Access Statistics for Brendan Kinnane Beare

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A New Mixing Condition	0	0	0	105	1	4	5	286
An Empirical Test of Pricing Kernel Monotonicity	0	0	0	13	0	0	2	123
An improved bootstrap test of density ratio ordering	0	0	0	21	0	0	3	34
Archimedean Copulas and Temporal Dependence	0	0	0	7	0	0	1	50
Copulas and Temporal Dependence	0	0	0	9	0	0	7	50
Copulas and Temporal Dependence	0	0	0	9	0	0	1	47
Determination of Pareto exponents in economic models driven by Markov multiplicative processes	0	0	0	18	4	4	4	63
Distributional Replication	0	0	0	7	0	0	0	39
Modified Wilcoxon-Mann-Whitney tests of stochastic dominance	0	0	0	16	1	2	5	21
On the emergence of a power law in the distribution of COVID-19 cases	0	0	0	9	0	1	1	33
Optimal Measure Preserving Derivatives	0	0	0	3	0	0	1	30
Optimal measure preserving derivatives revisited	0	0	0	3	1	1	1	8
Optimal taxation and the Domar-Musgrave effect	0	0	1	11	4	5	7	17
Optimal taxation and the Domar-Musgrave effect	0	1	6	25	1	6	24	51
Randomization tests of copula symmetry	0	0	0	10	1	2	6	19
Representation of I(1) and I(2) autoregressive Hilbertian processes	0	0	0	3	1	3	6	22
Stochastic arbitrage with market index options	0	0	1	10	2	3	12	42
Tail behavior of stopped L\'evy processes with Markov modulation	0	0	0	6	0	0	2	14
Testing the concavity of an ordinaldominance curve	0	0	0	12	0	0	0	35
The general solution to an autoregressive law of motion	0	0	0	20	2	4	7	25
The general solution to an autoregressive law of motion	0	0	0	3	2	4	6	12
Time irreversible copula-based Markov Models	0	0	1	41	0	1	3	118
Unit Root Testing with Unstable Volatility	0	0	0	77	3	4	6	234
Total Working Papers	0	1	9	438	23	44	110	1,373

Journal Article	File Downloads				Abstract Views
Journal Article	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	1	101	2	2	4	244
ARCHIMEDEAN COPULAS AND TEMPORAL DEPENDENCE	0	1	1	13	0	1	1	50
An Empirical Test of Pricing Kernel Monotonicity	0	1	1	10	0	3	5	63
An improved bootstrap test of density ratio ordering	0	0	0	0	0	1	5	25
Cointegrated Linear Processes in Hilbert Space	0	0	2	11	0	1	6	32
Cointegrated linear processes in Bayes Hilbert space	0	1	1	13	1	2	5	40
Copulas and Temporal Dependence	0	1	1	59	1	3	5	210
Determination of Pareto Exponents in Economic Models Driven by Markov Multiplicative Processes	0	0	0	4	0	1	2	18
Improved Nonparametric Bootstrap Tests of Lorenz Dominance	0	0	2	5	0	0	4	23
Measure preserving derivatives and the pricing kernel puzzle	0	0	1	15	2	3	7	167
NONPARAMETRIC TESTS OF DENSITY RATIO ORDERING	0	0	1	9	1	3	9	56
Optimal measure preserving derivatives revisited	0	0	0	1	2	2	3	10
Option augmented density forecasts of market returns with monotone pricing kernel	0	0	1	7	0	0	2	23
RANDOMIZATION TESTS OF COPULA SYMMETRY	0	0	0	1	1	1	3	11
REPRESENTATION OF I(1) AND I(2) AUTOREGRESSIVE HILBERTIAN PROCESSES	0	0	0	2	1	2	6	20
Stochastic arbitrage with market index options	0	0	2	2	5	8	19	19
TAIL BEHAVIOR OF STOPPED LÉVY PROCESSES WITH MARKOV MODULATION	0	0	0	2	0	0	3	8
TIME IRREVERSIBLE COPULA-BASED MARKOV MODELS	0	0	0	9	0	2	4	58
Unit Root Testing with Unstable Volatility	0	1	1	1	1	3	5	30
Vine Copula Specifications for Stationary Multivariate Markov Chains	0	0	3	32	0	4	9	91
Total Journal Articles	0	5	18	297	17	42	107	1,198

2 registered items for which data could not be found

Chapter	File Downloads				Abstract Views
Chapter	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Stable Limit Theory for the Variance Targeting Estimator	0	0	4	12	3	3	18	52
Total Chapters	0	0	4	12	3	3	18	52

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Statistics updated 2025-12-06