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Andreas Pick

Erasmus University Rotterdam (from arXiv:2404.11198, 2024) · OpenAlex

13 papers in scope · 12 published · 1 on the econ.EM arXiv · 684 citations · h-index 11 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Luca Barbaglia
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  3. Jonas Striaukas
  4. Éric Ghysels
  5. Andrii Babii
  6. Ryan T. Ball
  7. Laura Liu
  8. Anna E. C. Simoni
  9. Konstantin Boss
  10. Luigi Longo
  11. Allan Timmermann
  12. Matteo Mogliani
  13. Ines Wilms
  14. Marie Ternes
  15. Tommaso Tornese
  16. Stephan Smeekes
  17. Junsu Pan
  18. Andrea Renzetti
  19. Alain Hecq
  20. Jad Beyhum

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(1 of 13)

Stochastic search selection for heterogeneous panel data models
published2026 · Econometric Reviews
Econometric Reviews
Nowcasting GDP using machine learning methods
published2024 · AStA Advances in Statistical Analysis · 25 citations · first circulated 2022
with Dennis Kant, Jasper de Winter, Jasper M. de Winter
AStA Advances in Statistical Analysis
Forecasting with panel data: Estimation uncertainty versus parameter heterogeneity
working paper2024 · arXiv · 4 citations · first circulated 2022
with M. Hashem Pesaran, Allan Timmermann, Hashem Pesaran
Paper profile arXiv arXiv:2404.11198
Does modeling a structural break improve forecast accuracy?
published2019 · Journal of Econometrics · 30 citations
with Tom Boot
Journal of Econometrics
Optimal Forecasts from Markov Switching Models
published2016 · Journal of Business and Economic Statistics · 13 citations · first circulated 2014
with Tom Boot
Journal of Business and Economic Statistics
Adaptive learning and survey data
published2014 · 26 citations · first circulated 2013
with Agnieszka Markiewicz
publisher
Optimal forecasts in the presence of structural breaks
published2013 · Journal of Econometrics · 133 citations · first circulated 2011
with M. Hashem Pesaran, Mikhail Pranovich
Journal of Econometrics
Diagnostic Tests of Cross‐section Independence for Limited Dependent Variable Panel Data Models*
published2011 · Oxford Bulletin of Economics and Statistics · 66 citations
with Chêng Hsiao, M. Hashem Pesaran
Oxford Bulletin of Economics and Statistics
Variable selection, estimation and inference for multi-period forecasting problems
published2011 · Journal of Econometrics · 94 citations · first circulated 2009
with M. Hashem Pesaran, Allan Timmermann
Journal of Econometrics
Forecasting the fragility of the banking and insurance sectors
published2010 · Journal of Banking & Finance · 51 citations · first circulated 2009
with Kerstin Bernoth
Journal of Banking & Finance
Forecast Combination Across Estimation Windows
published2010 · Journal of Business and Economic Statistics · 129 citations
with M. Hashem Pesaran
Journal of Business and Economic Statistics
Econometric issues in the analysis of contagion
published2006 · Journal of Economic Dynamics and Control · 90 citations · first circulated 2004
with M. Hashem Pesaran
Journal of Economic Dynamics and Control
‘Keep it real!’: a real-time UK macro data set
published2002 · Economics Letters · 23 citations
with Don M. Egginton, Shaun P. Vahey, Donald Michael Egginton
Economics Letters

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.