Browsing All of EconStor by Author Crump, Richard K.

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Showing results 1 to 13 of 13
Year of PublicationTitleAuthor(s)
2006 Nonparametric tests for treatment effect heterogeneityCrump, Richard K.; Hotz, V. Joseph; Imbens, Guido W.; Mitnik, Oscar A.
2006 Moving the goalposts: addressing limited overlap in estimation of average treatment effects by changing the estimandCrump, Richard K.; Hotz, V. Joseph; Imbens, Guido W.; Mitnik, Oscar A.
2010 Bootstrapping density-weighted average derivativesCattaneo, Matias D.; Crump, Richard K.; Jansson, Michael
2011 Efficient, regression-based estimation of dynamic asset pricing modelsAdrian, Tobias; Crump, Richard K.; Moench, Emanuel
2012 Pricing TIPS and treasuries with linear regressionsAbrahams, Michael; Adrian, Tobias; Crump, Richard K.; Moench, Emanuel
2013 Noisy information and fundamental disagreementAndrade, Philippe; Crump, Richard K.; Eusepi, Stefano; Moench, Emanuel
2015 Subjective intertemporal substitutionCrump, Richard K.; Eusepi, Stefano; Tambalotti, Andrea; Topa, Giorgio
2016 Characteristic-sorted portfolios: Estimation and inferenceCattaneo, Matias D.; Crump, Richard K.; Farrell, Max H.; Schaumburg, Ernst
2016 The term structure of expectations and bond yieldsCrump, Richard K.; Eusepi, Stefano; Moench, Emanuel
2018 Changing risk-return profilesCrump, Richard K.; Giannone, Domenico; Hundtofte, Sean
2019 A unified approach to measuring u*Crump, Richard K.; Eusepi, Stefano; Giannoni, Marc Paolo; Şahin, Ayşegül
2019 Deconstructing the yield curveCrump, Richard K.; Gospodinov, Nikolaj
2019 On BinscatterCattaneo, Matias D.; Crump, Richard K.; Farrell, Max H.; Feng, Yingjie