63 citations · 131 across the 12 of their papers we have counts for
4 papers · 1 filter
The general solution to an autoregressive law of motion
Brendan K. Beare, Massimo Franchi, Phil Howlett
We provide a complete description of the set of all solutions to a vector autoregressive law of motion. Every solution is shown to be the sum of three components, each correspondin…
Modified Wilcoxon-Mann-Whitney tests of stochastic dominance
Brendan K. Beare, Jackson D. Clarke
Given independent samples from two univariate distributions, the one-sided Wilcoxon-Mann-Whitney statistic may be used to conduct a rank-based test of first-order stochastic domina…
Randomization tests of copula symmetry
Brendan K. Beare, Juwon Seo
New nonparametric tests of copula exchangeability and radial symmetry are proposed. The novel aspect of the tests is a resampling procedure that exploits group invariance condition…
Determination of Pareto exponents in economic models driven by Markov multiplicative processes
Brendan K. Beare, Alexis Akira Toda
This article contains new tools for studying the shape of the stationary distribution of sizes in a dynamic economic system in which units experience random multiplicative shocks a…