Brendan K. Beare
Assistant Professor – Department of Economics
Department of Economics
University of California, San Diego
9500 Gilman Drive # 0508
La Jolla, CA 92093-0508
Working Papers
Time irreversible copula-based Markov models. Joint work with Juwon Seo.
An empirical test of pricing kernel monotonicity. Joint work with Lawrence Schmidt.
Unit root testing with unstable volatility. Nuffield College Economics Working Paper No. 2008-06.
Publications
Archimedean copulas and temporal dependence. To appear in Econometric Theory. (View working paper.)
Measure preserving derivatives and the pricing kernel puzzle. Journal of Mathematical Economics 47 (2011), 689-697.
Copulas and temporal dependence. Econometrica 78 (2010), 395-410. (View supplementary appendix.)
A generalization of Hoeffding's lemma. Statistics and Probability Letters 79 (2009), 637-642.
The Soviet economic decline revisited. Econ Journal Watch 5 (2008), 135-144.
