Brendan Kinnane Beare : Citation Profile


Are you Brendan Kinnane Beare?

University of Sydney

7

H index

6

i10 index

171

Citations

RESEARCH PRODUCTION:

17

Articles

16

Papers

1

Chapters

RESEARCH ACTIVITY:

   13 years (2007 - 2020). See details.
   Cites by year: 13
   Journals where Brendan Kinnane Beare has often published
   Relations with other researchers
   Recent citing documents: 28.    Total self citations: 18 (9.52 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pbe1096
   Updated: 2021-03-01    RAS profile: 2020-12-18    
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Relations with other researchers


Works with:

Seo, Won-Ki (5)

Toda, Alexis Akira (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Brendan Kinnane Beare.

Is cited by:

Smith, Michael (10)

Hadri, Kaddour (6)

Kristensen, Dennis (6)

Chen, Xiaohong (5)

Härdle, Wolfgang (5)

Paruolo, Paolo (4)

Seo, Won-Ki (4)

Franchi, Massimo (4)

Meyer, Margaret (3)

Chernozhukov, Victor (3)

Taylor, Robert (3)

Cites to:

Toda, Alexis Akira (22)

Phillips, Peter (16)

Chen, Xiaohong (13)

Dybvig, Phillip (10)

Dybvig, Philip (10)

Granger, Clive (9)

Lo, Andrew (6)

Andrews, Donald (6)

Ait-Sahalia, Yacine (6)

gourieroux, christian (6)

Härdle, Wolfgang (6)

Main data


Where Brendan Kinnane Beare has published?


Journals with more than one article published# docs
Econometric Theory5
Journal of Time Series Analysis3
Statistics & Probability Letters2
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 Diego9
Papers / arXiv.org4

Recent works citing Brendan Kinnane Beare (2021 and 2020)


YearTitle of citing document
2020Nonparametric Tests for Treatment Effect Heterogeneity with Duration Outcomes. (2017). Sant'Anna, Pedro. In: Papers. RePEc:arx:papers:1612.02090.

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2021Shape-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.

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2020Detecting p-hacking. (2019). Wüthrich, Kaspar ; Wuthrich, Kaspar ; Kudrin, Nikolay ; Elliott, Graham . In: Papers. RePEc:arx:papers:1906.06711.

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2021Modelling volatility with v-transforms. (2020). McNeil, Alexander J. In: Papers. RePEc:arx:papers:2002.10135.

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2020Unit Root Testing with Slowly Varying Trends. (2020). Otto, Sven. In: Papers. RePEc:arx:papers:2003.04066.

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2020Rationalizing Rational Expectations? Tests and Deviations. (2020). Maurel, Arnaud ; D'Haultfoeuille, Xavier ; Gaillac, Christophe. In: Papers. RePEc:arx:papers:2003.11537.

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2020Diffusion Copulas: Identification and Estimation. (2020). Hadri, Kaddour ; Kristensen, Dennis ; Bu, Ruijun. In: Papers. RePEc:arx:papers:2005.03513.

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2020Time 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.

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2020Vector copulas and vector Sklar theorem. (2020). Henry, Marc ; Fan, Yanqin. In: Papers. RePEc:arx:papers:2009.06558.

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2020Functional Principal Component Analysis of Cointegrated Functional Time Series. (2020). Seo, Won-Ki. In: Papers. RePEc:arx:papers:2011.12781.

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2021Estimating real-world probabilities: A forward-looking behavioral framework. (2020). Crisóstomo, Ricardo. In: Papers. RePEc:arx:papers:2012.09041.

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2021Dynamics, behaviours, and anomaly persistence in cryptocurrencies and equities surrounding COVID-19. (2021). James, Nick. In: Papers. RePEc:arx:papers:2101.00576.

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2020Mispriced 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.

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2021Estimación de probabilidades representativas del mundo real: importancia de los sesgos conductuales. (2021). Crisostomo, Ricardo . In: CNMV Documentos de Trabajo. RePEc:cnv:docutr:dt_73es.

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2021Estimating real word probabilities: a forward-looking behavioral framework. (2021). Crisostomo, Ricardo . In: CNMV Working Papers. RePEc:cnv:wpaper:dt_73en.

