Access Statistics for Brendan Kinnane Beare

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Mixing Condition 0 0 1 105 0 0 1 281
An Empirical Test of Pricing Kernel Monotonicity 0 0 0 13 0 0 3 122
An improved bootstrap test of density ratio ordering 0 0 1 21 0 2 4 33
Archimedean Copulas and Temporal Dependence 0 0 0 7 0 0 1 50
Copulas and Temporal Dependence 0 0 1 9 0 0 2 47
Copulas and Temporal Dependence 0 0 0 9 0 1 5 48
Determination of Pareto exponents in economic models driven by Markov multiplicative processes 0 0 0 18 0 0 2 59
Distributional Replication 0 0 0 7 0 0 0 39
Modified Wilcoxon-Mann-Whitney tests of stochastic dominance 0 0 0 16 0 3 5 19
On the emergence of a power law in the distribution of COVID-19 cases 0 0 1 9 0 0 2 32
Optimal Measure Preserving Derivatives 0 0 0 3 0 1 1 30
Optimal measure preserving derivatives revisited 0 0 0 3 0 0 2 7
Optimal taxation and the Domar-Musgrave effect 0 1 9 24 4 6 31 44
Optimal taxation and the Domar-Musgrave effect 0 0 3 11 0 0 4 12
Randomization tests of copula symmetry 0 0 0 10 0 0 2 14
Representation of I(1) and I(2) autoregressive Hilbertian processes 0 0 0 3 1 2 3 18
Stochastic arbitrage with market index options 0 0 1 9 0 2 12 38
Tail behavior of stopped L\'evy processes with Markov modulation 0 0 0 6 0 0 1 13
Testing the concavity of an ordinaldominance curve 0 0 0 12 0 0 1 35
The general solution to an autoregressive law of motion 0 0 0 3 0 1 2 8
The general solution to an autoregressive law of motion 0 0 5 20 0 3 11 21
Time irreversible copula-based Markov Models 1 1 1 41 1 1 1 116
Unit Root Testing with Unstable Volatility 0 0 0 77 0 0 1 229
Total Working Papers 1 2 23 436 6 22 97 1,315

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A generalization of Hoeffding's lemma, and a new class of covariance inequalities 0 0 2 100 0 0 3 241
ARCHIMEDEAN COPULAS AND TEMPORAL DEPENDENCE 0 0 0 12 0 0 0 49
An Empirical Test of Pricing Kernel Monotonicity 0 0 0 9 1 1 4 59
An improved bootstrap test of density ratio ordering 0 0 0 0 1 1 3 22
Cointegrated Linear Processes in Hilbert Space 0 1 1 10 1 2 4 30
Cointegrated linear processes in Bayes Hilbert space 0 0 0 12 0 1 2 37
Copulas and Temporal Dependence 0 0 0 58 0 0 3 207
Determination of Pareto Exponents in Economic Models Driven by Markov Multiplicative Processes 0 0 0 4 0 1 3 17
Improved Nonparametric Bootstrap Tests of Lorenz Dominance 0 1 3 5 0 2 6 23
Measure preserving derivatives and the pricing kernel puzzle 0 1 2 15 0 2 5 162
NONPARAMETRIC TESTS OF DENSITY RATIO ORDERING 0 0 1 9 0 0 5 52
Optimal measure preserving derivatives revisited 0 0 0 1 0 1 2 8
Option augmented density forecasts of market returns with monotone pricing kernel 0 0 0 6 0 0 1 21
RANDOMIZATION TESTS OF COPULA SYMMETRY 0 0 0 1 0 1 1 9
REPRESENTATION OF I(1) AND I(2) AUTOREGRESSIVE HILBERTIAN PROCESSES 0 0 0 2 0 1 4 17
Stochastic arbitrage with market index options 1 1 1 1 1 6 6 6
TAIL BEHAVIOR OF STOPPED LÉVY PROCESSES WITH MARKOV MODULATION 0 0 1 2 0 0 3 6
TIME IRREVERSIBLE COPULA-BASED MARKOV MODELS 0 0 0 9 1 1 2 55
The Chang-Kim-Park Model of Cointegrated Density-Valued Time Series Cannot Accommodate a Stochastic Trend 0 0 0 2 1 1 2 38
The Soviet Economic Decline Revisited 0 0 1 30 0 1 5 98
Unit Root Testing with Unstable Volatility 0 0 0 0 0 0 2 27
Vine Copula Specifications for Stationary Multivariate Markov Chains 0 0 6 31 0 0 10 85
Total Journal Articles 1 4 18 319 6 22 76 1,269

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Stable Limit Theory for the Variance Targeting Estimator 2 3 3 11 4 5 17 45
Total Chapters 2 3 3 11 4 5 17 45

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Statistics updated 2025-06-06