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 0 0 1 281
An Empirical Test of Pricing Kernel Monotonicity 0 0 0 13 0 1 3 122
An improved bootstrap test of density ratio ordering 0 0 1 21 0 0 2 31
Archimedean Copulas and Temporal Dependence 0 0 0 7 0 0 1 50
Copulas and Temporal Dependence 0 0 1 9 0 1 2 47
Copulas and Temporal Dependence 0 0 0 9 0 2 4 47
Determination of Pareto exponents in economic models driven by Markov multiplicative processes 0 0 0 18 0 0 2 59
Distributional Replication 0 0 0 7 0 0 0 39
Modified Wilcoxon-Mann-Whitney tests of stochastic dominance 0 0 0 16 3 3 7 19
On the emergence of a power law in the distribution of COVID-19 cases 0 0 1 9 0 0 2 32
Optimal Measure Preserving Derivatives 0 0 0 3 1 1 1 30
Optimal measure preserving derivatives revisited 0 0 0 3 0 0 2 7
Optimal taxation and the Domar-Musgrave effect 0 1 3 11 0 2 5 12
Optimal taxation and the Domar-Musgrave effect 1 4 9 24 2 10 30 40
Randomization tests of copula symmetry 0 0 0 10 0 0 2 14
Representation of I(1) and I(2) autoregressive Hilbertian processes 0 0 0 3 1 1 2 17
Stochastic arbitrage with market index options 0 0 3 9 1 5 16 37
Tail behavior of stopped L\'evy processes with Markov modulation 0 0 0 6 0 1 1 13
Testing the concavity of an ordinaldominance curve 0 0 0 12 0 0 1 35
The general solution to an autoregressive law of motion 0 0 0 3 1 2 3 8
The general solution to an autoregressive law of motion 0 0 7 20 2 2 14 20
Time irreversible copula-based Markov Models 0 0 0 40 0 0 0 115
Unit Root Testing with Unstable Volatility 0 0 0 77 0 1 1 229
Total Working Papers 1 5 26 435 11 32 102 1,304

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 3 100 0 1 4 241
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 0 3 58
An improved bootstrap test of density ratio ordering 0 0 0 0 0 0 2 21
Cointegrated Linear Processes in Hilbert Space 1 1 2 10 1 3 5 29
Cointegrated linear processes in Bayes Hilbert space 0 0 0 12 1 2 2 37
Copulas and Temporal Dependence 0 0 0 58 0 2 3 207
Determination of Pareto Exponents in Economic Models Driven by Markov Multiplicative Processes 0 0 1 4 0 0 4 16
Improved Nonparametric Bootstrap Tests of Lorenz Dominance 1 2 3 5 2 3 7 23
Measure preserving derivatives and the pricing kernel puzzle 0 0 1 14 1 1 4 161
NONPARAMETRIC TESTS OF DENSITY RATIO ORDERING 0 1 1 9 0 5 5 52
Optimal measure preserving derivatives revisited 0 0 0 1 1 1 2 8
Option augmented density forecasts of market returns with monotone pricing kernel 0 0 0 6 0 0 1 21
RANDOMIZATION TESTS OF COPULA SYMMETRY 0 0 0 1 1 1 1 9
REPRESENTATION OF I(1) AND I(2) AUTOREGRESSIVE HILBERTIAN PROCESSES 0 0 0 2 0 1 3 16
TAIL BEHAVIOR OF STOPPED LÉVY PROCESSES WITH MARKOV MODULATION 0 0 1 2 0 1 3 6
TIME IRREVERSIBLE COPULA-BASED MARKOV MODELS 0 0 0 9 0 0 1 54
The Chang-Kim-Park Model of Cointegrated Density-Valued Time Series Cannot Accommodate a Stochastic Trend 0 0 0 2 0 0 1 37
The Soviet Economic Decline Revisited 0 0 1 30 1 4 5 98
Unit Root Testing with Unstable Volatility 0 0 0 0 0 2 2 27
Vine Copula Specifications for Stationary Multivariate Markov Chains 0 2 7 31 0 3 13 85
Total Journal Articles 2 6 20 317 8 30 71 1,255

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 2 8 0 5 14 40
Total Chapters 0 0 2 8 0 5 14 40

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Statistics updated 2025-04-04