Andreas Pick
Economics and Econometrics · 2008–2012
A researcher in the Science corpus: 4 papers; trusts 16 researchers and is trusted by 5 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 40 citations into it; #13,302 of 23,481 by trust here, #11,156 by citations
- Management Science and Operations Research — 16 citations into it
- Statistics and Probability — 7 citations into it
Whom Andreas Pick trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Andreas Pick overall
Papers from Andreas Pick's perspective
Ordered by how strongly the researchers Andreas Pick trusts endorse each paper. Same corpus, a different order for every researcher.
- How Stable is the Predictive Power of the Yield Curve? Evidence from Germany and the United States (Review of Economics and Statistics)
- Detecting and Predicting Forecast Breakdowns (Social Science Research Network)
- Market timing and return prediction under model instability
- Forecasting with Breaks
- Forecast Combination Across Estimation Windows
- Estimating the Dimension of a Model
- Macroeconomic Forecasting Using Diffusion Indexes
- Tests of Equal Forecast Accuracy and Encompassing for Nested Models
- Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
- Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?
Their papers
- Forecast Combination Across Estimation Windows (2011) — 118 citations
- Diagnostic Tests of Cross‐Section Independence for Limited Dependent Variable Panel Data Models* (2012) — 66 citations
- Optimal forecasts in the presence of structural breaks (2011) — 133 citations
- Forecasting Random Walks Under Drift Instability (2008) — 69 citations