Brendan Kinnane Beare : Citation Profile


Are you Brendan Kinnane Beare?

University of Sydney

10

H index

10

i10 index

311

Citations

RESEARCH PRODUCTION:

21

Articles

23

Papers

1

Chapters

RESEARCH ACTIVITY:

   17 years (2007 - 2024). See details.
   Cites by year: 18
   Journals where Brendan Kinnane Beare has often published
   Relations with other researchers
   Recent citing documents: 39.    Total self citations: 23 (6.89 %)

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   Permalink: http://citec.repec.org/pbe1096
   Updated: 2024-07-05    RAS profile: 2024-04-07    
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Relations with other researchers


Works with:

Toda, Alexis Akira (7)

Seo, Won-Ki (4)

Franchi, Massimo (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:

Toda, Alexis Akira (10)

Smith, Michael (10)

Xiao, Zhijie (9)

Hadri, Kaddour (8)

Kristensen, Dennis (8)

Crisóstomo, Ricardo (7)

Phillips, Peter (7)

Paruolo, Paolo (6)

Franchi, Massimo (6)

Härdle, Wolfgang (5)

Taylor, Robert (5)

Cites to:

Toda, Alexis Akira (24)

Phillips, Peter (16)

Dybvig, Phillip (14)

Dybvig, Philip (14)

Chen, Xiaohong (13)

Jackwerth, Jens (11)

Lo, Andrew (10)

Ait-Sahalia, Yacine (10)

Perrakis, Stylianos (10)

Andrews, Donald (9)

Engle, Robert (9)

Main data


Where Brendan Kinnane Beare has published?


Journals with more than one article published# docs
Econometric Theory6
Journal of Time Series Analysis3
Econ Journal Watch2
Statistics & Probability Letters2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org9
University of California at San Diego, Economics Working Paper Series / Department of Economics, UC San Diego9
Working Papers / University of Sydney, School of Economics2

Recent works citing Brendan Kinnane Beare (2024 and 2023)


YearTitle of citing document
2023Functional Principal Component Analysis of Cointegrated Functional Time Series. (2020). Seo, Won-Ki. In: Papers. RePEc:arx:papers:2011.12781.

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2023A Quantile Approach to Asset Pricing Models. (2021). de Vries, Tjeerd. In: Papers. RePEc:arx:papers:2105.08208.

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2023Simultaneous Optimal Transport. (2022). Zhang, Zhenyuan ; Wang, Ruodu. In: Papers. RePEc:arx:papers:2201.03483.

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2024Pairwise Valid Instruments. (2022). Sun, Zhenting ; Wuthrich, Kaspar. In: Papers. RePEc:arx:papers:2203.08050.

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2024(When) Can We Detect $p$-Hacking?. (2022). Elliott, Graham ; Wuthrich, Kaspar ; Kudrin, Nikolay. In: Papers. RePEc:arx:papers:2205.07950.

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2024Necessity of Rational Asset Price Bubbles in Two-Sector Growth Economies. (2022). Jinnai, Ryo ; Toda, Alexis Akira ; Hirano, Tomohiro. In: Papers. RePEc:arx:papers:2211.13100.

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2023Distribution in the Geometrically Growing System and Its Evolution. (2023). Chol-Jun, Kim. In: Papers. RePEc:arx:papers:2302.13781.

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2023Unique Equilibria in Models of Rational Asset Price Bubbles. (2023). Toda, Alexis Akira ; Hirano, Tomohiro. In: Papers. RePEc:arx:papers:2303.05636.

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2023Sensitivity Analysis in Unconditional Quantile Effects. (2023). Martinez-Iriarte, Julian. In: Papers. RePEc:arx:papers:2303.14298.

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2023A Nonparametric Test of $m$th-degree Inverse Stochastic Dominance. (2023). Sun, Zhenting ; Jiang, Hongyi ; Hu, Shiyun. In: Papers. RePEc:arx:papers:2306.12271.

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2023Unbalanced Growth, Elasticity of Substitution, and Land Overvaluation. (2023). Toda, Alexis Akira ; Hirano, Tomohiro. In: Papers. RePEc:arx:papers:2307.00349.

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2023Limit Theory under Network Dependence and Nonstationarity. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.01418.

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2023Testing Partial Instrument Monotonicity. (2023). Sun, Zhenting ; Jiang, Hongyi. In: Papers. RePEc:arx:papers:2308.08390.

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2023Almost Dominance: Inference and Application. (2023). Sun, Zhenting ; Song, Xiaojun. In: Papers. RePEc:arx:papers:2312.02288.

