7
H index
6
i10 index
171
Citations
University of Sydney | 7 H index 6 i10 index 171 Citations RESEARCH PRODUCTION: 17 Articles 16 Papers 1 Chapters RESEARCH ACTIVITY:
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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 | 5 |
Journal of Time Series Analysis | 3 |
Statistics & Probability Letters | 2 |
Econ Journal Watch | 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 | 4 |
Year | Title of citing document |
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2020 | Nonparametric Tests for Treatment Effect Heterogeneity with Duration Outcomes. (2017). Sant'Anna, Pedro. In: Papers. RePEc:arx:papers:1612.02090. Full description at Econpapers || Download paper |
2021 | 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 |
2020 | Detecting p-hacking. (2019). Wüthrich, Kaspar ; Wuthrich, Kaspar ; Kudrin, Nikolay ; Elliott, Graham . In: Papers. RePEc:arx:papers:1906.06711. Full description at Econpapers || Download paper |
2021 | Modelling volatility with v-transforms. (2020). McNeil, Alexander J. In: Papers. RePEc:arx:papers:2002.10135. Full description at Econpapers || Download paper |
2020 | Unit Root Testing with Slowly Varying Trends. (2020). Otto, Sven. In: Papers. RePEc:arx:papers:2003.04066. Full description at Econpapers || Download paper |
2020 | Rationalizing Rational Expectations? Tests and Deviations. (2020). Maurel, Arnaud ; D'Haultfoeuille, Xavier ; Gaillac, Christophe. In: Papers. RePEc:arx:papers:2003.11537. Full description at Econpapers || Download paper |
2020 | Diffusion Copulas: Identification and Estimation. (2020). Hadri, Kaddour ; Kristensen, Dennis ; Bu, Ruijun. In: Papers. RePEc:arx:papers:2005.03513. Full description at Econpapers || Download paper |
2020 | Time series copula models using d-vines and v-transforms: an alternative to GARCH modelling. (2020). McNeil, Alexander J ; Bladt, Martin. In: Papers. RePEc:arx:papers:2006.11088. Full description at Econpapers || Download paper |
2020 | Vector copulas and vector Sklar theorem. (2020). Henry, Marc ; Fan, Yanqin. In: Papers. RePEc:arx:papers:2009.06558. Full description at Econpapers || Download paper |
2020 | 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 |
2021 | Estimating real-world probabilities: A forward-looking behavioral framework. (2020). Crisóstomo, Ricardo. In: Papers. RePEc:arx:papers:2012.09041. Full description at Econpapers || Download paper |
2021 | Dynamics, behaviours, and anomaly persistence in cryptocurrencies and equities surrounding COVID-19. (2021). James, Nick. In: Papers. RePEc:arx:papers:2101.00576. Full description at Econpapers || Download paper |
2020 | Mispriced index option portfolios. (2020). Perrakis, Stylianos ; Czerwonko, Michal ; Constantinides, George M. In: Financial Management. RePEc:bla:finmgt:v:49:y:2020:i:2:p:297-330. Full description at Econpapers || Download paper |
2021 | Estimación de probabilidades representativas del mundo real: importancia de los sesgos conductuales. (2021). Crisostomo, Ricardo . In: CNMV Documentos de Trabajo. RePEc:cnv:docutr:dt_73es. Full description at Econpapers || Download paper |
2021 | Estimating real word probabilities: a forward-looking behavioral framework. (2021). Crisostomo, Ricardo . In: CNMV Working Papers. RePEc:cnv:wpaper:dt_73en. Full description at Econpapers || Download paper |
2020 | Copula-Based Time Series With Filtered Nonstationarity. (2020). Wang, BO ; Xiao, Zhijie ; Chen, Xiaohong. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2242. Full description at Econpapers || Download paper |
2020 | More powerful goodness-of-fit tests for uniform stochastic ordering. (2020). Tebbs, Joshua M ; Tang, Chuan-Fa ; Wang, Dewei. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:144:y:2020:i:c:s0167947319302531. Full description at Econpapers || Download paper |
2021 | A test of symmetry based on L-moments with an application to the business cycles of the G7 economies. (2021). , Matteomanera ; Bastianin, Andrea ; Manera, Matteo. In: Economics Letters. RePEc:eee:ecolet:v:198:y:2021:i:c:s0165176520304225. Full description at Econpapers || Download paper |
2020 | Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate. (2020). Miller, J. ; Park, Sungkeun ; Kim, Chang Sik ; Kaufmann, Robert K ; Chang, Yoosoon. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:1:p:274-294. Full description at Econpapers || Download paper |
2020 | Option market trading activity and the estimation of the pricing kernel: A Bayesian approach. (2020). Fusari, Nicola ; Barone-Adesi, Giovanni ; Sala, Carlo ; Mira, Antonietta. In: Journal of Econometrics. RePEc:eee:econom:v:216:y:2020:i:2:p:430-449. Full description at Econpapers || Download paper |
2020 | Copula-based Markov process. (2020). Fang, Jun ; Yang, Jingping ; Liu, Yong ; Jiang, Fan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:91:y:2020:i:c:p:166-187. Full description at Econpapers || Download paper |
