6
H index
3
i10 index
121
Citations
Brendan Kinnane Beare : Citation Profile
University of Sydney | RESEARCH PRODUCTION: 15 Articles 12 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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12 years (2007 - 2019). Relations with other researchers
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:
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Main data
Where Brendan Kinnane Beare has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Time Series Analysis | 3 |
| Econometric Theory | 3 |
| Statistics & Probability Letters | 2 |
| Econ Journal Watch | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| University of California at San Diego, Economics Working Paper Series / Department of Economics, UC San Diego | 8 |
Recent works citing Brendan Kinnane Beare (2019 and 2018)
| Year | Title of citing document |
|---|---|
| 2018 | Diffusion Copulas: Identification and Estimation. (2018). Kristensen, Dennis ; Hadri, Kaddour ; Bu, Ruijun. In: CREATES Research Papers. RePEc:aah:create:2018-20. Full description at Econpapers || Download paper |
| 2018 | Cointegration in functional autoregressive processes. (2018). Paruolo, Paolo ; Franchi, Massimo. In: Papers. RePEc:arx:papers:1712.07522. Full description at Econpapers || Download paper |
| 2018 | Variational Bayes Estimation of Discrete-Margined Copula Models with Application to Time Series. (2018). Loaiza Maya, Rubén ; Smith, Michael Stanley ; Loaiza-Maya, Ruben. In: Papers. RePEc:arx:papers:1712.09150. Full description at Econpapers || Download paper |
| 2019 | Shape-Enforcing Operators for Point and Interval Estimators. (2019). Kostyshak, Scott ; Chernozhukov, Victor ; Luo, YE ; Fern, Iv'An ; Chen, XI. In: Papers. RePEc:arx:papers:1809.01038. Full description at Econpapers || Download paper |
| 2018 | Randomization Tests for Equality in Dependence Structure. (2018). Seo, Juwon. In: Papers. RePEc:arx:papers:1811.02105. Full description at Econpapers || Download paper |
| 2019 | Detecting p-hacking. (2019). Wuthrich, Kaspar ; Kudrin, Nikolay ; Elliott, Graham . In: Papers. RePEc:arx:papers:1906.06711. Full description at Econpapers || Download paper |
| 2019 | COUPLING COUPLES WITH COPULAS: ANALYSIS OF ASSORTATIVE MATCHING ON RISK ATTITUDE. (2019). Nikoloulopoulos, Aristidis K ; Moffatt, Peter G. In: Economic Inquiry. RePEc:bla:ecinqu:v:57:y:2019:i:1:p:654-666. Full description at Econpapers || Download paper |
| 2017 | Wealth Distribution with Random Discount Factors. (2017). Toda, Alexis Akira. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt5n29f260. Full description at Econpapers || Download paper |
| 2018 | Pareto Extrapolation: Bridging Theoretical and Quantitative Models of Wealth Inequality. (2018). Toda, Alexis Akira ; Gouin-Bonenfant, Emilien. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt90n2h2bb. Full description at Econpapers || Download paper |
| 2018 | Tests of stochastic monotonicity with improved power. (2018). Seo, Juwon. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:1:p:53-70. Full description at Econpapers || Download paper |
| 2018 | Inversion copulas from nonlinear state space models with an application to inflation forecasting. (2018). Smith, Michael Stanley ; Maneesoonthorn, Worapree. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:3:p:389-407. Full description at Econpapers || Download paper |
| 2018 | Rationalizing Rational Expectations? Tests and Deviations. (2018). Maurel, Arnaud ; D'Haultfoeuille, Xavier ; Gaillac, Christophe. In: IZA Discussion Papers. RePEc:iza:izadps:dp11989. Full description at Econpapers || Download paper |
| 2018 | The pricing kernel puzzle: survey and outlook. (2018). Cuesdeanu, Horatio ; Jackwerth, Jens Carsten. In: Annals of Finance. RePEc:kap:annfin:v:14:y:2018:i:3:d:10.1007_s10436-017-0317-9. Full description at Econpapers || Download paper |
| 2018 | The pricing kernel puzzle in forward looking data. (2018). Cuesdeanu, Horatio ; Jackwerth, Jens Carsten. In: Review of Derivatives Research. RePEc:kap:revdev:v:21:y:2018:i:3:d:10.1007_s11147-017-9140-8. Full description at Econpapers || Download paper |
| 2018 | Productivity Dispersion, Between-firm Competition and the Labor Share. (2018). Gouin-Bonenfant, Emilien. In: 2018 Meeting Papers. RePEc:red:sed018:1171. Full description at Econpapers || Download paper |
Works by Brendan Kinnane Beare:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2019 | Geometrically stopped Markovian random growth processes and Pareto tails In: Papers. [Full Text][Citation analysis] | paper | 3 |
| 2015 | Vine Copula Specifications for Stationary Multivariate Markov Chains In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 8 |
| 2017 | Cointegrated Linear Processes in Hilbert Space In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 2 |
| 2018 | Unit Root Testing with Unstable Volatility In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 9 |
| 2008 | Unit Root Testing with Unstable Volatility.(2008) In: Economics Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2010 | Archimedean Copulas and Temporal Dependence In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 24 |
| 2012 | ARCHIMEDEAN COPULAS AND TEMPORAL DEPENDENCE.(2012) In: Econometric Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | article | |
| 2008 | Copulas and Temporal Dependence In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 33 |
| 2009 | Copulas and Temporal Dependence.(2009) In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | paper | |
| 2010 | Copulas and Temporal Dependence.(2010) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | article | |
| 2012 | Time irreversible copula-based Markov Models In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2014 | TIME IRREVERSIBLE COPULA-BASED MARKOV MODELS.(2014) In: Econometric Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | 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 | 12 |
| 2016 | An Empirical Test of Pricing Kernel Monotonicity.(2016) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | 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 |
| 2015 | NONPARAMETRIC TESTS OF DENSITY RATIO ORDERING In: Econometric Theory. [Full Text][Citation analysis] | article | 6 |
| 2019 | An improved bootstrap test of density ratio ordering In: Econometrics and Statistics. [Full Text][Citation analysis] | article | 3 |
| 2015 | An improved bootstrap test of density ratio ordering.(2015) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2011 | Measure preserving derivatives and the pricing kernel puzzle In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 6 |
| 2019 | Cointegrated linear processes in Bayes Hilbert space In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 0 |
| 2009 | A generalization of Hoeffdings lemma, and a new class of covariance inequalities In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 2 |
| 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 | 2 |
| 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 | 7 |
| 2007 | A New Mixing Condition In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Option augmented density forecasts of market returns with monotone pricing kernel In: Quantitative Finance. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 11 2019. Contact: CitEc Team