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Unit root testing with unstable volatility
Beare, Brendan K. - 2008
Persistent link: https://www.econbiz.de/10003807437
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Archimedean copulas and temporal dependence
Beare, Brendan K. - In: Econometric theory 28 (2012) 6, pp. 1165-1185
Persistent link: https://www.econbiz.de/10009743177
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Copulas and temporal dependence
Beare, Brendan K. - In: Econometrica : journal of the Econometric Society, an … 78 (2010) 1, pp. 395-410
Persistent link: https://www.econbiz.de/10003989270
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Time irreversible copula-based Markov models
Beare, Brendan K.; Seo, Juwon - In: Econometric theory 30 (2014) 5, pp. 923-960
Persistent link: https://www.econbiz.de/10010502134
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Nonparametric tests of density ratio ordering
Beare, Brendan K.; Moon, Jong-Myun - In: Econometric theory 31 (2015) 3, pp. 471-492
Persistent link: https://www.econbiz.de/10011290911
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Time irreversible copula-based Markov models
Beare, Brendan K.; Seo, Juwon - 2012
Persistent link: https://www.econbiz.de/10010209971
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Improved nonparametric bootstrap tests of Lorenz dominance
Sun, Zhenting; Beare, Brendan K. - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 1, pp. 189-199
Persistent link: https://www.econbiz.de/10012424508
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Randomization tests of copula symmetry
Beare, Brendan K.; Seo, Juwon - In: Econometric theory 36 (2020) 6, pp. 1025-1063
Persistent link: https://www.econbiz.de/10012404089
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Determination of Pareto exponents in economic models driven by Markov multiplicative processes
Beare, Brendan K.; Akira Toda, Alexis - In: Econometrica : journal of the Econometric Society, an … 90 (2022) 4, pp. 1811-1833
Persistent link: https://www.econbiz.de/10013382407