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Richard Paap

Personal Details

First Name:Richard
Middle Name:
Last Name:Paap
Suffix:
RePEc Short-ID:ppa494
[This author has chosen not to make the email address public]
https://personal.eur.nl/paap/
Terminal Degree:1995 Econometrisch Instituut; Faculteit der Economische Wetenschappen; Erasmus Universiteit Rotterdam (from RePEc Genealogy)

Affiliation

(99%) Econometrisch Instituut
Faculteit der Economische Wetenschappen
Erasmus Universiteit Rotterdam

Rotterdam, Netherlands
http://www.econometric-institute.org/
RePEc:edi:eieurnl (more details at EDIRC)

(1%) Erasmus Research Institute of Management (ERIM)
Erasmus Universiteit Rotterdam

Rotterdam, Netherlands
http://www.erim.eur.nl/
RePEc:edi:erimanl (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters Books

Working papers

  1. Anoek Castelein & Dennis Fok & Richard Paap, 2020. "A multinomial and rank-ordered logit model with inter- and intra-individual heteroscedasticity," Tinbergen Institute Discussion Papers 20-069/III, Tinbergen Institute.
  2. Anoek Castelein & Dennis Fok & Richard Paap, 2020. "Heterogeneous variable selection in nonlinear panel data models: A semiparametric Bayesian approach," Tinbergen Institute Discussion Papers 20-061/III, Tinbergen Institute.
  3. Nibbering, D. & Paap, R., 2019. "Panel Forecasting with Asymmetric Grouping," Econometric Institute Research Papers EI-2019-30, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  4. Anoek Castelein & Dennis Fok & Richard Paap, 2019. "Dynamics in clickthrough and conversion probabilities of paid search advertisements," Tinbergen Institute Discussion Papers 19-056/III, Tinbergen Institute.
  5. Fok, D. & Paap, R., 2019. "New Misspecification Tests for Multinomial Logit Models," Econometric Institute Research Papers EI2019-24, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  6. Didier Nibbering & Richard Paap & Michel van der Wel, 2016. "A Bayesian Infinite Hidden Markov Vector Autoregressive Model," Tinbergen Institute Discussion Papers 16-107/III, Tinbergen Institute, revised 13 Oct 2017.
  7. Irena Mikolajun & Richard Paap & Jean-Marie Viaene & Olga Zelenko, 2016. "Trade Policy Options of Ukraine: East or West," Tinbergen Institute Discussion Papers 16-057/VI, Tinbergen Institute.
  8. Didier Nibbering & Richard Paap & Michel van der Wel, 2015. "What Do Professional Forecasters Actually Predict?," Tinbergen Institute Discussion Papers 15-095/III, Tinbergen Institute, revised 13 Oct 2017.
  9. Bel, K. & Fok, D. & Paap, R., 2014. "Parameter Estimation in Multivariate Logit models with Many Binary Choices," Econometric Institute Research Papers EI 2014-25, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  10. Bel, K. & Paap, R., 2014. "A Multivariate Model for Multinomial Choices," Econometric Institute Research Papers EI 2014-26, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  11. Bel, K. & Paap, R., 2013. "Modeling the impact of forecast-based regime switches on macroeconomic time series," Econometric Institute Research Papers EI 2013-25, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  12. Cem Cakmakli & Richard Paap & Dick van Dijk, 2012. "Measuring and Predicting Heterogeneous Recessions," Koç University-TUSIAD Economic Research Forum Working Papers 1206, Koc University-TUSIAD Economic Research Forum.
  13. Sjoerd van den Hauwe & Richard Paap & Dick J.C. van Dijk, 2011. "An Alternative Bayesian Approach to Structural Breaks in Time Series Models," Tinbergen Institute Discussion Papers 11-023/4, Tinbergen Institute.
  14. Cem Cakmakli & Richard Paap & Dick J.C. van Dijk, 2011. "Modeling and Estimation of Synchronization in Multistate Markov-Switching Models," Tinbergen Institute Discussion Papers 11-002/4, Tinbergen Institute.
  15. Sjoerd van den Hauwe & Dick van Dijk & Richard Paap, 2011. "Bayesian Forecasting of Federal Funds Target Rate Decisions," Tinbergen Institute Discussion Papers 11-093/4, Tinbergen Institute.
  16. Franses, Ph.H.B.F. & Legerstee, R. & Paap, R., 2011. "Estimating Loss Functions of Experts," Econometric Institute Research Papers EI2011-42, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  17. Legerstee, R. & Franses, Ph.H.B.F. & Paap, R., 2011. "Do experts incorporate statistical model forecasts and should they?," Econometric Institute Research Papers EI2011-32, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  18. Basturk, N. & Paap, R. & van Dijk, D.J.C., 2010. "Financial Development and Convergence Clubs," Econometric Institute Research Papers EI 2010-52, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  19. van Dijk, A. & van Rosmalen, J.M. & Paap, R., 2009. "A Bayesian approach to two-mode clustering," Econometric Institute Research Papers EI 2009-06, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  20. Jan J. J. Groen & Richard Paap & Francesco Ravazzolo, 2009. "Real-Time Inflation Forecasting in a Changing World," Working Paper 2009/16, Norges Bank.
