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Andreas Pick
Andreas Pick
Verified email at ese.eur.nl - Homepage
Title
Cited by
Cited by
Year
Econometric issues in the analysis of contagion
MH Pesaran, A Pick
Journal of Economic Dynamics and Control 31 (4), 1245-1277, 2007
4102007
Credit and economic recovery
M Biggs, T Mayer, A Pick
DNB Working Paper, 2009
1572009
Optimal forecasts in the presence of structural breaks
MH Pesaran, A Pick, M Pranovich
Journal of Econometrics 177 (2), 134-152, 2013
1502013
Forecast combination across estimation windows
MH Pesaran, A Pick
Journal of Business & Economic Statistics 29 (2), 307-318, 2011
1442011
Variable selection, estimation and inference for multi-period forecasting problems
MH Pesaran, A Pick, A Timmermann
Journal of Econometrics 164 (1), 173-187, 2011
1082011
Credit and economic recovery: Demystifying phoenix miracles
M Biggs, T Mayer, A Pick
Available at SSRN 1595980, 2010
802010
Forecasting the fragility of the banking and insurance sectors
K Bernoth, A Pick
Journal of Banking & Finance 35 (4), 807-818, 2011
782011
Diagnostic tests of cross‐section independence for limited dependent variable panel data models
C Hsiao, MH Pesaran, A Pick
Oxford Bulletin of Economics and Statistics 74 (2), 253-277, 2012
742012
Diagnostic tests of cross section independence for nonlinear panel data models
C Hsiao, MH Pesaran, A Pick
IZA discussion paper, 2007
422007
‘Keep it real!’: A real-time UK macro data set
DM Egginton, A Pick, SP Vahey
Economics Letters 77 (1), 15-20, 2002
422002
Adaptive learning and survey data
A Markiewicz, A Pick
Journal of Economic Behavior & Organization 107, 685-707, 2014
282014
Does modeling a structural break improve forecast accuracy?
T Boot, A Pick
Journal of Econometrics 215 (1), 35-59, 2020
272020
Forecasting random walks under drift instability
MH Pesaran, A Pick
IEPR Working Paper, 2008
212008
A simulation model for the analysis of the uk’s sovereign debt strategy
A Pick, M Anthony
UK Debt Management Office Research Paper, 2006
212006
Financial contagion and tests using instrumental variables
A Pick
Res. Dept., Netherlands Central Bank, Amsterdam, The Netherlands, Tech. Rep 139, 2007
122007
Variable Selection and Inference for Multi-period forecasting problems
MH Pesaran, A Pick, A Timmermann
CESifo Working Paper Series, 2009
102009
Optimal forecasts from Markov switching models
T Boot, A Pick
Journal of Business & Economic Statistics 36 (4), 628-642, 2018
82018
Forecasting with panel data: estimation uncertainty versus parameter heterogeneity
MH Pesaran, A Pick, A Timmermann
CEPR Discussion Paper No. DP17123, 2022
62022
Multi-step forecasting with large vector autoregressions
A Pick, M Carpay
Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling, 73-98, 2022
42022
A near optimal test for structural breaks when forecasting under square error loss
T Boot, A Pick
TI 2017-039/III Tinbergen Institute Discussion Paper, 2017
42017
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