Fallaw Sowell
Fallaw Sowell
Verified email at andrew.cmu.edu - Homepage
Title
Cited by
Cited by
Year
Maximum likelihood estimation of stationary univariate fractionally integrated time series models
F Sowell
Journal of econometrics 53 (1-3), 165-188, 1992
12491992
Modeling long-run behavior with the fractional ARIMA model
F Sowell
Journal of monetary economics 29 (2), 277-302, 1992
5021992
The fractional unit root distribution
F Sowell
Econometrica: Journal of the Econometric Society, 495-505, 1990
3481990
Optimal tests for parameter instability in the generalized method of moments framework
F Sowell
Econometrica: Journal of the Econometric Society, 1085-1107, 1996
1431996
The Hawthorne effect and energy awareness
D Schwartz, B Fischhoff, T Krishnamurti, F Sowell
Proceedings of the National Academy of Sciences 110 (38), 15242-15246, 2013
1302013
Fractional integration with drift: estimation in small samples
AA Smith, F Sowell, SE Zin
Empirical Economics 22 (1), 103-116, 1997
501997
Fractionally integrated vector time series
FB Sowell
291994
Optimality for the integrated conditional moment test
WB Boning, F Sowell
Econometric Theory, 710-718, 1999
221999
A decomposition of block toeplitz matrices with applications to vector time series
F Sowell
1989a). Unpublished manuscript, 1989
221989
Forecasting residential air conditioning loads
S Horowitz, B Mauch, F Sowell
Applied energy 132, 47-55, 2014
212014
Tests for violations of moment conditions
F Sowell
Manuscript, Graduate School of Industrial Administration, Carnegie Mellon …, 1996
161996
Evaluating dimensionality in spatial voting models
KT Poole, FB Sowell, SE Spear
Mathematical and Computer Modelling 16 (8-9), 85-101, 1992
161992
Resource adequacy risks to the bulk power system in North America
S Murphy, J Apt, J Moura, F Sowell
Applied energy 212, 1360-1376, 2018
112018
The empirical saddlepoint approximation for GMM estimators
F Sowell
Carnegie Mellon University, 2006
112006
Robust resource adequacy planning in the face of coal retirements
R Lueken, J Apt, F Sowell
Energy Policy 88, 371-388, 2016
102016
The empirical saddlepoint likelihood estimator applied to two-step GMM
F Sowell
92009
Consumption: innovation persistence and the excess smoothness debate
KD Patterson, F Sowell
Applied Economics 28 (10), 1245-1255, 1996
81996
On DeJong and Whiteman's Bayesian inference for the unit root model
F Sowell
Journal of Monetary Economics 28 (2), 255-263, 1991
71991
The economics of commercial demand response for spinning reserve
M Fisher, J Apt, F Sowell
Energy Systems 9 (1), 3-23, 2018
62018
A time-dependent model of generator failures and recoveries captures correlated events and quantifies temperature dependence
S Murphy, F Sowell, J Apt
Applied Energy 253, 113513, 2019
52019
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