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 0 105 0 1 11 292
An Empirical Test of Pricing Kernel Monotonicity 0 0 0 13 0 4 11 133
An improved bootstrap test of density ratio ordering 0 0 0 21 0 3 11 44
Archimedean Copulas and Temporal Dependence 1 1 1 8 2 4 12 62
Copulas and Temporal Dependence 0 0 0 9 0 3 5 52
Copulas and Temporal Dependence 0 0 0 9 1 1 6 54
Determination of Pareto exponents in economic models driven by Markov multiplicative processes 0 0 0 18 2 6 13 72
Distributional Replication 0 0 0 7 1 6 11 50
Modified Wilcoxon-Mann-Whitney tests of stochastic dominance 0 0 0 16 1 5 16 35
On the emergence of a power law in the distribution of COVID-19 cases 0 0 0 9 0 0 8 40
Optimal Measure Preserving Derivatives 0 0 0 3 1 3 6 36
Optimal measure preserving derivatives revisited 0 0 0 3 0 1 5 12
Optimal taxation and the Domar-Musgrave effect 0 0 2 26 0 2 21 65
Optimal taxation and the Domar-Musgrave effect 0 0 0 11 1 3 13 25
Randomization tests of copula symmetry 0 0 0 10 0 4 15 29
Representation of I(1) and I(2) autoregressive Hilbertian processes 0 0 0 3 0 1 8 26
Stochastic arbitrage with market index options 1 1 4 13 1 3 19 57
Tail behavior of stopped L\'evy processes with Markov modulation 0 0 0 6 0 2 6 19
Testing the concavity of an ordinaldominance curve 0 0 0 12 1 3 8 43
The general solution to an autoregressive law of motion 0 1 1 4 0 4 15 23
The general solution to an autoregressive law of motion 0 0 0 20 0 3 14 35
Time irreversible copula-based Markov Models 0 0 0 41 0 1 10 126
Unit Root Testing with Unstable Volatility 0 0 0 77 0 4 19 248
Total Working Papers 2 3 8 444 11 67 263 1,578

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 1 2 102 0 8 14 255
ARCHIMEDEAN COPULAS AND TEMPORAL DEPENDENCE 0 0 1 13 0 2 8 57
An Empirical Test of Pricing Kernel Monotonicity 0 0 1 10 1 1 7 66
An improved bootstrap test of density ratio ordering 0 0 0 0 0 2 9 31
Cointegrated Linear Processes in Hilbert Space 0 0 1 11 1 3 12 42
Cointegrated linear processes in Bayes Hilbert space 0 0 1 13 0 1 6 43
Copulas and Temporal Dependence 0 0 1 59 0 0 9 216
Determination of Pareto Exponents in Economic Models Driven by Markov Multiplicative Processes 1 1 1 5 2 3 8 25
Improved Nonparametric Bootstrap Tests of Lorenz Dominance 1 1 1 6 1 4 12 35
Measure preserving derivatives and the pricing kernel puzzle 0 0 0 15 2 6 14 176
NONPARAMETRIC TESTS OF DENSITY RATIO ORDERING 0 0 0 9 0 0 9 61
Optimal measure preserving derivatives revisited 0 0 0 1 0 0 8 16
Optimal taxation and the Domar‐Musgrave effect 0 0 1 1 1 8 22 22
Option augmented density forecasts of market returns with monotone pricing kernel 0 0 1 7 0 0 7 28
RANDOMIZATION TESTS OF COPULA SYMMETRY 0 0 0 1 2 4 18 27
REPRESENTATION OF I(1) AND I(2) AUTOREGRESSIVE HILBERTIAN PROCESSES 0 0 0 2 1 4 18 35
Stochastic arbitrage with market index options 0 0 1 2 0 3 32 38
TAIL BEHAVIOR OF STOPPED LÉVY PROCESSES WITH MARKOV MODULATION 0 0 0 2 0 1 5 11
TIME IRREVERSIBLE COPULA-BASED MARKOV MODELS 0 0 0 9 0 2 7 62
The Granger–Johansen representation theorem for integrated time series on Banach space 0 0 0 0 1 2 4 4
Unit Root Testing with Unstable Volatility 0 0 1 1 1 3 20 47
Vine Copula Specifications for Stationary Multivariate Markov Chains 0 0 1 32 1 2 14 99
Total Journal Articles 2 3 14 301 14 59 263 1,396
2 registered items for which data could not be found

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 1 12 0 1 12 57
Total Chapters 0 0 1 12 0 1 12 57

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Statistics updated 2026-06-04