  21. de Boer, P.M.C. & Paap, R., 2009. "Testing Non-nested Demand Relations: Linear Expenditure System versus Indirect Addilog," Econometric Institute Research Papers EI 2009-07, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  22. Nalan Basturk & Richard Paap & Dick van Dijk, 2008. "Structural Differences in Economic Growth," Tinbergen Institute Discussion Papers 08-085/4, Tinbergen Institute.
  23. Fok, D. & Paap, R. & Franses, Ph.H.B.F., 2008. "Incorporating responsiveness to marketing efforts in brand choice modelling," Econometric Institute Research Papers EI 2008-15, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  24. Roy Thurik & Isabel Grilo & Richard Paap & Peter van der Zwan, 2007. "Modelling latent and actual entrepreneurship," Scales Research Reports H200719, EIM Business and Policy Research.
  25. Jelle Brouwer & Richard Paap & Jean-Marie Viaene, 2007. "The Trade and FDI Effects of EMU Enlargement," CESifo Working Paper Series 2123, CESifo.
  26. van Dijk, A. & Franses, Ph.H.B.F. & Paap, R. & van Dijk, D.J.C., 2007. "Modeling regional house prices," Econometric Institute Research Papers EI 2007-55, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  27. Paap, R. & Segers, R. & van Dijk, D.J.C., 2007. "Do leading indicators lead peaks more than troughs?," Econometric Institute Research Papers EI 2007-08, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  28. van Dijk, A. & Fok, D. & Paap, R., 2007. "A rank-ordered logit model with unobserved heterogeneity in ranking capabilities," Econometric Institute Research Papers EI 2007-07, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  29. Paap, R. & van Dijk, A., 2006. "Explaining individual response using aggregated data," Econometric Institute Research Papers EI 2006-05, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  30. Ravazzolo, F. & van Dijk, D.J.C. & Paap, R. & Franses, Ph.H.B.F., 2006. "Bayesian Model Averaging in the Presence of Structural Breaks," Econometric Institute Research Papers EI 2006-33, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  31. Fok, D. & Franses, Ph.H.B.F. & Paap, R., 2005. "Performance of Seasonal Adjustment Procedures: Simulation and Empirical Results," Econometric Institute Research Papers EI 2005-30, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  32. van Nierop, J.E.M. & Paap, R. & Bronnenberg, B. & Franses, Ph.H.B.F. & Wedel, M., 2005. "Retrieving unobserved consideration sets from household panel data," Econometric Institute Research Papers EI 2005-49, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  33. Franses, Ph.H.B.F. & Paap, R., 2005. "Random-Coefficient periodic autoregression," Econometric Institute Research Papers EI 2005-34, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  34. Franses, Ph.H.B.F. & van der Leij, M.J. & Paap, R., 2005. "A simple test for GARCH against a stochastic volatility," Econometric Institute Research Papers EI 2005-41, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  35. Richard Paap & Frank Kleibergen, 2004. "Generalized Reduced Rank Tests using the Singular Value Decomposition," Econometric Society 2004 Australasian Meetings 195, Econometric Society.
  36. Fok, D. & Horváth, C. & Paap, R. & Franses, Ph.H.B.F., 2004. "A hierarchical Bayes error correction model to explain dynamic effects," Econometric Institute Research Papers EI 2004-27, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  37. van Oest, R.D. & Paap, R., 2004. "Analyzing the effects of past prices on reference price formation," Econometric Institute Research Papers EI 2004-36, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  38. Fok, D. & Paap, R., 2003. "Modeling category-level purchase timing with brand-level marketing variables," Econometric Institute Research Papers 1715, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  39. Bijwaard, G.E. & Franses, Ph.H.B.F. & Paap, R., 2003. "Modeling purchases as repeated events," Econometric Institute Research Papers EI 2003-45, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  40. Paap, R. & Franses, Ph.H.B.F. & van Dijk, D.J.C., 2003. "Does Africa grow slower than Asia and Latin America?," Econometric Institute Research Papers EI 2003-07, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  41. Fok, D. & Paap, R. & Franses, Ph.H.B.F., 2003. "Modeling Dynamic Effects of the Marketing Mix on Market Shares," ERIM Report Series Research in Management ERS-2003-044-MKT, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  42. Franses, Ph.H.B.F. & Paap, R., 2002. "Common large innovations across nonlinear time series," Econometric Institute Research Papers EI 2002-09, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  43. Jeanine Kippers & Erjen van Nierop & Richard Paap & Philip Hans Franses, 2002. "An Empirical Study of Cash Payments," Tinbergen Institute Discussion Papers 02-075/4, Tinbergen Institute.
