Copulas and temporal dependence BK Beare Econometrica 78 (1), 395-410, 2010 | 168 | 2010 |
An empirical test of pricing kernel monotonicity BK Beare, LDW Schmidt Journal of Applied Econometrics 31 (2), 338-356, 2016 | 84 | 2016 |
Unit root testing with unstable volatility BK Beare Journal of Time Series Analysis 39 (6), 816-835, 2018 | 60* | 2018 |
Vine copula specifications for stationary multivariate Markov chains BK Beare, J Seo Journal of Time Series Analysis 36 (2), 228-246, 2015 | 58 | 2015 |
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 | 57 | 2020 |
Nonparametric tests of density ratio ordering BK Beare, JM Moon Econometric Theory 31 (3), 471-492, 2015 | 56 | 2015 |
Measure preserving derivatives and the pricing kernel puzzle BK Beare Journal of Mathematical Economics 47 (6), 689-697, 2011 | 56 | 2011 |
Determination of Pareto exponents in economic models driven by Markov multiplicative processes BK Beare, AA Toda Econometrica 90 (4), 1811-1833, 2022 | 45* | 2022 |
Cointegrated linear processes in Hilbert space BK Beare, J Seo, WK Seo Journal of Time Series Analysis 38 (6), 1010-1027, 2017 | 38 | 2017 |
Representation of I(1) and I(2) autoregressive Hilbertian processes BK Beare, WK Seo Econometric Theory 36 (5), 773-802, 2020 | 29* | 2020 |
Time irreversible copula-based Markov models BK Beare, J Seo Econometric Theory 30 (5), 923-960, 2014 | 28 | 2014 |
Archimedean copulas and temporal dependence BK Beare Econometric Theory 28 (6), 1165-1185, 2012 | 28 | 2012 |
An improved bootstrap test of density ratio ordering BK Beare, X Shi Econometrics and Statistics 10, 9-26, 2019 | 26* | 2019 |
Stable limit theory for the variance targeting estimator I Vaynman, BK Beare Advances in Econometrics 33, 639-672, 2014 | 25 | 2014 |
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 | 23 | 2017 |
A generalization of Hoeffding’s lemma, and a new class of covariance inequalities BK Beare Statistics & Probability Letters 79 (5), 637-642, 2009 | 19 | 2009 |
The Soviet economic decline revisited BK Beare Econ Journal Watch 5 (2), 135-144, 2008 | 19 | 2008 |
Cointegrated linear processes in Bayes Hilbert space WK Seo, BK Beare Statistics & Probability Letters 147, 90-95, 2019 | 17 | 2019 |
Improved nonparametric bootstrap tests of Lorenz dominance Z Sun, BK Beare Journal of Business & Economic Statistics 39 (1), 189-199, 2021 | 16 | 2021 |
Tail behavior of stopped Lévy processes with Markov modulation BK Beare, WK Seo, AA Toda Econometric Theory 38 (5), 986-1013, 2022 | 9 | 2022 |