Information about:
Fallaw Broadus Sowell

Other registered authors

Email:
Homepage: http://fsowell.tepper.cmu.edu/
Postal Address: Tepper School of Business Carnegie Mellon University Pittsburgh, PA 15213 USA
Phone: (412)-268-3769

Affiliation

• Department of Economics
  Tepper School of Business Administration
  Carnegie Mellon University

  Location: Pittsburgh, Pennsylvania (United States)
  Homepage: http://econ.tepper.cmu.edu/gsiadoc/contents.asp
  Email:
  Phone:
  Fax:
  Postal: 5000 Forbes Avenue, Pittsburgh, Pa 15213-3890
  Handle: RePEc:edi:decmuus (registered authors at this institution)

Lists

1. Number of Citations, Weighted by Number of Authors

Working papers

1. Sowell, Fallaw, 2006. "The Empirical Saddlepoint Approximation for GMM Estimators," MPRA Paper 3356, University Library of Munich, Germany, revised May 2007. [Downloadable!]

2. Sowell, F., 1989. "The Deterministic Trend In Real Gnp," GSIA Working Papers 88-89-60, Carnegie Mellon University, Tepper School of Business.

3. Fallaw Sowell, . "Tests for Violations of Moment Conditions," GSIA Working Papers 21, Carnegie Mellon University, Tepper School of Business. [Downloadable!]

4. Tony Smith & Fallaw Sowell & Stanley Zin, . "Fractional integration with Drift: Estimation in Small Samples," GSIA Working Papers 22, Carnegie Mellon University, Tepper School of Business. [Downloadable!]
   Published as:
   • Smith, Anthony A, Jr & Sowell, Fallaw & Zin, Stanley E, 1997. "Fractional Integration with Drift: Estimation in Small Samples," Empirical Economics, Springer, vol. 22(1), pages 103-16.

5. Fallaw Sowell, . "An Improved Approximation to the Distributions in GMM Estimation," GSIA Working Papers 2007-E8, Carnegie Mellon University, Tepper School of Business. [Downloadable!]

1. Boning, Wm. Brent & Sowell, Fallaw, 1999. "Optimality For The Integrated Conditional Moment Test," Econometric Theory, Cambridge University Press, vol. 15(05), pages 710-718, October. [Downloadable!]

2. Smith, Anthony A, Jr & Sowell, Fallaw & Zin, Stanley E, 1997. "Fractional Integration with Drift: Estimation in Small Samples," Empirical Economics, Springer, vol. 22(1), pages 103-16.
   Other versions:
   • Tony Smith & Fallaw Sowell & Stanley Zin, . "Fractional integration with Drift: Estimation in Small Samples," GSIA Working Papers 22, Carnegie Mellon University, Tepper School of Business. [Downloadable!]

3. Patterson, Kerry D & Sowell, Fallaw, 1996. "Consumption: Innovation Persistence and the Excess Smoothness Debate," Applied Economics, Taylor and Francis Journals, vol. 28(10), pages 1245-55, October. [Downloadable!] (restricted)

4. Sowell, Fallaw, 1996. "Optimal Tests for Parameter Instability in the Generalized Method of Moments Framework," Econometrica, Econometric Society, vol. 64(5), pages 1085-1107, September. [Downloadable!] (restricted)

5. Sowell, Fallaw, 1992. "Maximum likelihood estimation of stationary univariate fractionally integrated time series models," Journal of Econometrics, Elsevier, vol. 53(1-3), pages 165-188. [Downloadable!] (restricted)

6. Sowell, Fallaw, 1992. "Modeling long-run behavior with the fractional ARIMA model," Journal of Monetary Economics, Elsevier, vol. 29(2), pages 277-302, April. [Downloadable!] (restricted)

7. Sowell, Fallaw, 1991. "On DeJong and Whiteman's Bayesian inference for the unit root model," Journal of Monetary Economics, Elsevier, vol. 28(2), pages 255-263, October. [Downloadable!] (restricted)

8. Sowell, Fallaw, 1990. "The Fractional Unit Root Distribution," Econometrica, Econometric Society, vol. 58(2), pages 495-505, March. [Downloadable!] (restricted)

1. NEP-ECM: Econometrics (2) 2000-09-05 2007-06-11 Author is listed
2. NEP-ETS: Econometric Time Series (1) 2000-09-05 Author is listed

This page was last updated on 2009-6-21.