Richard K. Crump : Citation Profile


Are you Richard K. Crump?

Federal Reserve Bank of New York

11

H index

15

i10 index

783

Citations

RESEARCH PRODUCTION:

16

Articles

60

Papers

RESEARCH ACTIVITY:

   14 years (2006 - 2020). See details.
   Cites by year: 55
   Journals where Richard K. Crump has often published
   Relations with other researchers
   Recent citing documents: 208.    Total self citations: 25 (3.09 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pcr107
   Updated: 2020-08-01    RAS profile: 2020-07-19    
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Relations with other researchers


Works with:

Moench, Emanuel (15)

Adrian, Tobias (11)

Eusepi, Stefano (10)

Cattaneo, Matias (8)

Lucca, David (4)

Giannone, Domenico (4)

Jansson, Michael (3)

Andrade, Philippe (3)

Giannoni, Marc (3)

Hundtofte, C. (2)

Sahin, Aysegul (2)

Kovner, Anna (2)

topa, giorgio (2)

Vogt, Erik (2)

santos, joao (2)

Rosa, Carlo (2)

Diamond, Peter (2)

Tambalotti, Andrea (2)

Boyarchenko, Nina (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Richard K. Crump.

Is cited by:

Moreno Gutiérrez, José (30)

Adrian, Tobias (20)

Liu, Yanyan (13)

Weber, Michael (11)

Caliendo, Marco (11)

Cattaneo, Matias (11)

Imbens, Guido (10)

Giannone, Domenico (9)

Huber, Martin (9)

Deininger, Klaus (9)

Jansson, Michael (8)

Cites to:

Adrian, Tobias (15)

Imbens, Guido (15)

Moench, Emanuel (13)

Campbell, John (12)

Shiller, Robert (12)

Singleton, Kenneth (11)

Rudebusch, Glenn (11)

Newey, Whitney (10)

Mankiw, N. Gregory (9)

Hotz, V. Joseph (9)

Cattaneo, Matias (9)

Main data


Where Richard K. Crump has published?


Journals with more than one article published# docs
Econometric Theory2
Journal of the American Statistical Association2
Journal of Monetary Economics2
Journal of Financial Economics2

Working Papers Series with more than one paper published# docs
Liberty Street Economics / Federal Reserve Bank of New York22
Staff Reports / Federal Reserve Bank of New York13
Working Papers / University of Miami, Department of Economics3
Papers / arXiv.org3
IZA Discussion Papers / Institute of Labor Economics (IZA)2
Scholarly Articles / Harvard University Department of Economics2

Recent works citing Richard K. Crump (2020 and 2019)


YearTitle of citing document
2019Explaining Bond Return Predictability in an Estimated New Keynesian Model. (2019). Andreasen, Martin M. In: CREATES Research Papers. RePEc:aah:create:2019-11.

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2019Vulnerable Growth. (2019). Giannone, Domenico ; Boyarchenko, Nina ; Adrian, Tobias. In: American Economic Review. RePEc:aea:aecrev:v:109:y:2019:i:4:p:1263-89.

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2019Provider Supply, Utilization, and Infant Health: Evidence from a Physician Distribution Policy. (2019). Feres, Jose ; Carrillo, Bladimir. In: American Economic Journal: Economic Policy. RePEc:aea:aejpol:v:11:y:2019:i:3:p:156-96.

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2019The E↵ect of Working Hours on Health. (2019). Berniell, Inés ; Bietenbeck, Jan. In: Asociación Argentina de Economía Política. RePEc:aep:anales:4210.

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2018Conditional Quantile Processes based on Series or Many Regressors. (2018). Chernozhukov, Victor ; Fern, Iv'An ; Chetverikov, Denis ; Belloni, Alexandre. In: Papers. RePEc:arx:papers:1105.6154.

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2018Robust Inference on Average Treatment Effects with Possibly More Covariates than Observations. (2018). Farrell, Max H. In: Papers. RePEc:arx:papers:1309.4686.

