Fallaw Sowell

Tepper School of Business

Carnegie Mellon University

Curriculum Vitae E-mail

A time-dependent model of generator failures and recoveries captures correlated events and quantifies temperature dependence

Applied Energy Volume 253, (2019).

Joint with Sinnott Murphy and Jay Apt PDF

Bayesian Inference for ARFIMA Models

Journal of Time Series Analysis , doi:10.1111/jtsa.12443 (2019).

Joint with Garland Durham, John Geweke, Susan Porter-Hudak PDF

The Economics of Commercial Demand Response for Spinning Reserve

Energy Systems 9:1 3-23. (2018).

Joint with Michael Fisher and Jay Apt PDF

Resource adequacy risks to the bulk power system in North America

Applied Energy , 212:15, 1360-1376 (2017).

Joint with Sinnott Murphy, Jay Apt and John Moura PDF

Multimodality Adjusted p**-Formula and Confidence Regions

Econometric Theory (2017).

Joint with Kees Jan van Garderen PDF

Robust Resource Adequacy Planning in the Face of Coal Retirements

Energy Systems (2016).

Joint with Rodger Lueken and Jay Apt PDF

Forecasting Residential Air Conditioning Loads

Applied Energy, 132, 47-55 (2014).

Joint with Shira Horowitz and Brandon Mauch PDF

The Hawthorne Effect and Energy Awareness

Proceedings of the National Academy of Sciences of the United States of America, 110 (38) (2013).

Joint with Daniel Schwartz, Baruch Fischhoff and Tamar Krishnamurti PDF

Optimality for the Integrated Conditional Moment Test

Econometric Theory, Vol. 15, No. 5, (October 1999).

Joint with Wm. Brent Boning

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

Econometrica, Vol. 64, No. 5 (September 1996). PDF

Fractional Integration with Drift: Estimation in Small Samples

Empirical Economics, 22:103-116 (1997).

Joint with Anthony Smith and Stanley E. Zin

Consumption: Innovation Persistence and the Excess Smoothness Debate

Applied Economics, 28:1245-1255 (1996).

Joint with Kerry Patterson

Maximum Likelihood Estimation of Fractionally Integrated Time Series Models

Journal of Econometrics, 52, (1992). PDF

Modeling Long Run Behavior with the Fractional ARIMA Model

Journal of Monetary Economics, 29:2, (April 1992). PDF

Evaluating Dimensionality in Spatial Voting Models

Mathematical and Computer Modeling, 16:8/9 (August/September 1992).

Joint with Keith Poole and Stephen Spear

On DeJong and Whiteman's Bayesian Inference for Unit Roots

Journal of Monetary Economics, 28:2 (October 1991).

The Fractional Unit Root Distribution

Econometrica, 58, (March 1990). PDF

The Asymptotic Distribution of the Ridge Estimator for Linear Instrumental Variables using K-fold Cross-Validation

Joint with Nandana Sengupta (December 2019)

The Empirical Saddlepoint Estimator

Joint with Benjamin Holcblat (November 2019)

Online Appendix PDF

The Ridge Path Estimator for Linear Instrumental Variables

Joint with Nandana Sengupta (November 2019)

Current Teaching AY 2019-2020

Previously taught courses