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Richard Crump |
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Senior Economist Phone (212) 720-2974 | |
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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 June 2006 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. |

