Erasmus University Rotterdam

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
Telephone
0104081315
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 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.

      • P.H.B.F. Franses & R. Paap (2004). Periodic time series models (Advanced texts in econometrics). Oxford: Oxford University Press
      • P.H.B.F. Franses & R. Paap (2001). Quantitative models in marketing research. Cambridge: Cambridge University Press

      • R. Paap & H.K. van Dijk (2008). Distribution and Mobility of Wealth of Nations. In D. Chotikapanich (Ed.), Modeling Income Distributions and Lorenz Curves (pp. 71-94). New York: Springer
      • F. Ravazzolo, R. Paap, D.J.C. van Dijk & P.H.B.F. Franses (2008). Bayesian model averaging in the presence of structural breaks. In M. Wohar & D.E. Rapach (Eds.), Forecasting in the Presence of Structural Breaks and Model Uncertainty (Frontiers of Economics and Globalization, 3) (pp. 561-594). Bingley: Emerald Group Publishing
      • D. Fok, P.H.B.F. Franses & R. Paap (2006). Performance of seasonal adjustment procedures: simulation and empirical results. In T.C. Mills & K. Patterson (Eds.), Palgrave Handbook of Econometrics, Volume 1, Econometric Theory (pp. 1035-1055). Basingstoke: Palgrave MacMillan
      • P.H.B.F. Franses & R. Paap (2002). Forecasting with periodic autoregressive time-series models. In M.P. Clements & D.F. Hendry (Eds.), A companion to economic forecasting (pp. 432-452). Oxford: Blackwell Publishers Ltd
      • D. Fok, P.H.B.F. Franses & R. Paap (2002). Econometric analysis of the market share attraction model. In P.H.B.F. Franses & A.L. Montgomery (Eds.), Advances in econometrics: Econometric models in marketing, chapter 10 (Advances in Econometrics, 16) (pp. 223-256). Amsterdam: JAI Press

      • R. Paap (2007). Contemporary Bayesian Econometrics and Statistics by John Geweke [Bespreking van het boek Contemporary Bayesian Econometrics and Statistics]. International Journal of Forecasting, 23, 531-531.

