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 0 3 11 292
An Empirical Test of Pricing Kernel Monotonicity 0 0 0 13 3 5 11 133
An improved bootstrap test of density ratio ordering 0 0 0 21 2 3 11 44
Archimedean Copulas and Temporal Dependence 0 0 0 7 2 3 10 60
Copulas and Temporal Dependence 0 0 0 9 1 3 5 52
Copulas and Temporal Dependence 0 0 0 9 0 0 5 53
Determination of Pareto exponents in economic models driven by Markov multiplicative processes 0 0 0 18 3 5 11 70
Distributional Replication 0 0 0 7 4 6 10 49
Modified Wilcoxon-Mann-Whitney tests of stochastic dominance 0 0 0 16 1 4 15 34
On the emergence of a power law in the distribution of COVID-19 cases 0 0 0 9 0 2 8 40
Optimal Measure Preserving Derivatives 0 0 0 3 2 4 5 35
Optimal measure preserving derivatives revisited 0 0 0 3 1 2 5 12
Optimal taxation and the Domar-Musgrave effect 0 1 2 26 2 5 25 65
Optimal taxation and the Domar-Musgrave effect 0 0 0 11 0 3 12 24
Randomization tests of copula symmetry 0 0 0 10 3 5 15 29
Representation of I(1) and I(2) autoregressive Hilbertian processes 0 0 0 3 1 1 9 26
Stochastic arbitrage with market index options 0 0 3 12 2 6 18 56
Tail behavior of stopped L\'evy processes with Markov modulation 0 0 0 6 2 2 6 19
Testing the concavity of an ordinaldominance curve 0 0 0 12 2 3 7 42
The general solution to an autoregressive law of motion 1 1 1 4 4 6 15 23
The general solution to an autoregressive law of motion 0 0 0 20 2 6 14 35
Time irreversible copula-based Markov Models 0 0 1 41 1 2 11 126
Unit Root Testing with Unstable Volatility 0 0 0 77 3 7 19 248
Total Working Papers 1 2 7 442 41 86 258 1,567

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 2 102 6 8 14 255
ARCHIMEDEAN COPULAS AND TEMPORAL DEPENDENCE 0 0 1 13 1 2 8 57
An Empirical Test of Pricing Kernel Monotonicity 0 0 1 10 0 0 7 65
An improved bootstrap test of density ratio ordering 0 0 0 0 0 3 10 31
Cointegrated Linear Processes in Hilbert Space 0 0 1 11 2 4 12 41
Cointegrated linear processes in Bayes Hilbert space 0 0 1 13 1 1 6 43
Copulas and Temporal Dependence 0 0 1 59 0 1 9 216
Determination of Pareto Exponents in Economic Models Driven by Markov Multiplicative Processes 0 0 0 4 0 3 6 23
Improved Nonparametric Bootstrap Tests of Lorenz Dominance 0 0 0 5 3 4 11 34
Measure preserving derivatives and the pricing kernel puzzle 0 0 0 15 3 4 12 174
NONPARAMETRIC TESTS OF DENSITY RATIO ORDERING 0 0 0 9 0 0 9 61
Optimal measure preserving derivatives revisited 0 0 0 1 0 2 8 16
Optimal taxation and the Domar‐Musgrave effect 0 0 1 1 3 9 21 21
Option augmented density forecasts of market returns with monotone pricing kernel 0 0 1 7 0 1 7 28
RANDOMIZATION TESTS OF COPULA SYMMETRY 0 0 0 1 1 6 16 25
REPRESENTATION OF I(1) AND I(2) AUTOREGRESSIVE HILBERTIAN PROCESSES 0 0 0 2 2 7 17 34
Stochastic arbitrage with market index options 0 0 2 2 3 7 33 38
TAIL BEHAVIOR OF STOPPED LÉVY PROCESSES WITH MARKOV MODULATION 0 0 0 2 1 1 5 11
TIME IRREVERSIBLE COPULA-BASED MARKOV MODELS 0 0 0 9 1 2 8 62
The Granger–Johansen representation theorem for integrated time series on Banach space 0 0 0 0 1 2 3 3
Unit Root Testing with Unstable Volatility 0 0 1 1 2 3 19 46
Vine Copula Specifications for Stationary Multivariate Markov Chains 0 0 1 32 1 2 13 98
Total Journal Articles 0 1 13 299 31 72 254 1,382
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 3 12 0 2 16 57
Total Chapters 0 0 3 12 0 2 16 57

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Statistics updated 2026-05-06