Concepedia

Andreas Pick

AP

21

Publications

972

Citations

18

H-Index

2002

Active since

Affiliations

De Nederlandsche Bank(Current)

Erasmus University Rotterdam

University of Southern California

University of Cambridge

National Bureau of Economic Research

Andreas Pick is an author at De Nederlandsche Bank specializing in engineering, statistics, and finance.

Top concepts

EngineeringFinanceBusinessStatisticsForecastingPredictive AnalyticsEconomicsEconometricsData ScienceMacroeconomics

Publications per year

2002–2024

21

Publications

21

Optimal forecasts in the presence of structural breaks

M. Hashem Pesaran, Andreas Pick, Mikhail Pranovich · Journal of Econometrics · 2013 · 130 citations

Forecasting Methodology, Economic Forecasting, Macroeconomics +7

Forecast Combination Across Estimation Windows

M. Hashem Pesaran, Andreas Pick · Journal of Business and Economic Statistics · 2010 · 128 citations · Full text

Forecasting Methodology, Different Estimation Windows, Engineering +15

Variable selection, estimation and inference for multi-period forecasting problems

M. Hashem Pesaran, Andreas Pick, Allan Timmermann · Journal of Econometrics · 2011 · 93 citations

Forecasting Methodology, Engineering, Predictive Analytics +4

Econometric Issues in the Analysis of Contagion

Andreas Pick, M. Hashem Pesaran · SSRN Electronic Journal · 2004 · 90 citations · Full text

Econometric Model, Economics, Business +6

Diagnostic Tests of Cross‐section Independence for Limited Dependent Variable Panel Data Models*

Chêng Hsiao, M. Hashem Pesaran, Andreas Pick · Oxford Bulletin of Economics and Statistics · 2011 · 66 citations

Diagnostic Tests, Applied Econometrics, Panel Data +17

Rows per page

1–5 of 21