Bayesian Inference for ARFIMA Models (author(s): Garland Durham, John Geweke, Susan Porter-Hudak, Fallaw Sowell) Journal of Time Series Analysis 40(4), 2019; 388-410
Forecasting Residential Air Conditioning Loads (author(s): Shira Horowitz, Brandon Mauch, Fallaw Sowell) Applied Energy 132, 2014; 47–55
The Hawthorne effect and energy awareness (author(s): Daniel Schwartz, Baruch Fischhoff, Tamar Krishnamurti, Fallaw Sowell) Proceedings of the National Academy of Sciences 110(38), 2013; 15242–15246
Optimality for the Integrated Conditional Moment Test (author(s): Fallaw Sowell, William Boning) Econometric Theory 15(5), 1999
Fractional Integration with Drift: Estimation in Small Samples (author(s): Anthony Smith, Fallaw Sowell, Stanley Zin) 1997; 103-116
Consumption: Innovation Persistence and the Excess Smoothness Debate (author(s): Kerry Patterson, Fallaw Sowell) Applied Economics 28, 1996; 1245-1255
Optimal Tests for Parameter Instability in the Generalized Method of Moments Framework Econometrica 64(5), 1996; 1085-1107
Evaluating Dimensionality In Spatial Voting Models (author(s): Stephen Spear, Fallaw Sowell, Keith Poole) Mathematical And Computer Modelling 16(8/9), 1992
Maximum likelihood estimation of stationary univariate fractionally integrated time series models Journal of Econometrics 52, 1992; 165-188
Modeling long-run behavior with the fractional ARIMA model Journal of Monetary Economics 29(2), 1992; 277–302
On DeJong and Whiteman's Bayesian Inference for Unit Roots Journal of Monetary Economics 28(2), 1991; 255–263
The Fractional Unit Root Distribution Econometrica 58(2), 1990; 495-505
Working Papers
Inference for the Linear IV Model Ridge Estimator using a Holdout Sample (author(s): Fallaw Sowell, Nandana Sengupta)
The Asymptotic Distribution of the Ridge Estimator for Linear Instrumental Variables using K-fold Cross-Validation (author(s): Fallaw Sowell, Nandana Sengupta)
The Empirical Saddlepoint Estimator (author(s): Benjamin Holcblat, Fallaw Sowell)
Higher Order Bias of the Empirical Saddlepoint Estimator Using the Moment Conditions from Two-Step GMM
Higher Order Bias of the Two-Step GMM Estimator Using a Just Identifies System with Full Rank
The Residential Real Time Electricity Pricing: An Analysis of the Illinois Experiment (author(s): Fallaw Sowell, Shira Horowitz, Lester Lave)
A Decomposition of Block Toeplitz Matrices with Applications to Vector Time Series
The Empirical Saddlepoint Likelihood Estimator Applied to Two-Step GMM
An Improved Approximation to the Distributions in GMM Estimation
Tests for Violations of Moment Conditions
An Approach to Specification Tests in the Generalized Method of Moments Framework
A New Approach to Testing Parameter Instability in the Generalized Method of Moments Framework
The Deterministic Trend in Real GNP
Awards and Honors
Graduating MBA Class at Carnegie Mellon University - George Leland Bach Award for Teaching Excellence (2015)
Graduating MBA Class at Carnegie Mellon University - George Leland Bach Award for Teaching Excellence (1992)
Mercer University - Louie D. Newton Award (1982)
University Service
FlexMBA Advisory Committee (FLAC), Committee Member, Oversee the development and management of the Hybrid delivery format for our MBA degree. (2014 - )
Head of Masters Program Search Committee, Committee Member, Review and interviewed the individuals who have applied for the position. (2014 - 2015)
Future Delivery, Committee Member (2012 - 2012)
PhD Committee Tepper School of Business, Committee Member (2004 - 2006)
Qatar Steering Committee, Committee Member (2003 - 2004)
MSEC Advisory Committee, Committee Member (2002 - 2004)