Richard Paap
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Richard |
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Paap |
Identifer
Contact
Affiliations
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Erasmus Universiteit Rotterdam
/ Faculteit der Economische Wetenschappen
/ Econometrisch Instituut (weight: 99%)
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Erasmus Universiteit Rotterdam
/ Erasmus Research Institute of Management (ERIM) (weight: 1%)
Research profile
author of:
- Bayes Estimates of Markov Trends in Possibly Cointegrated Series: An Application to U.S. Consumption and Income (RePEc:bes:jnlbes:v:21:y:2003:i:4:p:547-63)
by Paap, Richard & van Dijk, Herman K - Modeling Purchases as Repeated Events (RePEc:bes:jnlbes:v:24:y:2006:p:487-502)
by Bijwaard, Govert E. & Franses, Philip Hans & Paap, Richard - Do Leading Indicators Lead Peaks More Than Troughs? (RePEc:bes:jnlbes:v:27:i:4:y:2009:p:528-543)
by Paap, Richard & Segers, Rene & van Dijk, Dick - Model Selection in Periodic Autoregressions (RePEc:bla:obuest:v:56:y:1994:i:4:p:421-39)
by Franses, Philip Hans & Paap, Richard - Model Selection In Periodic Autoregressions (RePEc:bla:obuest:v:56:y:1994:i:4:p:421-439)
by Philip Hans Franses & Richard Paap - What are the advantages of MCMC based inference in latent variable models? (RePEc:bla:stanee:v:56:y:2002:i:1:p:2-22)
by Richard Paap - An Empirical Study of Cash Payments (RePEc:bla:stanee:v:57:y:2003:i:4:p:484-508)
by Jeanine Kippers & Erjen van Nierop & Richard Paap & Philip Hans Franses - Testing non‐nested demand relations: linear expenditure system versus indirect addilog (RePEc:bla:stanee:v:63:y:2009:i:3:p:368-384)
by Paul De Boer & Richard Paap - Random‐coefficient periodic autoregressions (RePEc:bla:stanee:v:65:y:2011:i:1:p:101-115)
by Philip Hans Franses & Richard Paap - Real-Time Inflation Forecasting in a Changing World (RePEc:bno:worpap:2009_16)
by Jan J. J. Groen & Richard Paap & Francesco Ravazzolo - Common large innovations across nonlinear time series (RePEc:bpj:sndecm:v:17:y:2013:i:3:p:251-263:n:5)
by Franses Philip Hans & Paap Richard - The Trade and FDI Effects of EMU Enlargement (RePEc:ces:ceswps:_2123)
by Jelle Brouwer & Richard Paap & Jean-Marie Viaene - Quantitative Models in Marketing Research (RePEc:cup:cbooks:9780521143653)
by Franses,Philip Hans & Paap,Richard - Quantitative Models in Marketing Research (RePEc:cup:cbooks:9780521801669)
by Franses,Philip Hans & Paap,Richard - Generalized Reduced Rank Tests using the Singular Value Decomposition (RePEc:ecm:ausm04:195)
by Richard Paap & Frank Kleibergen - One size does not fit all: Selling firms to private equity versus strategic acquirers (RePEc:eee:corfin:v:18:y:2012:i:4:p:828-848)
by Fidrmuc, Jana P. & Roosenboom, Peter & Paap, Richard & Teunissen, Tim - Computational techniques for applied econometric analysis of macroeconomic and financial processes (RePEc:eee:csdana:v:51:y:2007:i:7:p:3506-3508)
by Geweke, John & Groenen, Patrick J.F. & Paap, Richard & van Dijk, Herman K. - Modeling dynamic effects of promotion on interpurchase times (RePEc:eee:csdana:v:56:y:2012:i:11:p:3055-3069)
by Fok, Dennis & Paap, Richard & Franses, Philip Hans - Does Africa grow slower than Asia, Latin America and the Middle East? Evidence from a new data-based classification method (RePEc:eee:deveco:v:77:y:2005:i:2:p:553-570)
