Browsing All of EconStor by Author Pick, Andreas
Showing results 1 to 8 of 8
Year of Publication | Title | Author(s) |
2004 | Econometric Issues in the Analysis of Contagion | Pesaran, M. Hashem; Pick, Andreas |
2007 | Diagnostic tests of cross section independence for nonlinear panel data models | Hsiao, Cheng; Pesaran, Mohammad Hashem; Pick, Andreas |
2007 | Diagnostic tests of cross section independence for nonlinear panel data models | Hsiao, Cheng; Pesaran, Mohammad Hashem; Pick, Andreas |
2008 | Forecasting random walks under drift instability | Pesaran, Mohammad Hashem; Pick, Andreas |
2009 | Forecasting the fragility of the banking and insurance sector | Bernoth, Kerstin; Pick, Andreas |
2009 | Variable selection and inference for multi-period forecasting problems | Pesaran, Mohammad Hashem; Pick, Andreas; Timmermann, Allan |
2017 | A near optimal test for structural breaks when forecasting under square error loss | Boot, Tom; Pick, Andreas |
2022 | Forecasting With Panel Data: Estimation Uncertainty Versus Parameter Heterogeneity | Pesaran, M. Hashem; Pick, Andreas; Timmermann, Allan |