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 1 106 4 5 14 299
An Empirical Test of Pricing Kernel Monotonicity 0 0 0 13 2 6 16 139
An improved bootstrap test of density ratio ordering 0 0 0 21 1 1 11 45
Archimedean Copulas and Temporal Dependence 0 0 1 8 0 1 13 63
Copulas and Temporal Dependence 0 0 0 9 5 12 16 66
Copulas and Temporal Dependence 0 0 0 9 0 9 15 62
Determination of Pareto exponents in economic models driven by Markov multiplicative processes 0 0 0 18 3 4 17 76
Distributional Replication 0 0 0 7 1 9 20 59
Modified Wilcoxon-Mann-Whitney tests of stochastic dominance 0 0 0 16 6 7 22 42
On the emergence of a power law in the distribution of COVID-19 cases 0 0 0 9 0 0 7 40
Optimal Measure Preserving Derivatives 0 0 0 3 3 4 10 40
Optimal measure preserving derivatives revisited 0 0 0 3 2 3 9 16
Optimal taxation and the Domar-Musgrave effect 0 0 1 26 5 10 35 85
Optimal taxation and the Domar-Musgrave effect 0 0 0 11 2 5 19 32
Randomization tests of copula symmetry 0 1 1 11 1 3 14 32
Representation of I(1) and I(2) autoregressive Hilbertian processes 0 0 0 3 1 3 8 29
Stochastic arbitrage with market index options 0 0 3 13 1 4 22 62
Tail behavior of stopped L\'evy processes with Markov modulation 0 0 0 6 3 3 8 22
Testing the concavity of an ordinaldominance curve 0 0 0 12 3 3 11 46
The general solution to an autoregressive law of motion 0 0 0 20 1 2 14 37
The general solution to an autoregressive law of motion 1 1 2 5 1 3 16 26
Time irreversible copula-based Markov Models 0 0 0 41 3 13 21 139
Unit Root Testing with Unstable Volatility 0 0 0 77 2 4 23 254
Total Working Papers 1 2 9 447 50 114 361 1,711

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 0 2 103 1 1 16 258
ARCHIMEDEAN COPULAS AND TEMPORAL DEPENDENCE 0 0 0 13 1 2 9 59
An Empirical Test of Pricing Kernel Monotonicity 0 0 0 10 2 6 11 74
An improved bootstrap test of density ratio ordering 0 0 0 0 4 4 11 36
Cointegrated Linear Processes in Hilbert Space 0 0 0 11 1 1 11 43
Cointegrated linear processes in Bayes Hilbert space 0 0 0 13 3 3 7 46
Copulas and Temporal Dependence 0 0 0 59 1 1 8 217
Determination of Pareto Exponents in Economic Models Driven by Markov Multiplicative Processes 0 0 1 5 0 0 8 26
Improved Nonparametric Bootstrap Tests of Lorenz Dominance 0 0 1 6 1 1 13 36
Measure preserving derivatives and the pricing kernel puzzle 0 0 0 15 0 2 14 179
NONPARAMETRIC TESTS OF DENSITY RATIO ORDERING 0 0 0 9 2 3 9 64
Optimal measure preserving derivatives revisited 0 0 0 1 3 4 12 20
Optimal taxation and the Domar‐Musgrave effect 0 0 1 2 1 3 47 48
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 0 18 28
REPRESENTATION OF I(1) AND I(2) AUTOREGRESSIVE HILBERTIAN PROCESSES 0 0 0 2 0 0 16 35
Stochastic arbitrage with market index options 0 0 0 2 1 2 26 40
TAIL BEHAVIOR OF STOPPED LÉVY PROCESSES WITH MARKOV MODULATION 0 0 0 2 1 1 4 12
TIME IRREVERSIBLE COPULA-BASED MARKOV MODELS 0 0 0 9 1 1 5 63
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 0 1 1 2 21 50
Vine Copula Specifications for Stationary Multivariate Markov Chains 0 3 4 36 2 6 16 107
Total Journal Articles 0 3 9 307 26 43 291 1,473
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 2 4 12 61
Total Chapters 0 0 0 12 2 4 12 61

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Statistics updated 2026-11-12