by Paap, Richard & Franses, Philip Hans & van Dijk, Dick - Measuring and predicting heterogeneous recessions (RePEc:eee:dyncon:v:37:y:2013:i:11:p:2195-2216)
by Çakmaklı, Cem & Paap, Richard & van Dijk, Dick - A nonlinear long memory model, with an application to US unemployment (RePEc:eee:econom:v:110:y:2002:i:2:p:135-165)
by van Dijk, Dick & Franses, Philip Hans & Paap, Richard - Priors, posteriors and bayes factors for a Bayesian analysis of cointegration (RePEc:eee:econom:v:111:y:2002:i:2:p:223-249)
by Kleibergen, Frank & Paap, Richard - Generalized reduced rank tests using the singular value decomposition (RePEc:eee:econom:v:133:y:2006:i:1:p:97-126)
by Kleibergen, Frank & Paap, Richard - Seasonality and non-linear price effects in scanner-data-based market-response models (RePEc:eee:econom:v:138:y:2007:i:1:p:231-251)
by Fok, Dennis & Hans Franses, Philip & Paap, Richard - Explaining individual response using aggregated data (RePEc:eee:econom:v:146:y:2008:i:1:p:1-9)
by van Dijk, Bram & Paap, Richard - Bayesian analysis of seasonal unit roots and seasonal mean shifts (RePEc:eee:econom:v:78:y:1997:i:2:p:359-380)
by Franses, Philip Hans & Hoek, Henk & Paap, Richard - Mean shifts, unit roots and forecasting seasonal time series (RePEc:eee:intfor:v:13:y:1997:i:3:p:357-368)
by Paap, Richard & Franses, Philip Hans & Hoek, Henk - Forecasting unemployment using an autoregression with censored latent effects parameters (RePEc:eee:intfor:v:20:y:2004:i:2:p:255-271)
by Franses, Philip Hans & Paap, Richard & Vroomen, Bjorn - Consideration sets, intentions and the inclusion of "don't know" in a two-stage model for voter choice (RePEc:eee:intfor:v:21:y:2005:i:1:p:53-71)
by Paap, Richard & van Nierop, Erjen & van Heerde, Harald J. & Wedel, Michel & Franses, Philip Hans & Alsem, Karel Jan - John Geweke, Contemporary Bayesian Econometrics and Statistics, Wiley, New Jersey (2005) (Hardcover, 300 pages) ISBN: 0-471-67932-1 (RePEc:eee:intfor:v:23:y:2007:i:3:p:531-529)
by Paap, Richard - Modeling the impact of forecast-based regime switches on US inflation (RePEc:eee:intfor:v:32:y:2016:i:4:p:1306-1316)
by Bel, Koen & Paap, Richard - What do professional forecasters actually predict? (RePEc:eee:intfor:v:34:y:2018:i:2:p:288-311)
by Nibbering, Didier & Paap, Richard & van der Wel, Michel - The trade and FDI effects of EMU enlargement (RePEc:eee:jimfin:v:27:y:2008:i:2:p:188-208)
by Brouwer, Jelle & Paap, Richard & Viaene, Jean-Marie - Does Seasonality Influence the Dating of Business Cycle Turning Points? (RePEc:eee:jmacro:v:21:y:1999:i:1:p:79-92)
by Franses, Philip Hans & Paap, Richard - Bayesian forecasting of federal funds target rate decisions (RePEc:eee:jmacro:v:37:y:2013:i:c:p:19-40)
by van den Hauwe, Sjoerd & Paap, Richard & van Dijk, Dick - Moving average filters and periodic integration (RePEc:eee:matcom:v:39:y:1995:i:3:p:245-249)
by Franses, Philip Hans & Paap, Richard - Modelling latent and actual entrepreneurship (RePEc:eim:papers:h200719)
by Roy Thurik & Isabel Grilo & Richard Paap & Peter van der Zwan - Chapter 15 Bayesian Model Averaging in the Presence of Structural Breaks (RePEc:eme:fegzzz:s1574-8715(07)00215-1)
by Francesco Ravazzolo & Richard Paap & Dick van Dijk & Philip Hans Franses - Modeling purchases as repeated events (RePEc:ems:eureir:1077)