      • D. Fok & R. Paap (2019). New Misspecification Tests for Multinomial Logit Models. (Econometric Institute Research Papers, no EI2019-24). Rotterdam: Econometric Institute
      • W. Wang, X. Zhang & R. Paap (2019). To pool or not to pool: What is a good strategy for parameter estimation and forecasting in panel regressions. (Intern rapport, Econometric Institute Reprint, no EI-1681). Rotterdam: Econometric Institute
      • D. Nibbering & R. Paap (2019). Panel Forecasting with Asymmetric Grouping. (Intern rapport, EI report serie, no EI2019-30). Rotterdam: Econometric Institute
      • K. Bel & R. Paap (2014). A Multivariate Model for Multinomial Choices. (Intern rapport, EI report serie, no EI 2014-26). Rotterdam: Econometric Institute
      • K. Bel, D. Fok & R. Paap (2014). Parameter Estimation in Multivariate Logit Models with Many Binary Choices. (Intern rapport, EI report serie, no EI 2014-25). Rotterdam: Econometric Institute
      • K. Bel, D. Fok & R. Paap (2014). Parameter Estimation in Multivariate Logit models with Many Binary Choices. (Intern rapport, EI report series, no EI 2014-25). Rotterdam: Econometric Institute
      • K. Bel & R. Paap (2014). A Multivariate Model for Multinomial Choices. (Intern rapport, EI report series, no EI 2014-26). Rotterdam: Econometric Institute
      • D. Fok, R. Paap & P.H.B.F. Franses (2014). Incorporating Responsiveness to Marketing Efforts in Brand Choice Modeling. (Intern rapport, EI reprint serie, no EI=1615). Rotterdam: Econometric Institute
      • J. Groen, R. Paap & F. Ravazzolo (2013). Real-Time Inflation Forecasting in a Changing World. (Intern rapport, EI reprint reeks, no EI-1593). Rotterdam: Econometric Institute
      • P.H.B.F. Franses & R. Paap (2013). Common Large Innovations Across nonlinear Time Series. (Intern rapport, EI reprint serie, no EI1597). Rotterdam: Econometric Institute
      • C. Cakmakli, R. Paap & D.J.C. van Dijk (2013). Measuring and predicting heterogeneous recessions. (Intern rapport, EI reprint serie, no EI-1603). Rotterdam: Econometric Institute
      • S. van den Hauwe, R. Paap & D.J.C. van Dijk (2013). Bayesian forecasting of federal funds target rate decisions. (Intern rapport, EI reprint serie, no EI-1602). Rotterdam: Econometric Institute
      • K. Bel & R. Paap (2013). Modeling the Impact of Forecast-Based Regime Switches on Macroeconomic Time Series. (Intern rapport, EI report serie, no EI 2013-25). Rotterdam: Econometric Institute
      • D. Fok, R. Paap & P.H.B.F. Franses (2012). Modeling dynamic effects of promotion on interpurchase times. (Intern rapport, EI reprint serie, no EI-1587). Rotterdam: Econometric Institute
      • J. Fidrmuc, P.G.J. Roosenboom, R. Paap & T. Teunissen (2012). One size does not fit all: Selling firms to private equity versus strategic acquirers. (Intern rapport, EI reprint serie, no EI-1591). Econometric Institute: Econometric Institute
      • C. Horvath & R. Paap (2012). The effect of recessions on gambling expenditures. (Intern rapport, EI reprint serie, no EI-1590). Rotterdam: Econometric Institute
      • D. Fok, R. Paap & A. van Dijk (2012). A rank-ordered logit model with unobserved heterogeneity in ranking capabilities. (Intern rapport, EI-reprint serie, no EI-1589). Rotterdam: Econometric Institute
      • C. Cakmakli, R. Paap & D.J.C. van Dijk (2011). Measuring and predicting heterogeneous recessions. (Preprints). Rotterdam: Tinbergen Institute Discussion Paper No. 11-154/4
      • D.J.C. van Dijk, C. Cakmakli & R. Paap (2011). Modeling and estimation of synchronization in multistate Markov-switching models. (Preprints). Rotterdam: Tinbergen Institute Discussion Paper No. 11-002/4
      • S. van den Hauwe, R. Paap & D.J.C. van Dijk (2011). A novel approach to modelling structural breaks. (Preprints). Rotterdam: Tinbergen Institute Discussion Paper No. 11-023/4
      • N. Basturk, R. Paap & D.J.C. van Dijk (2011). Structural Differences in Economic Growth: An Endogenous Clustering Approach. (Intern rapport, EI Reprint reeks, no EI-1572). Rotterdam: Econometric Institute