2021 | Pricing kernel monotonicity and term structure: Evidence from China. (2021). Guo, Shuxin ; Liu, Qiang ; Jiao, Yuhan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:123:y:2021:i:c:s0378426620302983. Full description at Econpapers || Download paper |
2020 | M-Vine decomposition and VAR(1) models. (2020). Begin, Etienne ; Bouezmarni, Taoufik ; Beaulieu, Carole ; Dutilleul, Pierre. In: Statistics & Probability Letters. RePEc:eee:stapro:v:158:y:2020:i:c:s0167715219303062. Full description at Econpapers || Download paper |
2020 | Riding the Yield Curve: Risk Taking Behavior in a Low Interest Rate Environment. (2020). Yung, Julieta ; Chami, Ralph ; Rochon, Celine ; Cosimano, Thomas F. In: IMF Working Papers. RePEc:imf:imfwpa:2020/053. Full description at Econpapers || Download paper |
2021 | Risk Arbitrage Opportunities for Stock Index Options. (2021). Longarela, Iaki Rodriguez ; Post, Thierry. In: Operations Research. RePEc:inm:oropre:v:69:y:2021:i:1:p:100-113. Full description at Econpapers || Download paper |
2020 | Survey on structural breaks and unit root tests. (2020). Skrobotov, Anton. In: Applied Econometrics. RePEc:ris:apltrx:0396. Full description at Econpapers || Download paper |
2020 | Mean targeting estimator for the integer-valued GARCH(1, 1) model. (2020). Li, QI ; Zhu, Fukang. In: Statistical Papers. RePEc:spr:stpapr:v:61:y:2020:i:2:d:10.1007_s00362-017-0958-9. Full description at Econpapers || Download paper |
2020 | Re-Evaluation of World Population Figures: Politics and Forecasting Mechanics. (2020). Shobande, Olatunji ; Tomiwa, Shodipe Oladimeji ; Abdul, Shobande Olatunji. In: Economics and Business. RePEc:vrs:ecobus:v:34:y:2020:i:1:p:104-125:n:8. 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 | 1 |
2020 | REPRESENTATION OF I(1) AND I(2) AUTOREGRESSIVE HILBERTIAN PROCESSES.(2020) In: Econometric Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
2019 | Geometrically stopped Markovian random growth processes and Pareto tails In: Papers. [Full Text][Citation analysis] | paper | 3 |
2019 | Randomization tests of copula symmetry In: Papers. [Full Text][Citation analysis] | paper | 1 |
2020 | RANDOMIZATION TESTS OF COPULA SYMMETRY.(2020) In: Econometric Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
2020 | Tail behavior of stopped L\evy processes with Markov modulation In: Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | Vine Copula Specifications for Stationary Multivariate Markov Chains In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 12 |
2017 | Cointegrated Linear Processes in Hilbert Space In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 4 |
2018 | Unit Root Testing with Unstable Volatility In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 12 |
2008 | Unit Root Testing with Unstable Volatility.(2008) In: Economics Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
2010 | Archimedean Copulas and Temporal Dependence In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 33 |
2012 | ARCHIMEDEAN COPULAS AND TEMPORAL DEPENDENCE.(2012) In: Econometric Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | article | |
2008 | Copulas and Temporal Dependence In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 42 |
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: 42 | paper | |
2010 | Copulas and Temporal Dependence.(2010) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | article | |
2012 | Time irreversible copula-based Markov Models In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
2014 | TIME IRREVERSIBLE COPULA-BASED MARKOV MODELS.(2014) In: Econometric Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | 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 | 19 |
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: 19 | 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 | 1 |
2015 | NONPARAMETRIC TESTS OF DENSITY RATIO ORDERING In: Econometric Theory. [Full Text][Citation analysis] | article | 7 |
2019 | An improved bootstrap test of density ratio ordering In: Econometrics and Statistics. [Full Text][Citation analysis] | article | 4 |
2015 | An improved bootstrap test of density ratio ordering.(2015) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2011 | Measure preserving derivatives and the pricing kernel puzzle In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 11 |
2019 | Cointegrated linear processes in Bayes Hilbert space In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 1 |
2009 | A generalization of Hoeffdings lemma, and a new class of covariance inequalities In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 3 |
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 | 8 |
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 |
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