Brendan Kinnane Beare : Citation Profile

University of Sydney

10

H index

13

i10 index

348

Citations

RESEARCH PRODUCTION:

24

Articles

23

Papers

1

Chapters

RESEARCH ACTIVITY:

   18 years (2007 - 2025). See details.
   Cites by year: 19
   Journals where Brendan Kinnane Beare has often published
   Relations with other researchers
   Recent citing documents: 39.    Total self citations: 24 (6.45 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbe1096
   Updated: 2025-12-27    RAS profile: 2025-12-12    
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Relations with other researchers

Works with:

Toda, Alexis Akira (7)

Franchi, Massimo (3)

Seo, Won-Ki (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 (11)

Smith, Michael (10)

Xiao, Zhijie (9)

Hadri, Kaddour (8)

Kristensen, Dennis (8)

Phillips, Peter (7)

Crisóstomo, Ricardo (7)

Härdle, Wolfgang (6)

Franchi, Massimo (6)

Paruolo, Paolo (6)

Patton, Andrew (5)

Cites to:

Toda, Alexis Akira (24)

Phillips, Peter (17)

Dybvig, Philip (14)

Dybvig, Phillip (14)

Chen, Xiaohong (13)

Jackwerth, Jens (11)

Perrakis, Stylianos (10)

Ait-Sahalia, Yacine (10)

Engle, Robert (10)

Lo, Andrew (10)

Andrews, Donald (9)

Main data

Where Brendan Kinnane Beare has published?

Journals with more than one article published# docs
Econometric Theory6
Journal of Time Series Analysis4
Econ Journal Watch2
Statistics & Probability Letters2

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.org9
Working Papers / University of Sydney, School of Economics2

Recent works citing Brendan Kinnane Beare (2025 and 2024)

YearTitle of citing document
2024Simultaneous Optimal Transport. (2024). Zhang, Zhenyuan ; Wang, Ruodu. In: Papers. RePEc:arx:papers:2201.03483.

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2025Pairwise Valid Instruments. (2025). Sun, Zhenting ; Wuthrich, Kaspar. In: Papers. RePEc:arx:papers:2203.08050.

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2025Option Pricing with Time-Varying Volatility Risk Aversion. (2025). Hansen, Peter ; Tong, Chen. In: Papers. RePEc:arx:papers:2204.06943.

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2025The Power of Tests for Detecting $p$-Hacking. (2024). Kudrin, Nikolay ; Elliott, Graham ; Wuthrich, Kaspar. In: Papers. RePEc:arx:papers:2205.07950.

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2024Leverage, Endogenous Unbalanced Growth, and Asset Price Bubbles. (2024). Toda, Alexis Akira ; Jinnai, Ryo ; Hirano, Tomohiro. In: Papers. RePEc:arx:papers:2211.13100.

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2024Equilibrium Selection in Pure Bubble Models by Dividend Injection. (2024). Toda, Alexis Akira ; Hirano, Tomohiro. In: Papers. RePEc:arx:papers:2303.05636.

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2024Sensitivity Analysis in Unconditional Quantile Effects. (2024). Martinez-Iriarte, Julian. In: Papers. RePEc:arx:papers:2303.14298.

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2024Bubble Necessity Theorem. (2024). Toda, Alexis Akira ; Hirano, Tomohiro. In: Papers. RePEc:arx:papers:2305.08268.

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2024Unbalanced Growth and Land Overvaluation. (2024). Toda, Alexis Akira ; Hirano, Tomohiro. In: Papers. RePEc:arx:papers:2307.00349.

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2025Almost 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). Reinschlussel, Thilo ; Arnold, Martin C. In: Papers. RePEc:arx:papers:2402.16580.

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2024Tests for almost stochastic dominance. (2024). , Javier ; 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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2024Bootstrap Adaptive Lasso Solution Path Unit Root Tests. (2024). Reinschlussel, Thilo ; Arnold, Martin C. In: Papers. RePEc:arx:papers:2409.07859.

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2025Non-linear dependence and Granger causality: A vine copula approach. (2024). Rungi, Armando ; Crimaldi, Irene ; Fuentes, Roberto. In: Papers. RePEc:arx:papers:2409.15070.

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2025Economic dynamics with differential fertility. (2025). Tarbush, Bassel ; Dennig, Francis. In: Papers. RePEc:arx:papers:2503.02074.

