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Fallaw Sowell - Publications

Affiliations: 
Carnegie Mellon University, Pittsburgh, PA 
Area:
Finance, Statistics
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11 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2019 Durham G, Geweke J, Porter‐Hudak S, Sowell F. Bayesian Inference for ARFIMA Models Journal of Time Series Analysis. 40: 388-410. DOI: 10.1111/Jtsa.12443  0.476
2019 Murphy S, Sowell F, Apt J. A time-dependent model of generator failures and recoveries captures correlated events and quantifies temperature dependence Applied Energy. 253: 113513. DOI: 10.1016/J.Apenergy.2019.113513  0.427
2017 Garderen KJV, Sowell F. MULTIMODALITY p**-FORMULA AND CONFIDENCE REGIONS Econometric Theory. 34: 416-446. DOI: 10.1017/S0266466617000214  0.331
2014 Horowitz S, Mauch B, Sowell F. Forecasting residential air conditioning loads Applied Energy. 132: 47-55. DOI: 10.1016/J.Apenergy.2014.06.029  0.401
1999 Boning WB, Sowell F. Optimality For The Integrated Conditional Moment Test Econometric Theory. 15: 710-718. DOI: 10.1017/S026646669915504X  0.3
1997 Smith AA, Sowell F, Zin SE. Fractional Integration with Drift: Estimation in Small Samples Empirical Economics. 22: 103-116. DOI: 10.1007/Bf01188172  0.312
1996 Patterson KD, Sowell F. Consumption: innovation persistence and the excess smoothness debate Applied Economics. 28: 1245-1255. DOI: 10.1080/000368496327796  0.421
1992 Sowell F. Maximum likelihood estimation of stationary univariate fractionally integrated time series models Journal of Econometrics. 53: 165-188. DOI: 10.1016/0304-4076(92)90084-5  0.364
1992 Sowell F. Modeling long-run behavior with the fractional ARIMA model Journal of Monetary Economics. 29: 277-302. DOI: 10.1016/0304-3932(92)90016-U  0.49
1991 Sowell F. On DeJong and Whiteman's Bayesian inference for the unit root model. Journal of Monetary Economics. 28: 255-263. DOI: 10.1016/0304-3932(91)90052-P  0.399
1990 Sowell F. The Fractional Unit Root Distribution Econometrica. 58: 495-505. DOI: 10.2307/2938213  0.303
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