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 1 105 1 1 2 282
An Empirical Test of Pricing Kernel Monotonicity 0 0 0 13 0 1 4 123
An improved bootstrap test of density ratio ordering 0 0 1 21 1 1 5 34
Archimedean Copulas and Temporal Dependence 0 0 0 7 0 0 1 50
Copulas and Temporal Dependence 0 0 0 9 0 0 1 47
Copulas and Temporal Dependence 0 0 0 9 1 2 7 50
Determination of Pareto exponents in economic models driven by Markov multiplicative processes 0 0 0 18 0 0 1 59
Distributional Replication 0 0 0 7 0 0 0 39
Modified Wilcoxon-Mann-Whitney tests of stochastic dominance 0 0 0 16 0 0 3 19
On the emergence of a power law in the distribution of COVID-19 cases 0 0 1 9 0 0 1 32
Optimal Measure Preserving Derivatives 0 0 0 3 0 0 1 30
Optimal measure preserving derivatives revisited 0 0 0 3 0 0 2 7
Optimal taxation and the Domar-Musgrave effect 0 0 7 24 1 1 25 45
Optimal taxation and the Domar-Musgrave effect 0 0 3 11 0 0 4 12
Randomization tests of copula symmetry 0 0 0 10 1 3 5 17
Representation of I(1) and I(2) autoregressive Hilbertian processes 0 0 0 3 0 1 4 19
Stochastic arbitrage with market index options 0 1 2 10 0 1 13 39
Tail behavior of stopped L\'evy processes with Markov modulation 0 0 0 6 1 1 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 3 0 0 2 8
The general solution to an autoregressive law of motion 0 0 3 20 0 0 7 21
Time irreversible copula-based Markov Models 0 0 1 41 0 1 2 117
Unit Root Testing with Unstable Volatility 0 0 0 77 0 1 2 230
Total Working Papers 0 1 19 437 6 14 94 1,329

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 1 101 1 1 2 242
ARCHIMEDEAN COPULAS AND TEMPORAL DEPENDENCE 0 0 0 12 0 0 0 49
An Empirical Test of Pricing Kernel Monotonicity 0 0 0 9 0 1 5 60
An improved bootstrap test of density ratio ordering 0 0 0 0 0 2 5 24
Cointegrated Linear Processes in Hilbert Space 0 1 2 11 0 1 5 31
Cointegrated linear processes in Bayes Hilbert space 0 0 0 12 1 1 3 38
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 0 0 3 17
Improved Nonparametric Bootstrap Tests of Lorenz Dominance 0 0 3 5 0 0 6 23
Measure preserving derivatives and the pricing kernel puzzle 0 0 1 15 0 2 6 164
NONPARAMETRIC TESTS OF DENSITY RATIO ORDERING 0 0 1 9 0 1 6 53
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 1 1 7 0 2 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 1 1 2 2 1 5 11 11
TAIL BEHAVIOR OF STOPPED LÉVY PROCESSES WITH MARKOV MODULATION 0 0 0 2 1 2 3 8
TIME IRREVERSIBLE COPULA-BASED MARKOV MODELS 0 0 0 9 0 1 2 56
The Chang-Kim-Park Model of Cointegrated Density-Valued Time Series Cannot Accommodate a Stochastic Trend 0 1 1 3 0 2 3 40
The Soviet Economic Decline Revisited 0 0 1 30 0 1 6 99
Unit Root Testing with Unstable Volatility 0 0 0 0 0 0 2 27
Vine Copula Specifications for Stationary Multivariate Markov Chains 0 1 6 32 1 2 9 87
Total Journal Articles 2 6 19 325 5 26 91 1,295

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 1 1 4 12 2 4 17 49
Total Chapters 1 1 4 12 2 4 17 49

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Statistics updated 2025-09-05