
   Journals where Fallaw Sowell has often published
   Relations with other researchers
   Recent citing documents: 31.    Total self citations: 3 (0.38 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pso3
   Updated: 2020-10-24    RAS profile: 2019-09-28    
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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 (108)

Caporale, Guglielmo Maria (40)

Baum, Christopher (27)

Mignon, Valérie (21)

Barkoulas, John (20)

Mayoral, Laura (20)

Ooms, Marius (20)

Lardic, sandrine (16)

Nielsen, Morten (15)

Jensen, Mark (15)

Poskitt, Donald (13)

Cites to:

Hansen, Lars (3)

Newey, Whitney (3)

Bushnell, James (2)

Carrasco, Marine (2)

Stutzer, Michael (2)

Yaron, Amir (2)

Horowitz, Joel (2)

Smith, Richard (2)

Borenstein, Severin (2)

White, Halbert (2)

Smith, Gregor (1)

Main data


Where Fallaw Sowell has published?


Journals with more than one article published# docs
Econometrica2
Applied Energy2
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 (2020 and 2019)


YearTitle of citing document
2020Measuring core inflation in the euro area. (2000). MORANA, CLAUDIO. In: Working Paper Series. RePEc:ecb:ecbwps:20000036.

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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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2019A time-dependent model of generator failures and recoveries captures correlated events and quantifies temperature dependence. (2019). Apt, Jay ; Sowell, Fallaw ; Murphy, Sinnott. In: Applied Energy. RePEc:eee:appene:v:253:y:2019:i:c:20.

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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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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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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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2019Saddlepoint approximations for short and long memory time series: A frequency domain approach. (2019). Ronchetti, Elvezio ; la Vecchia, Davide. In: Journal of Econometrics. RePEc:eee:econom:v:213:y:2019:i:2:p:578-592.

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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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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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2019A survey on electricity market design: Insights from theory and real-world implementations of capacity remuneration mechanisms. (2019). Keles, Dogan ; Bublitz, Andreas ; Fichtner, Wolf ; Fraunholz, Christoph ; Zimmermann, Florian. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:1059-1078.

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2019The 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.

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

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2019Automobile 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.

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2019Wavelet 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.

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2019Gold 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.

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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). Rahman, Saifur ; Jing, Zejia ; Pipattanasomporn, Manisa ; Chen, Tao. In: Renewable Energy. RePEc:eee:renene:v:156:y:2020:i:c:p:1089-1099.

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2019Sequential Bayesian Inference for Vector Autoregressions with Stochastic Volatility. (2019). Zito, John ; Bognanni, Mark. In: Working Papers. RePEc:fip:fedcwq:86647.

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2019Forecasting Realized Volatility Using a Nonnegative Semiparametric Model. (2019). Yu, Jun ; JunYu, ; Daniel, ; Eriksson, Anders. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:3:p:139-:d:262198.

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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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2019Influence 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.

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2019A new unit root analysis for testing hysteresis in unemployment. (2019). Ogbonna, Ahamuefula ; Gil-Alana, Luis ; Furuoka, Fumitaka ; Yaya, Olaoluwa S. In: MPRA Paper. RePEc:pra:mprapa:96621.

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2019Testing for Long-Range Dependence in Financial Time Series. (2019). Reschenhofer, Erhard ; Mangat, Manveer Kaur. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:11:y:2019:i:2:p:93-106.

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2019Fractional differencing in stock market price and online presence of global tourist corporations. (2019). Gutierrez-Barroso, Josue ; Baez-Garcia, Alberto Javier ; Flores-Muoz, Francisco. In: Journal of Economics, Finance and Administrative Science. RePEc:ris:joefas:0145.

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2020.

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2019Seasonal effects of climate change on intra-day electricity demand patterns. (2019). Severnini, Edson ; Berges, Mario ; Jaramillo, Paulina ; Fonseca, Francisco Ralston. In: Climatic Change. RePEc:spr:climat:v:154:y:2019:i:3:d:10.1007_s10584-019-02413-w.

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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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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.
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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.
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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.
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article0
1990The Fractional Unit Root Distribution. In: Econometrica.
[Full Text][Citation analysis]
article92
1996Optimal Tests for Parameter Instability in the Generalized Method of Moments Framework. In: Econometrica.
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article42
2014Forecasting residential air conditioning loads In: Applied Energy.
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article5
2018Resource adequacy risks to the bulk power system in North America In: Applied Energy.
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article3
1992Maximum likelihood estimation of stationary univariate fractionally integrated time series models In: Journal of Econometrics.
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article479
2016Robust resource adequacy planning in the face of coal retirements In: Energy Policy.
[Full Text][Citation analysis]
article5
1991On DeJong and Whitemans Bayesian inference for the unit root model In: Journal of Monetary Economics.
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article0
1992Modeling long-run behavior with the fractional ARIMA model In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article127
2009The empirical saddlepoint likelihood estimator applied to two-step GMM In: MPRA Paper.
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paper1
2007The Empirical Saddlepoint Approximation for GMM Estimators In: MPRA Paper.
[Full Text][Citation analysis]
paper1

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