  44. Rutger van Oest & Richard Paap & Philip Hans Franses, 2002. "A Joint Framework for Category Purchase and Consumption Behavior," Tinbergen Institute Discussion Papers 02-124/4, Tinbergen Institute.
  45. Fok, D. & Paap, R. & Franses, Ph.H.B.F., 2002. "Modeling dynamic effects of promotion on interpurchase times," Econometric Institute Research Papers EI 2002-37, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  46. Rutger van Oest & Philip Hans Franses & Richard Paap, 2002. "A Dynamic Utility Maximization Model for Product Category Consumption," Tinbergen Institute Discussion Papers 02-097/4, Tinbergen Institute.
  47. Paap, R. & van Dijk, H.K., 2002. "Bayes estimates of Markov trends in possibly cointegrated series: an application to US consumption and income," Econometric Institute Research Papers EI 2002-42, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  48. Franses, Ph.H.B.F. & van der Leij, M.J. & Paap, R., 2001. "Modeling and forecasting outliers and level shifts in absolute returns," Econometric Institute Research Papers EI 2001-34, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  49. Franses, Ph.H.B.F. & Paap, R. & Sijthoff, Ph.A., 2001. "Modeling Potentially Time-Varying Effects of Promotions on Sales," ERIM Report Series Research in Management ERS-2001-05-MKT, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  50. Donkers, A.C.D. & Jonker, J.-J. & Franses, Ph.H.B.F. & Paap, R., 2001. "Deriving Target Selection Rules from Endogenously Selected Samples," ERIM Report Series Research in Management ERS-2001-68-MKT, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  51. Fok, D. & Franses, Ph.H.B.F. & Paap, R., 2001. "Incorporating Responsiveness to Marketing Efforts When Modeling Brand Choice," ERIM Report Series Research in Management ERS-2001-47-MKT, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  52. Fok, D. & Franses, Ph.H.B.F. & Paap, R., 2001. "Econometric Analysis of the Market Share Attraction Model," ERIM Report Series Research in Management ERS-2001-25-MKT, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  53. Kleibergen, F.R. & Kleijn, R.H. & Paap, R., 2000. "The Bayesian Score Statistic," Econometric Institute Research Papers EI 2000-16/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  54. van Nierop, J.E.M. & Paap, R. & Bronnenberg, B. & Franses, Ph.H.B.F., 2000. "Modeling Unobserved Consideration Sets for Household Panel Data," ERIM Report Series Research in Management ERS-2000-42-MKT, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  55. Jonker, J.-J. & Paap, R. & Franses, Ph.H.B.F., 2000. "Modeling charity donations: target selection, response time and gift size," Econometric Institute Research Papers EI 2000-07/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  56. van Dijk, D.J.C. & Franses, Ph.H.B.F. & Paap, R., 2000. "A nonlinear long memory model for US unemployment," Econometric Institute Research Papers EI 2000-30/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  57. Paap, R. & van Nierop, J.E.M. & van Heerde, H.J. & Wedel, M. & Franses, Ph.H.B.F. & Alsem, K.J., 2000. "Consideration sets, intentions and the inclusion of "Don't know" in a two-stage model for voter choice," Econometric Institute Research Papers EI 2000-33/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  58. Franses, Ph.H.B.F. & Paap, R., 1999. "Forecasting with periodic autoregressive time series models," Econometric Institute Research Papers EI 9927-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  59. Paap, R. & Franses, Ph.H.B.F., 1999. "Do the US and Canada have a common nonlinear cycle in unemployment?," Econometric Institute Research Papers EI 9907-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  60. Franses, Ph.H.B.F. & Paap, R., 1998. "Modelling asymmetric persistence over the business cycle," Econometric Institute Research Papers EI 9852, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  61. Kleibergen, F.R. & Paap, R., 1998. "Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration," Econometric Institute Research Papers EI 9821, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  62. Franses, Ph.H.B.F. & Paap, R., 1998. "Censored latent effects autoregression, with an application to US unemployment," Econometric Institute Research Papers EI 9841, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  63. Kleibergen, F.R. & Paap, R., 1996. "Priors, Posterior Odds and Lagrange Multiplier Statistics in Bayesian Analyses of Cointegration," Econometric Institute Research Papers EI 9668-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  64. Franses, Ph.H.B.F. & Hoek, H. & Paap, R., 1995. "Bayesian Analysis of Seasonal Unit Roots and Seasonal Mean Shifts," Econometric Institute Research Papers EI 9527-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

