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Details about Fallaw Sowell

E-mail:
Homepage:http://fsowell.tepper.cmu.edu/
Phone:(412)-268-3769
Postal address:Tepper School of Business Carnegie Mellon University Pittsburgh, PA 15213 USA
Workplace:Department of Economics, Tepper School of Business Administration, Carnegie Mellon University, (more information at EDIRC)

Access statistics for papers by Fallaw Sowell.

Last updated 2014-11-19. Update your information in the RePEc Author Service.

Short-id: pso3


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Working Papers

2009

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

2007

  1. The Empirical Saddlepoint Approximation for GMM Estimators
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)

1989

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

Undated

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

Journal Articles

2014

  1. Forecasting residential air conditioning loads
    Applied Energy, 2014, 132, (C), 47-55 Downloads View citations (5)

1999

  1. OPTIMALITY FOR THE INTEGRATED CONDITIONAL MOMENT TEST
    Econometric Theory, 1999, 15, (05), 710-718 Downloads View citations (4)

1997

  1. Fractional Integration with Drift: Estimation in Small Samples
    Empirical Economics, 1997, 22, (1), 103-16 View citations (15)
    See also Working Paper

1996

  1. Optimal Tests for Parameter Instability in the Generalized Method of Moments Framework
    Econometrica, 1996, 64, (5), 1085-1107 Downloads View citations (37)

1992

  1. Maximum likelihood estimation of stationary univariate fractionally integrated time series models
    Journal of Econometrics, 1992, 53, (1-3), 165-188 Downloads View citations (395)
  2. Modeling long-run behavior with the fractional ARIMA model
    Journal of Monetary Economics, 1992, 29, (2), 277-302 Downloads View citations (108)

1991

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

1990

  1. The Fractional Unit Root Distribution
    Econometrica, 1990, 58, (2), 495-505 Downloads View citations (78)
 
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