      • A. van Dijk, P.H.B.F. Franses, R. Paap & D.J.C. van Dijk (2011). Modelling Regional House Prices. (Intern rapport, EI reprint reeks, no EI-1568). Rotterdam: Econometric Institute
      • P.H.B.F. Franses & R. Paap (2011). Random-Coefficient Periodic Autoregressions. (Preprints, EI reprint reeks, no EI-1560). Rotterdam: Econometric Institute
      • R. Legerstee, P.H.B.F. Franses & R. Paap (2011). Do Experts Incorporate Statistical Model Forecast and Should They? (Intern rapport, EI report serie, no EI 2011-32). Rotterdam: Econometric Institute
      • P.H.B.F. Franses, R. Legerstee & R. Paap (2011). Estimating Loss Functions of Experts. (Intern rapport, EI report serie, no EI2011-42). Rotterdam: Econometric Institute
      • E. Nierop, B.J. Bronnenberg, R. Paap, M. Wedel & P.H.B.F. Franses (2010). Retrieving Unobserved Consideration Sets from Household Panel Data. (Preprints, EI reprint serie, no EI-1543). 3000 DR Rotterdam: DEPARTMENT OF ECONOMETRICS
      • N. Basturk, R. Paap & D.J.C. van Dijk (2010). Financial development and convergence clubs. (Preprints, Econometric Institute Research Report, no 2010-52). Rotterdam: Department of Econometrics
      • C. Horvath, A. Gunther & R. Paap (2010). Seasonal Patterns in Slot-Machine Gambling in Germany. (Preprints, EI reprint reeks, no EI-1547). Rotterdam: Economic Institute
      • D. Fok & R. Paap (2009). Modeling category-level purchase timing with brand-level marketing variables. (Intern rapport, EI reprint serie, no EI-1498). 3000 DR Rotterdam: DEPARTMENT OF ECONOMETRICS
      • J.J.J. Groen & R. Paap (2009). Real-time inflation forecasting in a changing world. (Intern rapport, EI report reeks, no EI 2009-19). 3000 DR Rotterdam: DEPARTMENT OF ECONOMETRICS
      • P.M.C. de Boer & R. Paap (2009). Testing Non-nested Demand Relations: Linear Expenditure Systems versus Indirect Addilog. (Intern rapport, EI report reeks, no EI 2009-07). 3000 DR Rotterdam: Econometrics
      • R. Paap, R. Segers & D.J.C. van Dijk (2009). Do leading indicators lead peaks more than troughs? (Intern rapport, 27, no 4). 3000 DR Rotterdam: DEPARTMENT OF ECONOMETRICS
      • R. Paap & H.K. van Dijk (2009). Distribution and Mobility of Wealth of Nations. (Intern rapport, EI reprint serie, no EI-1503). 3000 DR Rotterdam: Econometrics
      • P.M.C. de Boer & R. Paap (2009). Testing non-nested demand relations: linear expenditure systems versus indirect addilog. (Intern rapport, EI reprint reeks, no EI-1514). 3000 DR Rotterdam: DEPARTMENT OF ECONOMETRICS
      • N. Basturk, R. Paap & D.J.C. van Dijk (2008). Structural differences in economic growth. (Intern rapport, Tinbergen Institute Discussion Papers, no 08-085/4). 3000 DR Rotterdam: TINBERGEN INSTITUUT
      • A. van Dijk & R. Paap (2008). Explaining individual response using aggregated data. (Intern rapport, EI reprint reeks, no EI-1485). 3000 DR Rotterdam: Econometrics
      • D. Fok, R. Paap & P.H.B.F. Franses (2008). Incorporating responsiveness to marketing efforts in brand choice modeling. (Intern rapport, EI Report serie, no EI 2008-15). 3000 DR Rotterdam: Econometrics
      • J.C. Brouwer, R. Paap & J.M.A. Viaene (2008). The trade and FDI effects of EMU enlargement. (Intern rapport, EI-reprint reeks, no EI-1482). 3000 DR Rotterdam: Econometrics
      • P.H.B.F. Franses, M.J. van der Leij & R. Paap (2008). A simple test for GARCH against a stochastic volatility model. (Intern rapport, EI-reprint reeks, no EI-1483). 3000 DR Rotterdam: Econometrics
      • R. Paap, R. Segers & D.J.C. van Dijk (2007). Do leading indicators lead peaks more than troughs? (Intern rapport, Econometric Institute Report, no 2007-08). 3000 DR Rotterdam: Econometrics
      • D. Fok, P.H.B.F. Franses & R. Paap (2007). Seasonality and non-linear price effects in scanner-data-based market response models. (Intern rapport, Econometric Institute Reprint, no EI-1439). 3000 DR Rotterdam: Econometrics
      • J.F. Geweke, P.J.F. Groenen, R. Paap & H.K. van Dijk (2007). Computational techniques for applied econometric analysis of macroeconomic and financial processes. (Intern rapport, Econometric Institute Reprint, no EI-1437). 3000 DR Rotterdam: Econometrics
