Brendan Kinnane Beare : Citation Profile


Are you Brendan Kinnane Beare?

University of California-San Diego (UCSD)

6

H index

2

i10 index

97

Citations

RESEARCH PRODUCTION:

11

Articles

12

Papers

1

Chapters

RESEARCH ACTIVITY:

   10 years (2007 - 2017). See details.
   Cites by year: 9
   Journals where Brendan Kinnane Beare has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 14 (12.61 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pbe1096
   Updated: 2018-09-15    RAS profile: 2018-01-23    
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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:

Härdle, Wolfgang (6)

Chen, Xiaohong (5)

Paruolo, Paolo (4)

Cavaliere, Giuseppe (4)

Franchi, Massimo (4)

Taylor, Robert (4)

Patton, Andrew (3)

Meyer, Margaret (3)

Strulovici, Bruno (3)

Xiao, Zhijie (3)

Smeekes, Stephan (3)

Cites to:

Chen, Xiaohong (12)

Dybvig, Philip (10)

Dybvig, Phillip (10)

Härdle, Wolfgang (8)

Whang, Yoon-Jae (7)

Phillips, Peter (7)

Cavaliere, Giuseppe (6)

Jackwerth, Jens (6)

Lo, Andrew (6)

gourieroux, christian (6)

Ait-Sahalia, Yacine (6)

Main data


Where Brendan Kinnane Beare has published?


Journals with more than one article published# docs
Econometric Theory3
Journal of Time Series Analysis2
Econ Journal Watch2

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 Diego8

Recent works citing Brendan Kinnane Beare (2018 and 2017)


YearTitle of citing document
2017Nonparametric Stochastic Discount Factor Decomposition. (2017). Christensen, Timothy . In: Papers. RePEc:arx:papers:1412.4428.

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2017Nonparametric Tests for Treatment Effect Heterogeneity with Duration Outcomes. (2017). Sant'Anna, Pedro. In: Papers. RePEc:arx:papers:1612.02090.

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2017On the tail behavior of a class of multivariate conditionally heteroskedastic processes. (2017). Wintenberger, Olivier ; Pedersen, Rasmus. In: Papers. RePEc:arx:papers:1701.05091.

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2017Time Series Copulas for Heteroskedastic Data. (2017). Loaiza-Maya, Rub'En ; Maneesoonthorn, Worapree ; Smith, Michael S. In: Papers. RePEc:arx:papers:1701.07152.

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2017Cointegration in functional autoregressive processes. (2017). Paruolo, Paolo ; Franchi, Massimo. In: Papers. RePEc:arx:papers:1712.07522.

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2018Variational 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.

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2018Shape-Enforcing Operators for Point and Interval Estimators. (2018). Chen, XI ; Luo, YE ; Kostyshak, Scott ; Fern, Iv'An ; Chernozhukov, Victor. In: Papers. RePEc:arx:papers:1809.01038.

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2017Inference based on many conditional moment inequalities. (2017). , Donald ; Shi, Xiaoxia. In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:2:p:275-287.

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2017Nonparametric estimates of pricing functionals. (2017). Marinelli, Carlo ; DAddona, Stefano . In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:19-35.

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2018Inversion 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.

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2017Regular Variation of Popular GARCH Processes Allowing for Distributional Asymmetry. (2017). Prono, Todd. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-95.

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2017Copula-Based Factor Models for Multivariate Asset Returns. (2017). Ivanov, Eugen ; Ramsauer, Franz ; Min, Aleksey . In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:2:p:20-:d:98854.

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2017On the tail behavior of a class of multivariate conditionally heteroskedastic processes. (2017). Pedersen, Rasmus ; Wintenberger, Olivier. In: Post-Print. RePEc:hal:journl:hal-01436267.

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2017Mispriced Index Option Portfolios. (2017). Perrakis, Stylianos ; Constantinides, George ; Czerwonko, Michal . In: NBER Working Papers. RePEc:nbr:nberwo:23708.

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2017Reference-Dependent Preferences and the Empirical Pricing Kernel Puzzle. (2017). Härdle, Wolfgang ; Kratschmer, Volker ; Hardle, Wolfgang K ; Grith, Maria . In: Review of Finance. RePEc:oup:revfin:v:21:y:2017:i:1:p:269-298..

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2017Cointegration in functional autoregressive processes. (2017). Paruolo, Paolo ; Franchi, Massimo. In: DSS Empirical Economics and Econometrics Working Papers Series. RePEc:sas:wpaper:20175.

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2017SIEVE ESTIMATION OF THE MINIMAL ENTROPY MARTINGALE MARGINAL DENSITY WITH APPLICATION TO PRICING KERNEL ESTIMATION. (2017). Härdle, Wolfgang ; Krymova, Ekaterina ; Hardle, Wolfgang Karl ; Belomestny, Denis. In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:20:y:2017:i:06:n:s0219024917500418.

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Works by Brendan Kinnane Beare:


YearTitleTypeCited
2017Geometrically stopped Markovian random growth processes and Pareto tails In: Papers.
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paper0
2015Vine Copula Specifications for Stationary Multivariate Markov Chains In: Journal of Time Series Analysis.
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article7
2017Cointegrated Linear Processes in Hilbert Space In: Journal of Time Series Analysis.
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article2
2010Archimedean Copulas and Temporal Dependence In: University of California at San Diego, Economics Working Paper Series.
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paper21
2012ARCHIMEDEAN COPULAS AND TEMPORAL DEPENDENCE.(2012) In: Econometric Theory.
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This paper has another version. Agregated cites: 21
article
2008Copulas and Temporal Dependence In: University of California at San Diego, Economics Working Paper Series.
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paper29
2009Copulas 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: 29
paper
2010Copulas and Temporal Dependence.(2010) In: Econometrica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29
article
2012Time irreversible copula-based Markov Models In: University of California at San Diego, Economics Working Paper Series.
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paper1
2014TIME IRREVERSIBLE COPULA-BASED MARKOV MODELS.(2014) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2011An Empirical Test of Pricing Kernel Monotonicity In: University of California at San Diego, Economics Working Paper Series.
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paper8
2016An Empirical Test of Pricing Kernel Monotonicity.(2016) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
article
2009Distributional Replication In: University of California at San Diego, Economics Working Paper Series.
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paper0
2012Testing the concavity of an ordinaldominance curve In: University of California at San Diego, Economics Working Paper Series.
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paper0
2010Optimal Measure Preserving Derivatives In: University of California at San Diego, Economics Working Paper Series.
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paper0
2015NONPARAMETRIC TESTS OF DENSITY RATIO ORDERING In: Econometric Theory.
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article2
2011Measure preserving derivatives and the pricing kernel puzzle In: Journal of Mathematical Economics.
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article4
2009A generalization of Hoeffdings lemma, and a new class of covariance inequalities In: Statistics & Probability Letters.
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article2
2017The Chang-Kim-Park Model of Cointegrated Density-Valued Time Series Cannot Accommodate a Stochastic Trend In: Econ Journal Watch.
[Full Text][Citation analysis]
article2
2008The Soviet Economic Decline Revisited In: Econ Journal Watch.
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article2
2014Stable Limit Theory for the Variance Targeting Estimator In: Advances in Econometrics.
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chapter7
2008Unit Root Testing with Unstable Volatility In: Economics Papers.
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paper9
2007A New Mixing Condition In: Economics Series Working Papers.
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paper0
2015An improved bootstrap test of density ratio ordering In: MPRA Paper.
[Full Text][Citation analysis]
paper1

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