Econometric issues in the analysis of contagion MH Pesaran, A Pick Journal of Economic Dynamics and Control 31 (4), 1245-1277, 2007 | 420 | 2007 |
Optimal forecasts in the presence of structural breaks MH Pesaran, A Pick, M Pranovich Journal of Econometrics 177 (2), 134-152, 2013 | 160 | 2013 |
Credit and economic recovery M Biggs, T Mayer, A Pick DNB Working Paper, 2009 | 155 | 2009 |
Forecast combination across estimation windows MH Pesaran, A Pick Journal of Business & Economic Statistics 29 (2), 307-318, 2011 | 153 | 2011 |
Variable selection, estimation and inference for multi-period forecasting problems MH Pesaran, A Pick, A Timmermann Journal of Econometrics 164 (1), 173-187, 2011 | 110 | 2011 |
Credit and economic recovery: Demystifying phoenix miracles M Biggs, T Mayer, A Pick Available at SSRN 1595980, 2010 | 84 | 2010 |
Forecasting the fragility of the banking and insurance sectors K Bernoth, A Pick Journal of Banking & Finance 35 (4), 807-818, 2011 | 83 | 2011 |
Diagnostic tests of cross‐section independence for limited dependent variable panel data models C Hsiao, MH Pesaran, A Pick Oxford Bulletin of Economics and Statistics 74 (2), 253-277, 2012 | 81 | 2012 |
Diagnostic tests of cross section independence for nonlinear panel data models C Hsiao, MH Pesaran, A Pick IZA discussion paper, 2007 | 43 | 2007 |
¡®Keep it real!¡¯: A real-time UK macro data set DM Egginton, A Pick, SP Vahey Economics Letters 77 (1), 15-20, 2002 | 42 | 2002 |
Does modeling a structural break improve forecast accuracy? T Boot, A Pick Journal of Econometrics 215 (1), 35-59, 2020 | 35 | 2020 |
Adaptive learning and survey data A Markiewicz, A Pick Journal of Economic Behavior & Organization 107, 685-707, 2014 | 28 | 2014 |
A simulation model for the analysis of the uk¡¯s sovereign debt strategy A Pick, M Anthony UK Debt Management Office Research Paper, August, 2006 | 23 | 2006 |
Forecasting random walks under drift instability MH Pesaran, A Pick IEPR Working Paper, 2008 | 20 | 2008 |
Optimal forecasts from Markov switching models T Boot, A Pick Journal of Business & Economic Statistics 36 (4), 628-642, 2018 | 13 | 2018 |
Financial contagion and tests using instrumental variables A Pick Res. Dept., Netherlands Central Bank, Amsterdam, The Netherlands, Tech. Rep 139, 2007 | 12 | 2007 |
Variable Selection and Inference for Multi-period forecasting problems MH Pesaran, A Pick, A Timmermann CESifo Working Paper, 2009 | 10 | 2009 |
Forecasting with panel data: estimation uncertainty versus parameter heterogeneity MH Pesaran, A Pick, A Timmermann arXiv preprint arXiv:2404.11198, 2024 | 8 | 2024 |
Nowcasting GDP using machine learning methods D Kant, A Pick, J de Winter De Nederlandsche Bank Working Paper, 2022 | 7 | 2022 |
A near optimal test for structural breaks when forecasting under square error loss T Boot, A Pick TI 2017-039/III Tinbergen Institute Discussion Paper, 2017 | 6 | 2017 |