      • J.M.A. Viaene, J. Brouwer & R. Paap (2007). The trade and FDI effects of EMU enlargement. (Extern rapport, CESifo Working paper, no 2123). Londen: CESinfo
      • I. Grilo, R. Paap, P.W. van der Zwan & A.R. Thurik (2007). Modeling latent and actual entrepreneurship. (Extern rapport, Research Reports, no H200719). Zoetermeer: EIM
      • A. van Dijk, P.H.B.F. Franses, R. Paap & D.J.C. van Dijk (2007). Modeling regional house prices. (Intern rapport, EI report serie, no EI 2007-55). 3000 DR Rotterdam: Econometrics
      • A. van Dijk, D. Fok & R. Paap (2006). A rank-ordered logit model with unobserved heterogeneity in ranking capabilities. (Intern rapport, Econometric Institute Report, no EI 2007-07). 3000 DR Rotterdam: Econometrics
      • D. Fok, P.H.B.F. Franses & R. Paap (2006). Performance of seasonal adjustment procedures: simulation and empirical results. (Intern rapport, Econometric Institute Reprint, no EI 1408). 3000 DR Rotterdam: Econometrics
      • F. Ravazzolo, R. Paap, D.J.C. van Dijk & P.H.B.F. Franses (2006). Bayesian model averaging in the presence of structural breaks. (Intern rapport, Econometric Institute Report, no EI 2006-33). 3000 DR Rotterdam: Econometrics
      • G.E. Bijwaard, P.H.B.F. Franses & R. Paap (2006). Modeling purchases as repeated events. (Intern rapport, Econometric Reprint Serie, no EI-1418). 3000 DR Rotterdam: Econometrics
      • B. Donkers, R. Paap, J.J. Jonker & P.H.B.F. Franses (2006). Deriving target selection rules from endogenously selected samples. (Intern rapport, Econometric Institute Reprint serie, no EI-1421). 3000 DR Rotterdam: Econometrics
      • F.R. Kleibergen & R. Paap (2006). Generalized reduced rank tests using the singular value decomposition. (Intern rapport, Econometric Institute Reprint, no EI-1410). 3000 DR Rotterdam: Econometrics
      • D. Fok, C. Horvath, R. Paap & P.H.B.F. Franses (2006). A hierarchical Bayes error correction model to explain dynamic effects of price changes. (Intern rapport, Econometric Institute Reprint, no EI-1414). 3000 DR Rotterdam: Econometrics
      • A. van Dijk & R. Paap (2006). Explaining individual response using aggregated data. (Intern rapport, Econometric Institute Report, no EI 2006-05). 3000 DR Rotterdam: Econometrics
      • R. Paap, P.H.B.F. Franses & D.J.C. van Dijk (2005). Does Africa grow slower than Asia, Latin America and the Middle East? Evidence from a new data-based classification method. (Intern rapport, Econometric Institute Reprint Serie, no 2005-1356). 3000 DR Rotterdam: Econometrics
      • P.H.B.F. Franses, M.J. van der Leij & R. Paap (2005). A simple test for GARCH against a stochastic volatility model. (Intern rapport, Econometric Institute Report Serie, no EI 2005-41). 3000 DR Rotterdam: Econometrics
      • J.E.M. van Nierop, R. Paap, B. Bronnenberg, P.H.B.F. Franses & M. Wedel (2005). Retrieving unobserved consideration sets from household panel data. (Intern rapport, Econometric Institute Report Serie, no EI 2005-49). 3000 DR Rotterdam: Econometrics
      • D. Fok, P.H.B.F. Franses & R. Paap (2005). Seasonality and non-linear price effects in scanner-data based market-response modelss. (Intern rapport, Econometric Institute Report Serie, no EI 2005-45). 3000 DR Rotterdam: Econometrics
      • P.H.B.F. Franses & R. Paap (2005). Random-coefficient periodic autoregression. (Intern rapport, Econometric Institute Report Serie, no EI 2005-34). 3000 DR Rotterdam: Econometrics
      • D. Fok, P.H.B.F. Franses & R. Paap (2005). Performance of seasonal adjustment procedures: simulation and empirical results. (Intern rapport, Econometric Institute Report Serie, no EI 2005-30). 3000 DR Rotterdam: Econometrics
      • D. Fok, C. Horvath, R. Paap & P.H.B.F. Franses (2005). A hierarchical Bayes error correction model to explain dynamic effects of price changes. (Intern rapport, ERIM report series Research in Management, no 2005-047). 3000 DR Rotterdam: Econometrics
      • R. Paap, J.E.M. van Nierop, H.J. van Heerde & K.J. Alsem (2005). Consideration sets, intentions and the inclusion of "don't know" in a two-stage model for voter choice. (Intern rapport, Econometric Institute Reprint serie, no EI-1343). 3000 DR Rotterdam: Econometrics
