Working Papers

Efficient, Regression-Based Estimation of Dynamic Asset Pricing Models
With Tobias Adrian and Emanuel Moench
Federal Reserve Bank of New York Staff Reports, Number 493, May 2011

Generalized Jackknife Estimators of Weighted Average Derivatives
With Matias D. Cattaneo, and Michael Jansson  
November 2011

Bootstrapping Density-Weighted Average Derivatives 
With Matias D. Cattaneo, and Michael Jansson  
August 2011

Optimal Conditional Inference in Nearly-Integrated Autoregressive Processes"  
November 2008
33 pages / 301 kb

Testing Parametric Relationships Between Nonparametric Curves Using Series Estimation
June 2006

Richard Crump's CV

The views expressed in the papers listed on this page are those of the author(s) and do not necessarily reflect the position of the Federal Reserve Bank of New York or the Federal Reserve System.