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 1 106 0 2 12 294
An Empirical Test of Pricing Kernel Monotonicity 0 0 0 13 4 4 14 137
An improved bootstrap test of density ratio ordering 0 0 0 21 0 0 10 44
Archimedean Copulas and Temporal Dependence 0 0 1 8 1 1 13 63
Copulas and Temporal Dependence 0 0 0 9 6 6 10 60
Copulas and Temporal Dependence 0 0 0 9 9 10 15 62
Determination of Pareto exponents in economic models driven by Markov multiplicative processes 0 0 0 18 1 1 14 73
Distributional Replication 0 0 0 7 8 8 19 58
Modified Wilcoxon-Mann-Whitney tests of stochastic dominance 0 0 0 16 1 1 17 36
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 0 0 6 36
Optimal measure preserving derivatives revisited 0 0 0 3 1 2 7 14
Optimal taxation and the Domar-Musgrave effect 0 0 2 26 5 15 35 80
Optimal taxation and the Domar-Musgrave effect 0 0 0 11 1 3 16 28
Randomization tests of copula symmetry 1 1 1 11 2 2 14 31
Representation of I(1) and I(2) autoregressive Hilbertian processes 0 0 0 3 2 2 9 28
Stochastic arbitrage with market index options 0 0 3 13 3 4 22 61
Tail behavior of stopped L\'evy processes with Markov modulation 0 0 0 6 0 0 5 19
Testing the concavity of an ordinaldominance curve 0 0 0 12 0 0 8 43
The general solution to an autoregressive law of motion 0 0 0 20 1 1 15 36
The general solution to an autoregressive law of motion 0 0 1 4 1 1 16 24
Time irreversible copula-based Markov Models 0 0 0 41 10 10 19 136
Unit Root Testing with Unstable Volatility 0 0 0 77 1 3 21 251
Total Working Papers 1 2 9 446 57 76 325 1,654

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 2 103 0 2 15 257
ARCHIMEDEAN COPULAS AND TEMPORAL DEPENDENCE 0 0 1 13 0 0 8 57
An Empirical Test of Pricing Kernel Monotonicity 0 0 1 10 2 4 10 70
An improved bootstrap test of density ratio ordering 0 0 0 0 0 1 8 32
Cointegrated Linear Processes in Hilbert Space 0 0 0 11 0 0 11 42
Cointegrated linear processes in Bayes Hilbert space 0 0 1 13 0 0 5 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 0 0 1 5 0 1 9 26
Improved Nonparametric Bootstrap Tests of Lorenz Dominance 0 0 1 6 0 0 12 35
Measure preserving derivatives and the pricing kernel puzzle 0 0 0 15 1 2 14 178
NONPARAMETRIC TESTS OF DENSITY RATIO ORDERING 0 0 0 9 0 0 8 61
Optimal measure preserving derivatives revisited 0 0 0 1 0 0 8 16
Optimal taxation and the Domar‐Musgrave effect 0 1 2 2 1 24 46 46
Option augmented density forecasts of market returns with monotone pricing kernel 0 0 0 7 0 0 5 28
RANDOMIZATION TESTS OF COPULA SYMMETRY 0 0 0 1 0 1 18 28
REPRESENTATION OF I(1) AND I(2) AUTOREGRESSIVE HILBERTIAN PROCESSES 0 0 0 2 0 0 17 35
Stochastic arbitrage with market index options 0 0 0 2 1 1 28 39
TAIL BEHAVIOR OF STOPPED LÉVY PROCESSES WITH MARKOV MODULATION 0 0 0 2 0 0 3 11
TIME IRREVERSIBLE COPULA-BASED MARKOV MODELS 0 0 0 9 0 0 6 62
The Granger–Johansen representation theorem for integrated time series on Banach space 0 0 0 0 0 0 4 4
Unit Root Testing with Unstable Volatility 0 0 1 1 1 2 22 49
Vine Copula Specifications for Stationary Multivariate Markov Chains 0 1 1 33 1 3 15 102
Total Journal Articles 0 3 12 304 7 41 281 1,437
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 0 12 1 1 9 58
Total Chapters 0 0 0 12 1 1 9 58

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Statistics updated 2026-09-10