Articles

  1. Cem Cakmakli & Richard Paap & Dick van Dijk, 2022. "Modeling and estimation of synchronization in size-sorted portfolio returns," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 22(4), pages 129-140.
  2. Wendun Wang & Xinyu Zhang & Richard Paap, 2019. "To pool or not to pool: What is a good strategy for parameter estimation and forecasting in panel regressions?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(5), pages 724-745, August.
  3. Nibbering, Didier & Paap, Richard & van der Wel, Michel, 2018. "What do professional forecasters actually predict?," International Journal of Forecasting, Elsevier, vol. 34(2), pages 288-311.
  4. Koen Bel & Dennis Fok & Richard Paap, 2018. "Parameter estimation in multivariate logit models with many binary choices," Econometric Reviews, Taylor & Francis Journals, vol. 37(5), pages 534-550, May.
  5. Philip Hans Franses & Rianne Legerstee & Richard Paap, 2017. "Estimating loss functions of experts," Applied Economics, Taylor & Francis Journals, vol. 49(4), pages 386-396, January.
  6. Bel, Koen & Paap, Richard, 2016. "Modeling the impact of forecast-based regime switches on US inflation," International Journal of Forecasting, Elsevier, vol. 32(4), pages 1306-1316.
  7. Dennis Fok & Richard Paap & Philip Hans Franses, 2014. "Incorporating Responsiveness to Marketing Efforts in Brand Choice Modeling," Econometrics, MDPI, vol. 2(1), pages 1-25, February.
  8. Jan J. J. Groen & Richard Paap & Francesco Ravazzolo, 2013. "Real-Time Inflation Forecasting in a Changing World," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(1), pages 29-44, January.
  9. van den Hauwe, Sjoerd & Paap, Richard & van Dijk, Dick, 2013. "Bayesian forecasting of federal funds target rate decisions," Journal of Macroeconomics, Elsevier, vol. 37(C), pages 19-40.
  10. Franses Philip Hans & Paap Richard, 2013. "Common large innovations across nonlinear time series," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(3), pages 251-263, May.
  11. Çakmaklı, Cem & Paap, Richard & van Dijk, Dick, 2013. "Measuring and predicting heterogeneous recessions," Journal of Economic Dynamics and Control, Elsevier, vol. 37(11), pages 2195-2216.
  12. Fidrmuc, Jana P. & Roosenboom, Peter & Paap, Richard & Teunissen, Tim, 2012. "One size does not fit all: Selling firms to private equity versus strategic acquirers," Journal of Corporate Finance, Elsevier, vol. 18(4), pages 828-848.
  13. Nalan Baştürk & Richard Paap & Dick van Dijk, 2012. "Structural differences in economic growth: an endogenous clustering approach," Applied Economics, Taylor & Francis Journals, vol. 44(1), pages 119-134, January.
  14. Dennis Fok & Richard Paap & Bram Van Dijk, 2012. "A Rank‐Ordered Logit Model With Unobserved Heterogeneity In Ranking Capabilities," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(5), pages 831-846, August.
  15. Fok, Dennis & Paap, Richard & Franses, Philip Hans, 2012. "Modeling dynamic effects of promotion on interpurchase times," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3055-3069.
  16. Bram van Dijk & Philip Hans Franses & Richard Paap & Dick van Dijk, 2011. "Modelling regional house prices," Applied Economics, Taylor & Francis Journals, vol. 43(17), pages 2097-2110.
  17. Philip Hans Franses & Richard Paap, 2011. "Random‐coefficient periodic autoregressions," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 65(1), pages 101-115, February.