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2018On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference. (2018). Cattaneo, Matias ; Calonico, Sebastian ; Farrell, Max H. In: Papers. RePEc:arx:papers:1508.02973.

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2020Nonparametric Tests for Treatment Effect Heterogeneity with Duration Outcomes. (2017). Sant'Anna, Pedro. In: Papers. RePEc:arx:papers:1612.02090.

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2019Large Sample Properties of Partitioning-Based Series Estimators. (2019). Cattaneo, Matias ; Feng, Yingjie ; Farrell, Max H. In: Papers. RePEc:arx:papers:1804.04916.

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2018Two-Step Estimation and Inference with Possibly Many Included Covariates. (2018). Jansson, Michael ; Cattaneo, Matias ; Ma, Xinwei. In: Papers. RePEc:arx:papers:1807.10100.

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2019Robust Inference Using Inverse Probability Weighting. (2019). Wang, Jingshen ; Ma, Xinwei. In: Papers. RePEc:arx:papers:1810.11397.

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2019Dyadic Regression. (2019). Graham, Bryan S. In: Papers. RePEc:arx:papers:1908.09029.

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2020Theory of Weak Identification in Semiparametric Models. (2019). Kaji, Tetsuya. In: Papers. RePEc:arx:papers:1908.10478.

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2020Beveridgean Unemployment Gap. (2019). Michaillat, Pascal ; Saez, Emmanuel. In: Papers. RePEc:arx:papers:1911.05271.

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2019Network Data. (2019). Graham, Bryan S. In: Papers. RePEc:arx:papers:1912.06346.

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2020Entropy Balancing for Continuous Treatments. (2020). Tübbicke, Stefan ; Tubbicke, Stefan. In: Papers. RePEc:arx:papers:2001.06281.

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2018Assessing the Impact of Demand Shocks on the US Term Premium. (2018). Zmitrowicz, Konrad ; Barnett, Russell. In: Discussion Papers. RePEc:bca:bocadp:18-7.

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2018Monetary Policy Uncertainty: A Tale of Two Tails. (2018). Sekhposyan, Tatevik ; Dahlhaus, Tatjana. In: Staff Working Papers. RePEc:bca:bocawp:18-50.

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2019An assessment of recent trends in market-based expected iflation in the euro area. (2019). Pericoli, Marcello. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_542_19.

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2018Nearly exact Bayesian estimation of non-linear no-arbitrage term structure models. (2018). Taboga, Marco ; Pericoli, Marcello. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1189_18.

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2020An analysis of sovereign credit risk premia in the euro area: are they explained by local or global factors?. (2020). Cecchetti, Sara. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1271_20.

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2018What Determines the Neutral Rate of Interest in an Emerging Economy?. (2018). Carrillo, Julio ; Jessica, Roldan-Pea ; Alonso, Rodriguez-Perez Cid ; Rocio, Elizondo ; Julio, Carrillo . In: Working Papers. RePEc:bdm:wpaper:2018-22.

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2020What Matters in Households’ Inflation Expectations?. (2020). Mengus, Eric ; Gautier, Erwan ; Andrade, Philippe. In: Working papers. RePEc:bfr:banfra:770.

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2020Climate-Related Scenarios for Financial Stability Assessment: an Application to France. (2020). Dees, Stephane ; CAICEDO, Mateo ; Rabate, Marie ; Pegoraro, Fulvio ; Lisack, Noemie ; Diot, Sebastien ; Devulder, Antoine ; de Gaye, Annabelle ; Clerc, Laurent ; Chouard, Valerie ; Boissinot, Jean ; Vernet, Lucas ; Svartzman, Romain ; Allen, Thomas. In: Working papers. RePEc:bfr:banfra:774.

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2019The term structures of global yields. (2019). Monch, Emanuel. In: BIS Papers chapters. RePEc:bis:bisbpc:102-02.

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2018Term premia: models and some stylised facts. (2018). Hördahl, Peter ; Cohen, Benjamin ; Xia, Dora ; Hordahl, Peter. In: BIS Quarterly Review. RePEc:bis:bisqtr:1809h.

