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Fallaw Sowell

Personal Details

First Name:Fallaw
Middle Name:Broadus
Last Name:Sowell
RePEc Short-ID:pso3
Tepper School of Business Carnegie Mellon University Pittsburgh, PA 15213 USA
Terminal Degree:1987 Department of Economics; Duke University (from RePEc Genealogy)


Department of Economics
Tepper School of Business Administration
Carnegie Mellon University

Pittsburgh, Pennsylvania (United States)
RePEc:edi:decmuus (more details at EDIRC)

Research output

Jump to: Working papers Articles

Working papers

  1. Benjamin Holcblat & Fallaw Sowell, 2019. "The Empirical Saddlepoint Estimator," Papers 1905.06977,
  2. Nandana Sengupta & Fallaw Sowell, 2019. "The Ridge Path Estimator for Linear Instrumental Variables," Papers 1908.09237,
  3. Sowell, Fallaw, 2009. "The empirical saddlepoint likelihood estimator applied to two-step GMM," MPRA Paper 15494, University Library of Munich, Germany, revised May 2009.
  4. Sowell, Fallaw, 2006. "The Empirical Saddlepoint Approximation for GMM Estimators," MPRA Paper 3356, University Library of Munich, Germany, revised May 2007.
  5. Sowell, F., 1989. "The Deterministic Trend In Real Gnp," GSIA Working Papers 88-89-60, Carnegie Mellon University, Tepper School of Business.
  6. Fallaw Sowell, "undated". "An Improved Approximation to the Distributions in GMM Estimation," GSIA Working Papers 2007-E8, Carnegie Mellon University, Tepper School of Business.
  7. Fallaw Sowell, "undated". "Tests for Violations of Moment Conditions," GSIA Working Papers 21, Carnegie Mellon University, Tepper School of Business.
  8. Tony Smith & Fallaw Sowell & Stanley Zin, "undated". "Fractional integration with Drift: Estimation in Small Samples," GSIA Working Papers 22, Carnegie Mellon University, Tepper School of Business.


  1. Nandana Sengupta & Fallaw Sowell, 2020. "On the Asymptotic Distribution of Ridge Regression Estimators Using Training and Test Samples," Econometrics, MDPI, vol. 8(4), pages 1-25, October.
  2. Murphy, Sinnott & Sowell, Fallaw & Apt, Jay, 2019. "A time-dependent model of generator failures and recoveries captures correlated events and quantifies temperature dependence," Applied Energy, Elsevier, vol. 253(C), pages 1-1.
  3. Garland Durham & John Geweke & Susan PorterÔÇÉHudak & Fallaw Sowell, 2019. "Bayesian Inference for ARFIMA Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 40(4), pages 388-410, July.
  4. Van Garderen, Kees Jan & Sowell, Fallaw, 2018. "MULTIMODALITY p**-FORMULA AND CONFIDENCE REGIONS," Econometric Theory, Cambridge University Press, vol. 34(2), pages 416-446, April.
  5. Murphy, Sinnott & Apt, Jay & Moura, John & Sowell, Fallaw, 2018. "Resource adequacy risks to the bulk power system in North America," Applied Energy, Elsevier, vol. 212(C), pages 1360-1376.
  6. Lueken, Roger & Apt, Jay & Sowell, Fallaw, 2016. "Robust resource adequacy planning in the face of coal retirements," Energy Policy, Elsevier, vol. 88(C), pages 371-388.
  7. Horowitz, Shira & Mauch, Brandon & Sowell, Fallaw, 2014. "Forecasting residential air conditioning loads," Applied Energy, Elsevier, vol. 132(C), pages 47-55.
  8. Boning, Wm. Brent & Sowell, Fallaw, 1999. "Optimality For The Integrated Conditional Moment Test," Econometric Theory, Cambridge University Press, vol. 15(5), pages 710-718, October.
  9. 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 103-116.
  10. 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.
  11. 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.
  12. Sowell, Fallaw, 1992. "Modeling long-run behavior with the fractional ARIMA model," Journal of Monetary Economics, Elsevier, vol. 29(2), pages 277-302, April.
  13. 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.
  14. Sowell, Fallaw, 1990. "The Fractional Unit Root Distribution," Econometrica, Econometric Society, vol. 58(2), pages 495-505, March.

More information

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This author is among the top 5% authors according to these criteria:
  1. Number of Citations, Weighted by Number of Authors
  2. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
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  5. Euclidian citation score

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (5) 2000-09-05 2007-06-11 2009-06-17 2019-05-27 2019-09-02. Author is listed
  2. NEP-ETS: Econometric Time Series (1) 2000-09-05


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