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Information about:
Fallaw Broadus Sowell

Personal Details | Affiliation | Works
This is information that was supplied by Fallaw Sowell in registering through RePEc. If you are Fallaw Broadus Sowell , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Fallaw
Middle Name: Broadus
Last Name: Sowell
Suffix:

RePEc Short-ID: pso3

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

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

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:

  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!]

Articles

  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:

  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)

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  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
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This page was last updated on 2008-10-6.

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