Biography
More information about Andreas Pick is available on his website: https://ap236.github.io
More information
Work
- Andreas Pick & Allan Timmermann (2024) - Panel data forecasting
- Andreas Pick & Matthijs Carpay (2022) - Multi-step forecasting with large vector autoregressions - Advances in Econometrics, 43A, 73-98 - doi: 10.1108/S0731-90532021000043A005
- Tom Boot & Andreas Pick (2019) - Does modeling a structural break improve forecast accuracy? - Journal of Econometrics, 215 (1), 35-59 - doi: 10.1016/j.jeconom.2019.07.007 - [link]
- Tom Boot & Andreas Pick (2018) - Optimal forecasts from Markov switching models - Journal of Business and Economic Statistics, 36 (4), 628-642 - doi: 10.1080/07350015.2016.1219264 - [link]
- Andreas Pick & Agnieszka Markiewicz (2014) - Adaptive learning and survey expectations - Journal of Economic Behavior and Organization, 107 (Part B), 685-707 - doi: 10.1016/j.jebo.2014.04.005 - [link]
- MH Pesaran, Andreas Pick & M Pranovich (2013) - Optimal Forecasts in the Presence of Structural Breaks - Journal of Econometrics, 177 (2), 134-152 - doi: 10.1016/j.jeconom.2013.04.002 - [link]
- H Pesaran, Andreas Pick & C Hsiao (2011) - Diagnostic tests of cross section independence in limited dependent variable panel data models - Oxford Bulletin of Economics and Statistics, 74 (2), 253-277 - doi: 10.1111/j.1468-0084.2011.00646.x - [link]
- H Pesaran & Andreas Pick (2011) - Forecast combination across estimation windows - Journal of Business and Economic Statistics, 29 (2), 307-318 - doi: 10.1198/jbes.2010.09018 - [link]
- K Bernoth & Andreas Pick (2011) - Forecasting the fragility of the banking and insurance sector - Journal of Banking and Finance, 35 (4), 807-818 - doi: 10.1016/j.jbankfin.2010.10.024 - [link]
- H Pesaran, Andreas Pick & A Timmermann (2011) - Variable selection, estimation and inference for multi-period forecasting problems - Journal of Econometrics, 164 (1), 173-187 - doi: 10.1016/j.jeconom.2011.02.018 - [link]
Seminar Case Studies in Appl. Econometr.
- Year
- 2024
- Course Code
- FEM21022
Seminar Financial Case Studies
- Year
- 2024
- Course Code
- FEM21019
Econometrics 2
- Year
- 2024
- Course Code
- FEB22005X
Major & Master Orientation(econometrics)
- Year
- 2024
- Course Code
- FEB62010
Econometrics 2
- Year
- 2024
- Course Code
- FEB22005