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2020Copula-Based Time Series With Filtered Nonstationarity. (2020). Wang, BO ; Xiao, Zhijie ; Chen, Xiaohong. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2242.

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2020More 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.

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2021A 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.

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2020Evaluating 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.

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2020Option 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.

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2020Copula-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.

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2021Pricing 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.

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2020M-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.

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2020Riding 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.

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2021Risk 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.

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2020Survey on structural breaks and unit root tests. (2020). Skrobotov, Anton. In: Applied Econometrics. RePEc:ris:apltrx:0396.

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2020Mean 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.

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2020Re-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.

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Works by Brendan Kinnane Beare:


YearTitleTypeCited
2019Representation of I(1) and I(2) autoregressive Hilbertian processes In: Papers.
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paper1
2020REPRESENTATION OF I(1) AND I(2) AUTOREGRESSIVE HILBERTIAN PROCESSES.(2020) In: Econometric Theory.
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This paper has another version. Agregated cites: 1
article
2019Geometrically stopped Markovian random growth processes and Pareto tails In: Papers.
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paper3
2019Randomization tests of copula symmetry In: Papers.
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paper1
2020RANDOMIZATION TESTS OF COPULA SYMMETRY.(2020) In: Econometric Theory.
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This paper has another version. Agregated cites: 1
article
2020Tail behavior of stopped L\evy processes with Markov modulation 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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article12
2017Cointegrated Linear Processes in Hilbert Space In: Journal of Time Series Analysis.
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article4
2018Unit Root Testing with Unstable Volatility In: Journal of Time Series Analysis.
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article12
2008Unit Root Testing with Unstable Volatility.(2008) In: Economics Papers.
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This paper has another version. Agregated cites: 12
paper
2010Archimedean Copulas and Temporal Dependence In: University of California at San Diego, Economics Working Paper Series.
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paper33
2012ARCHIMEDEAN COPULAS AND TEMPORAL DEPENDENCE.(2012) In: Econometric Theory.
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This paper has another version. Agregated cites: 33
article
2008Copulas and Temporal Dependence In: University of California at San Diego, Economics Working Paper Series.
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paper42
2009Copulas and Temporal Dependence.(2009) In: University of California at San Diego, Economics Working Paper Series.
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This paper has another version. Agregated cites: 42
paper
2010Copulas and Temporal Dependence.(2010) In: Econometrica.
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This paper has another version. Agregated cites: 42
article
2012Time irreversible copula-based Markov Models In: University of California at San Diego, Economics Working Paper Series.
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paper4
2014TIME IRREVERSIBLE COPULA-BASED MARKOV MODELS.(2014) In: Econometric Theory.
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This paper has another version. Agregated cites: 4
article
2011An Empirical Test of Pricing Kernel Monotonicity In: University of California at San Diego, Economics Working Paper Series.
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paper19
2016An Empirical Test of Pricing Kernel Monotonicity.(2016) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 19
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
2020On the emergence of a power law in the distribution of COVID-19 cases. In: University of California at San Diego, Economics Working Paper Series.
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paper1
2015NONPARAMETRIC TESTS OF DENSITY RATIO ORDERING In: Econometric Theory.
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article7
2019An improved bootstrap test of density ratio ordering In: Econometrics and Statistics.
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article4
2015An improved bootstrap test of density ratio ordering.(2015) In: MPRA Paper.
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This paper has another version. Agregated cites: 4
paper
2011Measure preserving derivatives and the pricing kernel puzzle In: Journal of Mathematical Economics.
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article11
2019Cointegrated linear processes in Bayes Hilbert space In: Statistics & Probability Letters.
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article1
2009A generalization of Hoeffdings lemma, and a new class of covariance inequalities In: Statistics & Probability Letters.
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article3
2017The Chang-Kim-Park Model of Cointegrated Density-Valued Time Series Cannot Accommodate a Stochastic Trend In: Econ Journal Watch.
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article3
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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chapter8
2007A New Mixing Condition In: Economics Series Working Papers.
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paper0
2018Option augmented density forecasts of market returns with monotone pricing kernel In: Quantitative Finance.
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article0

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