63 citations · 131 across the 12 of their papers we have counts for
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econ.EM2017★ 27 cited
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…
math.ST2017★ 15 cited
Representation of I(1) and I(2) autoregressive Hilbertian processes
Brendan K. Beare, Won-Ki Seo
We extend the Granger-Johansen representation theorems for I(1) and I(2) vector autoregressive processes to accommodate processes that take values in an arbitrary complex separable…