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2019The zero lower bound, forward guidance and how markets respond to news. (2019). Rungcharoenkitkul, Phurichai ; Moessner, Richhild. In: BIS Quarterly Review. RePEc:bis:bisqtr:1903h.

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2018Effects of asset purchases and financial stability measures on term premia in the euro area. (2018). Moessner, Richhild. In: BIS Working Papers. RePEc:bis:biswps:721.

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2018Forward guidance and heterogeneous beliefs. (2018). Mojon, Benoit ; Mengus, Eric ; Gaballo, Gaetano ; Andrade, Philippe. In: BIS Working Papers. RePEc:bis:biswps:750.

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2019What anchors for the natural rate of interest?. (2019). Rungcharoenkitkul, Phurichai ; Disyatat, Piti ; BORIO, Claudio. In: BIS Working Papers. RePEc:bis:biswps:777.

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2019Modelling yields at the lower bound through regime shifts. (2019). Tristani, Oreste ; Hordahl, Peter. In: BIS Working Papers. RePEc:bis:biswps:813.

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2018A Rotated Dynamic Nelson†Siegel Model. (2018). Nyholm, Ken. In: Economic Notes. RePEc:bla:ecnote:v:47:y:2018:i:1:p:113-124.

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2020Consumption, asset wealth, equity premium, term spread, and flight to quality. (2020). Sousa, Ricardo ; Costantini, Mauro. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:3:p:778-807.

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2018Business investment, cash holding and uncertainty since the Great Financial Crisis. (2018). Smietanka, Pawel ; Mizen, Paul ; bloom, nicholas. In: Bank of England working papers. RePEc:boe:boeewp:0753.

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2018Estimating nominal interest rate expectations: overnight indexed swaps and the term structure. (2018). Lloyd, Simon. In: Bank of England working papers. RePEc:boe:boeewp:0763.

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2018The information in the joint term structures of bond yields. (2018). Spencer, Peter ; Raczko, Marek ; Meldrum, Andrew. In: Bank of England working papers. RePEc:boe:boeewp:0772.

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2019Back to the real economy: the effects of risk perception shocks on the term premium and bank lending. (2019). Yung, Julieta ; Bluwstein, Kristina. In: Bank of England working papers. RePEc:boe:boeewp:0806.

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2020No-arbitrage pricing of GDP-linked bonds. (2020). Yan, Wen ; Eguren Martin, Fernando ; Meldrum, Andrew ; Eguren-Martin, Fernando. In: Bank of England working papers. RePEc:boe:boeewp:0849.

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2020The effects of conventional and unconventional monetary policy : identification through the yield curve. (2020). Nelimarkka, Jaakko ; Kortela, Tomi . In: Research Discussion Papers. RePEc:bof:bofrdp:2020_003.

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2019A regime switching skew-normal model of contagion. (2019). Fry-McKibbin, Renee ; Chan, Joshua ; Yu-Ling, Hsiao Cody ; Renee, Fry-Mckibbin. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:23:y:2019:i:1:p:24:n:3.

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2019Two-Step Estimation and Inference with Possibly Many Included Covariates. (2019). Jansson, Michael ; Ma, Xinwei ; Cattaneo, Matias D. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt86c7x315.

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2017Likelihood inference on semiparametric models: Average derivative and treatment effect. (2017). Otsu, Taisuke ; Matsushita, Yukitoshi. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:592.

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2019Jackknife, small bandwidth and high-dimensional asymptotics. (2019). Otsu, Taisuke ; Matsushita, Yukitoshi. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:605.

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2017Dissecting Characteristics Nonparametrically. (2017). Weber, Michael ; Neuhierl, Andreas ; Freyberger, Joachim. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6391.

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2018Dissecting Characteristics Nonparametrically. (2018). Weber, Michael ; Neuhierl, Andreas ; Freyberger, Joachim. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7187.

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2019Asymmetries in Risk Premia, Macroeconomic Uncertainty and Business Cycles. (2019). Yeromonahos, Mallory ; Gortz, Christoph. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7959.

