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.

  • Philip Hans Franses & Richard Paap (2004) - Periodic time series models - Oxford University Press
  • Philip Hans Franses & Richard Paap (2001) - Quantitative models in marketing research - Cambridge University Press

  • Richard Paap (2007) - Contemporary Bayesian Econometrics and Statistics by John Geweke - International Journal of Forecasting, 23, 531-531

  • Richard Paap & Herman Dijk (2008) - Distribution and Mobility of Wealth of Nations - Springer
  • F Ravazzolo, Richard Paap, Dick Dijk & Philip Hans Franses (2008) - Bayesian model averaging in the presence of structural breaks - Emerald Group Publishing
  • Dennis Fok, Philip Hans Franses & Richard Paap (2006) - Performance of seasonal adjustment procedures: simulation and empirical results - Palgrave Macmillan
  • Dennis Fok, Philip Hans Franses & Richard Paap (2002) - Econometric analysis of the market share attraction model - JAI Press
  • Philip Hans Franses & Richard Paap (2002) - Forecasting with periodic autoregressive time-series models - Blackwell Publishers Ltd

  • Richard Paap (2011) - Laten we het elkaar nog moeilijker maken - Erasmus Universiteit Rotterdam (EUR)

  • Wendun Wang, X Zhang & Richard Paap (2019) - To pool or not to pool: What is a good strategy for parameter estimation and forecasting in panel regressions - Econometric Institute, Erasmus University
  • D Nibbering & Richard Paap (2019) - Panel Forecasting with Asymmetric Grouping - Econometric Institute, Erasmus University
  • Dennis Fok & Richard Paap (2019) - New Misspecification Tests for Multinomial Logit Models - Econometric Institute, Erasmus University
  • Koen Bel, Dennis Fok & Richard Paap (2014) - Parameter Estimation in Multivariate Logit Models with Many Binary Choices - Econometric Institute, Erasmus University
  • Koen Bel & Richard Paap (2014) - A Multivariate Model for Multinomial Choices - Econometric Institute, Erasmus University
  • Dennis Fok, Richard Paap & Philip Hans Franses (2014) - Incorporating Responsiveness to Marketing Efforts in Brand Choice Modeling - Econometric Institute, Erasmus University
  • Koen Bel & Richard Paap (2013) - Modeling the Impact of Forecast-Based Regime Switches on Macroeconomic Time Series - Econometric Institute, Erasmus University
  • J Groen, Richard Paap & F Ravazzolo (2013) - Real-Time Inflation Forecasting in a Changing World - Econometric Institute, Erasmus University
  • Philip Hans Franses & Richard Paap (2013) - Common Large Innovations Across nonlinear Time Series - Econometric Institute, Erasmus University
  • Sjoerd Hauwe, Richard Paap & Dick Dijk (2013) - Bayesian forecasting of federal funds target rate decisions - Econometric Institute, Erasmus University
  • C (Cem) Cakmakli, Richard Paap & Dick Dijk (2013) - Measuring and predicting heterogeneous recessions - Econometric Institute, Erasmus University
  • Dennis Fok, Richard Paap & A van Dijk (2012) - A rank-ordered logit model with unobserved heterogeneity in ranking capabilities - Econometric Institute, Erasmus University
  • Cs Horvath & Richard Paap (2012) - The effect of recessions on gambling expenditures - Econometric Institute, Erasmus University
  • J Fidrmuc, Peter Roosenboom, Richard Paap & T Teunissen (2012) - One size does not fit all: Selling firms to private equity versus strategic acquirers - Econometric Institute, Erasmus University
  • Dennis Fok, Richard Paap & Philip Hans Franses (2012) - Modeling dynamic effects of promotion on interpurchase times - Econometric Institute, Erasmus University
  • Philip Hans Franses, R (Rianne) Legerstee & Richard Paap (2011) - Estimating Loss Functions of Experts - Econometric Institute, Erasmus University
  • Nalan Basturk, Richard Paap & Dick Dijk (2011) - Structural Differences in Economic Growth: An Endogenous Clustering Approach - Econometric Institute, Erasmus University
