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 4 285
An improved bootstrap test of density ratio ordering 0 0 0 21 0 1 3 34
Determination of Pareto exponents in economic models driven by Markov multiplicative processes 0 0 0 18 0 0 0 59
Modified Wilcoxon-Mann-Whitney tests of stochastic dominance 0 0 0 16 1 1 4 20
Optimal measure preserving derivatives revisited 0 0 0 3 0 0 1 7
Optimal taxation and the Domar-Musgrave effect 0 0 1 11 0 1 3 13
Optimal taxation and the Domar-Musgrave effect 1 1 8 25 2 6 25 50
Randomization tests of copula symmetry 0 0 0 10 0 2 5 18
Representation of I(1) and I(2) autoregressive Hilbertian processes 0 0 0 3 1 2 5 21
Stochastic arbitrage with market index options 0 0 2 10 0 1 11 40
Tail behavior of stopped L\'evy processes with Markov modulation 0 0 0 6 0 1 2 14
The general solution to an autoregressive law of motion 0 0 0 20 1 2 5 23
The general solution to an autoregressive law of motion 0 0 0 3 2 2 4 10
Unit Root Testing with Unstable Volatility 0 0 0 77 1 1 3 231
Total Working Papers 1 1 11 328 9 24 75 825
9 registered items for which data could not be found

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 1 101 0 1 2 242
ARCHIMEDEAN COPULAS AND TEMPORAL DEPENDENCE 1 1 1 13 1 1 1 50
An Empirical Test of Pricing Kernel Monotonicity 0 1 1 10 2 3 5 63
An improved bootstrap test of density ratio ordering 0 0 0 0 1 1 5 25
Cointegrated Linear Processes in Hilbert Space 0 0 2 11 1 1 6 32
Cointegrated linear processes in Bayes Hilbert space 0 1 1 13 0 2 4 39
Copulas and Temporal Dependence 1 1 1 59 2 2 4 209
Determination of Pareto Exponents in Economic Models Driven by Markov Multiplicative Processes 0 0 0 4 0 1 2 18
Improved Nonparametric Bootstrap Tests of Lorenz Dominance 0 0 2 5 0 0 4 23
Measure preserving derivatives and the pricing kernel puzzle 0 0 1 15 0 1 5 165
NONPARAMETRIC TESTS OF DENSITY RATIO ORDERING 0 0 1 9 1 2 8 55
Optimal measure preserving derivatives revisited 0 0 0 1 0 0 2 8
Option augmented density forecasts of market returns with monotone pricing kernel 0 0 1 7 0 0 2 23
RANDOMIZATION TESTS OF COPULA SYMMETRY 0 0 0 1 0 0 2 10
REPRESENTATION OF I(1) AND I(2) AUTOREGRESSIVE HILBERTIAN PROCESSES 0 0 0 2 1 1 5 19
Stochastic arbitrage with market index options 0 1 2 2 2 4 14 14
TAIL BEHAVIOR OF STOPPED LÉVY PROCESSES WITH MARKOV MODULATION 0 0 0 2 0 1 3 8
TIME IRREVERSIBLE COPULA-BASED MARKOV MODELS 0 0 0 9 1 2 4 58
Unit Root Testing with Unstable Volatility 1 1 1 1 1 2 4 29
Vine Copula Specifications for Stationary Multivariate Markov Chains 0 0 3 32 4 5 9 91
Total Journal Articles 3 7 18 297 17 30 91 1,181
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 1 4 12 0 2 17 49
Total Chapters 0 1 4 12 0 2 17 49

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Statistics updated 2025-11-08