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://www.tepper.cmu.edu/undergraduate-economics/
  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, 2009. "The empirical saddlepoint likelihood estimator applied to two-step GMM," MPRA Paper 15494, University Library of Munich, Germany, revised May 2009. [Downloadable!]

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

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

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

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!]

6. 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.

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

6. 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)

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 (3) 2000-09-05 2007-06-11 2009-06-17 Author is listed
2. NEP-ETS: Econometric Time Series (1) 2000-09-05 Author is listed

This page was last updated on 2009-11-13.