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Crump, Richard K.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
657 |
Total
Citations
63 |
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1.
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Adrian, Tobias
Federal Reserve Bank of New York Crump, Richard K.
Federal Reserve Banks - Federal Reserve Bank of New York Moench, Emanuel
Federal Reserve Bank of New York
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22 Mar 09
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Last Revised:
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07 May 13
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209
(71,579)
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9
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term structure of interest rates, Fama-MacBeth regressions, dynamic asset pricing model estimation
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2.
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Nonparametric Tests for Treatment Effect Heterogeneity
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Crump, Richard K.
Federal Reserve Banks - Federal Reserve Bank of New York Hotz, V. Joseph
Duke University Imbens, Guido W.
University of California, Berkeley - Department of Economics Mitnik, Oscar A.
University of Miami
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Posted:
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25 Apr 06
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Last Revised:
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28 Aug 06
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101
(134,396)
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6
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Crump, Richard K.
Federal Reserve Banks - Federal Reserve Bank of New York Hotz, V. Joseph
Duke University Imbens, Guido W.
University of California, Berkeley - Department of Economics Mitnik, Oscar A.
University of Miami
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20
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6
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Crump, Richard K.
Federal Reserve Banks - Federal Reserve Bank of New York Hotz, V. Joseph
Duke University Imbens, Guido W.
University of California, Berkeley - Department of Economics Mitnik, Oscar A.
University of Miami
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81
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6
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average treatment effects, causality, unconfoundedness, treatment effect
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3.
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Pricing TIPS and Treasuries with Linear Regressions
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Abrahams, Michael G.
Massachusetts Institute of Technology (MIT) - Sloan School of Management Adrian, Tobias
Federal Reserve Bank of New York Crump, Richard K.
Federal Reserve Banks - Federal Reserve Bank of New York Moench, Emanuel
Federal Reserve Bank of New York
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Posted:
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03 Sep 12
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Last Revised:
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07 May 13
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96
(139,125)
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Abrahams, Michael G.
Massachusetts Institute of Technology (MIT) - Sloan School of Management Adrian, Tobias
Federal Reserve Bank of New York Crump, Richard K.
Federal Reserve Banks - Federal Reserve Bank of New York Moench, Emanuel
Federal Reserve Bank of New York
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22 Sep 12
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Last Revised:
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07 May 13
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36
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TIPS, inflation expectations, affine term structure models
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Abrahams, Michael G.
Massachusetts Institute of Technology (MIT) - Sloan School of Management Adrian, Tobias
Federal Reserve Bank of New York Crump, Richard K.
Federal Reserve Banks - Federal Reserve Bank of New York Moench, Emanuel
Federal Reserve Bank of New York
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03 Sep 12
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Last Revised:
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07 May 13
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60
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TIPS, affine term structure models, inflation expectations
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4.
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Crump, Richard K.
Federal Reserve Banks - Federal Reserve Bank of New York Hotz, V. Joseph
Duke University Imbens, Guido W.
University of California, Berkeley - Department of Economics Mitnik, Oscar A.
University of Miami
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88
(147,442)
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21
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average treatment effects, causality, unconfoundedness, overlap, treatment effect heterogeneity
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5.
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Adrian, Tobias
Federal Reserve Bank of New York Crump, Richard K.
Federal Reserve Banks - Federal Reserve Bank of New York Moench, Emanuel
Federal Reserve Bank of New York
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12 May 11
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Last Revised:
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30 Mar 12
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67
(173,691)
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Dynamic Asset Pricing, Fama-MacBeth Regressions, financial econometrics
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6.
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Cattaneo, Matias D.
University of Michigan at Ann Arbor - Department of Economics Crump, Richard K.
Federal Reserve Banks - Federal Reserve Bank of New York Jansson, Michael
University of California, Berkeley - Department of Economics
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29
(246,292)
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4
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Semiparametric estimation, density-weighted average derivatives
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7.
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Crump, Richard K.
Federal Reserve Banks - Federal Reserve Bank of New York Hotz, V. Joseph
Duke University Imbens, Guido W.
University of California, Berkeley - Department of Economics Mitnik, Oscar A.
University of Miami
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22
(268,606)
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20
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8.
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Cattaneo, Matias D.
University of Michigan at Ann Arbor - Department of Economics Crump, Richard K.
Federal Reserve Banks - Federal Reserve Bank of New York Jansson, Michael
University of California, Berkeley - Department of Economics
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18
(282,600)
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Averaged derivatives, Bootstrap, Small bandwidth asymptotics
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9.
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Cattaneo, Matias D.
University of Michigan at Ann Arbor - Department of Economics Crump, Richard K.
Federal Reserve Banks - Federal Reserve Bank of New York Jansson, Michael
University of California, Berkeley - Department of Economics
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16
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1
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Instrumental variables regression, weak instruments, adaptive estimation
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10.
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Crump, Richard K.
Federal Reserve Banks - Federal Reserve Bank of New York Goda, Gopi Shah
Stanford University Mumford, Kevin J.
Purdue University
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6
(322,865)
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11.
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Cattaneo, Matias D.
University of Michigan at Ann Arbor - Department of Economics Crump, Richard K.
Federal Reserve Banks - Federal Reserve Bank of New York Jansson, Michael
University of California, Berkeley - Department of Economics
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5
(325,551)
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2
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Average derivatives, Bandwidth selection, Robust inference, Small bandwidth asymptotics
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