Fallaw Sowell

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Associate Professor of Economics

Teaching and Research Interests:

• Econometrics, time series and microeconomics.

Website and/or personal homepage:
http://fsowell.tepper.cmu.edu

Published Papers: 

• Optimality for the Integrated Conditional Moment Test
  Econometric Theory 15, 1999.
  (With: W. Boning)
  
  
• Fractional Integration with Drift: Estimation in Small Samples
  Empirical Economics, 1997.
  (With: Anthony Smith, Stanley Zin)
  
  
• Optimal Tests for Parameter Instability in the Generalized Method of Moments Framework
  Econometrica 64, 1996.
  
  
• Evaluating Dimensionality in Spatial Voting Models
  Mathematical and Computer Modeling 16, 1992.
  (With: Stephen Spear, Keith Poole)
  
  
• Modeling Long Run Behavior with the Fractional ARIMA Model
  Journal of Monetary Economics 29, 1992.
  
  
• Maximum Likelihood Estimation of Fractionally Integrated Time Series Models
  Journal of Econometrics 53, 1992.
  
  
• The Fractional Unit Root Distribution
  Econometrica 58, March 1990.
  
  

Working Papers: 

• The Empirical Saddlepoint Approximation for GMM Estimators
  July, 2009.
  
  
• The Empirical Saddlepoint Likelihood Estimator Applied to Two-step GMM
  July, 2009.
  
  
• An Improved Approximation to the Distributions in GMM Estimation
  May, 2007.
  
  
• Fractional integration with Drift: Estimation in Small Samples
  July, 1996.
  (With: Tony Smith, Stanley Zin)
  
  
• Tests for Violations of Moment Conditions
  January, 1996.
  
  

Awards:

• George Leland Bach Teaching Award, GSIA - 1992

Editorial Boards:

• Southern Economic Journal, 1999-2005
• Journal of Business and Economic Statistics, 1997-2001
• Journal of Econometrics, 1995-

Consulting:

• Consultant and Expert Witness, Postal Rate Commission
• The Refractories Institute
• The National Association of Manufacturers

Courses Taught:

• Business Forecasting w/ Time Series Models (45-921)
  (Masters Program)
  • 2009, Mini 6 (Section: M)
  • 2009, Mini 4 (Section: A)
  • 2009, Mini 4 (Section: E)
  • 2008, Mini 3 (Section: N)
  • 2007, Mini 4 (Section: E)
  • 2007, Mini 3 (Section: N)
  
  
• Econometrics I (47-811)
  (Ph.D. Program)
  • 2008, Mini 1 (Section: A)
  • 2007, Mini 1 (Section: A)
  
  
• Econometrics II (47-812)
  (Ph.D. Program)
  • 2008, Mini 2 (Section: A)
  • 2007, Mini 2 (Section: A)
  
  
• Adv'd Econ Analysis II (Adv'd Econometrics) (47-902)
  (Ph.D. Program)
  • 2009, Mini 4 (Section: A)
  • 2007, Mini 4 (Section: A)