Associate Professor of Econometrics
Associate professor Erasmus School of Economics Econometrics
- Location
- Burg. Oudlaan 50, Rotterdam
- pick@ese.eur.nl
More information
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Profile
More information about Andreas Pick is available on his website: http://apick.eu/
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- Andreas Pick & H Pesaran (2007) - Econometric issues in the analysis of contagion - Journal of Economic Dynamics and Control, 31 (4), 1245-1277 - doi: 10.1016/j.jedc.2006.03.008
- D Egginton, Andreas Pick & S Vahey (2002) - "'Keep it real!': a real-time UK macro data set" - Economics Letters, 77 (1), 15-20 - doi: 10.1016/S0165-1765(02)00094-0
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- Andreas Pick & H Pesaran (2007) - Econometric issues in the analysis of contagion - Journal of Economic Dynamics and Control, 31 (4), 1245-1277 - doi: 10.1016/j.jedc.2006.03.008
- D Egginton, Andreas Pick & S Vahey (2002) - "'Keep it real!': a real-time UK macro data set" - Economics Letters, 77 (1), 15-20 - doi: 10.1016/S0165-1765(02)00094-0
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- Andreas Pick & H Pesaran (2007) - Econometric issues in the analysis of contagion - Journal of Economic Dynamics and Control, 31 (4), 1245-1277 - doi: 10.1016/j.jedc.2006.03.008
- D Egginton, Andreas Pick & S Vahey (2002) - "'Keep it real!': a real-time UK macro data set" - Economics Letters, 77 (1), 15-20 - doi: 10.1016/S0165-1765(02)00094-0
De Nederlandsche Bank
- Begindatum goedkeuring
- november 2019
- Einddatum goedkeuring
- november 2022
- Plaats
- AMSTERDAM
De Nederlandsche Bank
- Begindatum goedkeuring
- november 2019
- Einddatum goedkeuring
- november 2022
- Plaats
- AMSTERDAM
Skills Workshop, II
- Level
- Master
- Year
- 2020
- Year Level
- Master
- Course Code
- EBDS20115-II
Econometrics 2
- Year
- 2020
- Year Level
- bachelor 2, pre-master
- Course Code
- FEB22005
Econometrics 2
- Year
- 2020
- Year Level
- bachelor 2, bachelor 2, pre-master
- Course Code
- FEB22005X
Seminar Case Studies in Appl. Econometr.
- Level
- master
- Year
- 2020
- Year Level
- master
- Course Code
- FEM21022
Major & Master Orientation(econometrics)
- Year
- 2020
- Course Code
- FEB62010
Academic Writing
- Level
- Master
- Year
- 2020
- Year Level
- Master
- Course Code
- TI197-W
Advanced Econometrics II
- Level
- Master
- Year
- 2020
- Year Level
- Master
- Course Code
- TI1705
Applied Macroeconometrics
- Level
- Master
- Year
- 2020
- Year Level
- Master
- Course Code
- TI153
Skills Workshop, II
- Level
- Master
- Year
- 2020
- Year Level
- Master
- Course Code
- EBDS20115-II
Econometrics 2
- Year
- 2020
- Year Level
- bachelor 2, pre-master
- Course Code
- FEB22005
Econometrics 2
- Year
- 2020
- Year Level
- bachelor 2, bachelor 2, pre-master
- Course Code
- FEB22005X
Seminar Case Studies in Appl. Econometr.
- Level
- master
- Year
- 2020
- Year Level
- master
- Course Code
- FEM21022
Major & Master Orientation(econometrics)
- Year
- 2020
- Course Code
- FEB62010
Academic Writing
- Level
- Master
- Year
- 2020
- Year Level
- Master
- Course Code
- TI197-W
Advanced Econometrics II
- Level
- Master
- Year
- 2020
- Year Level
- Master
- Course Code
- TI1705
Applied Macroeconometrics
- Level
- Master
- Year
- 2020
- Year Level
- Master
- Course Code
- TI153