Brendan Kinnane Beare : Citation Profile

Are you Brendan Kinnane Beare?

University of Sydney

6

H index

5

i10 index

137

Citations

RESEARCH PRODUCTION:

15

Articles

13

Papers

1

Chapters

RESEARCH ACTIVITY:

   12 years (2007 - 2019). See details.
   Cites by year: 11
   Journals where Brendan Kinnane Beare has often published
   Relations with other researchers
   Recent citing documents: 28.    Total self citations: 17 (11.04 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pbe1096
   Updated: 2020-05-16    RAS profile: 2020-01-11    
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Relations with other researchers

Works with:

shi, xiaoxia (2)

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)

Kristensen, Dennis (4)

Paruolo, Paolo (4)

Franchi, Massimo (4)

Smeekes, Stephan (3)

Meyer, Margaret (3)

Cavaliere, Giuseppe (3)

Strulovici, Bruno (3)

Chernozhukov, Victor (3)

Taylor, Robert (3)

Cites to:

Chen, Xiaohong (13)

Dybvig, Philip (10)

Dybvig, Phillip (10)

Phillips, Peter (8)

Härdle, Wolfgang (8)

Lo, Andrew (6)

Jackwerth, Jens (6)

Granger, Clive (6)

Ait-Sahalia, Yacine (6)

gourieroux, christian (6)

Andrews, Donald (6)

Main data

Where Brendan Kinnane Beare has published?

Journals with more than one article published# docs
Econometric Theory3
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 Diego8
Papers / arXiv.org2

Recent works citing Brendan Kinnane Beare (2019 and 2018)

YearTitle of citing document
2018Diffusion Copulas: Identification and Estimation. (2018). Kristensen, Dennis ; Hadri, Kaddour ; Bu, Ruijun. In: CREATES Research Papers. RePEc:aah:create:2018-20.

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

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2019Representation of I(1) and I(2) autoregressive Hilbertian processes. (2019). Seo, Won-Ki ; Beare, Brendan K. In: Papers. RePEc:arx:papers:1701.08149.

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2018Cointegration in functional autoregressive processes. (2018). 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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2019Shape-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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2018Randomization Tests for Equality in Dependence Structure. (2018). Seo, Juwon. In: Papers. RePEc:arx:papers:1811.02105.

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

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2020Modelling 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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2019COUPLING 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.

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2017Wealth Distribution with Random Discount Factors. (2017). Toda, Alexis Akira. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt5n29f260.

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2018Pareto 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.

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2018Tests 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.

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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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2019Modelling temporal dependence of realized variances with vines. (2019). Okhrin, Yarema ; Ivanov, Eugen ; Czado, Claudia. In: Econometrics and Statistics. RePEc:eee:ecosta:v:12:y:2019:i:c:p:198-216.

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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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2020M-Vine decomposition and VAR(1) models. (2020). Bouezmarni, Taoufik ; Beaulieu, Carole ; Dutilleul, Pierre ; Begin, Etienne. In: Statistics & Probability Letters. RePEc:eee:stapro:v:158:y:2020:i:c:s0167715219303062.

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2019Econometrics of valuing income contingent student loans using administrative data: groups of English students. (2019). van der Erve, Laura ; Shephard, Neil ; Britton, Jack. In: IFS Working Papers. RePEc:ifs:ifsewp:19/04.

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2020Riding the Yield Curve: Risk Taking Behavior in a Low Interest Rate Environment. (2020). Cosimano, Thomas F ; Chami, Ralph ; Yung, Julieta ; Rochon, Celine. In: IMF Working Papers. RePEc:imf:imfwpa:20/53.

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2018Rationalizing Rational Expectations? Tests and Deviations. (2018). Maurel, Arnaud ; D'Haultfoeuille, Xavier ; Gaillac, Christophe. In: IZA Discussion Papers. RePEc:iza:izadps:dp11989.

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2018The 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.

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2018The 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.

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2018Diffusion Copulas: Identification and Estimation. (2018). Kristensen, Dennis ; Hadri, Kaddour ; Bu, Ruijun. In: Working Papers. RePEc:liv:livedp:20184.

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2018Productivity Dispersion, Between-firm Competition and the Labor Share. (2018). Gouin-Bonenfant, Emilien. In: 2018 Meeting Papers. RePEc:red:sed018:1171.

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2020Mean targeting estimator for the integer-valued GARCH(1, 1) model. (2020). Zhu, Fukang ; Li, QI. In: Statistical Papers. RePEc:spr:stpapr:v:61:y:2020:i:2:d:10.1007_s00362-017-0958-9.

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2019Adaptive Testing for Cointegration with Nonstationary Volatility. (2019). Boswijk, H. Peter ; Zu, Yang. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20190043.

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Works by Brendan Kinnane Beare:

YearTitleTypeCited
2019Geometrically stopped Markovian random growth processes and Pareto tails In: Papers.
[Full Text][Citation analysis]		paper3
2019Randomization tests of copula symmetry In: Papers.
[Full Text][Citation analysis]		paper0
2015Vine Copula Specifications for Stationary Multivariate Markov Chains In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article10
2017Cointegrated Linear Processes in Hilbert Space In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article4
2018Unit Root Testing with Unstable Volatility In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article10
2008Unit Root Testing with Unstable Volatility.(2008) In: Economics Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		paper
2010Archimedean Copulas and Temporal Dependence In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]		paper27
2012ARCHIMEDEAN COPULAS AND TEMPORAL DEPENDENCE.(2012) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27		article
2008Copulas and Temporal Dependence In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]		paper36
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: 36		paper
2010Copulas and Temporal Dependence.(2010) In: Econometrica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 36		article
2012Time irreversible copula-based Markov Models In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]		paper2
2014TIME IRREVERSIBLE COPULA-BASED MARKOV MODELS.(2014) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		article
2011An Empirical Test of Pricing Kernel Monotonicity In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]		paper13
2016An Empirical Test of Pricing Kernel Monotonicity.(2016) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		article
2009Distributional Replication In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]		paper0
2012Testing the concavity of an ordinaldominance curve In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]		paper0
2010Optimal Measure Preserving Derivatives In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]		paper0
2015NONPARAMETRIC TESTS OF DENSITY RATIO ORDERING In: Econometric Theory.
[Full Text][Citation analysis]		article6
2019An improved bootstrap test of density ratio ordering In: Econometrics and Statistics.
[Full Text][Citation analysis]		article4
2015An improved bootstrap test of density ratio ordering.(2015) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2011Measure preserving derivatives and the pricing kernel puzzle In: Journal of Mathematical Economics.
[Full Text][Citation analysis]		article6
2019Cointegrated linear processes in Bayes Hilbert space In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article1
2009A generalization of Hoeffdings lemma, and a new class of covariance inequalities In: Statistics & Probability Letters.
[Full Text][Citation analysis]		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]		article3
2008The Soviet Economic Decline Revisited In: Econ Journal Watch.
[Full Text][Citation analysis]		article2
2014Stable Limit Theory for the Variance Targeting Estimator In: Advances in Econometrics.
[Full Text][Citation analysis]		chapter8
2007A New Mixing Condition In: Economics Series Working Papers.
[Full Text][Citation analysis]		paper0
2018Option augmented density forecasts of market returns with monotone pricing kernel In: Quantitative Finance.
[Full Text][Citation analysis]		article0

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