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2018Beauty Contests and the Term Structure. (2018). Tischbirek, Andreas ; Ellison, Martin. In: Discussion Papers. RePEc:cfm:wpaper:1807.

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2018Balance Sheet Implications of the Czech National Banks Exchange Rate Commitment. (2018). Saxa, Branislav ; Holub, Tomas ; Franta, Michal. In: Working Papers. RePEc:cnb:wpaper:2018/10.

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2019Monetary Policy Is Not Always Systematic and Data-Driven: Evidence from the Yield Curve. (2019). Bulir, Ales ; Vlcek, Jan. In: Working Papers. RePEc:cnb:wpaper:2019/3.

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2018Forward Guidance and Heterogeneous Beliefs. (2018). Mojon, Benoit ; Mengus, Eric ; Gaballo, Gaetano ; Andrade, Philippe. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12650.

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2018Beauty Contests and the Term Structure. (2018). Tischbirek, Andreas ; Ellison, Martin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12762.

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2018Liquidity, Leverage, and Regulation Ten Years after the Global Financial Crisis. (2018). Adrian, Tobias ; Shin, Hyun Song ; Kiff, John. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13350.

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2019Beveridgean Unemployment Gap. (2019). Saez, Emmanuel ; Michaillat, Pascal . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14132.

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2019The Natural Rate Puzzle: Global Macro Trends and the Market-Implied r*. (2019). Taylor, Alan M ; Fuenzalida, Cristian ; Davis, Josh. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14201.

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2020Does a Big Bazooka Matter? Quantitative Easing Policies and Exchange Rates. (2020). Mehl, Arnaud ; Grab, Johannes ; Georgiadis, Georgios ; Dedola, Luca. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14324.

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2020Does demand noise matter? Identification and implications. (2020). Poilly, Celine ; Benhima, Kenza. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14365.

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2018Global Positioning Risk and FX Trading Strategies. (2018). Menkhoff, Lukas ; Huang, Huichou. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2018_020.

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2018Does a Big Bazooka Matter? Central Bank Balance-Sheet Policies and Exchange Rates. (2018). Mehl, Arnaud ; Gräb, Johannes ; Georgiadis, Georgios ; Grab, Johannes ; Dedola, Luca. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2018_024.

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2017Family Tax Policy with Heterogeneous Altruistic Households. (2017). Granelli, Lucia. In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales). RePEc:ctl:louvir:2017019.

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2020Natural Rate Chimera and Bond Pricing Reality. (2020). Brand, Claus ; Lemke, Wolfgang ; Goy, Gavin. In: DNB Working Papers. RePEc:dnb:dnbwpp:666.

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2018Fiscal credibility and disagreement in expectations about inflation: evidence for Brazil. (2018). Montes, Gabriel ; Acar, Tatiana. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00001.

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2020Monetary policy and the yield curve. (2020). Smith, Julie K ; Gamber, Edward N. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00018.

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2020A note on Covariate Balancing Propensity Score and Instrument-like variables. (2020). Oyenubi, Adeola. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00758.

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2018Does a big bazooka matter? Central bank balance-sheet policies and exchange rates. (2018). Mehl, Arnaud ; Gräb, Johannes ; Georgiadis, Georgios ; Grab, Johannes ; Dedola, Luca. In: Working Paper Series. RePEc:ecb:ecbwps:20182197.

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2019Tracing the impact of the ECB’s asset purchase programme on the yield curve. (2019). Lemke, Wolfgang ; Eser, Fabian ; Vladu, Andreea Liliana ; Radde, Soren ; Nyholm, Ken. In: Working Paper Series. RePEc:ecb:ecbwps:20192293.

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2019Modelling yields at the lower bound through regime shifts. (2019). Hördahl, Peter ; Tristani, Oreste ; Hordahl, Peter. In: Working Paper Series. RePEc:ecb:ecbwps:20192320.

