Follow
Brendan K Beare
Brendan K Beare
Professor of Econometrics, University of Sydney
Verified email at sydney.edu.au - Homepage
Title
Cited by
Cited by
Year
Copulas and temporal dependence
BK Beare
Econometrica 78 (1), 395-410, 2010
1702010
An empirical test of pricing kernel monotonicity
BK Beare, LDW Schmidt
Journal of Applied Econometrics 31 (2), 338-356, 2016
822016
Unit root testing with unstable volatility
BK Beare
Journal of Time Series Analysis 39 (6), 816-835, 2018
58*2018
Vine copula specifications for stationary multivariate Markov chains
BK Beare, J Seo
Journal of Time Series Analysis 36 (2), 228-246, 2015
572015
Nonparametric tests of density ratio ordering
BK Beare, JM Moon
Econometric Theory 31 (3), 471-492, 2015
572015
Measure preserving derivatives and the pricing kernel puzzle
BK Beare
Journal of Mathematical Economics 47 (6), 689-697, 2011
572011
On the emergence of a power law in the distribution of COVID-19 cases
BK Beare, AA Toda
Physica D: Nonlinear Phenomena 412, 132649, 2020
542020
Determination of Pareto exponents in economic models driven by Markov multiplicative processes
BK Beare, AA Toda
Econometrica 90 (4), 1811-1833, 2022
44*2022
Cointegrated linear processes in Hilbert space
BK Beare, J Seo, WK Seo
Journal of Time Series Analysis 38 (6), 1010-1027, 2017
392017
Representation of I(1) and I(2) autoregressive Hilbertian processes
BK Beare, WK Seo
Econometric Theory 36 (5), 773-802, 2020
30*2020
Time irreversible copula-based Markov models
BK Beare, J Seo
Econometric Theory 30 (5), 923-960, 2014
282014
Archimedean copulas and temporal dependence
BK Beare
Econometric Theory 28 (6), 1165-1185, 2012
282012
An improved bootstrap test of density ratio ordering
BK Beare, X Shi
Econometrics and Statistics 10, 9-26, 2019
25*2019
Stable limit theory for the variance targeting estimator
I Vaynman, BK Beare
Advances in Econometrics 33, 639-672, 2014
252014
Weak convergence of the least concave majorant of estimators for a concave distribution function
BK Beare, Z Fang
Electronic Journal of Statistics 11 (2), 3841-3870, 2017
212017
A generalization of Hoeffding’s lemma, and a new class of covariance inequalities
BK Beare
Statistics & Probability Letters 79 (5), 637-642, 2009
192009
The Soviet economic decline revisited
BK Beare
Econ Journal Watch 5 (2), 135-144, 2008
192008
Improved nonparametric bootstrap tests of Lorenz dominance
Z Sun, BK Beare
Journal of Business & Economic Statistics 39 (1), 189-199, 2021
162021
Cointegrated linear processes in Bayes Hilbert space
WK Seo, BK Beare
Statistics & Probability Letters 147, 90-95, 2019
162019
The Chang-Kim-Park model of cointegrated density-valued time series cannot accommodate a stochastic trend
BK Beare
Econ Journal Watch 14 (2), 133-137, 2017
92017
The system can't perform the operation now. Try again later.
Articles 1–20