Details about Richard K. Crump

Access statistics for papers by Richard K. Crump.

Last updated 2012-11-16. Update your information in the RePEc Author Service.

Short-id: pcr107

Working Papers

2012

1. Pricing TIPS and treasuries with linear regressions
   Staff Reports, Federal Reserve Bank of New York

2011

2. Efficient, regression-based estimation of dynamic asset pricing models
   Staff Reports, Federal Reserve Bank of New York
3. Generalized Jackknife Estimators of Weighted Average Derivatives
   CREATES Research Papers, School of Economics and Management, University of Aarhus View citations (2)

2010

4. Bootstrapping Density-Weighted Average Derivatives
   CREATES Research Papers, School of Economics and Management, University of Aarhus View citations (3)
   Also in Staff Reports, Federal Reserve Bank of New York (2010) View citations (3)
5. Fertility and the Personal Exemption: Comment
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
   See also Journal Article in American Economic Review (2011)

2009

6. Dealing with Limited Overlap in Estimation of Average Treatment Effects
   Scholarly Articles, Harvard University Department of Economics View citations (18)
   Also in Working Papers, University of Miami, Department of Economics (2007) View citations (9)
   See also Journal Article in Biometrika (2009)
7. Robust Data-Driven Inference for Density-Weighted Average Derivatives
   CREATES Research Papers, School of Economics and Management, University of Aarhus View citations (1)
   See also Journal Article in Journal of the American Statistical Association (2010)

2008

8. Nonparametric Tests for Treatment Effect Heterogeneity
   Scholarly Articles, Harvard University Department of Economics View citations (6)
   Also in Working Papers, University of Miami, Department of Economics (2006) View citations (2)
   NBER Technical Working Papers, National Bureau of Economic Research, Inc (2006) View citations (2)
   IZA Discussion Papers, Institute for the Study of Labor (IZA) (2006) View citations (7)
   See also Journal Article in The Review of Economics and Statistics (2008)
9. Small Bandwidth Asymptotics for Density-Weighted Average Derivatives
   CREATES Research Papers, School of Economics and Management, University of Aarhus View citations (2)

2007

10. Optimal Inference for Instrumental Variables Regression with non-Gaussian Errors
    CREATES Research Papers, School of Economics and Management, University of Aarhus View citations (1)
    See also Journal Article in Journal of Econometrics (2012)

2006

11. Moving the Goalposts: Addressing Limited Overlap in Estimation of Average Treatment Effects by Changing the Estimand
    IZA Discussion Papers, Institute for the Study of Labor (IZA) View citations (19)
    Also in Working Papers, University of Miami, Department of Economics (2006) View citations (25)
12. Moving the Goalposts: Addressing Limited Overlap in the Estimation of Average Treatment Effects by Changing the Estimand
    NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (22)

Journal Articles

2012

1. Optimal inference for instrumental variables regression with non-Gaussian errors
   Journal of Econometrics, 2012, 167, (1), 1-15
   See also Working Paper (2007)

2011

2. Fertility and the Personal Exemption: Comment
   American Economic Review, 2011, 101, (4), 1616-28
   See also Working Paper (2010)

2010

3. Robust Data-Driven Inference for Density-Weighted Average Derivatives
   Journal of the American Statistical Association, 2010, 105, (491), 1070-1083
   See also Working Paper (2009)

2009

4. Dealing with limited overlap in estimation of average treatment effects
   Biometrika, 2009, 96, (1), 187-199 View citations (29)
   See also Working Paper (2009)

2008

5. Nonparametric Tests for Treatment Effect Heterogeneity
   The Review of Economics and Statistics, 2008, 90, (3), 389-405 View citations (5)
   See also Working Paper (2008)