CESifo Research Network Fellow

Andreas Pick

Erasmus Universiteit Rotterdam
Econometric Institute
PO Box 1738, 3000 DR, Rotterdam, The Netherlands

Affiliated Research Network Area

Macro, Money, and International Finance

Fields of Interest

  • Econometrics
  • International Finance
  • Business Cycles

Other Activities

Director, Graduate Studies of the Tinbergen Institute, Economist, De Nederlandsche Bank

CESifo Working Papers

Forecasting With Panel Data: Estimation Uncertainty Versus Parameter Heterogeneity

M. Hashem Pesaran, Andreas Pick, Allan Timmermann
CESifo, Munich, 2022
CESifo Working Paper No. 9690

Variable Selection and Inference for Multi-period Forecasting Problems

M. Hashem Pesaran, Andreas Pick, Allan Timmermann
CESifo, Munich, 2009
CESifo Working Paper No. 2543

Forecasting Random Walks Under Drift Instability

M. Hashem Pesaran, Andreas Pick
CESifo, Munich, 2008
CESifo Working Paper No. 2293

Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models

Cheng Hsiao, M. Hashem Pesaran, Andreas Pick
CESifo, Munich, 2007
CESifo Working Paper No. 1984

Econometric Issues in the Analysis of Contagion

M. Hashem Pesaran, Andreas Pick
CESifo, Munich, 2004
CESifo Working Paper No. 1176