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Fallaw Sowell
Title
Cited by
Cited by
Year
Maximum likelihood estimation of stationary univariate fractionally integrated time series models
F Sowell
Journal of econometrics 53 (1-3), 165-188, 1992
13421992
Modeling long-run behavior with the fractional ARIMA model
F Sowell
Journal of monetary economics 29 (2), 277-302, 1992
5561992
The fractional unit root distribution
F Sowell
Econometrica: Journal of the Econometric Society, 495-505, 1990
3781990
The Hawthorne effect and energy awareness
D Schwartz, B Fischhoff, T Krishnamurti, F Sowell
Proceedings of the National Academy of Sciences 110 (38), 15242-15246, 2013
1802013
Optimal tests for parameter instability in the generalized method of moments framework
F Sowell
Econometrica: Journal of the Econometric Society, 1085-1107, 1996
1511996
Fractional integration with drift: estimation in small samples
AA Smith, F Sowell, SE Zin
Empirical Economics 22 (1), 103-116, 1997
551997
Fractionally integrated vector time series
FB Sowell
Duke University, 1986
301986
Optimality for the integrated conditional moment test
WB Boning, F Sowell
Econometric Theory 15 (5), 710-718, 1999
241999
Forecasting residential air conditioning loads
S Horowitz, B Mauch, F Sowell
Applied Energy 132, 47-55, 2014
232014
A decomposition of block toeplitz matrices with applications to vector time series
F Sowell
1989a). Unpublished manuscript, 1989
201989
A time-dependent model of generator failures and recoveries captures correlated events and quantifies temperature dependence
S Murphy, F Sowell, J Apt
Applied Energy 253, 113513, 2019
192019
Resource adequacy risks to the bulk power system in North America
S Murphy, J Apt, J Moura, F Sowell
Applied energy 212, 1360-1376, 2018
192018
Tests for violations of moment conditions
F Sowell
Manuscript, Graduate School of Industrial Administration, Carnegie Mellon …, 1996
161996
Robust resource adequacy planning in the face of coal retirements
R Lueken, J Apt, F Sowell
Energy Policy 88, 371-388, 2016
152016
Evaluating dimensionality in spatial voting models
KT Poole, FB Sowell, SE Spear
Mathematical and Computer Modelling 16 (8-9), 85-101, 1992
141992
The empirical saddlepoint approximation for GMM estimators
F Sowell
Carnegie Mellon University, 2006
112006
The economics of commercial demand response for spinning reserve
M Fisher, J Apt, F Sowell
Energy Systems 9 (1), 3-23, 2018
102018
The empirical saddlepoint likelihood estimator applied to two-step GMM
F Sowell
92009
On DeJong and Whiteman's Bayesian inference for the unit root model
F Sowell
Journal of Monetary Economics 28 (2), 255-263, 1991
91991
Bayesian inference for ARFIMA models
G Durham, J Geweke, S Porter‐Hudak, F Sowell
Journal of Time Series Analysis 40 (4), 388-410, 2019
82019
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