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 2 5 10 291
An Empirical Test of Pricing Kernel Monotonicity 0 0 0 13 1 6 7 129
An improved bootstrap test of density ratio ordering 0 0 0 21 0 7 10 41
Archimedean Copulas and Temporal Dependence 0 0 0 7 1 8 8 58
Copulas and Temporal Dependence 0 0 0 9 0 2 2 49
Copulas and Temporal Dependence 0 0 0 9 0 3 6 53
Determination of Pareto exponents in economic models driven by Markov multiplicative processes 0 0 0 18 1 3 7 66
Distributional Replication 0 0 0 7 1 5 5 44
Modified Wilcoxon-Mann-Whitney tests of stochastic dominance 0 0 0 16 0 9 14 30
On the emergence of a power law in the distribution of COVID-19 cases 0 0 0 9 2 7 8 40
Optimal Measure Preserving Derivatives 0 0 0 3 2 3 4 33
Optimal measure preserving derivatives revisited 0 0 0 3 1 3 4 11
Optimal taxation and the Domar-Musgrave effect 0 0 0 11 1 5 10 22
Optimal taxation and the Domar-Musgrave effect 1 1 3 26 3 12 25 63
Randomization tests of copula symmetry 0 0 0 10 1 6 11 25
Representation of I(1) and I(2) autoregressive Hilbertian processes 0 0 0 3 0 3 9 25
Stochastic arbitrage with market index options 0 2 3 12 4 12 18 54
Tail behavior of stopped L\'evy processes with Markov modulation 0 0 0 6 0 3 4 17
Testing the concavity of an ordinaldominance curve 0 0 0 12 1 5 5 40
The general solution to an autoregressive law of motion 0 0 0 20 3 7 14 32
The general solution to an autoregressive law of motion 0 0 0 3 2 7 12 19
Time irreversible copula-based Markov Models 0 0 1 41 1 7 10 125
Unit Root Testing with Unstable Volatility 0 0 0 77 3 10 15 244
Total Working Papers 1 3 7 441 30 138 218 1,511

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 0 3 6 247
ARCHIMEDEAN COPULAS AND TEMPORAL DEPENDENCE 0 0 1 13 0 5 6 55
An Empirical Test of Pricing Kernel Monotonicity 0 0 1 10 0 2 7 65
An improved bootstrap test of density ratio ordering 0 0 0 0 1 4 8 29
Cointegrated Linear Processes in Hilbert Space 0 0 2 11 2 7 11 39
Cointegrated linear processes in Bayes Hilbert space 0 0 1 13 0 2 6 42
Copulas and Temporal Dependence 0 0 1 59 1 6 9 216
Determination of Pareto Exponents in Economic Models Driven by Markov Multiplicative Processes 0 0 0 4 2 4 6 22
Improved Nonparametric Bootstrap Tests of Lorenz Dominance 0 0 1 5 1 8 10 31
Measure preserving derivatives and the pricing kernel puzzle 0 0 1 15 0 3 10 170
NONPARAMETRIC TESTS OF DENSITY RATIO ORDERING 0 0 0 9 0 5 9 61
Optimal measure preserving derivatives revisited 0 0 0 1 2 6 9 16
Optimal taxation and the Domar‐Musgrave effect 0 0 1 1 2 11 14 14
Option augmented density forecasts of market returns with monotone pricing kernel 0 0 1 7 1 5 7 28
RANDOMIZATION TESTS OF COPULA SYMMETRY 0 0 0 1 4 12 15 23
REPRESENTATION OF I(1) AND I(2) AUTOREGRESSIVE HILBERTIAN PROCESSES 0 0 0 2 4 11 15 31
Stochastic arbitrage with market index options 0 0 2 2 4 16 35 35
TAIL BEHAVIOR OF STOPPED LÉVY PROCESSES WITH MARKOV MODULATION 0 0 0 2 0 2 4 10
TIME IRREVERSIBLE COPULA-BASED MARKOV MODELS 0 0 0 9 0 2 6 60
The Granger–Johansen representation theorem for integrated time series on Banach space 0 0 0 0 1 2 2 2
Unit Root Testing with Unstable Volatility 0 0 1 1 1 14 17 44
Vine Copula Specifications for Stationary Multivariate Markov Chains 0 0 1 32 1 6 12 97
Total Journal Articles 0 0 15 298 27 136 224 1,337
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 1 4 16 56
Total Chapters 0 0 4 12 1 4 16 56

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Statistics updated 2026-03-04