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 1 4 11 292
An Empirical Test of Pricing Kernel Monotonicity 0 0 0 13 1 6 8 130
An improved bootstrap test of density ratio ordering 0 0 0 21 1 6 11 42
Archimedean Copulas and Temporal Dependence 0 0 0 7 0 6 8 58
Copulas and Temporal Dependence 0 0 0 9 0 1 6 53
Copulas and Temporal Dependence 0 0 0 9 2 3 4 51
Determination of Pareto exponents in economic models driven by Markov multiplicative processes 0 0 0 18 1 4 8 67
Distributional Replication 0 0 0 7 1 5 6 45
Modified Wilcoxon-Mann-Whitney tests of stochastic dominance 0 0 0 16 3 8 14 33
On the emergence of a power law in the distribution of COVID-19 cases 0 0 0 9 0 5 8 40
Optimal Measure Preserving Derivatives 0 0 0 3 0 3 3 33
Optimal measure preserving derivatives revisited 0 0 0 3 0 2 4 11
Optimal taxation and the Domar-Musgrave effect 0 0 0 11 2 4 12 24
Optimal taxation and the Domar-Musgrave effect 0 1 2 26 0 6 23 63
Randomization tests of copula symmetry 0 0 0 10 1 6 12 26
Representation of I(1) and I(2) autoregressive Hilbertian processes 0 0 0 3 0 1 8 25
Stochastic arbitrage with market index options 0 1 3 12 0 9 17 54
Tail behavior of stopped L\'evy processes with Markov modulation 0 0 0 6 0 3 4 17
Testing the concavity of an ordinaldominance curve 0 0 0 12 0 4 5 40
The general solution to an autoregressive law of motion 0 0 0 3 0 3 11 19
The general solution to an autoregressive law of motion 0 0 0 20 1 7 13 33
Time irreversible copula-based Markov Models 0 0 1 41 0 7 10 125
Unit Root Testing with Unstable Volatility 0 0 0 77 1 10 16 245
Total Working Papers 0 2 6 441 15 113 222 1,526

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 1 1 2 102 2 4 8 249
ARCHIMEDEAN COPULAS AND TEMPORAL DEPENDENCE 0 0 1 13 1 5 7 56
An Empirical Test of Pricing Kernel Monotonicity 0 0 1 10 0 2 7 65
An improved bootstrap test of density ratio ordering 0 0 0 0 2 5 10 31
Cointegrated Linear Processes in Hilbert Space 0 0 1 11 0 6 10 39
Cointegrated linear processes in Bayes Hilbert space 0 0 1 13 0 1 5 42
Copulas and Temporal Dependence 0 0 1 59 0 6 9 216
Determination of Pareto Exponents in Economic Models Driven by Markov Multiplicative Processes 0 0 0 4 1 4 7 23
Improved Nonparametric Bootstrap Tests of Lorenz Dominance 0 0 0 5 0 7 8 31
Measure preserving derivatives and the pricing kernel puzzle 0 0 1 15 1 3 10 171
NONPARAMETRIC TESTS OF DENSITY RATIO ORDERING 0 0 0 9 0 5 9 61
Optimal measure preserving derivatives revisited 0 0 0 1 0 5 8 16
Optimal taxation and the Domar‐Musgrave effect 0 0 1 1 4 11 18 18
Option augmented density forecasts of market returns with monotone pricing kernel 0 0 1 7 0 3 7 28
RANDOMIZATION TESTS OF COPULA SYMMETRY 0 0 0 1 1 12 15 24
REPRESENTATION OF I(1) AND I(2) AUTOREGRESSIVE HILBERTIAN PROCESSES 0 0 0 2 1 9 16 32
Stochastic arbitrage with market index options 0 0 2 2 0 12 33 35
TAIL BEHAVIOR OF STOPPED LÉVY PROCESSES WITH MARKOV MODULATION 0 0 0 2 0 0 4 10
TIME IRREVERSIBLE COPULA-BASED MARKOV MODELS 0 0 0 9 1 2 7 61
The Granger–Johansen representation theorem for integrated time series on Banach space 0 0 0 0 0 1 2 2
Unit Root Testing with Unstable Volatility 0 0 1 1 0 12 17 44
Vine Copula Specifications for Stationary Multivariate Markov Chains 0 0 1 32 0 5 12 97
Total Journal Articles 1 1 14 299 14 120 229 1,351
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 4 12 1 4 17 57
Total Chapters 0 0 4 12 1 4 17 57

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Statistics updated 2026-04-09