10
H index
10
i10 index
295
Citations
University of Sydney | 10 H index 10 i10 index 295 Citations RESEARCH PRODUCTION: 21 Articles 21 Papers 1 Chapters RESEARCH ACTIVITY: 16 years (2007 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pbe1096 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Brendan Kinnane Beare. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Econometric Theory | 6 |
Journal of Time Series Analysis | 3 |
Econ Journal Watch | 2 |
Statistics & Probability Letters | 2 |
Working Papers Series with more than one paper published | # docs |
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University of California at San Diego, Economics Working Paper Series / Department of Economics, UC San Diego | 9 |
Papers / arXiv.org | 8 |
Year | Title of citing document |
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2023 | Functional Principal Component Analysis of Cointegrated Functional Time Series. (2020). Seo, Won-Ki. In: Papers. RePEc:arx:papers:2011.12781. Full description at Econpapers || Download paper |
2023 | A Quantile Approach to Asset Pricing Models. (2021). de Vries, Tjeerd. In: Papers. RePEc:arx:papers:2105.08208. Full description at Econpapers || Download paper |
2023 | Simultaneous Optimal Transport. (2022). Zhang, Zhenyuan ; Wang, Ruodu. In: Papers. RePEc:arx:papers:2201.03483. Full description at Econpapers || Download paper |
2024 | Pairwise Valid Instruments. (2022). Sun, Zhenting ; Wuthrich, Kaspar. In: Papers. RePEc:arx:papers:2203.08050. Full description at Econpapers || Download paper |
2023 | (When) Can We Detect $p$-Hacking?. (2022). Elliott, Graham ; Wuthrich, Kaspar ; Kudrin, Nikolay. In: Papers. RePEc:arx:papers:2205.07950. Full description at Econpapers || Download paper |
2023 | Necessity of Rational Asset Price Bubbles in Two-Sector Growth Economies. (2022). Jinnai, Ryo ; Toda, Alexis Akira ; Hirano, Tomohiro. In: Papers. RePEc:arx:papers:2211.13100. Full description at Econpapers || Download paper |
2023 | Distribution in the Geometrically Growing System and Its Evolution. (2023). Chol-Jun, Kim. In: Papers. RePEc:arx:papers:2302.13781. Full description at Econpapers || Download paper |
2023 | Unique Equilibria in Models of Rational Asset Price Bubbles. (2023). Toda, Alexis Akira ; Hirano, Tomohiro. In: Papers. RePEc:arx:papers:2303.05636. Full description at Econpapers || Download paper |
2023 | Sensitivity Analysis in Unconditional Quantile Effects. (2023). Martinez-Iriarte, Julian. In: Papers. RePEc:arx:papers:2303.14298. Full description at Econpapers || Download paper |
2023 | A Nonparametric Test of $m$th-degree Inverse Stochastic Dominance. (2023). Sun, Zhenting ; Jiang, Hongyi ; Hu, Shiyun. In: Papers. RePEc:arx:papers:2306.12271. Full description at Econpapers || Download paper |
2023 | Unbalanced Growth, Elasticity of Substitution, and Land Overvaluation. (2023). Toda, Alexis Akira ; Hirano, Tomohiro. In: Papers. RePEc:arx:papers:2307.00349. Full description at Econpapers || Download paper |
2023 | Limit Theory under Network Dependence and Nonstationarity. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.01418. Full description at Econpapers || Download paper |
2023 | Testing Partial Instrument Monotonicity. (2023). Sun, Zhenting ; Jiang, Hongyi. In: Papers. RePEc:arx:papers:2308.08390. Full description at Econpapers || Download paper |
2023 | Almost Dominance: Inference and Application. (2023). Sun, Zhenting ; Song, Xiaojun. In: Papers. RePEc:arx:papers:2312.02288. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Working Paper?23-002E?Necessity of Rational Asset Price Bubbles in Two Sector Growth Economies. (2023). Toda, Alexis Akira ; Jinnai, Ryo ; Hirano, Tomohiro. In: CIGS Working Paper Series. RePEc:cnn:wpaper:23-002e. Full description at Econpapers || Download paper |
2023 | Unique Equilibria in Models of Rational Asset Price Bubbles. (2023). Toda, Alexis Akira ; Hirano, Tomohiro. In: CIGS Working Paper Series. RePEc:cnn:wpaper:23-005e. Full description at Econpapers || Download paper |
2023 | Bubble Necessity Theorem. (2023). Toda, Alexis Akira ; Hirano, Tomohiro. In: CIGS Working Paper Series. RePEc:cnn:wpaper:23-011e. Full description at Econpapers || Download paper |
2023 | Unbalanced Growth, Elasticity of Substitution, and Land Overvaluation. (2023). Toda, Alexis Akira ; Hirano, Tomohiro. In: CIGS Working Paper Series. RePEc:cnn:wpaper:23-014e. Full description at Econpapers || Download paper |
2023 | Vector copulas. (2023). Henry, Marc ; Fan, Yanqin. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:1:p:128-150. Full description at Econpapers || Download paper |
2023 | Time series estimation of the dynamic effects of disaster-type shocks. (2023). Ng, Serena ; Davis, Richard. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:1:p:180-201. Full description at Econpapers || Download paper |
2023 | Implicit Copulas: An Overview. (2023). Smith, Michael Stanley. In: Econometrics and Statistics. RePEc:eee:ecosta:v:28:y:2023:i:c:p:81-104. Full description at Econpapers || Download paper |
2023 | Orthogonal decomposition of multivariate densities in Bayes spaces and relation with their copula-based representation. (2023). Nelehova, Johanna G ; Hron, Karel ; Genest, Christian. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:198:y:2023:i:c:s0047259x2300074x. Full description at Econpapers || Download paper |
2023 | CUSUM-Based Monitoring for Explosive Episodes in Financial Data in the Presence of Time-Varying Volatility*. (2023). Zu, Yang ; Robert, A M ; Leybourne, Stephen J ; Harvey, David I ; Astill, Sam. In: The Journal of Financial Econometrics. RePEc:oup:jfinec:v:21:y:2023:i:1:p:187-227.. Full description at Econpapers || Download paper |
2023 | A copula spectral test for pairwise time reversibility. (2023). Zhang, Shibin. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:75:y:2023:i:5:d:10.1007_s10463-022-00859-x. Full description at Econpapers || Download paper |