      • R.D. van Oest & R. Paap (2004). Analyzing the effects of past prices on reference price formation. (Intern rapport, Econometric Institute, no EI 2004-36). :
      • D. Fok, C. Horvath, R. Paap & P.H.B.F. Franses (2004). A hierarchical bayes error correction model to explain dynamic effects of promotions on sales. (Intern rapport, Econometric Institute, no EI 2004-27). :
      • R. Paap, P.H.B.F. Franses & D.J.C. van Dijk (2003). Does Africa grow slower than Asia and Latin America? (Intern rapport, Econometric Institute, no EI 2003-07). :
      • F.R. Kleibergen & R. Paap (2003). Generalized reduced rank tests using the singular value decomposition. (Intern rapport, Econometric Institute, no EI 2003-01). :
      • D. Fok, R. Paap & P.H.B.F. Franses (2003). Modeling dynamic effects of the marketing mix on market shares. (Intern rapport, ERIM Report Series Research in Management, no 044-MKT). :
      • G.E. Bijwaard, P.H.B.F. Franses & R. Paap (2003). Modeling purchases as repeated events. (Intern rapport, Econometric Institute, no EI 2003-45). :
      • D. Fok & R. Paap (2003). Modeling category-level purchase timing with brand-level marketing variables. (Intern rapport, Econometric Institute, no EI 2003-15). :
      • D. Fok, R. Paap & P.H.B.F. Franses (2002). Modeling dynamic effects of promotion on interpurchase times. (Intern rapport, Econometric Institute, no EI 2002-37). :
      • R. Paap & P.H.B.F. Franses (2002). Common large innovations across nonlinear time series. (Intern rapport, Econometric Institute, no EI 2002-09). :
      • D. Fok, R. Paap & P.H.B.F. Franses (2002). Estimating dynamic effects of promotion on interpurchase times. (Intern rapport, Econometric Institute, no EI-2002-37). :
      • R.D. van Oest, R. Paap & P.H.B.F. Franses (2002). A joint framework for category purchase and consumption behavior. (Intern rapport, Tinbergen Institute Discussion Paper, no 2002-124/4). :
      • J. Kippers, J.E.M. van Nierop, R. Paap & P.H.B.F. Franses (2002). An empirical study of cash payments. (Intern rapport, Tinbergen Institute Discussion Paper, no 2002-075/4). :
      • R. Paap & H.K. van Dijk (2002). Bayes estimates of Markov trends in possibly cointegrated series: an application to US consumption and income. (Intern rapport, Econometric Institute, no EI 2002-42). :
      • R.D. van Oest, P.H.B.F. Franses & R. Paap (2002). A dynamic utility maximization model for product category consumption. (Intern rapport, Tinbergen Institute Discussion Paper, no 2002-097/4). :
      • P.H.B.F. Franses, R. Paap & Ph.A. Sijthoff (2001). Modeling potentially time-varying effects of promotions on sales. (Intern rapport, ERIM Report Series 2001, no 05-MKT). :
      • D. Fok, P.H.B.F. Franses & R. Paap (2001). Econometric analysis of the market share attraction model. (Intern rapport, ERIM Report Series 2001, no 25-MKT). :
      • B. Donkers, J.J. Jonker, P.H.B.F. Franses & R. Paap (2001). Deriving target selection rules from endogenously selected samples. (Intern rapport, ERIM Report Series (ERS-2001), no 68-MKT). :
      • D. Fok, P.H.B.F. Franses & R. Paap (2001). Incorporating responsiveness to marketing efforts when modeling brand choice. (Intern rapport, ERIM Report Series 2001, no 47-MKT). :
      • P.H.B.F. Franses, M.J. van der Leij & R. Paap (2001). Modeling and forecasting outliers and level shifts in absolute returns. (Intern rapport, Econometric Institute, no EI 2001-34). :
      • R. Paap, J.E.M. van Nierop, H.J. van Heerde, M. Wedel & P.H.B.F. Franses (2000). Consideration sets, intentions and the inclusion of "Don't know" in a two-stage model for voter choice. (Intern rapport, Econometric Institute, no EI 2000-33). :
      • F.R. Kleibergen, R.H. Kleijn & R. Paap (2000). The Bayesian score statistic. (Intern rapport, Econometric Institute, no 2000-16/A). :
      • D.J.C. van Dijk, P.H.B.F. Franses & R. Paap (2000). A nonlinear long memory model for US unemployment. (Intern rapport, Econometric Institute, no 2000-30/A). :
      • R. Paap, E. Nierop, H.J. van Heerde, M. Wedel, P.H.B.F. Franses & K.J. Alsem (2000). Consideration sets, intentions and the inclusion of "Don't Know" in a two-stage model for voter choice. (Intern rapport, Econometric Institute Report, no 2000-30/A). :