by Bijwaard, G.E. & Franses, Ph.H.B.F. & Paap, R. - New Misspecification Tests for Multinomial Logit Models (RePEc:ems:eureir:116745)
by Fok, D. & Paap, R. - Modeling regional house prices (RePEc:ems:eureir:11723)
by van Dijk, A. & Franses, Ph.H.B.F. & Paap, R. & van Dijk, D.J.C. - Panel Forecasting with Asymmetric Grouping (RePEc:ems:eureir:119521)
by Nibbering, D. & Paap, R. - Incorporating responsiveness to marketing efforts in brand choice modelling (RePEc:ems:eureir:13051)
by Fok, D. & Paap, R. & Franses, Ph.H.B.F. - Bayesian Analysis of Seasonal Unit Roots and Seasonal Mean Shifts (RePEc:ems:eureir:1354)
by Franses, Ph.H.B.F. & Hoek, H. & Paap, R. - Priors, Posterior Odds and Lagrange Multiplier Statistics in Bayesian Analyses of Cointegration (RePEc:ems:eureir:1398)
by Kleibergen, F.R. & Paap, R. - A hierarchical Bayes error correction model to explain dynamic effects (RePEc:ems:eureir:1476)
by Fok, D. & Horváth, C. & Paap, R. & Franses, Ph.H.B.F. - A Bayesian approach to two-mode clustering (RePEc:ems:eureir:15112)
by van Dijk, A. & van Rosmalen, J.M. & Paap, R. - Analyzing the effects of past prices on reference price formation (RePEc:ems:eureir:1515)
by van Oest, R.D. & Paap, R. - Modelling asymmetric persistence over the business cycle (RePEc:ems:eureir:1525)
by Franses, Ph.H.B.F. & Paap, R. - Censored latent effects autoregression, with an application to US unemployment (RePEc:ems:eureir:1532)
by Franses, Ph.H.B.F. & Paap, R. - Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration (RePEc:ems:eureir:1551)
by Kleibergen, F.R. & Paap, R. - Testing Non-nested Demand Relations: Linear Expenditure System versus Indirect Addilog (RePEc:ems:eureir:15564)
by de Boer, P.M.C. & Paap, R. - Do the US and Canada have a common nonlinear cycle in unemployment? (RePEc:ems:eureir:1562)
by Paap, R. & Franses, Ph.H.B.F. - Forecasting with periodic autoregressive time series models (RePEc:ems:eureir:1598)
by Franses, Ph.H.B.F. & Paap, R. - Modeling charity donations: target selection, response time and gift size (RePEc:ems:eureir:1640)
by Jonker, J.-J. & Paap, R. & Franses, Ph.H.B.F. - A nonlinear long memory model for US unemployment (RePEc:ems:eureir:1660)
by van Dijk, D.J.C. & Franses, Ph.H.B.F. & Paap, R. - Consideration sets, intentions and the inclusion of "Don't know" in a two-stage model for voter choice (RePEc:ems:eureir:1663)
by Paap, R. & van Nierop, J.E.M. & van Heerde, H.J. & Wedel, M. & Franses, Ph.H.B.F. & Alsem, K.J. - Real-time inflation forecasting in a changing world (RePEc:ems:eureir:16709)
by Groen, J.J.J. & Paap, R. - Generalized Reduced Rank Tests using the Singular Value Decomposition (RePEc:ems:eureir:1681)
by Kleibergen, F.R. & Paap, R. - Does Africa grow slower than Asia and Latin America? (RePEc:ems:eureir:1695)
by Paap, R. & Franses, Ph.H.B.F. & van Dijk, D.J.C. - Modeling and forecasting outliers and level shifts in absolute returns (RePEc:ems:eureir:1701)
by Franses, Ph.H.B.F. & van der Leij, M.J. & Paap, R. - Modeling category-level purchase timing with brand-level marketing variables (RePEc:ems:eureir:1715)
by Fok, D. & Paap, R. - The Bayesian Score Statistic (RePEc:ems:eureir:18192)
by Kleibergen, F.R. & Kleijn, R.H. & Paap, R. - Financial Development and Convergence Clubs (RePEc:ems:eureir:20741)