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2024Information-Enriched Selection of Stationary and Non-Stationary Autoregressions using the Adaptive Lasso. (2024). Arnold, Martin C ; Reinschlussel, Thilo. In: Papers. RePEc:arx:papers:2402.16580.

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2024Tests for almost stochastic dominance. (2024). Mora-Corral, Carlos ; Ba, Amparo. In: Papers. RePEc:arx:papers:2403.15258.

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2024Testing for an Explosive Bubble using High-Frequency Volatility. (2024). Yu, Jun ; Zu, Yang ; Boswijk, Peter H. In: Papers. RePEc:arx:papers:2405.02087.

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2023.

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2023.

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2023Working Paper?23-002E?Necessity of Rational Asset Price Bubbles in Two Sector Growth Economies. (2023). Toda, Alexis Akira ; Jinnai, Ryo ; Hirano, Tomohiro. In: CIGS Working Paper Series. RePEc:cnn:wpaper:23-002e.

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2023Unique Equilibria in Models of Rational Asset Price Bubbles. (2023). Toda, Alexis Akira ; Hirano, Tomohiro. In: CIGS Working Paper Series. RePEc:cnn:wpaper:23-005e.

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2023Bubble Necessity Theorem. (2023). Toda, Alexis Akira ; Hirano, Tomohiro. In: CIGS Working Paper Series. RePEc:cnn:wpaper:23-011e.

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2023Unbalanced Growth, Elasticity of Substitution, and Land Overvaluation. (2023). Toda, Alexis Akira ; Hirano, Tomohiro. In: CIGS Working Paper Series. RePEc:cnn:wpaper:23-014e.

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2023Collective infectivity of the pandemic over time and association with vaccine coverage and economic development. (2023). Menzies, Max ; James, Nick. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:176:y:2023:i:c:s0960077923010408.

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2023Testing partial instrument monotonicity. (2023). Sun, Zhenting ; Jiang, Hongyi. In: Economics Letters. RePEc:eee:ecolet:v:233:y:2023:i:c:s0165176523004263.

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2024A simple theory of Pareto-distributed earnings. (2024). Harmenberg, Karl. In: Economics Letters. RePEc:eee:ecolet:v:234:y:2024:i:c:s0165176523005189.

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2023Vector copulas. (2023). Henry, Marc ; Fan, Yanqin. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:1:p:128-150.

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2023Time series estimation of the dynamic effects of disaster-type shocks. (2023). Ng, Serena ; Davis, Richard. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:1:p:180-201.

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2023Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model. (2023). Park, Hyeonseok ; Han, Fang ; Fan, Yanqin. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:1:s0304407623002294.

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2023Instrument validity for heterogeneous causal effects. (2023). Sun, Zhenting. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407623002397.

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2023Implicit Copulas: An Overview. (2023). Smith, Michael Stanley. In: Econometrics and Statistics. RePEc:eee:ecosta:v:28:y:2023:i:c:p:81-104.

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2023Orthogonal decomposition of multivariate densities in Bayes spaces and relation with their copula-based representation. (2023). Nelehova, Johanna G ; Hron, Karel ; Genest, Christian. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:198:y:2023:i:c:s0047259x2300074x.

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2024Volatility-dependent probability weighting and the dynamics of the pricing kernel puzzle. (2024). Sibbertsen, Philipp ; Krupski, Jan ; Dierkes, Maik ; Schroen, Sebastian. In: Review of Derivatives Research. RePEc:kap:revdev:v:27:y:2024:i:1:d:10.1007_s11147-023-09197-3.

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2023CUSUM-Based Monitoring for Explosive Episodes in Financial Data in the Presence of Time-Varying Volatility*. (2023). Zu, Yang ; Robert, A M ; Leybourne, Stephen J ; Harvey, David I ; Astill, Sam. In: The Journal of Financial Econometrics. RePEc:oup:jfinec:v:21:y:2023:i:1:p:187-227..

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2023A copula spectral test for pairwise time reversibility. (2023). Zhang, Shibin. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:75:y:2023:i:5:d:10.1007_s10463-022-00859-x.

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2023The dynamics of Pareto distributed wealth in a small open economy. (2023). Walde, Klaus ; Scheuer, Niklas ; Birkner, Matthias. In: Economic Theory. RePEc:spr:joecth:v:76:y:2023:i:2:d:10.1007_s00199-022-01471-z.

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2023Weighted U-statistics for likelihood-ratio ordering of bivariate data. (2023). Dewan, Isha ; Kulathinal, Sangita. In: Statistical Papers. RePEc:spr:stpapr:v:64:y:2023:i:2:d:10.1007_s00362-022-01332-w.

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2023A Semi-nonparametric Copula Model for Earnings Mobility. (2023). Gagliardini, Patrick ; Naguib, Costanza. In: Diskussionsschriften. RePEc:ube:dpvwib:dp2302.