      • J.J. Jonker, R. Paap & P.H.B.F. Franses (2000). Modeling charity donations: target selection, response time and gift size. (Intern rapport, Econometric Institute, no 2000-07/A). :
      • E. Nierop, R. Paap, B. Bronnenberg, P.H.B.F. Franses & M. Wedel (2000). Modeling unobserved consideration sets for household panel data. (Intern rapport, ERIM Report Series, no 42-MKT). :
      • J.J. Jonker, R. Paap & P.H.B.F. Franses (2000). Modeling charity donations. Target selection, response time and gift size. (Intern rapport, Econometric Institute, no 2000-07/A). :
      • F. Kleibergen, R. Kleijn & R. Paap (2000). The Bayesian score statistic. (Intern rapport, Econometric Institute Report, no 2000-16/A). :
      • R. Paap & P.H.B.F. Franses (1999). Do the US and Canada have a common nonlinear cycle in unemployment? (Intern rapport, Econometric Institute, no 9907/A). :
      • R. Paap & P.H.B.F. Franses (1999). Do the US and Canada have a common nonlinear cycle in unemployment? (Intern rapport, Econometric Institute Report, no 9907/A). :
      • P.H.B.F. Franses & R. Paap (1999). Testing market share attraction models. (Intern rapport, Ribes, no 99-18). :
      • R. Paap & H.K. van Dijk (1999). Bayes estimates of Markov trends in possibly cointegrated series: An application to US consumption and income. (Intern rapport, Econometric Institute Report, no 9911/A). :
      • P.H.B.F. Franses & R. Paap (1999). Estimating dynamic effects of promotion on interpurchase times. (Intern rapport, RIBES, no 99-52). :
      • P.H.B.F. Franses & R. Paap (1999). Forecasting with periodic autoregressive time series models. (Intern rapport, Econometric Institute, no 9927/A). :
      • R. Paap & H.K. van Dijk (1999). Bayes estimates of Markov trends in possibly cointegrated series: an application to US consumption and income. (Intern rapport, Econometric Institute, no 9911/A). :
      • R. Paap & P.H.B.F. Franses (1999). Estimating dynamic effects of promotions on brand choice. (Intern rapport, Ribes, no 99-30). :
      • P.H.B.F. Franses & R. Paap (1998). Censored latent effects autoregression with an application to US unemployment. (Intern rapport, Econometric Institute Report, no 9841/A). :
      • P.H.B.F. Franses & R. Paap (1998). Mondeling asymmetric persistence over the business cycle. (Intern rapport, Econometric Institute Report, no 9852/A). :
      • F. Kleibergen & R. Paap (1998). Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration. (Intern rapport, Econometric Institute Report, no 9821/A). :
      • P.H.B.F. Franses & R. Paap (1998). Modelling asymmetric persistence over the business cycle. (Intern rapport, Econometric Institute, no 9852). :
      • P.H.B.F. Franses & R. Paap (1998). Censored latent effects autoregression, with an application to US unemployment. (Intern rapport, Econometric Institute, no 9841/A). :
      • F.R. Kleibergen & R. Paap (1998). Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration. (Intern rapport, Econometric Institute, no 9821). :
      • R. Paap & P.H.B.F. Franses (1997). On trends and constants in periodic autoregressions. (Intern rapport, Econometric Institute, no 9749/A). :
      • F.R. Kleibergen & R. Paap (1996). Priors, posterior odds and Lagrange multiplier statistics in Bayesian analyses of cointegration. (Intern rapport, Econometric Institute, no 9668/A). :
      • R. Paap, P.H.B.F. Franses & H. Hoek (1996). Mean shifts, unit roots and forecasting seasonal time series. (Intern rapport, Econometric Institute, no 9609/A). :
      • P.H.B.F. Franses & R. Paap (1996). Does seasonal adjustment change inference from Markov switching models? (Intern rapport, Econometric Institute, no 9615/A). :
      • P.H.B.F. Franses, H. Hoek & R. Paap (1995). Bayesian analysis of seasonal unit roots and seasonal mean shifts. (Intern rapport, Discussion Paper, no TI 9527/A). :
      • P.H.B.F. Franses & R. Paap (1995). Modeling changing day-of-the-week seasonality in stock returns and volatility. (Intern rapport, Discussion Paper, no TI 9556/A). :

