55 citations · 94 across the 7 of their papers we have counts for
Showing math.STShow all
3 papers · 1 filter
math.ST2014
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…
math.ST2012★ 4 cited
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…
math.ST2011★ 28 cited
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…