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 1 1 1 106 1 2 13 294
An Empirical Test of Pricing Kernel Monotonicity 0 0 0 13 0 0 10 133
An improved bootstrap test of density ratio ordering 0 0 0 21 0 0 11 44
Archimedean Copulas and Temporal Dependence 0 1 1 8 0 2 12 62
Copulas and Temporal Dependence 0 0 0 9 0 1 6 53
Copulas and Temporal Dependence 0 0 0 9 0 1 5 54
Determination of Pareto exponents in economic models driven by Markov multiplicative processes 0 0 0 18 0 2 13 72
Distributional Replication 0 0 0 7 0 1 11 50
Modified Wilcoxon-Mann-Whitney tests of stochastic dominance 0 0 0 16 0 1 16 35
On the emergence of a power law in the distribution of COVID-19 cases 0 0 0 9 0 0 8 40
Optimal Measure Preserving Derivatives 0 0 0 3 0 1 6 36
Optimal measure preserving derivatives revisited 0 0 0 3 1 1 6 13
Optimal taxation and the Domar-Musgrave effect 0 0 2 26 1 10 31 75
Optimal taxation and the Domar-Musgrave effect 0 0 0 11 0 3 15 27
Randomization tests of copula symmetry 0 0 0 10 0 0 13 29
Representation of I(1) and I(2) autoregressive Hilbertian processes 0 0 0 3 0 0 7 26
Stochastic arbitrage with market index options 0 1 3 13 0 2 19 58
Tail behavior of stopped L\'evy processes with Markov modulation 0 0 0 6 0 0 6 19
Testing the concavity of an ordinaldominance curve 0 0 0 12 0 1 8 43
The general solution to an autoregressive law of motion 0 0 1 4 0 0 15 23
The general solution to an autoregressive law of motion 0 0 0 20 0 0 14 35
Time irreversible copula-based Markov Models 0 0 0 41 0 0 9 126
Unit Root Testing with Unstable Volatility 0 0 0 77 1 2 20 250
Total Working Papers 1 3 8 445 4 30 274 1,597

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 1 1 3 103 1 2 16 257
ARCHIMEDEAN COPULAS AND TEMPORAL DEPENDENCE 0 0 1 13 0 0 8 57
An Empirical Test of Pricing Kernel Monotonicity 0 0 1 10 2 3 8 68
An improved bootstrap test of density ratio ordering 0 0 0 0 1 1 8 32
Cointegrated Linear Processes in Hilbert Space 0 0 0 11 0 1 11 42
Cointegrated linear processes in Bayes Hilbert space 0 0 1 13 0 0 6 43
Copulas and Temporal Dependence 0 0 1 59 0 0 9 216
Determination of Pareto Exponents in Economic Models Driven by Markov Multiplicative Processes 0 1 1 5 1 3 9 26
Improved Nonparametric Bootstrap Tests of Lorenz Dominance 0 1 1 6 0 1 12 35
Measure preserving derivatives and the pricing kernel puzzle 0 0 0 15 1 3 13 177
NONPARAMETRIC TESTS OF DENSITY RATIO ORDERING 0 0 0 9 0 0 8 61
Optimal measure preserving derivatives revisited 0 0 0 1 0 0 8 16
Optimal taxation and the Domar‐Musgrave effect 0 1 2 2 4 24 45 45
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 1 3 18 28
REPRESENTATION OF I(1) AND I(2) AUTOREGRESSIVE HILBERTIAN PROCESSES 0 0 0 2 0 1 17 35
Stochastic arbitrage with market index options 0 0 1 2 0 0 28 38
TAIL BEHAVIOR OF STOPPED LÉVY PROCESSES WITH MARKOV MODULATION 0 0 0 2 0 0 4 11
TIME IRREVERSIBLE COPULA-BASED MARKOV MODELS 0 0 0 9 0 0 6 62
The Granger–Johansen representation theorem for integrated time series on Banach space 0 0 0 0 0 1 4 4
Unit Root Testing with Unstable Volatility 0 0 1 1 1 2 21 48
Vine Copula Specifications for Stationary Multivariate Markov Chains 0 1 1 33 1 3 15 101
Total Journal Articles 1 5 14 304 13 48 279 1,430
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 1 12 0 0 10 57
Total Chapters 0 0 1 12 0 0 10 57

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Statistics updated 2026-08-07