      • R. Paap (2011). Laten we het elkaar nog moeilijker maken. Oratie (2011, januari 21). Rotterdam: Erasmus Universiteit

  • Erasmus Q Intelligence

    Start date approval
    Jul/2019
    End date approval
    Jul/2022
    Place
    ROTTERDAM
    Description
    Consultancy voor EQI

  • Bachelorscriptie Economie (Ectrie)

    Title
    Bachelorscriptie Economie (Ectrie)
    Year
    2020

    Basiswerkcollege Econometrie

    Title
    Basiswerkcollege Econometrie
    Year
    2020
    Year level
    (bachelor 2)

    Introductory Seminar Econometrics-Bsc2

    Title
    Introductory Seminar Econometrics-Bsc2
    Year
    2020
    Year level
    (bachelor 3)

    Intro Seminar Econometrics (pre-master)

    Title
    Intro Seminar Econometrics (pre-master)
    Year
    2020
    Year level
    (pre-master)

    Introductory Seminar Econometrics

    Title
    Introductory Seminar Econometrics
    Year
    2020
    Year level
    (bachelor 2) (bachelor 3)

    Marketing Models

    Title
    Marketing Models
    Year
    2020
    Year level
    (bachelor 3) (bachelor 3) (bachelor 4)

    Seminar BA and Quantitative Marketing

    Title
    Seminar BA and Quantitative Marketing
    Year
    2020
    Year level
    (bachelor 3) (bachelor 3) (bachelor 4)

    Seminar Case Studies in QMarketing

    Title
    Seminar Case Studies in QMarketing
    Year
    2020
    Year level
    (master)

    Bayesian Econometrics

    Title
    Bayesian Econometrics
    Year
    2020
    Year level
    (master)

    Bayesian Econometrics in Finance

    Title
    Bayesian Econometrics in Finance
    Year
    2020
    Year level
    (master)

    Bayesian Econometrics

    Title
    Bayesian Econometrics
    Year
    2020
    Year level
    (Master)

    • Bram van Os

      'Time Varying Risk and Dependence Structure of Financial Securities'.

      2018 -

    • Sebastiaan Vermeulen

      bridging time series econometrics and machine learning

      2017 -

    • Jochem Oorschot

      Essays on extremes in Finance

      2017 -
    • The Gains from Dimensionality

      Didier Nibbering

      The Gains from Dimensionality

      2017 - 2018

    • Xun Gong

      forecasting implied volatility surface

      2016 -

    • Anoek Castelein

      Advanced individual response models

      2015 -
    • Linear Mixed Models in Statistical Genetics

      Ronald de Vlaming

      Linear Mixed Models in Statistical Genetics

      2013 - 2017
    • Marketing Analytics for High-Dimensional Assortments

      Bruno Jacobs

      Marketing Analytics for High-Dimensional Assortments

      2012 - 2017
    • Marketing Analytics for High-Dimensional Assortments

      Bruno Jacobs

      Marketing Analytics for High-Dimensional Assortments

      2012 - 2017
    • The Entrepreneurial Process: An International Analysis of Entry and Exit

      Peter van der Zwan

      The Entrepreneurial Process: An International Analysis of Entry and Exit

      2007 - 2011
    • Measuring and Forecasting Financial Market Volatility using High-Frequency Data

      Karim Bannouh

      Measuring and Forecasting Financial Market Volatility using High-Frequency Data

      2006 - 2013
    • Marketing Modeling for New Products

      Carlos Hernandez Mireles

      Marketing Modeling for New Products

      2006 - 2010
    • Marketing Modeling for New Products

      Carlos Hernandez Mireles

      Marketing Modeling for New Products

      2006 - 2010
    • Segmentation and Dimension Reduction: Exploratory and Model-Based Approaches

      Joost van Rosmalen

      Segmentation and Dimension Reduction: Exploratory and Model-Based Approaches

      2004 - 2009
    • Advanced Econometric Marketing Models

      Dennis Fok

      Advanced Econometric Marketing Models

      1999 - 2003

  • Statistica Neerlandica

    Role
    Associate Editor
    Start date approval
    Nov/2002
    End date approval
    Apr/2015

    Computational Statistics & Data Analysis

    Role
    Associate Editor
    Start date approval
    Oct/2008
    End date approval
    Apr/2013

  • Full Professor

    University
    Erasmus University Rotterdam
    School
    Erasmus School of Economics
    Department
    Econometrics
    Country
    The Netherlands
    Telephone
    0104081315

Address

Visiting address

Burg. Oudlaan 50 3062 PA Rotterdam

Postal address

Postbus 1738 3000 DR Rotterdam