Fallaw Sowell : Citation Profile


Are you Fallaw Sowell?

Carnegie Mellon University

6

H index

5

i10 index

892

Citations

RESEARCH PRODUCTION:

15

Articles

9

Papers

RESEARCH ACTIVITY:

   34 years (1989 - 2023). See details.
   Cites by year: 26
   Journals where Fallaw Sowell has often published
   Relations with other researchers
   Recent citing documents: 16.    Total self citations: 5 (0.56 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pso3
   Updated: 2024-01-16    RAS profile: 2023-09-22    
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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 (131)

Caporale, Guglielmo Maria (48)

Baum, Christopher (28)

Mayoral, Laura (23)

Mignon, Valérie (21)

Barkoulas, John (20)

Ooms, Marius (20)

Nielsen, Morten (19)

Jensen, Mark (16)

Lardic, sandrine (16)

Gonzalo, Jesus (15)

Cites to:

Carrasco, Marine (6)

Hansen, Lars (4)

Andrews, Donald (4)

Renault, Eric (3)

Yaron, Amir (3)

Newey, Whitney (3)

Antoine, Bertille (3)

Stutzer, Michael (2)

Borenstein, Severin (2)

Imbens, Guido (2)

Fan, Jianqing (2)

Main data


Where Fallaw Sowell has published?


Journals with more than one article published# docs
Applied Energy3
Econometric Theory2
Econometrica2
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 (2024 and 2023)


YearTitle of citing document
2023US biofuel market persistence and mean reversion properties. (2023). Gil-Alana, Luis ; Martin, Asis Pardo ; Martin-Valmayor, Miguel A. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:648-660.

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2023The impact of geopolitical risk on the behavior of oil prices and freight rates. (2023). Gil-Alana, Luis ; Romero, Maria Fatima ; Monge, Manuel. In: Energy. RePEc:eee:energy:v:269:y:2023:i:c:s0360544223001731.

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2023Persistence and long run co-movements across stock market prices. (2023). Martin-Valmayor, Miguel Angel ; Infante, Juan ; Gil-Alana, Luis A. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:347-357.

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2023Growth vs value investing: Persistence and time trend before and after COVID-19. (2023). Parada, Jose Luis ; Lazcano, Ana ; Monge, Manuel. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923001101.

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2023.

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2023.

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2023.

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2023Volatility Puzzle: Long Memory or Antipersistency. (2023). Yu, Jun ; Shi, Shuping. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:7:p:3861-3883.

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2023Persistence in UK Historical Data on Life Expectancy. (2023). Caporale, Guglielmo Maria ; Gil-Alana, Luis A ; Rio, Marta ; Infante, Juan. In: Population Research and Policy Review. RePEc:kap:poprpr:v:42:y:2023:i:4:d:10.1007_s11113-023-09813-y.

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2023Meteorological drivers of resource adequacy failures in current and high renewable Western U.S. power systems. (2023). Lehner, Flavio ; Brayshaw, David J ; Payne, Ashley E ; Craig, Michael T ; Sundar, Srihari. In: Nature Communications. RePEc:nat:natcom:v:14:y:2023:i:1:d:10.1038_s41467-023-41875-6.

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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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2023Profitability of private equity: mean reversion and transitory shocks. (2023). Puertolas-Montanes, Francisco ; Gil-Alana, Luis Alberiko. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:2:d:10.1007_s12197-022-09606-7.

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2023Testing the equality of the laws of two strictly stationary processes. (2023). Yao, Anne-Francoise ; Reboul, Laurence ; Pommeret, Denys. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:26:y:2023:i:1:d:10.1007_s11203-022-09272-w.

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2023A test for the contributions of urban and rural inflation to inflation persistence in Nigeria. (2023). Salisu, Afees ; Usman, Nuruddeen ; Oboh, Victor ; Ebuh, Godday Uwawunkonye. In: Macroeconomics and Finance in Emerging Market Economies. RePEc:taf:macfem:v:16:y:2023:i:2:p:222-246.

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2023.

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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.
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article4
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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paper17
1997Fractional Integration with Drift: Estimation in Small Samples..(1997) In: Empirical Economics.
[Citation analysis]
This paper has nother 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]
article102
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]
article534
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.
[Full Text][Citation analysis]
article1
1992Modeling long-run behavior with the fractional ARIMA model In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article148
2020On the Asymptotic Distribution of Ridge Regression Estimators Using Training and Test Samples In: Econometrics.
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article0
In: .
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article0
2023Forest Fires: Why The Large Year-to-Year Variation in Forests Burned? In: NBER Working Papers.
[Full Text][Citation analysis]
paper0
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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