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2019Targeting poverty under complementarities: Evidence from Indonesias unified targeting system. (2019). Rammohan, Anu ; Parsons, Christopher ; Tohari, Achmad. In: Journal of Development Economics. RePEc:eee:deveco:v:140:y:2019:i:c:p:127-144.

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2018Discretionary fiscal policy and disagreement in expectations about fiscal variables empirical evidence from Brazil. (2018). Montes, Gabriel ; Luna, Paulo Henrique. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:100-116.

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2019Is the pen mightier than the keyboard? The effect of online testing on measured student achievement. (2019). Cowan, James ; Backes, Ben. In: Economics of Education Review. RePEc:eee:ecoedu:v:68:y:2019:i:c:p:89-103.

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2020Free lunch for all? The impact of universal school lunch on student misbehavior. (2020). Merkle, Jessica ; Lee, Hong ; Baek, Deokrye ; Altindag, Duha T. In: Economics of Education Review. RePEc:eee:ecoedu:v:74:y:2020:i:c:s0272775719302559.

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2020Monetary policy on twitter and asset prices: Evidence from computational text analysis. (2020). Lüdering, Jochen ; Tillmann, Peter ; PeterTillmann, ; Ludering, Jochen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302055.

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2018Identification and estimation of nonseparable single-index models in panel data with correlated random effects. (2018). Iek, Pavel ; Lei, Jinghua. In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:1:p:113-128.

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2018Minimum distance approach to inference with many instruments. (2018). Kolesar, Michal. In: Journal of Econometrics. RePEc:eee:econom:v:204:y:2018:i:1:p:86-100.

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2019Specification tests for the propensity score. (2019). Song, Xiaojun. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:2:p:379-404.

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2019Conditional quantile processes based on series or many regressors. (2019). Fernandez-Val, Ivan ; Chetverikov, Denis ; Chernozhukov, Victor ; Belloni, Alexandre. In: Journal of Econometrics. RePEc:eee:econom:v:213:y:2019:i:1:p:4-29.

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2020Robust estimation with many instruments. (2020). Solvsten, Mikkel. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:2:p:495-512.

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2018Oil price dynamics and market-based inflation expectations. (2018). Reboredo, Juan ; Hammoudeh, Shawkat. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:484-491.

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2019Does the EU Emissions Trading System induce investment leakage? Evidence from German multinational firms. (2019). Mama, Houdou Basse ; Koch, Nicolas. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:479-492.

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2019Currency carry trades and the conditional factor model. (2019). Sakemoto, Ryuta. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:198-208.

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2019Agreeing on disagreement: Heterogeneity or uncertainty?. (2019). , Willem ; Ellen, Saskia Ter. In: Journal of Financial Markets. RePEc:eee:finmar:v:44:y:2019:i:c:p:17-30.

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2019Anomalies in macroeconomic prediction errors–evidence from Chilean private forecasters. (2019). Pedersen, Michael. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:1100-1107.

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2019Evaluating the conditionality of judgmental forecasts. (2019). Sinha, Nitish R ; Chang, Andrew C ; Berge, Travis J. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1627-1635.

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2020Five dimensions of the uncertainty–disagreement linkage. (2020). Glas, Alexander. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:607-627.

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2020Dissecting long-term Bund yields in the run-up to the ECB’s public sector purchase programme. (2020). Lemke, Wolfgang ; Werner, Thomas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:111:y:2020:i:c:s0378426619302560.

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2018What do the prices of UK inflation-linked securities say on inflation expectations, risk premia and liquidity risks?. (2018). Liu, Zhuoshi ; Vangelista, Elisabetta ; Relleen, Jon ; Kaminska, Iryna . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:88:y:2018:i:c:p:76-96.

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2018Country transparency and the global transmission of financial shocks. (2018). Brandao-Marques, Luis ; Melgar, Natalia ; Gelos, Gaston . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:96:y:2018:i:c:p:56-72.

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2019Do fiscal communication and clarity of fiscal announcements affect public debt uncertainty? Evidence from Brazil. (2019). Nicolay, Rodolfo ; Acar, Tatiana ; da Fonseca, Rodolfo Tomas ; Montes, Gabriel Caldas. In: Journal of Economics and Business. RePEc:eee:jebusi:v:103:y:2019:i:c:p:38-60.

