| Maximum likelihood estimation of stationary univariate fractionally integrated time series models F Sowell Journal of econometrics 53 (1-3), 165-188, 1992 | 1446 | 1992 |
| Modeling long-run behavior with the fractional ARIMA model F Sowell Journal of monetary economics 29 (2), 277-302, 1992 | 593 | 1992 |
| The fractional unit root distribution F Sowell Econometrica: Journal of the Econometric Society, 495-505, 1990 | 394 | 1990 |
| The Hawthorne effect and energy awareness D Schwartz, B Fischhoff, T Krishnamurti, F Sowell Proceedings of the National Academy of Sciences 110 (38), 15242-15246, 2013 | 231 | 2013 |
| Optimal tests for parameter instability in the generalized method of moments framework F Sowell Econometrica: Journal of the Econometric Society, 1085-1107, 1996 | 152 | 1996 |
| Fractional integration with drift: estimation in small samples AA Smith, F Sowell, SE Zin Empirical Economics 22, 103-116, 1997 | 56 | 1997 |
| A time-dependent model of generator failures and recoveries captures correlated events and quantifies temperature dependence S Murphy, F Sowell, J Apt Applied energy 253, 113513, 2019 | 47 | 2019 |
| Resource adequacy risks to the bulk power system in North America S Murphy, J Apt, J Moura, F Sowell Applied energy 212, 1360-1376, 2018 | 41 | 2018 |
| Fractionally integrated vector time series FB Sowell Duke University, 1986 | 31 | 1986 |
| Forecasting residential air conditioning loads S Horowitz, B Mauch, F Sowell Applied Energy 132, 47-55, 2014 | 29 | 2014 |
| Optimality for the integrated conditional moment test WB Boning, F Sowell Econometric Theory 15 (5), 710-718, 1999 | 25 | 1999 |
| A decomposition of block toeplitz matrices with applications to vector time series F Sowell 1989a). Unpublished manuscript, 1989 | 20 | 1989 |
| Evaluating dimensionality in spatial voting models KT Poole, FB Sowell, SE Spear Mathematical and Computer Modelling 16 (8-9), 85-101, 1992 | 18 | 1992 |
| Bayesian inference for ARFIMA models G Durham, J Geweke, S Porter‐Hudak, F Sowell Journal of Time Series Analysis 40 (4), 388-410, 2019 | 17 | 2019 |
| Robust resource adequacy planning in the face of coal retirements R Lueken, J Apt, F Sowell Energy Policy 88, 371-388, 2016 | 17 | 2016 |
| Tests for violations of moment conditions F Sowell Manuscript, Graduate School of Industrial Administration, Carnegie Mellon …, 1996 | 16 | 1996 |
| The economics of commercial demand response for spinning reserve M Fisher, J Apt, F Sowell Energy Systems 9 (1), 3-23, 2018 | 15 | 2018 |
| The empirical saddlepoint approximation for GMM estimators F Sowell Carnegie Mellon University, 2006 | 11 | 2006 |
| The empirical saddlepoint likelihood estimator applied to two-step GMM F Sowell | 9 | 2009 |
| On DeJong and Whiteman's Bayesian inference for the unit root model F Sowell Journal of Monetary Economics 28 (2), 255-263, 1991 | 9 | 1991 |
Jay AptProfessor, Carnegie Mellon UniversityEmail confirmado em cmu.edu
