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 2 3 3 284
An improved bootstrap test of density ratio ordering 0 0 0 21 0 1 4 34
Determination of Pareto exponents in economic models driven by Markov multiplicative processes 0 0 0 18 0 0 1 59
Modified Wilcoxon-Mann-Whitney tests of stochastic dominance 0 0 0 16 0 0 3 19
Optimal measure preserving derivatives revisited 0 0 0 3 0 0 1 7
Optimal taxation and the Domar-Musgrave effect 0 0 7 24 3 4 26 48
Optimal taxation and the Domar-Musgrave effect 0 0 2 11 1 1 4 13
Randomization tests of copula symmetry 0 0 0 10 1 3 6 18
Representation of I(1) and I(2) autoregressive Hilbertian processes 0 0 0 3 1 2 5 20
Stochastic arbitrage with market index options 0 1 2 10 1 2 14 40
Tail behavior of stopped L\'evy processes with Markov modulation 0 0 0 6 0 1 2 14
The general solution to an autoregressive law of motion 0 0 2 20 1 1 7 22
The general solution to an autoregressive law of motion 0 0 0 3 0 0 2 8
Unit Root Testing with Unstable Volatility 0 0 0 77 0 1 2 230
Total Working Papers 0 1 13 327 10 19 80 816
9 registered items for which data could not be found

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 1 101 0 1 2 242
ARCHIMEDEAN COPULAS AND TEMPORAL DEPENDENCE 0 0 0 12 0 0 0 49
An Empirical Test of Pricing Kernel Monotonicity 1 1 1 10 1 2 5 61
An improved bootstrap test of density ratio ordering 0 0 0 0 0 2 5 24
Cointegrated Linear Processes in Hilbert Space 0 0 2 11 0 0 5 31
Cointegrated linear processes in Bayes Hilbert space 1 1 1 13 1 2 4 39
Copulas and Temporal Dependence 0 0 0 58 0 0 2 207
Determination of Pareto Exponents in Economic Models Driven by Markov Multiplicative Processes 0 0 0 4 1 1 4 18
Improved Nonparametric Bootstrap Tests of Lorenz Dominance 0 0 3 5 0 0 5 23
Measure preserving derivatives and the pricing kernel puzzle 0 0 1 15 1 2 6 165
NONPARAMETRIC TESTS OF DENSITY RATIO ORDERING 0 0 1 9 1 2 7 54
Optimal measure preserving derivatives revisited 0 0 0 1 0 0 2 8
Option augmented density forecasts of market returns with monotone pricing kernel 0 0 1 7 0 0 3 23
RANDOMIZATION TESTS OF COPULA SYMMETRY 0 0 0 1 0 1 2 10
REPRESENTATION OF I(1) AND I(2) AUTOREGRESSIVE HILBERTIAN PROCESSES 0 0 0 2 0 1 5 18
Stochastic arbitrage with market index options 0 1 2 2 1 4 12 12
TAIL BEHAVIOR OF STOPPED LÉVY PROCESSES WITH MARKOV MODULATION 0 0 0 2 0 2 3 8
TIME IRREVERSIBLE COPULA-BASED MARKOV MODELS 0 0 0 9 1 2 3 57
Unit Root Testing with Unstable Volatility 0 0 0 0 1 1 3 28
Vine Copula Specifications for Stationary Multivariate Markov Chains 0 0 4 32 0 1 7 87
Total Journal Articles 2 4 17 294 8 24 85 1,164
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 1 4 12 0 2 17 49
Total Chapters 0 1 4 12 0 2 17 49

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Statistics updated 2025-10-06