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2019An asset pricing approach to testing general term structure models. (2019). van der Wel, Michel ; Christensen, Bent Jesper. In: Journal of Financial Economics. RePEc:eee:jfinec:v:134:y:2019:i:1:p:165-191.

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2020Inquiry on the transmission of U.S. aggregate shocks to Mexico: A SVAR approach. (2020). Elizondo, Rocio ; Carrillo, Julio ; Hernandez-Roman, Luis G. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:104:y:2020:i:c:s026156061930018x.

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2019Volatility risk premia and future commodity returns. (2019). ORNELAS, JOSE ; Mauad, Roberto. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:96:y:2019:i:c:p:341-360.

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2019Beliefs formation and the puzzle of forward guidance power. (2019). Di Bartolomeo, Giovanni ; Beqiraj, Elton ; di Pietro, Marco. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:60:y:2019:i:c:p:20-32.

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2019The threshold effect of market sentiment and inflation expectations on gold price. (2019). Xu, Xiangyun ; Jia, Fei ; Huang, Xiaoyong ; Shi, YU. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:77-83.

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2020Prospects for inflation in a high pressure economy: Is the Phillips curve dead or is it just hibernating?. (2020). Mishkin, Frederic S ; Hooper, Peter ; Sufi, Amir. In: Research in Economics. RePEc:eee:reecon:v:74:y:2020:i:1:p:26-62.

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2020Financing affordable and sustainable homeownership with Fixed-COFI mortgages. (2020). Passmore, Stuart Wayne ; von Hafften, Alexander H. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:80:y:2020:i:c:s0166046217304519.

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2019A re-evaluation of the term spread as a leading indicator. (2019). Plakandaras, Vasilios ; Papadimitriou, Theophilos ; GUPTA, RANGAN ; Gogas, Periklis. In: International Review of Economics & Finance. RePEc:eee:reveco:v:64:y:2019:i:c:p:476-492.

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2019Information exchange links, knowledge exposure, and adoption of agricultural technologies in northern Uganda. (2019). Shikuku, Kelvin Mashisia. In: World Development. RePEc:eee:wdevel:v:115:y:2019:i:c:p:94-106.

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2019Heterogeneous welfare impacts of National Rural Employment Guarantee Scheme: Evidence from Andhra Pradesh, India. (2019). Liu, Yanyan ; Deininger, Klaus. In: World Development. RePEc:eee:wdevel:v:117:y:2019:i:c:p:98-111.

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2019Nutrition and food security impacts of quality seeds of biofortified orange-fleshed sweetpotato: Quasi-experimental evidence from Tanzania. (2019). McEwan, Margaret ; Low, Jan W ; Sindi, Kirimi ; Wambugu, Stella ; Okello, Julius Juma ; Shikuku, Kelvin Mashisia. In: World Development. RePEc:eee:wdevel:v:124:y:2019:i:c:29.

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2018Likelihood inference on semiparametric models: average derivative and treatment effect. (2018). Otsu, Taisuke ; Matsushita, Yukitoshi. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:85870.

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2018Beauty contests and the term structure. (2018). Tischbirek, Andreas ; Ellison, Martin. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:87384.

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More than 100 citations found, this list is not complete...

Works by Richard K. Crump:


