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Details about Brendan Kinnane Beare

E-mail:
Homepage:http://econweb.ucsd.edu/~bbeare/
Workplace:Department of Economics, University of California-San Diego (UCSD), (more information at EDIRC)

Access statistics for papers by Brendan Kinnane Beare.

Last updated 2019-02-22. Update your information in the RePEc Author Service.

Short-id: pbe1096


Jump to Journal Articles Chapters

Working Papers

2017

  1. Geometrically stopped Markovian random growth processes and Pareto tails
    Papers, arXiv.org Downloads View citations (3)

2015

  1. An improved bootstrap test of density ratio ordering
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)

2012

  1. Testing the concavity of an ordinaldominance curve
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego Downloads
  2. Time irreversible copula-based Markov Models
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego Downloads View citations (1)
    See also Journal Article in Econometric Theory (2014)

2011

  1. An Empirical Test of Pricing Kernel Monotonicity
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego Downloads View citations (5)
    See also Journal Article in Journal of Applied Econometrics (2016)

2010

  1. Archimedean Copulas and Temporal Dependence
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego Downloads View citations (26)
    See also Journal Article in Econometric Theory (2012)
  2. Optimal Measure Preserving Derivatives
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego Downloads

2009

  1. Copulas and Temporal Dependence
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego Downloads View citations (6)
    Also in University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego (2008) Downloads View citations (5)

    See also Journal Article in Econometrica (2010)
  2. Distributional Replication
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego Downloads View citations (1)

2008

  1. Unit Root Testing with Unstable Volatility
    Economics Papers, Economics Group, Nuffield College, University of Oxford Downloads View citations (7)
    See also Journal Article in Journal of Time Series Analysis (2018)

2007

  1. A New Mixing Condition
    Economics Series Working Papers, University of Oxford, Department of Economics Downloads View citations (3)

Journal Articles

2019

  1. Cointegrated linear processes in Bayes Hilbert space
    Statistics & Probability Letters, 2019, 147, (C), 90-95 Downloads

2018

  1. Option augmented density forecasts of market returns with monotone pricing kernel
    Quantitative Finance, 2018, 18, (4), 623-635 Downloads View citations (1)
  2. Unit Root Testing with Unstable Volatility
    Journal of Time Series Analysis, 2018, 39, (6), 816-835 Downloads
    See also Working Paper (2008)

2017

  1. Cointegrated Linear Processes in Hilbert Space
    Journal of Time Series Analysis, 2017, 38, (6), 1010-1027 Downloads View citations (4)
  2. The Chang-Kim-Park Model of Cointegrated Density-Valued Time Series Cannot Accommodate a Stochastic Trend
    Econ Journal Watch, 2017, 14, (2), 133–137 Downloads View citations (4)

2016

  1. An Empirical Test of Pricing Kernel Monotonicity
    Journal of Applied Econometrics, 2016, 31, (2), 338-356 Downloads View citations (9)
    See also Working Paper (2011)

2015

  1. NONPARAMETRIC TESTS OF DENSITY RATIO ORDERING
    Econometric Theory, 2015, 31, (03), 471-492 Downloads View citations (7)
  2. Vine Copula Specifications for Stationary Multivariate Markov Chains
    Journal of Time Series Analysis, 2015, 36, (2), 228-246 Downloads View citations (8)

2014

  1. TIME IRREVERSIBLE COPULA-BASED MARKOV MODELS
    Econometric Theory, 2014, 30, (05), 923-960 Downloads View citations (2)
    See also Working Paper (2012)

2012

  1. ARCHIMEDEAN COPULAS AND TEMPORAL DEPENDENCE
    Econometric Theory, 2012, 28, (06), 1165-1185 Downloads View citations (3)
    See also Working Paper (2010)

2011

  1. Measure preserving derivatives and the pricing kernel puzzle
    Journal of Mathematical Economics, 2011, 47, (6), 689-697 Downloads View citations (10)

2010

  1. Copulas and Temporal Dependence
    Econometrica, 2010, 78, (1), 395-410 Downloads View citations (25)
    See also Working Paper (2009)

2009

  1. A generalization of Hoeffding's lemma, and a new class of covariance inequalities
    Statistics & Probability Letters, 2009, 79, (5), 637-642 Downloads View citations (3)

2008

  1. The Soviet Economic Decline Revisited
    Econ Journal Watch, 2008, 5, (2), 135-144 Downloads View citations (2)

Chapters

2014

  1. Stable Limit Theory for the Variance Targeting Estimator
    A chapter in Essays in Honor of Peter C. B. Phillips, 2014, vol. 33, pp 639-672 Downloads View citations (7)
 
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