Working Papers

Robust Data-Driven Inference for Density-Weighted Average Derivatives
With Matias D. Cattaneo and Michael Jansson
September 2009
36 pages / 588 kb

Small Bandwidth Asymptotics for Density-Weighted Average Derivatives
With Matias D. Cattaneo and Michael Jansson
July 2009
32 pages / 278 kb

Optimal Inference for Instrumental Variables Regression with non-Gaussian Errors  
With Matias D. Cattaneo, and Michael Jansson
February 2009
40 pages / 317 KB

Optimal Conditional Inference in Nearly-Integrated Autoregressive Processes"  
November 2008
33 pages / 301 kb

Testing Parametric Relationships Between Nonparametric Curves Using Series Estimation
June 2006

Richard Crump's CV

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.