← All authors Brendan K. Beare University of Sydney (from arXiv:2402.01966, 2024) · ORCID · OpenAlex
31 papers in scope · 29 published · 2 on the econ.EM arXiv · 673 citations · h-index 14 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Paolo Paruolo Massimo Franchi Won-Ki Seo Maria Grazia Zoia Mario Faliva Dakyung Seong Kyungsik Nam Vadim Gorin Anna Bykhovskaya Li Yu-ning Morten Ørregaard Nielsen Degui Li Juwon Seo Peter C.B. Phillips Qihui Chen Zheng Fang Nazarii Salish James A. Duffy Iliyan Georgiev Andrii Babii Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (4 of 31)
Reducible Markov modulation, pole order, and tail behavior in random growth models
published 2026 · Journal of Applied Probability
The Natural Components of a Regular Linear System
published 2026 · Oxford Bulletin of Economics and Statistics · 2 citations
with Phil Howlett
published 2026 · Quantitative Economics
with Massimo Franchi, Phil Howlett
Optimal taxation and the Domar‐Musgrave effect
published 2025 · Economic Inquiry · first circulated 2023
Stochastic arbitrage with market index options
published 2025 · Journal of Banking & Finance · 2 citations · first circulated 2022
The Granger–Johansen representation theorem for integrated time series on Banach space
published 2024 · Journal of Time Series Analysis · 4 citations · first circulated 2021
Optimal measure preserving derivatives revisited
published 2023 · Mathematical Finance · 4 citations · first circulated 2022
working paper 2022 · arXiv
Determination of Pareto Exponents in Economic Models Driven by Markov Multiplicative Processes
published 2022 · Econometrica · 3 citations
Distributional Replication
published 2021 · Entropy
TAIL BEHAVIOR OF STOPPED LÉVY PROCESSES WITH MARKOV MODULATION—CORRIGENDUM
published 2021 · Econometric Theory · 11 citations · first circulated 2020
Least favourability of the uniform distribution for tests of the concavity of a distribution function
published 2021 · Stat · 2 citations · first circulated 2020
On the emergence of a power law in the distribution of COVID-19 cases
published 2020 · Physica D Nonlinear Phenomena · 62 citations
published 2020 · Econometric Theory · 7 citations
Improved Nonparametric Bootstrap Tests of Lorenz Dominance
published 2019 · Journal of Business and Economic Statistics · 19 citations
Cointegrated linear processes in Bayes Hilbert space
published 2018 · Statistics & Probability Letters · 18 citations
An improved bootstrap test of density ratio ordering
published 2018 · Econometrics and Statistics · 24 citations · first circulated 2015
with Xiaoxia Shi
Unit Root Testing with Unstable Volatility
published 2017 · Journal of Time Series Analysis · 32 citations · first circulated 2008
Option augmented density forecasts of market returns with monotone pricing kernel
published 2017 · Quantitative Finance · 3 citations
with Asad Dossani
Cointegrated Linear Processes in Hilbert Space
published 2017 · Journal of Time Series Analysis · 34 citations
working paper 2017 · arXiv
Weak convergence of the least concave majorant of estimators for a concave distribution function
published 2017 · Electronic Journal of Statistics · 22 citations
The Chang-Kim-Park Model of Cointegrated Density-Valued Time Series Cannot Accommodate a Stochastic Trend
published 2017 · Econ journal watch · 2 citations
no link
Vine Copula Specifications for Stationary Multivariate Markov Chains
published 2014 · Journal of Time Series Analysis · 49 citations
An Empirical Test of Pricing Kernel Monotonicity
published 2014 · Journal of Applied Econometrics · 68 citations · first circulated 2011
with Lawrence Schmidt
NONPARAMETRIC TESTS OF DENSITY RATIO ORDERING
published 2014 · Econometric Theory · 48 citations
with Jong-Myun Moon
TIME IRREVERSIBLE COPULA-BASED MARKOV MODELS
published 2014 · Econometric Theory · 23 citations · first circulated 2012
ARCHIMEDEAN COPULAS AND TEMPORAL DEPENDENCE
published 2012 · Econometric Theory · 27 citations · first circulated 2010
Measure preserving derivatives and the pricing kernel puzzle
published 2011 · Journal of Mathematical Economics · 49 citations
Copulas and Temporal Dependence
published 2010 · Econometrica · 144 citations · first circulated 2008
A generalization of Hoeffding’s lemma, and a new class of covariance inequalities
published 2008 · Statistics & Probability Letters · 14 citations
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