Richard Crump

Richard Crump

Research Officer
Capital Markets Function
Federal Reserve Bank of New York
33 Liberty Street
New York, NY 10045

Phone (212) 720-2974
richard.crump@ny.frb.org

Publications

Bootstrapping Density-Weighted Average Derivatives PDF
With Matias D. Cattaneo and Michael Jansson
Econometric Theory, Forthcoming

Small Bandwidth Asymptotics for Density-Weighted Average Derivatives
With Matias D. Cattaneo and Michael Jansson
Econometric Theory, February 2014, 30(1): 176-200

Generalized Jackknife Estimators of Weighted Average Derivatives PDF
With Matias D. Cattaneo and Michael Jansson
Journal of the American Statistical Association, December 2013, 108(504): 1243-1256

Pricing the Term Structure with Linear Regressions
With Emanuel Moench and Richard Crump
Journal of Financial Economics, October 2013, 110(1): 110-138
previously circulated as
Federal Reserve Bank of New York Staff Reports 340, August 2008, Revised April 2013

Optimal Inference for Instrumental Variables Regression with non-Gaussian Errors PDF
With Matias D. Cattaneo and Michael Jansson
Journal of Econometrics, March 2012, 167(1): 1-15
40 pages / 317 KB

Robust Data-Driven Inference for Density-Weighted Average Derivatives
With Matias D. Cattaneo and Michael Jansson
Journal of the American Statistical Association, September 1, 2010, 105(491): 1070-1083
Read the full text in the American Statistical Association ››

Dealing with Limited Overlap in Estimation of Average Treatment Effects
With V. Joseph Hotz, Guido W. Imbens, and Oscar A. Mitnik
Biometrika, March 2009, 96(1): 187-199

Nonparametric Tests for Treatment Effect Heterogeneity
With V. Joseph Hotz, Guido W. Imbens, and Oscar A. Mitnik
Review of Economics and Statistics, August 2008, 90(3): 389-405
17 pages / 174 kb

Richard Crump's CVPDFThe 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.