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Summary of Brendan K Beare
Professor Brendan K Beare is a Professor of Econometrics at the University of Sydney, School of Economics. He joined in July 2019, previously serving as Associate Professor of Economics at the University of California, San Diego, and Research Fellow at Nuffield College, Oxford. He holds a BEc (Hons) from UNSW (2002) and MA/PhD from Yale (2007). His research focuses on econometric theory, time series analysis, copula models, and financial econometrics.
- Education:
- BEc (Hons), University of New South Wales (2002)
- MA and PhD in Economics, Yale University (2007)
- Research Interests:
- Time series econometrics, including cointegration and unit root testing
- Copula-based modeling of dependence structures
- Statistical methods for financial markets and economic data
- Recent Work:
- Analysis of stochastic arbitrage in market index options
- Development of Granger-Johansen representation theorem extensions
- Studies on tail behavior of Lévy processes and Pareto exponents
- Teaching:
- ECMT1020: Introduction to Econometrics (Semester 2, 2025)
- ECMT2160: Econometric Analysis (Semester 2, 2025)
His work integrates mathematical rigor with applied econometric challenges, emphasizing theoretical advancements in statistical methodology for economic research.
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