  18. Csilla Horváth & Andreas Günther & Richard Paap, 2010. "Seasonal patterns in slot-machine gambling in Germany," International Gambling Studies, Taylor & Francis Journals, vol. 10(3), pages 255-268, December.
  19. Dennis Fok & Richard Paap, 2009. "Modeling category‐level purchase timing with brand‐level marketing variables," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(3), pages 469-489, April.
  20. Pradeep Chintagunta & Philip Hans Franses & Richard Paap, 2009. "Introduction to the special issue on new econometric models in marketing," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(3), pages 375-376, April.
  21. Paul De Boer & Richard Paap, 2009. "Testing non‐nested demand relations: linear expenditure system versus indirect addilog," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 63(3), pages 368-384, August.
  22. Paap, Richard & Segers, Rene & van Dijk, Dick, 2009. "Do Leading Indicators Lead Peaks More Than Troughs?," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 528-543.
  23. Philip Hans Franses & Marco van der Leij & Richard Paap, 2008. "A Simple Test for GARCH Against a Stochastic Volatility Model," Journal of Financial Econometrics, Oxford University Press, vol. 6(3), pages 291-306, Summer.
  24. van Dijk, Bram & Paap, Richard, 2008. "Explaining individual response using aggregated data," Journal of Econometrics, Elsevier, vol. 146(1), pages 1-9, September.
  25. Brouwer, Jelle & Paap, Richard & Viaene, Jean-Marie, 2008. "The trade and FDI effects of EMU enlargement," Journal of International Money and Finance, Elsevier, vol. 27(2), pages 188-208, March.
  26. Paap, Richard, 2007. "John Geweke, Contemporary Bayesian Econometrics and Statistics, Wiley, New Jersey (2005) (Hardcover, 300 pages) ISBN: 0-471-67932-1," International Journal of Forecasting, Elsevier, vol. 23(3), pages 529-531.
  27. Geweke, John & Groenen, Patrick J.F. & Paap, Richard & van Dijk, Herman K., 2007. "Computational techniques for applied econometric analysis of macroeconomic and financial processes," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3506-3508, April.
  28. Fok, Dennis & Hans Franses, Philip & Paap, Richard, 2007. "Seasonality and non-linear price effects in scanner-data-based market-response models," Journal of Econometrics, Elsevier, vol. 138(1), pages 231-251, May.
  29. Bijwaard, Govert E. & Franses, Philip Hans & Paap, Richard, 2006. "Modeling Purchases as Repeated Events," Journal of Business & Economic Statistics, American Statistical Association, vol. 24, pages 487-502, October.
  30. Kleibergen, Frank & Paap, Richard, 2006. "Generalized reduced rank tests using the singular value decomposition," Journal of Econometrics, Elsevier, vol. 133(1), pages 97-126, July.
  31. Richard Paap & Philip Hans Franses & Bas Donkers & Jedid-Jah Jonker, 2006. "Deriving target selection rules from endogenously selected samples," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(5), pages 549-562.
  32. Paap, Richard & Franses, Philip Hans & van Dijk, Dick, 2005. "Does Africa grow slower than Asia, Latin America and the Middle East? Evidence from a new data-based classification method," Journal of Development Economics, Elsevier, vol. 77(2), pages 553-570, August.