by Basturk, N. & Paap, R. & van Dijk, D.J.C. - Do experts incorporate statistical model forecasts and should they? (RePEc:ems:eureir:26660)
by Legerstee, R. & Franses, Ph.H.B.F. & Paap, R. - Estimating Loss Functions of Experts (RePEc:ems:eureir:31226)
by Franses, Ph.H.B.F. & Legerstee, R. & Paap, R. - Modeling the impact of forecast-based regime switches on macroeconomic time series (RePEc:ems:eureir:40884)
by Bel, K. & Paap, R. - Bayes estimates of Markov trends in possibly cointegrated series: an application to US consumption and income (RePEc:ems:eureir:538)
by Paap, R. & van Dijk, H.K. - Modeling dynamic effects of promotion on interpurchase times (RePEc:ems:eureir:544)
by Fok, D. & Paap, R. & Franses, Ph.H.B.F. - Common large innovations across nonlinear time series (RePEc:ems:eureir:578)
by Franses, Ph.H.B.F. & Paap, R. - Performance of Seasonal Adjustment Procedures: Simulation and Empirical Results (RePEc:ems:eureir:6917)
by Fok, D. & Franses, Ph.H.B.F. & Paap, R. - Random-Coefficient periodic autoregression (RePEc:ems:eureir:6941)
by Franses, Ph.H.B.F. & Paap, R. - A simple test for GARCH against a stochastic volatility (RePEc:ems:eureir:7028)
by Franses, Ph.H.B.F. & van der Leij, M.J. & Paap, R. - Retrieving unobserved consideration sets from household panel data (RePEc:ems:eureir:7040)
by van Nierop, J.E.M. & Paap, R. & Bronnenberg, B. & Franses, Ph.H.B.F. & Wedel, M. - Explaining individual response using aggregated data (RePEc:ems:eureir:7453)
by Paap, R. & van Dijk, A. - Parameter Estimation in Multivariate Logit models with Many Binary Choices (RePEc:ems:eureir:77167)
by Bel, K. & Fok, D. & Paap, R. - A Multivariate Model for Multinomial Choices (RePEc:ems:eureir:77168)
by Bel, K. & Paap, R. - Bayesian Model Averaging in the Presence of Structural Breaks (RePEc:ems:eureir:7904)
by Ravazzolo, F. & van Dijk, D.J.C. & Paap, R. & Franses, Ph.H.B.F. - A rank-ordered logit model with unobserved heterogeneity in ranking capabilities (RePEc:ems:eureir:8533)
by van Dijk, A. & Fok, D. & Paap, R. - Do leading indicators lead peaks more than troughs? (RePEc:ems:eureir:9230)
by Paap, R. & Segers, R. & van Dijk, D.J.C. - Incorporating Responsiveness to Marketing Efforts When Modeling Brand Choice (RePEc:ems:eureri:110)
by Fok, D. & Franses, Ph.H.B.F. & Paap, R. - Deriving Target Selection Rules from Endogenously Selected Samples (RePEc:ems:eureri:132)
by Donkers, A.C.D. & Jonker, J.-J. & Franses, Ph.H.B.F. & Paap, R. - Modeling Dynamic Effects of the Marketing Mix on Market Shares (RePEc:ems:eureri:336)
by Fok, D. & Paap, R. & Franses, Ph.H.B.F. - Modeling Unobserved Consideration Sets for Household Panel Data (RePEc:ems:eureri:49)
by van Nierop, J.E.M. & Paap, R. & Bronnenberg, B. & Franses, Ph.H.B.F. - A Hierarchical Bayes Error Correction Model to Explain Dynamic Effects of Price Changes (RePEc:ems:eureri:6908)
by Fok, D. & Paap, R. & Horváth, C. & Franses, Ph.H.B.F. - Modeling Potentially Time-Varying Effects of Promotions on Sales (RePEc:ems:eureri:70)
by Franses, Ph.H.B.F. & Paap, R. & Sijthoff, Ph.A. - Econometric Analysis of the Market Share Attraction Model (RePEc:ems:eureri:89)
by Fok, D. & Franses, Ph.H.B.F. & Paap, R. - Real-time inflation forecasting in a changing world (RePEc:fip:fednsr:388)
