User profiles for R. Crump

Richard K. Crump

Federal Reserve Bank of New York
Verified email at ny.frb.org
Cited by 4463

Predicted impact of COVID-19 on neglected tropical disease programs and the opportunity for innovation

…, N Chitnis, LE Coffeng, RE Crump… - Clinical Infectious …, 2021 - academic.oup.com
Due to the COVID-19 pandemic, many key neglected tropical disease (NTD) activities have
been postponed. This hindrance comes at a time when the NTDs are progressing towards …

Dealing with limited overlap in estimation of average treatment effects

RK Crump, VJ Hotz, GW Imbens, OA Mitnik - Biometrika, 2009 - academic.oup.com
Estimation of average treatment effects under unconfounded or ignorable treatment assignment
is often hampered by lack of overlap in the covariate distributions between treatment …

[HTML][HTML] Quantitative analyses and modelling to support achievement of the 2020 goals for nine neglected tropical diseases

…, LAC Chapman, L Coffeng, O Courtenay, RE Crump… - Parasites & vectors, 2015 - Springer
Quantitative analysis and mathematical models are useful tools in informing strategies to
control or eliminate disease. Currently, there is an urgent need to develop these tools to inform …

Pricing the term structure with linear regressions

T Adrian, RK Crump, E Moench - Journal of Financial Economics, 2013 - Elsevier
… Fama risk-free rate R t f and the monthly portfolio returns R t + 1 ( n − 1 ) , we calculate log
excess returns according to(30) rx t + 1 ( n − 1 ) = log ( 1 + R t + 1 ( n − 1 ) ) − log ( 1 + R t f ) . …

Diabetic bladder dysfunction: a review

L Wittig, KV Carlson, JM Andrews, RT Crump… - Urology, 2019 - Elsevier
Diabetic bladder dysfunction affects almost half of all diabetic patients, making it one of the
most common complications of diabetes mellitus. The clinical presentation of diabetic bladder …

Nonparametric tests for treatment effect heterogeneity

RK Crump, VJ Hotz, GW Imbens… - The Review of Economics …, 2008 - direct.mit.edu
In this paper we develop two nonparametric tests of treatment effect heterogeneity. The first
test is for the null hypothesis that the treatment has a zero average effect for all …

[HTML][HTML] A comparison of five methods to predict genomic breeding values of dairy bulls from genome-wide SNP markers

G Moser, B Tier, RE Crump, MS Khatkar… - Genetics Selection …, 2009 - Springer
… The four methods which use information from all SNP namely RR-BLUP, Bayes-R, PLSR …
we calculated the correlation between realized EBVs and GEBV predictions (r EBV,GEBV ). …

Decomposing real and nominal yield curves

…, T Adrian, RK Crump, E Moench, R Yu - Journal of Monetary …, 2016 - Elsevier
… Therefore, we use K R = 2 principal components extracted from these orthogonalized
TIPS residuals as additional pricing factors. Combined with the liquidity factor and the three …

Moving the goalposts: Addressing limited overlap in the estimation of average treatment effects by changing the estimand

RK Crump, VJ Hotz, G Imbens, O Mitnik - 2006 - nber.org
Crump Department of Economics University of California, Berkeley Berkeley CA 94720-3880
crump… x)), with λ : [0, 1] ↦→ R known and the propensity score is unknown. (If the propensity …

Fundamental disagreement

P Andrade, RK Crump, S Eusepi, E Moench - Journal of Monetary …, 2016 - Elsevier
We document a novel set of facts about disagreement among professional forecasters: (1)
forecasters disagree at all horizons, including the long run; (2) the term structure of …