  33. Paap, Richard & van Nierop, Erjen & van Heerde, Harald J. & Wedel, Michel & Franses, Philip Hans & Alsem, Karel Jan, 2005. "Consideration sets, intentions and the inclusion of "don't know" in a two-stage model for voter choice," International Journal of Forecasting, Elsevier, vol. 21(1), pages 53-71.
  34. Franses, Philip Hans & Paap, Richard & Vroomen, Bjorn, 2004. "Forecasting unemployment using an autoregression with censored latent effects parameters," International Journal of Forecasting, Elsevier, vol. 20(2), pages 255-271.
  35. Paap, Richard & van Dijk, Herman K, 2003. "Bayes Estimates of Markov Trends in Possibly Cointegrated Series: An Application to U.S. Consumption and Income," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(4), pages 547-563, October.
  36. Jeanine Kippers & Erjen van Nierop & Richard Paap & Philip Hans Franses, 2003. "An Empirical Study of Cash Payments," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 57(4), pages 484-508, November.
  37. Richard Paap & Philip Hans Franses & Marco Van Der Leij, 2002. "Modelling and forecasting level shifts in absolute returns," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(5), pages 601-616.
  38. Richard Paap, 2002. "What are the advantages of MCMC based inference in latent variable models?," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 56(1), pages 2-22, February.
  39. Kleibergen, Frank & Paap, Richard, 2002. "Priors, posteriors and bayes factors for a Bayesian analysis of cointegration," Journal of Econometrics, Elsevier, vol. 111(2), pages 223-249, December.
  40. van Dijk, Dick & Franses, Philip Hans & Paap, Richard, 2002. "A nonlinear long memory model, with an application to US unemployment," Journal of Econometrics, Elsevier, vol. 110(2), pages 135-165, October.
  41. Richard Paap & Philip Hans Franses, 2000. "A dynamic multinomial probit model for brand choice with different long-run and short-run effects of marketing-mix variables," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(6), pages 717-744.
  42. Richard Paap & Philip Hans Franses, 1999. "On trends and constants in periodic autoregressions," Econometric Reviews, Taylor & Francis Journals, vol. 18(3), pages 271-286.
  43. Franses, Philip Hans & Paap, Richard, 1999. "Does Seasonality Influence the Dating of Business Cycle Turning Points?," Journal of Macroeconomics, Elsevier, vol. 21(1), pages 79-92, January.
  44. Franses, Philip Hans & Hoek, Henk & Paap, Richard, 1997. "Bayesian analysis of seasonal unit roots and seasonal mean shifts," Journal of Econometrics, Elsevier, vol. 78(2), pages 359-380, June.
  45. Paap, Richard & Franses, Philip Hans & Hoek, Henk, 1997. "Mean shifts, unit roots and forecasting seasonal time series," International Journal of Forecasting, Elsevier, vol. 13(3), pages 357-368, September.
  46. Franses, Philip Hans & Paap, Richard, 1995. "Seasonality and Stochastic Trends in German Consumption and Income, 1960.1-1987.4," Empirical Economics, Springer, vol. 20(1), pages 109-132.
  47. Franses, Philip Hans & Paap, Richard, 1995. "Moving average filters and periodic integration," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 39(3), pages 245-249.
  48. Franses, Philip Hans & Paap, Richard, 1994. "Model Selection in Periodic Autoregressions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 56(4), pages 421-439, November.

