← All authors Fallaw Sowell Carnegie Mellon University (from arXiv:1905.06977, 2019) · ORCID · OpenAlex
19 papers in scope · 18 published · 2 on the econ.EM arXiv · 2,027 citations · h-index 11 (over the papers listed here)
Papers (2 of 19)
published 2022 · Electronic Journal of Statistics · 2 citations · first circulated 2019
Inference for the Linear IV Model Ridge Estimator Using Training and Test Samples
published 2021 · Stats · 1 citations
On the Asymptotic Distribution of Ridge Regression Estimators Using Training and Test Samples
published 2020 · Econometrics · 6 citations
working paper 2019 · arXiv
A time-dependent model of generator failures and recoveries captures correlated events and quantifies temperature dependence
published 2019 · Applied Energy · 50 citations
with Sinnott Murphy, Jay Apt
Bayesian Inference for ARFIMA Models
published 2019 · Journal of Time Series Analysis · 13 citations
with Garland Durham, John Geweke, Susan Porter-Hudak
Resource adequacy risks to the bulk power system in North America
published 2018 · Applied Energy · 34 citations
with Sinnott Murphy, Jay Apt, John Moura
MULTIMODALITY p **-FORMULA AND CONFIDENCE REGIONS
published 2017 · Econometric Theory
Robust resource adequacy planning in the face of coal retirements
published 2015 · Energy Policy · 11 citations
with Roger Lueken, Jay Apt
Forecasting residential air conditioning loads
published 2014 · Applied Energy · 31 citations
with Shira Horowitz, Brandon Mauch
OPTIMALITY FOR THE INTEGRATED CONDITIONAL MOMENT TEST
published 1999 · Econometric Theory · 16 citations
with Wm. Brent Boning
Fractional integration with drift: estimation in small samples
published 1997 · Empirical Economics · 33 citations
with Anthony A. Smith, Stanley E. Zin
Consumption: innovation persistence and the excess smoothness debate
published 1996 · Applied Economics · 7 citations
with Kerry Patterson
Optimal Tests for Parameter Instability in the Generalized Method of Moments Framework
published 1996 · Econometrica · 119 citations
Evaluating dimensionality in spatial voting models
published 1992 · Mathematical and Computer Modelling · 20 citations
with Keith T. Poole, Stephen E. Spear
Maximum likelihood estimation of stationary univariate fractionally integrated time series models
published 1992 · Journal of Econometrics · 1073 citations
Modeling long-run behavior with the fractional ARIMA model
published 1992 · Journal of Monetary Economics · 367 citations
On DeJong and Whiteman's Bayesian inference for the unit root model
published 1991 · Journal of Monetary Economics · 5 citations
The Fractional Unit Root Distribution
published 1990 · Econometrica · 239 citations
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
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