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2025Nonlinear Temperature Sensitivity of Residential Electricity Demand: Evidence from a Distributional Regression Approach. (2025). Seo, Won-Ki ; Nam, Kyungsik. In: Papers. RePEc:arx:papers:2503.07213.

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2025Approximate Factor Model with S-vine Copula Structure. (2025). Li, Yu-Ning ; Han, Jialing. In: Papers. RePEc:arx:papers:2508.11619.

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2025Functional Regression with Nonstationarity and Error Contamination: Application to the Economic Impact of Climate Change. (2025). Seo, Won-Ki ; Nam, Kyungsik. In: Papers. RePEc:arx:papers:2509.08591.

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2025Earnings dynamics and top-earnings inequality. (2025). Harmenberg, Karl ; Lizarraga, Raysa. In: Working Papers. RePEc:bbq:wpaper:0014.

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2024Functional principal component analysis for cointegrated functional time series. (2024). Seo, Wonki. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:2:p:320-330.

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2024Testing for an Explosive Bubble using High-Frequency Volatility. (2024). Yu, Jun ; Zu, Yang ; Boswijk, Peter H. In: Working Papers. RePEc:boa:wpaper:202402.

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2024Bubble Necessity Theorem. (2024). Toda, Alexis Akira ; Hirano, Tomohiro. In: Discussion Papers. RePEc:cfm:wpaper:2421.

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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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2024A nonparametric test of mth-degree inverse stochastic dominance. (2024). Hu, Shiyun ; Sun, Zhenting ; Jiang, Hongyi. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004622.

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2024Enhanced pricing and management of bundled insurance risks with dependence-aware prediction using pair copula construction. (2024). Zhao, Zifeng ; Shi, Peng. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000228.

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2024Better the devil you know: Improved forecasts from imperfect models. (2024). Oh, Dong Hwan ; Patton, Andrew J. In: Journal of Econometrics. RePEc:eee:econom:v:242:y:2024:i:1:s0304407624001131.

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2025Pairwise valid instruments. (2025). Sun, Zhenting ; Wthrich, Kaspar. In: Journal of Econometrics. RePEc:eee:econom:v:250:y:2025:i:c:s0304407625000636.

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2024Persistent and transient variance components in option pricing models with variance-dependent Kernel. (2024). Ghanbari, Hamed. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000665.

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2025Ex ante bond returns and time-varying monotonicity. (2025). Yahyaei, Hamid ; Singh, Abhay ; Smith, Tom. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443125000046.

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2025Statistical analysis of parsimonious high-order multivariate finite Markov chains based on sufficient statistics. (2025). Voloshko, Valeriy ; Kharin, Yuriy. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:208:y:2025:i:c:s0047259x2500017x.

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2025Information bounds for Gaussian copula parameter in stationary semiparametric Markov models. (2025). Chen, Xiaohong ; Yi, Yanping. In: Statistics & Probability Letters. RePEc:eee:stapro:v:216:y:2025:i:c:s0167715224002232.

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2025Explaining Zipfs Law by Rapid Growth. (2025). Yoshikawa, Hiroshi ; Arata, Yoshiyuki ; Okamoto, Shingo. In: Discussion papers. RePEc:eti:dpaper:25070.

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2024Volatility-dependent probability weighting and the dynamics of the pricing kernel puzzle. (2024). Sibbertsen, Philipp ; Schroen, Sebastian ; Dierkes, Maik ; Krupski, Jan. 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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2025Supply risk propagation in international trade networks of the tungsten industry chain. (2025). Wang, Xingxing ; Liu, Xiaojie ; Zheng, Xinxin ; Ren, BO ; Zhang, Yuqi ; Tang, Qianyong. In: Palgrave Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-024-04301-w.

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2025Change point estimation for Gaussian time series data with copula-based Markov chain models. (2025). Chiu, Chi-Yang ; Emura, Takeshi ; Liu, Lien-Hsi ; Wang, Yu-Kai ; Sun, Li-Hsien. In: Computational Statistics. RePEc:spr:compst:v:40:y:2025:i:3:d:10.1007_s00180-024-01541-x.

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2024A novel copula-based approach for parametric estimation of univariate time series through its covariance decay. (2024). , Slvia ; Prass, Taiane S ; Pumi, Guilherme. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:2:d:10.1007_s00362-023-01418-z.

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2024New copula families and mixing properties. (2024). Longla, Martial. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:7:d:10.1007_s00362-024-01559-9.