    RePEc:taf:apfiec:v:10:y:2000:i:5:p:483-488 is not listed on IDEAS

Chapters

  1. Francesco Ravazzolo & Richard Paap & Dick van Dijk & Philip Hans Franses, 2008. "Chapter 15 Bayesian Model Averaging in the Presence of Structural Breaks," Frontiers of Economics and Globalization, in: Forecasting in the Presence of Structural Breaks and Model Uncertainty, pages 561-594, Emerald Group Publishing Limited.
  2. Richard Paap & Herman K. Dijk, 2008. "Distribution and Mobility of Wealth of Nations," Economic Studies in Inequality, Social Exclusion, and Well-Being, in: Duangkamon Chotikapanich (ed.), Modeling Income Distributions and Lorenz Curves, chapter 5, pages 71-94, Springer.

Books

  1. Franses,Philip Hans & Paap,Richard, 2010. "Quantitative Models in Marketing Research," Cambridge Books, Cambridge University Press, number 9780521143653, September.
  2. Franses, Philip Hans & Paap, Richard, 2004. "Periodic Time Series Models," OUP Catalogue, Oxford University Press, number 9780199242030.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Rankings

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Works
  3. Number of Distinct Works
  4. Number of Distinct Works, Weighted by Simple Impact Factor
  5. Number of Citations
  6. Number of Citations, Discounted by Citation Age
  7. Number of Citations, Weighted by Simple Impact Factor
  8. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  9. Number of Citations, Weighted by Recursive Impact Factor
  10. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  11. Number of Citations, Weighted by Number of Authors
  12. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  13. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  14. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  15. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  16. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  17. Number of Registered Citing Authors
  18. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  19. Number of Journal Pages
  20. Number of Journal Pages, Weighted by Simple Impact Factor
  21. Euclidian citation score
  22. Breadth of citations across fields
  23. Wu-Index
  24. Record of graduates

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 32 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (16) 2003-01-19 2004-10-30 2008-09-20 2009-03-28 2009-10-24 2011-02-26 2012-08-23 2013-09-13 2014-12-03 2014-12-13 2016-12-11 2019-07-08 2019-09-02 2019-09-16 2020-10-05 2020-10-12. Author is listed
  2. NEP-FOR: Forecasting (9) 2009-09-26 2009-10-24 2011-11-07 2011-11-21 2012-02-27 2014-01-17 2015-08-25 2016-12-11 2019-09-16. Author is listed
  3. NEP-DCM: Discrete Choice Models (7) 2001-02-27 2001-08-30 2014-12-03 2014-12-13 2019-07-08 2020-10-05 2020-10-12. Author is listed
  4. NEP-ETS: Econometric Time Series (6) 1999-05-10 2004-10-30 2005-09-29 2011-02-26 2014-01-17 2016-12-11. Author is listed
  5. NEP-MAC: Macroeconomics (5) 2009-09-26 2009-10-24 2013-09-13 2014-01-17 2015-08-25. Author is listed
  6. NEP-CBA: Central Banking (4) 2009-09-26 2009-10-24 2013-09-13 2014-01-17
  7. NEP-MON: Monetary Economics (4) 2009-09-26 2009-10-24 2013-09-13 2014-01-17
  8. NEP-ORE: Operations Research (3) 2016-12-11 2019-09-16 2020-10-05
  9. NEP-INT: International Trade (2) 2008-02-23 2016-07-30
  10. NEP-ACC: Accounting and Auditing (1) 2002-12-02
  11. NEP-CIS: Confederation of Independent States (1) 2016-07-30
  12. NEP-DEV: Development (1) 2008-09-20
  13. NEP-ENT: Entrepreneurship (1) 2008-01-26
  14. NEP-GEO: Economic Geography (1) 2009-03-28
  15. NEP-HRM: Human Capital and Human Resource Management (1) 2008-01-26
  16. NEP-LAB: Labour Economics (1) 2001-02-27
  17. NEP-MKT: Marketing (1) 2009-03-28
  18. NEP-PAY: Payment Systems and Financial Technology (1) 2019-09-02

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