prof.dr. (Richard) R Paap

prof.dr. (Richard) R Paap

Professor of Econometrics

Full professor Erasmus School of Economics Econometrics
Location
Burg. Oudlaan 50, Rotterdam
Room
ET-33
Email
paap@ese.eur.nl
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Profile

Richard Paap is a professor of Econometrics at Econometric Institute, Erasmus School of Economics (ESE). He obtained his PhD from the same school in 1997. His research concerns the application of econometric models in marketing and macroeconomics using Bayesian and frequentist approaches. He has publications in several major econometric, economic and marketing journals and he is coauthor of the book Quantitative Models in Marketing Research. He is currently Academic Director of the Master Econometrics.

  • Richard Paap (2008) - Computational Statistics & Data Analysis (Journal)
  • Richard Paap (2002) - Statistica Neerlandica (Journal)

Bayesian Econometrics

Level
Master
Year
2022
Year Level
Master
Course Code
TI147

Bayesian Econometrics

Level
master
Year
2022
Year Level
master
Course Code
FEM21026

Bayesian Econometrics in Finance

Level
master
Year
2022
Year Level
master
Course Code
FEM21032

Introductory Seminar Econometrics

Level
bachelor 2
Year
2022
Year Level
bachelor 2
Course Code
FEB22009

Introductory Seminar Econometrics-Bsc2

Level
bachelor 3
Year
2022
Year Level
bachelor 3
Course Code
FEB22009Q

Intro Seminar Econometrics (pre-master)

Level
pre-master
Year
2022
Year Level
pre-master
Course Code
FEB22009S

Introductory Seminar Econometrics

Year
2022
Year Level
bachelor 2, bachelor 3
Course Code
FEB22009X

  • Joost van Rosmalen

    Segmentation and Dimension Reduction: Exploratory and Model-Based Approaches
  • Dennis Fok

    Advanced Econometric Marketing Models
  • Karim Bannouh

    Measuring and Forecasting Financial Market Volatility using High-Frequency Data
  • Carlos Hernandez Mireles

    Marketing Modeling for New Products
  • Carlos Hernandez Mireles

    Marketing Modeling for New Products
  • Peter van der Zwan

    The Entrepreneurial Process: An International Analysis of Entry and Exit
  • Ronald de Vlaming

    Linear Mixed Models in Statistical Genetics
  • Bruno Jacobs

    Marketing Analytics for High-Dimensional Assortments
  • Bruno Jacobs

    Marketing Analytics for High-Dimensional Assortments
  • Bram van Os

    'Time Varying Risk and Dependence Structure of Financial Securities'.
  • Anoek Castelein

    Advanced individual response models
  • Sebastiaan Vermeulen

    bridging time series econometrics and machine learning
  • Xun Gong

    forecasting implied volatility surface
  • Jochem Oorschot

    Essays on extremes in Finance
  • Didier Nibbering

    The Gains from Dimensionality
  • Wei Li

    Competition in the Retail Market of Consumer Packaged Goods

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