by Jan J. J. Groen & Richard Paap & Francesco Ravazzolo - Incorporating Responsiveness to Marketing Efforts in Brand Choice Modeling (RePEc:gam:jecnmx:v:2:y:2014:i:1:p:20-44:d:33259)
by Dennis Fok & Richard Paap & Philip Hans Franses - A dynamic multinomial probit model for brand choice with different long-run and short-run effects of marketing-mix variables (RePEc:jae:japmet:v:15:y:2000:i:6:p:717-744)
by Richard Paap & Philip Hans Franses - Modelling and forecasting level shifts in absolute returns (RePEc:jae:japmet:v:17:y:2002:i:5:p:601-616)
by Richard Paap & Philip Hans Franses & Marco Van Der Leij - Deriving target selection rules from endogenously selected samples (RePEc:jae:japmet:v:21:y:2006:i:5:p:549-562)
by Richard Paap & Philip Hans Franses & Bas Donkers & Jedid-Jah Jonker - Introduction to the special issue on new econometric models in marketing (RePEc:jae:japmet:v:24:y:2009:i:3:p:375-376)
by Pradeep Chintagunta & Philip Hans Franses & Richard Paap - Modeling category‐level purchase timing with brand‐level marketing variables (RePEc:jae:japmet:v:24:y:2009:i:3:p:469-489)
by Dennis Fok & Richard Paap - Measuring and Predicting Heterogeneous Recessions (RePEc:koc:wpaper:1206)
by Cem Cakmakli & Richard Paap & Dick van Dijk - A Simple Test for GARCH Against a Stochastic Volatility Model (RePEc:oup:jfinec:v:6:y:2008:i:3:p:291-306)
by Philip Hans Franses & Marco van der Leij & Richard Paap - Periodic Time Series Models (RePEc:oxp:obooks:9780199242030)
by Franses, Philip Hans & Paap, Richard - Seasonality and Stochastic Trends in German Consumption and Income, 1960.1-1987.4 (RePEc:spr:empeco:v:20:y:1995:i:1:p:109-32)
by Franses, Philip Hans & Paap, Richard - Distribution and Mobility of Wealth of Nations (RePEc:spr:esichp:978-0-387-72796-7_5)
by Richard Paap & Herman K. Dijk - Unknown item RePEc:taf:apfiec:v:10:y:2000:i:5:p:483-488 (article)
- Structural differences in economic growth: an endogenous clustering approach (RePEc:taf:applec:44:y:2012:i:1:p:119-134)
by Nalan Baştürk & Richard Paap & Dick van Dijk - Modelling regional house prices (RePEc:taf:applec:v:43:y:2011:i:17:p:2097-2110)
by Bram van Dijk & Philip Hans Franses & Richard Paap & Dick van Dijk - Estimating loss functions of experts (RePEc:taf:applec:v:49:y:2017:i:4:p:386-396)
by Philip Hans Franses & Rianne Legerstee & Richard Paap - On trends and constants in periodic autoregressions (RePEc:taf:emetrv:v:18:y:1999:i:3:p:271-286)
by Richard Paap & Philip Hans Franses - Parameter estimation in multivariate logit models with many binary choices (RePEc:taf:emetrv:v:37:y:2018:i:5:p:534-550)
by Koen Bel & Dennis Fok & Richard Paap - Seasonal patterns in slot-machine gambling in Germany (RePEc:taf:intgms:v:10:y:2010:i:3:p:255-268)
by Csilla Horváth & Andreas Günther & Richard Paap - Real-Time Inflation Forecasting in a Changing World (RePEc:taf:jnlbes:v:31:y:2013:i:1:p:29-44)
by Jan J. J. Groen & Richard Paap & Francesco Ravazzolo - Modeling and estimation of synchronization in size-sorted portfolio returns (RePEc:tcb:cebare:v:22:y:2022:i:4:p:129-140)
by Cem Cakmakli & Richard Paap & Dick van Dijk - Bayes Estimates of Markov Trends in possibly Cointegrated Series: An Application to US Consumption and Income (RePEc:tin:wpaper:19990024)
by Richard Paap & Herman K. van Dijk - The Bayesian Score Statistic (RePEc:tin:wpaper:20000035)