2023 | The dynamics of Pareto distributed wealth in a small open economy. (2023). Walde, Klaus ; Scheuer, Niklas ; Birkner, Matthias. In: Economic Theory. RePEc:spr:joecth:v:76:y:2023:i:2:d:10.1007_s00199-022-01471-z. Full description at Econpapers || Download paper |
2023 | Weighted U-statistics for likelihood-ratio ordering of bivariate data. (2023). Dewan, Isha ; Kulathinal, Sangita. In: Statistical Papers. RePEc:spr:stpapr:v:64:y:2023:i:2:d:10.1007_s00362-022-01332-w. Full description at Econpapers || Download paper |
2023 | A Semi-nonparametric Copula Model for Earnings Mobility. (2023). Gagliardini, Patrick ; Naguib, Costanza. In: Diskussionsschriften. RePEc:ube:dpvwib:dp2302. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2019 | Representation of I(1) and I(2) autoregressive Hilbertian processes In: Papers. [Full Text][Citation analysis] | paper | 3 |
2020 | REPRESENTATION OF I(1) AND I(2) AUTOREGRESSIVE HILBERTIAN PROCESSES.(2020) In: Econometric Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2022 | Determination of Pareto exponents in economic models driven by Markov multiplicative processes In: Papers. [Full Text][Citation analysis] | paper | 13 |
2022 | Determination of Pareto Exponents in Economic Models Driven by Markov Multiplicative Processes.(2022) In: Econometrica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
2019 | Randomization tests of copula symmetry In: Papers. [Full Text][Citation analysis] | paper | 4 |
2020 | RANDOMIZATION TESTS OF COPULA SYMMETRY.(2020) In: Econometric Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
2020 | Tail behavior of stopped L\evy processes with Markov modulation In: Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | TAIL BEHAVIOR OF STOPPED LÉVY PROCESSES WITH MARKOV MODULATION.(2022) In: Econometric Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2022 | Optimal measure preserving derivatives revisited In: Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Optimal measure preserving derivatives revisited.(2023) In: Mathematical Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2022 | Stochastic arbitrage with market index options In: Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | Modified Wilcoxon-Mann-Whitney tests of stochastic dominance In: Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Optimal taxation and the Domar-Musgrave effect In: Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Optimal taxation and the Domar-Musgrave effect.(2023) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2015 | Vine Copula Specifications for Stationary Multivariate Markov Chains In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 25 |
2017 | Cointegrated Linear Processes in Hilbert Space In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 9 |
2018 | Unit Root Testing with Unstable Volatility In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 18 |
2008 | Unit Root Testing with Unstable Volatility.(2008) In: Economics Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
2010 | Archimedean Copulas and Temporal Dependence In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 52 |
2012 | ARCHIMEDEAN COPULAS AND TEMPORAL DEPENDENCE.(2012) In: Econometric Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | article | |
2008 | Copulas and Temporal Dependence In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 64 |
2009 | Copulas and Temporal Dependence.(2009) In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 64 | paper | |
2010 | Copulas and Temporal Dependence.(2010) In: Econometrica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 64 | article | |
2012 | Time irreversible copula-based Markov Models In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 7 |
2014 | TIME IRREVERSIBLE COPULA-BASED MARKOV MODELS.(2014) In: Econometric Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
2011 | An Empirical Test of Pricing Kernel Monotonicity In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 24 |
2016 | An Empirical Test of Pricing Kernel Monotonicity.(2016) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | article | |
2009 | Distributional Replication In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2012 | Testing the concavity of an ordinaldominance curve In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2010 | Optimal Measure Preserving Derivatives In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2020 | On the emergence of a power law in the distribution of COVID-19 cases In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 7 |
2015 | NONPARAMETRIC TESTS OF DENSITY RATIO ORDERING In: Econometric Theory. [Full Text][Citation analysis] | article | 13 |
2019 | An improved bootstrap test of density ratio ordering In: Econometrics and Statistics. [Full Text][Citation analysis] | article | 11 |
2015 | An improved bootstrap test of density ratio ordering.(2015) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2011 | Measure preserving derivatives and the pricing kernel puzzle In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 13 |
2019 | Cointegrated linear processes in Bayes Hilbert space In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 6 |
2009 | A generalization of Hoeffdings lemma, and a new class of covariance inequalities In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 5 |
2017 | The Chang-Kim-Park Model of Cointegrated Density-Valued Time Series Cannot Accommodate a Stochastic Trend In: Econ Journal Watch. [Full Text][Citation analysis] | article | 3 |
2008 | The Soviet Economic Decline Revisited In: Econ Journal Watch. [Full Text][Citation analysis] | article | 2 |
2014 | Stable Limit Theory for the Variance Targeting Estimator In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 10 |
2007 | A New Mixing Condition In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | Improved Nonparametric Bootstrap Tests of Lorenz Dominance In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 6 |
2018 | Option augmented density forecasts of market returns with monotone pricing kernel In: Quantitative Finance. [Full Text][Citation analysis] | article | 0 |
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