Dr. A. (Andreas) Pick
More information about Andreas Pick is available on his website: https://ap236.github.io
Publications
Article (11)
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Academic (11)
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Pick, A., & Carpay, M. (2022). Multi-step forecasting with large vector autoregressions. Advances in Econometrics, 43A, 73-98. https://doi.org/10.1108/S0731-90532021000043A005
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Boot, T., & Pick, A. (2019). Does modeling a structural break improve forecast accuracy? Journal of Econometrics, 215(1), 35-59. https://doi.org/10.1016/j.jeconom.2019.07.007
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Boot, T., & Pick, A. (2018). Optimal forecasts from Markov switching models. Journal of Business and Economic Statistics, 36(4), 628-642. https://doi.org/10.1080/07350015.2016.1219264
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Pick, A., & Markiewicz, A. (2014). Adaptive learning and survey expectations. Journal of Economic Behavior and Organization, 107(Part B), 685-707. https://doi.org/10.1016/j.jebo.2014.04.005
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Pesaran, MH., Pick, A., & Pranovich, M. (2013). Optimal Forecasts in the Presence of Structural Breaks. Journal of Econometrics, 177(2), 134-152. https://doi.org/10.1016/j.jeconom.2013.04.002
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Pesaran, H., Pick, A., & Hsiao, C. (2011). Diagnostic tests of cross section independence in limited dependent variable panel data models. Oxford Bulletin of Economics and Statistics, 74(2), 253-277. https://doi.org/10.1111/j.1468-0084.2011.00646.x
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Bernoth, K., & Pick, A. (2011). Forecasting the fragility of the banking and insurance sector. Journal of Banking and Finance, 35(4), 807-818. https://doi.org/10.1016/j.jbankfin.2010.10.024
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Pesaran, H., & Pick, A. (2011). Forecast combination across estimation windows. Journal of Business and Economic Statistics, 29(2), 307-318. https://doi.org/10.1198/jbes.2010.09018
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Pesaran, H., Pick, A., & Timmermann, A. (2011). Variable selection, estimation and inference for multi-period forecasting problems. Journal of Econometrics, 164(1), 173-187. https://doi.org/10.1016/j.jeconom.2011.02.018
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Pick, A., & Pesaran, H. (2007). Econometric issues in the analysis of contagion. Journal of Economic Dynamics and Control, 31(4), 1245-1277. https://doi.org/10.1016/j.jedc.2006.03.008
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Egginton, D., Pick, A., & Vahey, S. (2002). "'Keep it real!': a real-time UK macro data set". Economics Letters, 77(1), 15-20. https://doi.org/10.1016/S0165-1765(02)00094-0
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Chapter (1)
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Academic (1)
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Pick, A., & Timmermann, A. (Accepted/In press). Panel data forecasting. In M. Clements, & A. Galvao (Eds.), Handbook on Macroeconomic Forecasting
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PhD Track (1)
- Role: Co-promotor
- PhD Candidate: Dumitru Vicol
- Time frame: 2022 -
Events (77)
Address
Office: ET-40
Burgemeester Oudlaan 50
3062 PA Rotterdam
Postbus 1738
3000 DR Rotterdam
Netherlands