by Frank Kleibergen & Richard Kleijn & Richard Paap - An Empirical Study of Cash Payments (RePEc:tin:wpaper:20020075)
by Jeanine Kippers & Erjen van Nierop & Richard Paap & Philip Hans Franses - A Dynamic Utility Maximization Model for Product Category Consumption (RePEc:tin:wpaper:20020097)
by Rutger van Oest & Philip Hans Franses & Richard Paap - A Joint Framework for Category Purchase and Consumption Behavior (RePEc:tin:wpaper:20020124)
by Rutger van Oest & Richard Paap & Philip Hans Franses - Generalized Reduced Rank Tests using the Singular Value Decomposition (RePEc:tin:wpaper:20030003)
by Frank Kleibergen & Richard Paap - The Trade and FDI Effects of EMU Enlargement (RePEc:tin:wpaper:20070077)
by Jelle Brouwer & Richard Paap & Jean-Marie Viaene - Structural Differences in Economic Growth (RePEc:tin:wpaper:20080085)
by Nalan Basturk & Richard Paap & Dick van Dijk - Modeling and Estimation of Synchronization in Multistate Markov-Switching Models (RePEc:tin:wpaper:20110002)
by Cem Cakmakli & Richard Paap & Dick J.C. van Dijk - An Alternative Bayesian Approach to Structural Breaks in Time Series Models (RePEc:tin:wpaper:20110023)
by Sjoerd van den Hauwe & Richard Paap & Dick J.C. van Dijk - Bayesian Forecasting of Federal Funds Target Rate Decisions (RePEc:tin:wpaper:20110093)
by Sjoerd van den Hauwe & Dick van Dijk & Richard Paap - Do Experts incorporate Statistical Model Forecasts and should they? (RePEc:tin:wpaper:20110141)
by Rianne Legerstee & Philip Hans Franses & Richard Paap - Measuring and Predicting Heterogeneous Recessions (RePEc:tin:wpaper:20110154)
by Cem Cakmakli & Richard Paap & Dick van Dijk - Estimating Loss Functions of Experts (RePEc:tin:wpaper:20110177)
by Philip Hans Franses & Rianne Legerstee & Richard Paap - What Do Professional Forecasters Actually Predict? (RePEc:tin:wpaper:20150095)
by Didier Nibbering & Richard Paap & Michel van der Wel - Trade Policy Options of Ukraine: East or West (RePEc:tin:wpaper:20160057)
by Irena Mikolajun & Richard Paap & Jean-Marie Viaene & Olga Zelenko - A Bayesian Infinite Hidden Markov Vector Autoregressive Model (RePEc:tin:wpaper:20160107)
by Didier Nibbering & Richard Paap & Michel van der Wel - Dynamics in clickthrough and conversion probabilities of paid search advertisements (RePEc:tin:wpaper:20190056)
by Anoek Castelein & Dennis Fok & Richard Paap - Heterogeneous variable selection in nonlinear panel data models: A semiparametric Bayesian approach (RePEc:tin:wpaper:20200061)
by Anoek Castelein & Dennis Fok & Richard Paap - A multinomial and rank-ordered logit model with inter- and intra-individual heteroscedasticity (RePEc:tin:wpaper:20200069)
by Anoek Castelein & Dennis Fok & Richard Paap - Deriving target selection rules from endogenously selected samples (RePEc:wly:japmet:v:21:y:2006:i:5:p:549-562)
by Bas Donkers & Richard Paap & Jedid‐Jah Jonker & Philip Hans Franses - A Rank‐Ordered Logit Model With Unobserved Heterogeneity In Ranking Capabilities (RePEc:wly:japmet:v:27:y:2012:i:5:p:831-846)
by Dennis Fok & Richard Paap & Bram Van Dijk - To pool or not to pool: What is a good strategy for parameter estimation and forecasting in panel regressions? (RePEc:wly:japmet:v:34:y:2019:i:5:p:724-745)
by Wendun Wang & Xinyu Zhang & Richard Paap