Richard K. Crump
Richard K. Crump
Verifierad e-postadress på ny.frb.org - Startsida
Titel
Citeras av
Citeras av
År
Dealing with limited overlap in estimation of average treatment effects
RK Crump, VJ Hotz, GW Imbens, OA Mitnik
Biometrika 96 (1), 187-199, 2009
7012009
Pricing the term structure with linear regressions
T Adrian, RK Crump, E Moench
Journal of Financial Economics 110 (1), 110-138, 2013
4552013
Nonparametric tests for treatment effect heterogeneity
RK Crump, VJ Hotz, GW Imbens, OA Mitnik
The Review of Economics and Statistics 90 (3), 389-405, 2008
1882008
Decomposing real and nominal yield curves
M Abrahams, T Adrian, RK Crump, E Moench, R Yu
Journal of Monetary Economics 84, 182-200, 2016
1312016
Decomposing Real and Nominal Yield Curves
M Abrahams, T Adrian, RK Crump, E Moench
Federal Reserve Bank of New York Staff Report, 2015
1312015
Moving the goalposts: Addressing limited overlap in the estimation of average treatment effects by changing the estimand
RK Crump, VJ Hotz, GW Imbens, OA Mitnik
National Bureau of Economic Research Working Paper Series, 2006
1242006
Fundamental disagreement
P Andrade, RK Crump, S Eusepi, E Moench
Journal of Monetary Economics 83, 106-128, 2016
932016
Subjective intertemporal substitution
RK Crump, S Eusepi, A Tambalotti, G Topa
FRB of New York Staff Report, 2015
682015
The term structure of expectations and bond yields
RK Crump, S Eusepi, E Moench
FRB of NY Staff Report, 2018
672018
Regression-based estimation of dynamic asset pricing models
T Adrian, RK Crump, E Moench
Journal of Financial Economics 118 (2), 211-244, 2015
472015
Nonlinearity and Flight‐to‐Safety in the Risk‐Return Trade‐Off for Stocks and Bonds
T Adrian, RK Crump, E Vogt
The Journal of Finance 74 (4), 1931-1973, 2019
442019
Small bandwidth asymptotics for density-weighted average derivatives
MD Cattaneo, RK Crump, M Jansson
Econometric Theory, 176-200, 2014
372014
Robust data-driven inference for density-weighted average derivatives
MD Cattaneo, RK Crump, M Jansson
Journal of the American Statistical Association 105 (491), 1070-1083, 2010
302010
Fertility and the personal exemption: comment
R Crump, GS Goda, KJ Mumford
American Economic Review 101 (4), 1616-28, 2011
292011
Generalized jackknife estimators of weighted average derivatives
MD Cattaneo, RK Crump, M Jansson
Journal of the American Statistical Association 108 (504), 1243-1256, 2013
272013
On Binscatter
MD Cattaneo, RK Crump, MH Farrell, Y Feng
arXiv preprint arXiv:1902.09608, 2019
232019
A unified approach to measuring u
RK Crump, S Eusepi, M Giannoni, A Şahin
National Bureau of Economic Research Working Paper Series, 2019
192019
Treasury term premia: 1961-present
T Adrian, RK Crump, B Mills, E Moench
Federal Reserve Bank of New York, 2014
192014
Characteristic-sorted portfolios: estimation and inference
MD Cattaneo, RK Crump, M Farrell, E Schaumburg
132018
Pricing TIPS and treasuries with linear regressions
M Abrahams, T Adrian, RK Crump, E Moench
FRB of New York Staff Report, 2013
132013
Systemet kan inte utföra åtgärden just nu. Försök igen senare.
Artiklar 1–20