Details about Fallaw Sowell

Access statistics for papers by Fallaw Sowell.

Last updated 2023-09-22. Update your information in the RePEc Author Service.

Short-id: pso3

Working Papers

2023

1. Forest Fires: Why The Large Year-to-Year Variation in Forests Burned?
   NBER Working Papers, National Bureau of Economic Research, Inc

2019

2. The Empirical Saddlepoint Estimator
   Papers, arXiv.org
3. The Ridge Path Estimator for Linear Instrumental Variables
   Papers, arXiv.org

2009

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

2007

5. The Empirical Saddlepoint Approximation for GMM Estimators
   MPRA Paper, University Library of Munich, Germany View citations (3)

1989

6. THE DETERMINISTIC TREND IN REAL GNP
   GSIA Working Papers, Carnegie Mellon University, Tepper School of Business View citations (2)

Undated

7. An Improved Approximation to the Distributions in GMM Estimation
   GSIA Working Papers, Carnegie Mellon University, Tepper School of Business
8. Fractional integration with Drift: Estimation in Small Samples
   GSIA Working Papers, Carnegie Mellon University, Tepper School of Business
   See also Journal Article Fractional Integration with Drift: Estimation in Small Samples, Empirical Economics, Springer (1997) View citations (17) (1997)
9. Tests for Violations of Moment Conditions
   GSIA Working Papers, Carnegie Mellon University, Tepper School of Business View citations (5)

Journal Articles

2021

1. Inference for the Linear IV Model Ridge Estimator Using Training and Test Samples
   Stats, 2021, 4, (3), 1-20

2020

2. On the Asymptotic Distribution of Ridge Regression Estimators Using Training and Test Samples
   Econometrics, 2020, 8, (4), 1-25 View citations (1)

2019

3. A time-dependent model of generator failures and recoveries captures correlated events and quantifies temperature dependence
   Applied Energy, 2019, 253, (C), - View citations (5)
4. Bayesian Inference for ARFIMA Models
   Journal of Time Series Analysis, 2019, 40, (4), 388-410 View citations (4)

2018

5. MULTIMODALITY p**-FORMULA AND CONFIDENCE REGIONS
   Econometric Theory, 2018, 34, (2), 416-446
6. Resource adequacy risks to the bulk power system in North America
   Applied Energy, 2018, 212, (C), 1360-1376 View citations (6)

2016

7. Robust resource adequacy planning in the face of coal retirements
   Energy Policy, 2016, 88, (C), 371-388 View citations (7)

2014

8. Forecasting residential air conditioning loads
   Applied Energy, 2014, 132, (C), 47-55 View citations (8)

1999

9. OPTIMALITY FOR THE INTEGRATED CONDITIONAL MOMENT TEST
   Econometric Theory, 1999, 15, (5), 710-718 View citations (4)

1997

10. Fractional Integration with Drift: Estimation in Small Samples
    Empirical Economics, 1997, 22, (1), 103-16 View citations (17)
    See also Working Paper Fractional integration with Drift: Estimation in Small Samples, GSIA Working Papers

1996

11. Optimal Tests for Parameter Instability in the Generalized Method of Moments Framework
    Econometrica, 1996, 64, (5), 1085-1107 View citations (55)

1992

12. Maximum likelihood estimation of stationary univariate fractionally integrated time series models
    Journal of Econometrics, 1992, 53, (1-3), 165-188 View citations (547)
13. Modeling long-run behavior with the fractional ARIMA model
    Journal of Monetary Economics, 1992, 29, (2), 277-302 View citations (149)

1991

14. On DeJong and Whiteman's Bayesian inference for the unit root model
    Journal of Monetary Economics, 1991, 28, (2), 255-263 View citations (1)

1990

15. The Fractional Unit Root Distribution
    Econometrica, 1990, 58, (2), 495-505 View citations (102)