55 citations · 94 across the 7 of their papers we have counts for
7 papers
Inference on quantile processes with a finite number of clusters
Andreas Hagemann
I introduce a generic method for inference on entire quantile and regression quantile processes in the presence of a finite number of large and arbitrarily heterogeneous clusters.…
Inference with a single treated cluster
Andreas Hagemann
I introduce a generic method for inference about a scalar parameter in research designs with a finite number of heterogeneous clusters where only a single cluster received treatmen…
Permutation inference with a finite number of heterogeneous clusters
Andreas Hagemann
I introduce a simple permutation procedure to test conventional (non-sharp) hypotheses about the effect of a binary treatment in the presence of a finite number of large, heterogen…
Placebo inference on treatment effects when the number of clusters is small
Andreas Hagemann
I introduce a general, Fisher-style randomization testing framework to conduct nearly exact inference about the lack of effect of a binary treatment in the presence of very few, la…
Cluster-Robust Bootstrap Inference in Quantile Regression Models
Andreas Hagemann
In this paper I develop a wild bootstrap procedure for cluster-robust inference in linear quantile regression models. I show that the bootstrap leads to asymptotically valid infere…
Stochastic Equicontinuity in Nonlinear Time Series Models
Andreas Hagemann
In this paper I provide simple and easily verifiable conditions under which a strong form of stochastic equicontinuity holds in a wide variety of modern time series models. In cont…
Robust Spectral Analysis
Andreas Hagemann
In this paper I introduce quantile spectral densities that summarize the cyclical behavior of time series across their whole distribution by analyzing periodicities in quantile cro…