Fallaw Sowell : Citation Profile


Are you Fallaw Sowell?

Carnegie Mellon University

5

H index

5

i10 index

744

Citations

RESEARCH PRODUCTION:

12

Articles

7

Papers

RESEARCH ACTIVITY:

   30 years (1989 - 2019). See details.
   Cites by year: 24
   Journals where Fallaw Sowell has often published
   Relations with other researchers
   Recent citing documents: 14.    Total self citations: 3 (0.4 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pso3
   Updated: 2019-10-15    RAS profile: 2019-07-28    
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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 (101)

Caporale, Guglielmo Maria (40)

Baum, Christopher (27)

Mignon, Valérie (21)

Barkoulas, John (20)

Mayoral, Laura (20)

Ooms, Marius (20)

Jensen, Mark (15)

Nielsen, Morten (14)

Poskitt, Donald (12)

Gonzalo, Jesus (11)

Cites to:

Hansen, Lars (3)

Newey, Whitney (2)

Bushnell, James (2)

Yaron, Amir (2)

White, Halbert (2)

Smith, Richard (2)

Horowitz, Joel (2)

Borenstein, Severin (2)

Ullah, Aman (1)

Stock, James (1)

Rilstone, Paul (1)

Main data


Where Fallaw Sowell has published?


Journals with more than one article published# docs
Econometrica2
Applied Energy2
Journal of Monetary Economics2
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

Recent works citing Fallaw Sowell (2019 and 2018)


YearTitle of citing document
2018Asymptotic 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.

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2018On 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.

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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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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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2018The 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.

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2018Is 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.

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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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2018Exchange 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.

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2018Invariance 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.

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2018Issues 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.

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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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2018Long-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.

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2018A 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.

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Works by Fallaw Sowell:


YearTitleTypeCited
2019The Empirical Saddlepoint Estimator In: Papers.
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paper0
2019Bayesian Inference for ARFIMA Models In: Journal of Time Series Analysis.
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article0
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.
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paper5
Fractional integration with Drift: Estimation in Small Samples In: GSIA Working Papers.
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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]
article89
1996Optimal Tests for Parameter Instability in the Generalized Method of Moments Framework. In: Econometrica.
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article40
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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article0
1992Maximum likelihood estimation of stationary univariate fractionally integrated time series models In: Journal of Econometrics.
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article456
2016Robust resource adequacy planning in the face of coal retirements In: Energy Policy.
[Full Text][Citation analysis]
article2
1991On DeJong and Whitemans Bayesian inference for the unit root model In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article0
1992Modeling long-run behavior with the fractional ARIMA model In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article124
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]
paper0

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