Details about Fallaw Sowell

Access statistics for papers by Fallaw Sowell.

Last updated 2009-08-17. Update your information in the RePEc Author Service.

Short-id: pso3

Working Papers

2009

1. The empirical saddlepoint likelihood estimator applied to two-step GMM
   MPRA Paper, University Library of Munich, Germany

2007

2. The Empirical Saddlepoint Approximation for GMM Estimators
   MPRA Paper, University Library of Munich, Germany View citations

1989

3. THE DETERMINISTIC TREND IN REAL GNP
   GSIA Working Papers, Carnegie Mellon University, Tepper School of Business View citations

Undated

4. An Improved Approximation to the Distributions in GMM Estimation
   GSIA Working Papers, Carnegie Mellon University, Tepper School of Business
5. Fractional integration with Drift: Estimation in Small Samples
   GSIA Working Papers, Carnegie Mellon University, Tepper School of Business
   See also Journal Article in Empirical Economics (1997)
6. Tests for Violations of Moment Conditions
   GSIA Working Papers, Carnegie Mellon University, Tepper School of Business View citations

Journal Articles

1999

1. OPTIMALITY FOR THE INTEGRATED CONDITIONAL MOMENT TEST
   Econometric Theory, 1999, 15, (05), 710-718 View citations

1997

2. Fractional Integration with Drift: Estimation in Small Samples
   Empirical Economics, 1997, 22, (1), 103-16 View citations
   See also Working Paper

1996

3. Consumption: Innovation Persistence and the Excess Smoothness Debate
   Applied Economics, 1996, 28, (10), 1245-55
4. Optimal Tests for Parameter Instability in the Generalized Method of Moments Framework
   Econometrica, 1996, 64, (5), 1085-1107 View citations

1992

5. Maximum likelihood estimation of stationary univariate fractionally integrated time series models
   Journal of Econometrics, 1992, 53, (1-3), 165-188 View citations
6. Modeling long-run behavior with the fractional ARIMA model
   Journal of Monetary Economics, 1992, 29, (2), 277-302 View citations

1991

7. On DeJong and Whiteman's Bayesian inference for the unit root model
   Journal of Monetary Economics, 1991, 28, (2), 255-263

1990

8. The Fractional Unit Root Distribution
   Econometrica, 1990, 58, (2), 495-505 View citations