YearTitleTypeCited
2007Optimal Inference for Instrumental Variables Regression with non-Gaussian Errors In: CREATES Research Papers.
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paper11
2012Optimal inference for instrumental variables regression with non-Gaussian errors.(2012) In: Journal of Econometrics.
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article
2008Small Bandwidth Asymptotics for Density-Weighted Average Derivatives In: CREATES Research Papers.
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paper9
2014SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES.(2014) In: Econometric Theory.
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This paper has another version. Agregated cites: 9
article
2009Robust Data-Driven Inference for Density-Weighted Average Derivatives In: CREATES Research Papers.
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paper16
2010Robust Data-Driven Inference for Density-Weighted Average Derivatives.(2010) In: Journal of the American Statistical Association.
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This paper has another version. Agregated cites: 16
article
2010Bootstrapping Density-Weighted Average Derivatives In: CREATES Research Papers.
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paper10
2014BOOTSTRAPPING DENSITY-WEIGHTED AVERAGE DERIVATIVES.(2014) In: Econometric Theory.
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This paper has another version. Agregated cites: 10
article
2010Bootstrapping density-weighted average derivatives.(2010) In: Staff Reports.
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This paper has another version. Agregated cites: 10
paper
2011Generalized Jackknife Estimators of Weighted Average Derivatives In: CREATES Research Papers.
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paper15
2013Generalized Jackknife Estimators of Weighted Average Derivatives.(2013) In: Journal of the American Statistical Association.
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This paper has another version. Agregated cites: 15
article
2011Fertility and the Personal Exemption: Comment In: American Economic Review.
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article10
2010Fertility and the Personal Exemption: Comment.(2010) In: NBER Working Papers.
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This paper has another version. Agregated cites: 10
paper
2019Characteristic-Sorted Portfolios: Estimation and Inference In: Papers.
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paper4
2016Characteristic-Sorted Portfolios: Estimation and Inference.(2016) In: Staff Reports.
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paper
2019On Binscatter In: Papers.
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2019On binscatter.(2019) In: Staff Reports.
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This paper has another version. Agregated cites: 0
paper
2019Binscatter Regressions In: Papers.
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2014Fundamental disagreement. In: Working papers.
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paper54
2016Fundamental disagreement.(2016) In: Journal of Monetary Economics.
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This paper has another version. Agregated cites: 54
article
2014Fundamental disagreement.(2014) In: Staff Reports.
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This paper has another version. Agregated cites: 54
paper
2019Nonlinearity and Flight‐to‐Safety in the Risk‐Return Trade‐Off for Stocks and Bonds In: Journal of Finance.
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article18
2016Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds.(2016) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 18
paper
2016Nonlinearity and flight to safety in the risk-return trade-off for stocks and bonds.(2016) In: Staff Reports.
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This paper has another version. Agregated cites: 18
paper
2015Regression Based Estimation of Dynamic Asset Pricing Models In: CEPR Discussion Papers.
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paper20
2015Regression-based estimation of dynamic asset pricing models.(2015) In: Journal of Financial Economics.
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This paper has another version. Agregated cites: 20
article
2014Regression-based estimation of dynamic asset pricing models.(2014) In: Staff Reports.
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This paper has another version. Agregated cites: 20
paper
2019A Unified Approach to Measuring u* In: CEPR Discussion Papers.
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paper6
2019A unified approach to measuring u*.(2019) In: Staff Reports.
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This paper has another version. Agregated cites: 6
paper
2019A Unified Approach to Measuring u*.(2019) In: NBER Working Papers.
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This paper has another version. Agregated cites: 6
paper
2013Pricing the term structure with linear regressions In: Journal of Financial Economics.
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article209
2016Decomposing real and nominal yield curves In: Journal of Monetary Economics.
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article34
2015Decomposing real and nominal yield curves.(2015) In: Staff Reports.
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This paper has another version. Agregated cites: 34
paper
2018Review of New York Fed studies on the effects of post-crisis banking reforms In: Economic Policy Review.
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2011A Look at the Accuracy of Policy Expectations In: Liberty Street Economics.
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2012Skills Mismatch, Construction Workers and the Labor Market In: Liberty Street Economics.
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paper0
2012Is U.S. Monetary Policy Seasonal? In: Liberty Street Economics.
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paper0