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2024Do Preregistration and Preanalysis Plans Reduce p-Hacking and Publication Bias? Evidence from 15,992 Test Statistics and Suggestions for Improvement. (2024). heyes, anthony ; Cook, Nikolai ; Brodeur, Abel ; Hartley, Jonathan S. In: Journal of Political Economy Microeconomics. RePEc:ucp:jpemic:doi:10.1086/730455.

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Works by Brendan Kinnane Beare:

YearTitleTypeCited
2019Representation of I(1) and I(2) autoregressive Hilbertian processes In: Papers.
[Full Text][Citation analysis]		paper3
2020REPRESENTATION OF I(1) AND I(2) AUTOREGRESSIVE HILBERTIAN PROCESSES.(2020) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2022Determination of Pareto exponents in economic models driven by Markov multiplicative processes In: Papers.
[Full Text][Citation analysis]		paper19
2022Determination of Pareto Exponents in Economic Models Driven by Markov Multiplicative Processes.(2022) In: Econometrica.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		article
2019Randomization tests of copula symmetry In: Papers.
[Full Text][Citation analysis]		paper4
2020RANDOMIZATION TESTS OF COPULA SYMMETRY.(2020) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
2020Tail behavior of stopped L\evy processes with Markov modulation In: Papers.
[Full Text][Citation analysis]		paper0
2022TAIL BEHAVIOR OF STOPPED LÉVY PROCESSES WITH MARKOV MODULATION.(2022) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2022Optimal measure preserving derivatives revisited In: Papers.
[Full Text][Citation analysis]		paper0
2023Optimal measure preserving derivatives revisited.(2023) In: Mathematical Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2025Stochastic arbitrage with market index options In: Papers.
[Full Text][Citation analysis]		paper0
2025Stochastic arbitrage with market index options.(2025) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2022Modified Wilcoxon-Mann-Whitney tests of stochastic dominance In: Papers.
[Full Text][Citation analysis]		paper0
2025Optimal taxation and the Domar-Musgrave effect In: Papers.
[Full Text][Citation analysis]		paper0
2025Optimal taxation and the Domar‐Musgrave effect.(2025) In: Economic Inquiry.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2023Optimal taxation and the Domar-Musgrave effect.(2023) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2024The general solution to an autoregressive law of motion In: Papers.
[Full Text][Citation analysis]		paper0
2024The general solution to an autoregressive law of motion.(2024) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2015Vine Copula Specifications for Stationary Multivariate Markov Chains In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article28
2017Cointegrated Linear Processes in Hilbert Space In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article10
2018Unit Root Testing with Unstable Volatility In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article22
2008Unit Root Testing with Unstable Volatility.(2008) In: Economics Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22		paper
2025The Granger–Johansen representation theorem for integrated time series on Banach space In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article0
2010Archimedean Copulas and Temporal Dependence In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]		paper61
2012ARCHIMEDEAN COPULAS AND TEMPORAL DEPENDENCE.(2012) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 61		article
2008Copulas and Temporal Dependence In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]		paper73
2009Copulas and Temporal Dependence.(2009) In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 73		paper
2010Copulas and Temporal Dependence.(2010) In: Econometrica.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 73		article
2012Time irreversible copula-based Markov Models In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]		paper7
2014TIME IRREVERSIBLE COPULA-BASED MARKOV MODELS.(2014) In: Econometric Theory.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]		paper26
2016An Empirical Test of Pricing Kernel Monotonicity.(2016) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		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
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.
[Full Text][Citation analysis]		paper10
2015NONPARAMETRIC TESTS OF DENSITY RATIO ORDERING In: Econometric Theory.
[Full Text][Citation analysis]		article15
2019An improved bootstrap test of density ratio ordering In: Econometrics and Statistics.
[Full Text][Citation analysis]		article15
2015An improved bootstrap test of density ratio ordering.(2015) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2011Measure preserving derivatives and the pricing kernel puzzle In: Journal of Mathematical Economics.
[Full Text][Citation analysis]		article15
2019Cointegrated linear processes in Bayes Hilbert space In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article9
2009A generalization of Hoeffdings lemma, and a new class of covariance inequalities In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article5
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]		chapter10
2007A New Mixing Condition In: Economics Series Working Papers.
[Full Text][Citation analysis]		paper0
2021Improved Nonparametric Bootstrap Tests of Lorenz Dominance In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article11
2018Option augmented density forecasts of market returns with monotone pricing kernel In: Quantitative Finance.
[Full Text][Citation analysis]		article0

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