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Brendan Kinnane Beare

Personal Details

First Name:Brendan
Middle Name:Kinnane
Last Name:Beare
Suffix:
RePEc Short-ID:pbe1096
[This author has chosen not to make the email address public]
https://www.brendanbeare.com
Terminal Degree:2007 Economics Department; Yale University (from RePEc Genealogy)

Affiliation

School of Economics
Faculty of Arts and Social Sciences
University of Sydney

Sydney, Australia
https://www.sydney.edu.au/arts/schools/school-of-economics.html
RePEc:edi:deusyau (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Brendan K. Beare & Massimo Franchi & Phil Howlett, 2024. "The general solution to an autoregressive law of motion," Papers 2402.01966, arXiv.org, revised Sep 2024.
  2. Brendan K. Beare & Alexis Akira Toda, 2023. "Optimal taxation and the Domar-Musgrave effect," Papers 2311.05822, arXiv.org, revised Jun 2025.
  3. Brendan K. Beare, 2022. "Optimal measure preserving derivatives revisited," Papers 2201.09108, arXiv.org, revised Dec 2022.
  4. Brendan K. Beare & Jackson D. Clarke, 2022. "Modified Wilcoxon-Mann-Whitney tests of stochastic dominance," Papers 2210.08892, arXiv.org.
  5. Brendan K. Beare & Juwon Seo & Zhongxi Zheng, 2022. "Stochastic arbitrage with market index options," Papers 2207.00949, arXiv.org, revised Jan 2025.
  6. Brendan K. Beare & Won-Ki Seo & Alexis Akira Toda, 2020. "Tail behavior of stopped L\'evy processes with Markov modulation," Papers 2009.08010, arXiv.org.
  7. Brendan K. Beare & Juwon Seo, 2019. "Randomization tests of copula symmetry," Papers 1911.05307, arXiv.org.
  8. Brendan K. Beare & Alexis Akira Toda, 2017. "Determination of Pareto exponents in economic models driven by Markov multiplicative processes," Papers 1712.01431, arXiv.org, revised Jan 2022.
  9. Brendan K. Beare & Won-Ki Seo, 2017. "Representation of I(1) and I(2) autoregressive Hilbertian processes," Papers 1701.08149, arXiv.org, revised Sep 2019.
  10. beare, brendan & shi, xiaoxia, 2015. "An improved bootstrap test of density ratio ordering," MPRA Paper 74772, University Library of Munich, Germany.
  11. Brendan K. Beare, 2008. "Unit Root Testing with Unstable Volatility," Economics Papers 2008-W06, Economics Group, Nuffield College, University of Oxford.
  12. Brendan K. Beare, 2007. "A New Mixing Condition," Economics Series Working Papers 348, University of Oxford, Department of Economics.
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Articles