2013Making a Statement: How Did Professional Forecasters React to the August 2011 FOMC Statement? In: Liberty Street Economics.
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2013Do Treasury Term Premia Rise around Monetary Tightenings? In: Liberty Street Economics.
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2013Preparing for Takeoff? Professional Forecasters and the June 2013 FOMC Meeting In: Liberty Street Economics.
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2014Treasury Term Premia: 1961-Present In: Liberty Street Economics.
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paper1
2014Connecting “The Dots”: Disagreement in the Federal Open Market Committee In: Liberty Street Economics.
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paper0
2014Survey Measures of Expectations for the Policy Rate In: Liberty Street Economics.
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paper0
2014Interest Rate Derivatives and Monetary Policy Expectations In: Liberty Street Economics.
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paper0
2014Data Insight: Which Growth Rate? It’s a Weighty Subject In: Liberty Street Economics.
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paper0
2015Discounting the Long-Run In: Liberty Street Economics.
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paper0
2016Fundamental Disagreement: How Much and Why? In: Liberty Street Economics.
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paper2
2016Forecasting Interest Rates over the Long Run In: Liberty Street Economics.
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paper0
2016What Drives Forecaster Disagreement about Monetary Policy? In: Liberty Street Economics.
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paper0
2018The Effects of Post-Crisis Banking Reforms In: Liberty Street Economics.
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paper0
2018Changing Risk-Return Profiles In: Liberty Street Economics.
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paper2
2018Changing risk-return profiles.(2018) In: Staff Reports.
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This paper has another version. Agregated cites: 2
paper
2019Real Inventory Slowdowns In: Liberty Street Economics.
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paper0
2020Reading the Tea Leaves of the U.S. Business Cycle—Part One In: Liberty Street Economics.
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paper0
2020Reading the Tea Leaves of the U.S. Business Cycle—Part Two In: Liberty Street Economics.
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paper0
2020The Commercial Paper Funding Facility In: Liberty Street Economics.
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paper0
2020The Primary and Secondary Market Corporate Credit Facilities In: Liberty Street Economics.
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paper0
2018Subjective intertemporal substitution In: Staff Reports.
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paper16
2016Subjective Intertemporal Substitution.(2016) In: 2016 Meeting Papers.
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This paper has another version. Agregated cites: 16
paper
2017The term structure of expectations and bond yields In: Staff Reports.
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2019Deconstructing the yield curve In: Staff Reports.
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paper0
2020Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates In: Staff Reports.
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paper0
2009Dealing with Limited Overlap in Estimation of Average Treatment Effects In: Scholarly Articles.
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2007Dealing with Limited Overlap in Estimation of Average Treatment Effects.(2007) In: Working Papers.
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paper
2009Dealing with limited overlap in estimation of average treatment effects.(2009) In: Biometrika.
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This paper has another version. Agregated cites: 235
article
2008Nonparametric Tests for Treatment Effect Heterogeneity In: Scholarly Articles.
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paper43
2006Nonparametric Tests for Treatment Effect Heterogeneity.(2006) In: IZA Discussion Papers.
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This paper has another version. Agregated cites: 43
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2006Nonparametric Tests for Treatment Effect Heterogeneity.(2006) In: Working Papers.
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This paper has another version. Agregated cites: 43
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2006Nonparametric Tests for Treatment Effect Heterogeneity.(2006) In: NBER Technical Working Papers.
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This paper has another version. Agregated cites: 43
paper
2008Nonparametric Tests for Treatment Effect Heterogeneity.(2008) In: The Review of Economics and Statistics.
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This paper has another version. Agregated cites: 43
article
2006Moving the Goalposts: Addressing Limited Overlap in Estimation of Average Treatment Effects by Changing the Estimand In: IZA Discussion Papers.
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paper51
2006Moving the Goalposts: Addressing Limited Overlap in Estimation of Average Treatment Effects by Changing the Estimand.(2006) In: Working Papers.
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This paper has another version. Agregated cites: 51
paper
2006Moving the Goalposts: Addressing Limited Overlap in the Estimation of Average Treatment Effects by Changing the Estimand.(2006) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 51
paper
2014Noisy Information and Fundamental Disagreement In: 2014 Meeting Papers.
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paper6
2013Rejoinder In: Journal of the American Statistical Association.
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article0
2014Comment In: Journal of Business & Economic Statistics.
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