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Fallaw Sowell · Study

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Fallaw Sowell

4 works· latest 1996· 1 institutionscluster: provisionalORCID 0000-0001-5042-7617

h-index4

i104

Citations1,751

Works here4

90

92

96

Most cited in this library

Maximum likelihood estimation of stationary univariate fractionally integrated time series models1992 · 1,050 citations
Modeling long-run behavior with the fractional ARIMA model1992 · 352 citations
The Fractional Unit Root Distribution1990 · 235 citations
Optimal Tests for Parameter Instability in the Generalized Method of Moments Framework1996 · 114 citations

Works

4 shown

Optimal Tests for Parameter Instability in the Generalized Method of Moments Framework

Econometrica·1996·1 author

114citations

Maximum likelihood estimation of stationary univariate fractionally integrated time series models

Journal of Econometrics·1992·1 author

1,050citations

Modeling long-run behavior with the fractional ARIMA model

Journal of Monetary Economics·1992·1 author

352citations

The Fractional Unit Root Distribution

Econometrica·1990·1 author

235citations