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
- T. Boot & A. 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
- T. Boot & A. Pick (2018). Optimal forecasts from Markov switching models. Journal of Business and Economic Statistics, 36 (4), 628-642. doi: 10.1080/07350015.2016.1219264
- A. Pick & A.P. 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
- M.H. Pesaran, A. 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
- H. Pesaran, A. Pick & C. Hsiao (2012). 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
- H. Pesaran & A. Pick (2011). Forecast combination across estimation windows. Journal of Business and Economic Statistics, 29 (2), 307-318. doi: 10.1198/jbes.2010.09018
- K. Bernoth & A. 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, A. 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
- A. 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, A. 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
- Start date approval
- Nov/2019
- End date approval
- Nov/2022
- Place
- AMSTERDAM
Major & Master Orientation(econometrics)
- Title
- Major & Master Orientation(econometrics)
- Year
- 2020
Academic Writing
- Title
- Academic Writing
- Year
- 2020
- Year level
- Master
Advanced Econometrics II
- Title
- Advanced Econometrics II
- Year
- 2020
- Year level
- Master
Applied Macroeconometrics
- Title
- Applied Macroeconometrics
- Year
- 2020
- Year level
- Master
Econometrics 2
- Title
- Econometrics 2
- Year
- 2020
- Year level
- bachelor 2, pre-master
Econometrics 2
- Title
- Econometrics 2
- Year
- 2020
- Year level
- bachelor 2, bachelor 2, pre-master
Seminar Case Studies in Appl. Econometr.
- Title
- Seminar Case Studies in Appl. Econometr.
- Year
- 2020
- Year level
- master
Associate Professor
- University
- Erasmus University Rotterdam
- School
- Erasmus School of Economics
- Department
- Econometrics
- Country
- The Netherlands
De Nederlandsche Bank
- Role
- Research Economist
- Obtained Wage
- yes