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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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paper3
2020REPRESENTATION OF I(1) AND I(2) AUTOREGRESSIVE HILBERTIAN PROCESSES.(2020) In: Econometric Theory.
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This paper has nother version. Agregated cites: 3
article
2022Determination of Pareto exponents in economic models driven by Markov multiplicative processes In: Papers.
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paper15
2022Determination of Pareto Exponents in Economic Models Driven by Markov Multiplicative Processes.(2022) In: Econometrica.
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This paper has nother version. Agregated cites: 15
article
2019Randomization tests of copula symmetry In: Papers.
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paper4
2020RANDOMIZATION TESTS OF COPULA SYMMETRY.(2020) In: Econometric Theory.
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This paper has nother version. Agregated cites: 4
article
2020Tail behavior of stopped L\evy processes with Markov modulation In: Papers.
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paper0
2022TAIL BEHAVIOR OF STOPPED LÉVY PROCESSES WITH MARKOV MODULATION.(2022) In: Econometric Theory.
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This paper has nother version. Agregated cites: 0
article
2022Optimal measure preserving derivatives revisited In: Papers.
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paper0
2023Optimal measure preserving derivatives revisited.(2023) In: Mathematical Finance.
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This paper has nother version. Agregated cites: 0
article
2024Stochastic arbitrage with market index options In: Papers.
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paper0
2022Modified Wilcoxon-Mann-Whitney tests of stochastic dominance In: Papers.
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paper0
2023Optimal taxation and the Domar-Musgrave effect In: Papers.
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paper0
2023Optimal taxation and the Domar-Musgrave effect.(2023) In: Working Papers.
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This paper has nother version. Agregated cites: 0
paper
2024The general solution to an autoregressive law of motion In: Papers.
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paper0
2024The general solution to an autoregressive law of motion.(2024) In: Working Papers.
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This paper has nother version. Agregated cites: 0
paper
2015Vine Copula Specifications for Stationary Multivariate Markov Chains In: Journal of Time Series Analysis.
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article25
2017Cointegrated Linear Processes in Hilbert Space In: Journal of Time Series Analysis.
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article9
2018Unit Root Testing with Unstable Volatility In: Journal of Time Series Analysis.
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article20
2008Unit Root Testing with Unstable Volatility.(2008) In: Economics Papers.
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This paper has nother version. Agregated cites: 20
paper
2010Archimedean Copulas and Temporal Dependence In: University of California at San Diego, Economics Working Paper Series.
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paper54
2012ARCHIMEDEAN COPULAS AND TEMPORAL DEPENDENCE.(2012) In: Econometric Theory.
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This paper has nother version. Agregated cites: 54
article
2008Copulas and Temporal Dependence In: University of California at San Diego, Economics Working Paper Series.
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paper66
2009Copulas and Temporal Dependence.(2009) In: University of California at San Diego, Economics Working Paper Series.
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This paper has nother version. Agregated cites: 66
paper
2010Copulas and Temporal Dependence.(2010) In: Econometrica.
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This paper has nother version. Agregated cites: 66
article
2012Time irreversible copula-based Markov Models In: University of California at San Diego, Economics Working Paper Series.
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paper7
2014TIME IRREVERSIBLE COPULA-BASED MARKOV MODELS.(2014) In: Econometric Theory.
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This paper has nother version. Agregated cites: 7
article
2011An Empirical Test of Pricing Kernel Monotonicity In: University of California at San Diego, Economics Working Paper Series.
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paper25
2016An Empirical Test of Pricing Kernel Monotonicity.(2016) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 25
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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paper8
2015NONPARAMETRIC TESTS OF DENSITY RATIO ORDERING In: Econometric Theory.
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article14
2019An improved bootstrap test of density ratio ordering In: Econometrics and Statistics.
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article13
2015An improved bootstrap test of density ratio ordering.(2015) In: MPRA Paper.
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This paper has nother version. Agregated cites: 13
paper
2011Measure preserving derivatives and the pricing kernel puzzle In: Journal of Mathematical Economics.
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article13
2019Cointegrated linear processes in Bayes Hilbert space In: Statistics & Probability Letters.
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article6
2009A generalization of Hoeffdings lemma, and a new class of covariance inequalities In: Statistics & Probability Letters.
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article5
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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chapter10
2007A New Mixing Condition In: Economics Series Working Papers.
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paper0
2021Improved Nonparametric Bootstrap Tests of Lorenz Dominance In: Journal of Business & Economic Statistics.
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article9
2018Option augmented density forecasts of market returns with monotone pricing kernel In: Quantitative Finance.
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article0

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