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 1 4 8 289
An Empirical Test of Pricing Kernel Monotonicity 0 0 0 13 4 5 7 128
An improved bootstrap test of density ratio ordering 0 0 0 21 5 7 10 41
Archimedean Copulas and Temporal Dependence 0 0 0 7 5 7 7 57
Copulas and Temporal Dependence 0 0 0 9 1 3 7 53
Copulas and Temporal Dependence 0 0 0 9 1 2 3 49
Determination of Pareto exponents in economic models driven by Markov multiplicative processes 0 0 0 18 2 6 6 65
Distributional Replication 0 0 0 7 3 4 4 43
Modified Wilcoxon-Mann-Whitney tests of stochastic dominance 0 0 0 16 5 10 14 30
On the emergence of a power law in the distribution of COVID-19 cases 0 0 0 9 3 5 6 38
Optimal Measure Preserving Derivatives 0 0 0 3 1 1 2 31
Optimal measure preserving derivatives revisited 0 0 0 3 1 3 3 10
Optimal taxation and the Domar-Musgrave effect 0 0 4 25 3 10 26 60
Optimal taxation and the Domar-Musgrave effect 0 0 1 11 1 8 11 21
Randomization tests of copula symmetry 0 0 0 10 4 6 10 24
Representation of I(1) and I(2) autoregressive Hilbertian processes 0 0 0 3 1 4 9 25
Stochastic arbitrage with market index options 1 2 3 12 5 10 14 50
Tail behavior of stopped L\'evy processes with Markov modulation 0 0 0 6 3 3 5 17
Testing the concavity of an ordinaldominance curve 0 0 0 12 3 4 4 39
The general solution to an autoregressive law of motion 0 0 0 20 3 6 11 29
The general solution to an autoregressive law of motion 0 0 0 3 1 7 10 17
Time irreversible copula-based Markov Models 0 0 1 41 6 6 9 124
Unit Root Testing with Unstable Volatility 0 0 0 77 6 10 13 241
Total Working Papers 1 2 9 440 68 131 199 1,481

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 1 101 2 5 6 247
ARCHIMEDEAN COPULAS AND TEMPORAL DEPENDENCE 0 0 1 13 4 5 6 55
An Empirical Test of Pricing Kernel Monotonicity 0 0 1 10 2 2 7 65
An improved bootstrap test of density ratio ordering 0 0 0 0 2 3 7 28
Cointegrated Linear Processes in Hilbert Space 0 0 2 11 4 5 11 37
Cointegrated linear processes in Bayes Hilbert space 0 0 1 13 1 3 7 42
Copulas and Temporal Dependence 0 0 1 59 5 6 10 215
Determination of Pareto Exponents in Economic Models Driven by Markov Multiplicative Processes 0 0 0 4 1 2 4 20
Improved Nonparametric Bootstrap Tests of Lorenz Dominance 0 0 1 5 6 7 9 30
Measure preserving derivatives and the pricing kernel puzzle 0 0 1 15 2 5 10 170
NONPARAMETRIC TESTS OF DENSITY RATIO ORDERING 0 0 0 9 5 6 12 61
Optimal measure preserving derivatives revisited 0 0 0 1 3 6 7 14
Optimal taxation and the Domar‐Musgrave effect 0 0 1 1 5 11 12 12
Option augmented density forecasts of market returns with monotone pricing kernel 0 0 1 7 2 4 6 27
RANDOMIZATION TESTS OF COPULA SYMMETRY 0 0 0 1 7 9 11 19
REPRESENTATION OF I(1) AND I(2) AUTOREGRESSIVE HILBERTIAN PROCESSES 0 0 0 2 4 8 12 27
Stochastic arbitrage with market index options 0 0 2 2 8 17 31 31
TAIL BEHAVIOR OF STOPPED LÉVY PROCESSES WITH MARKOV MODULATION 0 0 0 2 0 2 5 10
TIME IRREVERSIBLE COPULA-BASED MARKOV MODELS 0 0 0 9 1 2 6 60
The Granger–Johansen representation theorem for integrated time series on Banach space 0 0 0 0 0 1 1 1
Unit Root Testing with Unstable Volatility 0 0 1 1 11 14 17 43
Vine Copula Specifications for Stationary Multivariate Markov Chains 0 0 2 32 4 5 13 96
Total Journal Articles 0 0 16 298 79 128 210 1,310
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 4 12 2 6 19 55
Total Chapters 0 0 4 12 2 6 19 55

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Statistics updated 2026-02-12