Richard K. Crump
Title
Cited by
Cited by
Year
Dealing with limited overlap in estimation of average treatment effects
RK Crump, VJ Hotz, GW Imbens, OA Mitnik
Biometrika 96 (1), 187-199, 2009
9012009
Pricing the term structure with linear regressions
T Adrian, RK Crump, E Moench
Journal of Financial Economics 110 (1), 110-138, 2013
5762013
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
2582008
Decomposing real and nominal yield curves
M Abrahams, T Adrian, RK Crump, E Moench, R Yu
Journal of Monetary Economics 84, 182-200, 2016
1762016
Decomposing Real and Nominal Yield Curves
M Abrahams, T Adrian, RK Crump, E Moench
Federal Reserve Bank of New York Staff Report, 2015
1762015
Moving the goalposts: Addressing limited overlap in the estimation of average treatment effects by changing the estimand
R Crump, VJ Hotz, G Imbens, O Mitnik
National Bureau of Economic Research, 2006
1562006
Fundamental disagreement
P Andrade, RK Crump, S Eusepi, E Moench
Journal of Monetary Economics 83, 106-128, 2016
1252016
Fundamental disagreement
P Andrade, RK Crump, S Eusepi, E Moench
Journal of Monetary Economics 83, 106-128, 2016
1252016
The term structure of expectations and bond yields
RK Crump, S Eusepi, E Moench
FRB of NY Staff Report, 2018
992018
Subjective intertemporal substitution
RK Crump, S Eusepi, A Tambalotti, G Topa
Journal of Monetary Economics, 2021
932021
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
862019
Regression-based estimation of dynamic asset pricing models
T Adrian, RK Crump, E Moench
Journal of Financial Economics 118 (2), 211-244, 2015
682015
Regression-based estimation of dynamic asset pricing models
T Adrian, RK Crump, E Moench
Journal of Financial Economics 118 (2), 211-244, 2015
682015
On binscatter
MD Cattaneo, RK Crump, MH Farrell, Y Feng
arXiv preprint arXiv:1902.09608, 2019
642019
On Binscatter
MD Cattaneo, RK Crump, MH Farrell, Y Feng
arXiv preprint arXiv:1902.09608, 2019
642019
Small bandwidth asymptotics for density-weighted average derivatives
MD Cattaneo, RK Crump, M Jansson
Econometric Theory 30 (1), 176-200, 2014
502014
Fertility and the personal exemption: comment
R Crump, GS Goda, KJ Mumford
American Economic Review 101 (4), 1616-28, 2011
422011
A unified approach to measuring u
RK Crump, S Eusepi, M Giannoni, A Şahin
National Bureau of Economic Research, 2019
412019
Generalized jackknife estimators of weighted average derivatives
MD Cattaneo, RK Crump, M Jansson
Journal of the American Statistical Association 108 (504), 1243-1256, 2013
362013
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
342010
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Articles 1–20