Fallaw Sowell


Associate Professor of Economics

Education:
  • Mercer University - B.A. - 1982
  • Duke University - M.A. - 1983
  • University of North Carolina, Chapel Hill - M.S. - 1985
  • Duke University - Ph.D. - 1986
Areas of Expertise:
  • 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 22, 1997; 103-116.
    (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(8/9), 1992.
    (with: Stephen Spear, Keith Poole)

  • Modeling Long Run Behavior with the Fractional ARIMA Model
    Journal of Monetary Economics 29(2), 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: 
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: