The Federal Reserve Bank of New York works to promote sound and well-functioning financial systems and markets through its provision of industry and payment services, advancement of infrastructure reform in key markets and training and educational support to international institutions.
Regional & Community Outreach connects the Bank to Main Street via structured dialogues and two-way conversations on small business, mortgages, and household credit.
Economic Education improves public knowledge about the Federal Reserve System, monetary policy implementation, and promoting financial stability through the Museum and programs for K-16 students and educators, and the community.
Bootstrapping Density-Weighted Average Derivatives 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 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 With Matias D. Cattaneo and Michael Jansson Journal of Econometrics, March 2012, 167(1): 1-15
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
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
Richard Crump's CVThe 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.