  1. Beare, Brendan K. & Seo, Juwon & Zheng, Zhongxi, 2025. "Stochastic arbitrage with market index options," Journal of Banking & Finance, Elsevier, vol. 173(C).
  2. Brendan K. Beare, 2023. "Optimal measure preserving derivatives revisited," Mathematical Finance, Wiley Blackwell, vol. 33(2), pages 370-388, April.
  3. Beare, Brendan K. & Seo, Won-Ki & Toda, Alexis Akira, 2022. "Tail Behavior Of Stopped Lévy Processes With Markov Modulation," Econometric Theory, Cambridge University Press, vol. 38(5), pages 986-1013, October.
  4. Brendan K. Beare & Alexis Akira Toda, 2022. "Determination of Pareto Exponents in Economic Models Driven by Markov Multiplicative Processes," Econometrica, Econometric Society, vol. 90(4), pages 1811-1833, July.
  5. Zhenting Sun & Brendan K. Beare, 2021. "Improved Nonparametric Bootstrap Tests of Lorenz Dominance," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(1), pages 189-199, January.
  6. Beare, Brendan K. & Seo, Juwon, 2020. "Randomization Tests Of Copula Symmetry," Econometric Theory, Cambridge University Press, vol. 36(6), pages 1025-1063, December.
  7. Beare, Brendan K. & Seo, Won-Ki, 2020. "Representation Of I(1) And I(2) Autoregressive Hilbertian Processes," Econometric Theory, Cambridge University Press, vol. 36(5), pages 773-802, October.
  8. Seo, Won-Ki & Beare, Brendan K., 2019. "Cointegrated linear processes in Bayes Hilbert space," Statistics & Probability Letters, Elsevier, vol. 147(C), pages 90-95.
  9. Beare, Brendan K. & Shi, Xiaoxia, 2019. "An improved bootstrap test of density ratio ordering," Econometrics and Statistics, Elsevier, vol. 10(C), pages 9-26.
  10. Brendan K. Beare, 2018. "Unit Root Testing with Unstable Volatility," Journal of Time Series Analysis, Wiley Blackwell, vol. 39(6), pages 816-835, November.
  11. Brendan K. Beare & Asad Dossani, 2018. "Option augmented density forecasts of market returns with monotone pricing kernel," Quantitative Finance, Taylor & Francis Journals, vol. 18(4), pages 623-635, April.
  12. Brendan K. Beare & Juwon Seo & Won-Ki Seo, 2017. "Cointegrated Linear Processes in Hilbert Space," Journal of Time Series Analysis, Wiley Blackwell, vol. 38(6), pages 1010-1027, November.
  13. Brendan K. Beare & Lawrence D. W. Schmidt, 2016. "An Empirical Test of Pricing Kernel Monotonicity," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(2), pages 338-356, March.
  14. Beare, Brendan K. & Moon, Jong-Myun, 2015. "Nonparametric Tests Of Density Ratio Ordering," Econometric Theory, Cambridge University Press, vol. 31(3), pages 471-492, June.
  15. Brendan K. Beare & Juwon Seo, 2015. "Vine Copula Specifications for Stationary Multivariate Markov Chains," Journal of Time Series Analysis, Wiley Blackwell, vol. 36(2), pages 228-246, March.
  16. Beare, Brendan K. & Seo, Juwon, 2014. "Time Irreversible Copula-Based Markov Models," Econometric Theory, Cambridge University Press, vol. 30(5), pages 923-960, October.
  17. Beare, Brendan K., 2012. "Archimedean Copulas And Temporal Dependence," Econometric Theory, Cambridge University Press, vol. 28(6), pages 1165-1185, December.
  18. Beare, Brendan K., 2011. "Measure preserving derivatives and the pricing kernel puzzle," Journal of Mathematical Economics, Elsevier, vol. 47(6), pages 689-697.
  19. Brendan K. Beare, 2010. "Copulas and Temporal Dependence," Econometrica, Econometric Society, vol. 78(1), pages 395-410, January.
  20. Beare, Brendan K., 2009. "A generalization of Hoeffding's lemma, and a new class of covariance inequalities," Statistics & Probability Letters, Elsevier, vol. 79(5), pages 637-642, March.
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Chapters

  1. Igor Vaynman & Brendan K. Beare, 2014. "Stable Limit Theory for the Variance Targeting Estimator," Advances in Econometrics, in: Essays in Honor of Peter C. B. Phillips, volume 33, pages 639-672, Emerald Group Publishing Limited.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 10 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (6) 2007-09-09 2008-06-13 2016-11-06 2019-11-25 2022-11-21 2024-03-04. Author is listed
  2. NEP-DGE: Dynamic General Equilibrium (2) 2023-12-04 2023-12-18
  3. NEP-PBE: Public Economics (2) 2023-12-04 2023-12-18
  4. NEP-RMG: Risk Management (2) 2017-12-11 2020-10-26
  5. NEP-ACC: Accounting and Auditing (1) 2023-12-04
  6. NEP-ETS: Econometric Time Series (1) 2008-06-13
  7. NEP-FDG: Financial Development and Growth (1) 2023-12-04
  8. NEP-MAC: Macroeconomics (1) 2024-03-04
  9. NEP-ORE: Operations Research (1) 2008-06-13
  10. NEP-PUB: Public Finance (1) 2023-12-04

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