6
H index
5
i10 index
903
Citations
Fallaw Sowell : Citation Profile
Carnegie Mellon University | RESEARCH PRODUCTION: 15 Articles 9 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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34 years (1989 - 2023). 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:
| Cites to:
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Main data
Where Fallaw Sowell has published?
| Journals with more than one article published | # docs |
|---|---|
| Applied Energy | 3 |
| Econometric Theory | 2 |
| Journal of Monetary Economics | 2 |
| Econometrica | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| GSIA Working Papers / Carnegie Mellon University, Tepper School of Business | 4 |
| MPRA Paper / University Library of Munich, Germany | 2 |
| Papers / arXiv.org | 2 |
Recent works citing Fallaw Sowell (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Research on fair residential critical peak price: Based on a price penalty mechanism for high-electricity consumers. (2023). Wang, Meng ; Han, Yicen ; He, Yan. In: Applied Energy. RePEc:eee:appene:v:351:y:2023:i:c:s0306261923012564. Full description at Econpapers || Download paper |
| 2023 | US 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. Full description at Econpapers || Download paper |
| 2024 | Robust testing for explosive behavior with strongly dependent errors. (2024). Yu, Jun ; Phillips, Peter ; Lui, Yiu Lim. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003421. Full description at Econpapers || Download paper |
| 2023 | The 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. Full description at Econpapers || Download paper |
| 2024 | Chinese economic behavior in times of covid-19. A new leading economic indicator based on Google trends. (2024). Poza, Carlos ; Claudio-Quiroga, Gloria ; Monge, Manuel. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701723000744. Full description at Econpapers || Download paper |
| 2024 | Reconciling interest rates evidence with theory: Rejecting unit roots when the HD(1) is a competing alternative. (2024). Palandri, Alessandro. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000335. Full description at Econpapers || Download paper |
| 2023 | Persistence 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. Full description at Econpapers || Download paper |
| 2023 | Growth 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. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Volatility 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. Full description at Econpapers || Download paper |
| 2023 | Persistence 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. Full description at Econpapers || Download paper |
| 2023 | Meteorological 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. Full description at Econpapers || Download paper |
| 2023 | Stock 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. Full description at Econpapers || Download paper |
| 2023 | Assessing the Credit Risk of Crypto-Assets Using Daily Range Volatility Models. (2023). Fantazzini, Dean. In: MPRA Paper. RePEc:pra:mprapa:117141. Full description at Econpapers || Download paper |
| 2023 | Profitability 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. Full description at Econpapers || Download paper |
| 2023 | Testing 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. Full description at Econpapers || Download paper |
| 2023 | A 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. Full description at Econpapers || Download paper |
Works by Fallaw Sowell:
| Year | Title | Type | Cited |
|---|---|---|---|
| 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 | 4 |
| 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 | 17 | |
| 1997 | Fractional Integration with Drift: Estimation in Small Samples..(1997) In: Empirical Economics. [Citation analysis] This paper has nother version. Agregated cites: 17 | 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 | 102 |
| 1996 | Optimal Tests for Parameter Instability in the Generalized Method of Moments Framework. In: Econometrica. [Full Text][Citation analysis] | article | 52 |
| 2014 | Forecasting residential air conditioning loads In: Applied Energy. [Full Text][Citation analysis] | article | 8 |
| 2018 | Resource adequacy risks to the bulk power system in North America In: Applied Energy. [Full Text][Citation analysis] | article | 5 |
| 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 | 5 |
| 1992 | Maximum likelihood estimation of stationary univariate fractionally integrated time series models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 543 |
| 2016 | Robust resource adequacy planning in the face of coal retirements In: Energy Policy. [Full Text][Citation analysis] | article | 5 |
| 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 | 147 |
| 2020 | On the Asymptotic Distribution of Ridge Regression Estimators Using Training and Test Samples In: Econometrics. [Full Text][Citation analysis] | article | 0 |
| In: . [Full Text][Citation analysis] | article | 0 | |
| 2023 | Forest Fires: Why The Large Year-to-Year Variation in Forests Burned? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 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 | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team