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 1 1 105 0 1 1 281
An Empirical Test of Pricing Kernel Monotonicity 0 0 0 13 2 2 2 121
An improved bootstrap test of density ratio ordering 0 1 1 21 1 2 2 31
Archimedean Copulas and Temporal Dependence 0 0 0 7 0 0 1 49
Copulas and Temporal Dependence 0 0 1 9 0 0 1 46
Copulas and Temporal Dependence 0 0 0 9 0 0 0 43
Determination of Pareto exponents in economic models driven by Markov multiplicative processes 0 0 0 18 1 1 4 59
Distributional Replication 0 0 0 7 0 0 0 39
Modified Wilcoxon-Mann-Whitney tests of stochastic dominance 0 0 0 16 0 1 8 16
On the emergence of a power law in the distribution of COVID-19 cases 0 0 0 8 0 0 1 31
Optimal Measure Preserving Derivatives 0 0 0 3 0 0 0 29
Optimal measure preserving derivatives revisited 0 0 0 3 0 1 1 6
Optimal taxation and the Domar-Musgrave effect 0 0 17 17 3 6 25 25
Optimal taxation and the Domar-Musgrave effect 1 2 10 10 1 2 10 10
Randomization tests of copula symmetry 0 0 0 10 1 1 1 13
Representation of I(1) and I(2) autoregressive Hilbertian processes 0 0 0 3 1 1 1 16
Stochastic arbitrage with market index options 0 0 3 8 3 3 17 29
Tail behavior of stopped L\'evy processes with Markov modulation 0 0 0 6 0 0 0 12
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 3 3 0 0 6 6
The general solution to an autoregressive law of motion 2 3 20 20 3 4 18 18
Time irreversible copula-based Markov Models 0 0 0 40 0 0 0 115
Unit Root Testing with Unstable Volatility 0 0 0 77 0 0 0 228
Total Working Papers 3 7 56 425 16 25 100 1,258

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 3 100 0 0 3 240
ARCHIMEDEAN COPULAS AND TEMPORAL DEPENDENCE 0 0 0 12 0 0 0 49
An Empirical Test of Pricing Kernel Monotonicity 0 0 0 9 2 3 3 58
An improved bootstrap test of density ratio ordering 0 0 0 0 1 1 1 20
Cointegrated Linear Processes in Hilbert Space 0 0 1 9 0 0 2 26
Cointegrated linear processes in Bayes Hilbert space 0 0 0 12 0 0 0 35
Copulas and Temporal Dependence 0 0 0 58 0 0 2 205
Determination of Pareto Exponents in Economic Models Driven by Markov Multiplicative Processes 0 0 1 4 2 2 8 16
Improved Nonparametric Bootstrap Tests of Lorenz Dominance 1 1 1 3 1 2 6 19
Measure preserving derivatives and the pricing kernel puzzle 0 0 1 14 1 2 3 160
NONPARAMETRIC TESTS OF DENSITY RATIO ORDERING 0 0 0 8 0 0 0 47
Optimal measure preserving derivatives revisited 0 0 1 1 0 0 3 6
Option augmented density forecasts of market returns with monotone pricing kernel 0 0 0 6 1 1 1 21
RANDOMIZATION TESTS OF COPULA SYMMETRY 0 0 0 1 0 0 0 8
REPRESENTATION OF I(1) AND I(2) AUTOREGRESSIVE HILBERTIAN PROCESSES 0 0 0 2 1 1 1 14
TAIL BEHAVIOR OF STOPPED LÉVY PROCESSES WITH MARKOV MODULATION 0 0 1 2 0 0 2 5
TIME IRREVERSIBLE COPULA-BASED MARKOV MODELS 0 0 1 9 0 1 2 54
The Chang-Kim-Park Model of Cointegrated Density-Valued Time Series Cannot Accommodate a Stochastic Trend 0 0 0 2 0 0 2 37
The Soviet Economic Decline Revisited 0 1 4 30 0 1 5 94
Unit Root Testing with Unstable Volatility 0 0 0 0 0 0 0 25
Vine Copula Specifications for Stationary Multivariate Markov Chains 1 4 6 29 2 6 12 82
Total Journal Articles 2 6 20 311 11 20 56 1,221

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 0 0 3 8 0 3 9 32
Total Chapters 0 0 3 8 0 3 9 32

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Statistics updated 2024-11-05