  • R (Rianne) Legerstee, Philip Hans Franses & Richard Paap (2011) - Do Experts Incorporate Statistical Model Forecast and Should They? - Econometric Institute, Erasmus University
  • A van Dijk, Philip Hans Franses, Richard Paap & Dick Dijk (2011) - Modelling Regional House Prices - Econometric Institute, Erasmus University
  • Paul Boer & Richard Paap (2009) - Testing Non-nested Demand Relations: Linear Expenditure Systems versus Indirect Addilog - Econometrics
  • Dennis Fok & Richard Paap (2009) - Modeling category-level purchase timing with brand-level marketing variables - DEPARTMENT OF ECONOMETRICS
  • Richard Paap & Herman Dijk (2009) - Distribution and Mobility of Wealth of Nations - Econometrics
  • JJJ (Jan) Groen & Richard Paap (2009) - Real-time inflation forecasting in a changing world - DEPARTMENT OF ECONOMETRICS
  • Richard Paap, Rene Segers & Dick Dijk (2009) - Do leading indicators lead peaks more than troughs? - DEPARTMENT OF ECONOMETRICS
  • Nalan Basturk, Richard Paap & Dick Dijk (2008) - Structural differences in economic growth - TINBERGEN INSTITUUT
  • Philip Hans Franses, MJ van der Leij & Richard Paap (2008) - A simple test for GARCH against a stochastic volatility model - Econometrics
  • A van Dijk & Richard Paap (2008) - Explaining individual response using aggregated data - Econometrics
  • Dennis Fok, Richard Paap & Philip Hans Franses (2008) - Incorporating responsiveness to marketing efforts in brand choice modeling - Econometrics
  • JC Brouwer, Richard Paap & Jean Marie Viaene (2008) - The trade and FDI effects of EMU enlargement - Econometrics
  • John Geweke, Patrick Groenen, Richard Paap & Herman Dijk (2007) - Computational techniques for applied econometric analysis of macroeconomic and financial processes. - Econometrics
  • Dennis Fok, Philip Hans Franses & Richard Paap (2007) - Seasonality and non-linear price effects in scanner-data-based market response models - Econometrics
  • Richard Paap, Rene Segers & Dick Dijk (2007) - Do leading indicators lead peaks more than troughs? - Econometrics
  • Jean Marie Viaene, JR (Jaap) Brouwer & Richard Paap (2007) - The trade and FDI effects of EMU enlargement - CESinfo
  • A van Dijk, Philip Hans Franses, Richard Paap & Dick Dijk (2007) - Modeling regional house prices - Econometrics
  • I Grilo, Richard Paap, Peter Zwan & Roy Thurik (2007) - Modeling latent and actual entrepreneurship - EIM
  • Dennis Fok, Philip Hans Franses & Richard Paap (2006) - Performance of seasonal adjustment procedures: simulation and empirical results - Econometrics
  • A van Dijk, Dennis Fok & Richard Paap (2006) - A rank-ordered logit model with unobserved heterogeneity in ranking capabilities. - Econometrics
  • A van Dijk & Richard Paap (2006) - Explaining individual response using aggregated data - Econometrics
  • Dennis Fok, Cs Horvath, Richard Paap & Philip Hans Franses (2006) - A hierarchical Bayes error correction model to explain dynamic effects of price changes - Econometrics
  • FR (Frank) Kleibergen & Richard Paap (2006) - Generalized reduced rank tests using the singular value decomposition. - Econometrics
  • Bas Donkers, Richard Paap, JJ Jonker & Philip Hans Franses (2006) - Deriving target selection rules from endogenously selected samples - Econometrics
  • Govert Bijwaard, Philip Hans Franses & Richard Paap (2006) - Modeling purchases as repeated events - Econometrics
  • F Ravazzolo, Richard Paap, Dick Dijk & Philip Hans Franses (2006) - Bayesian model averaging in the presence of structural breaks - Econometrics
  • Dennis Fok, Cs Horvath, Richard Paap & Philip Hans Franses (2005) - A hierarchical Bayes error correction model to explain dynamic effects of price changes - Econometrics
  • Richard Paap, Erjen Nierop, HJ van Heerde & KJ Alsem (2005) - Consideration sets, intentions and the inclusion of "don't know" in a two-stage model for voter choice - Econometrics
  • Richard Paap, Philip Hans Franses & Dick Dijk (2005) - Does Africa grow slower than Asia, Latin America and the Middle East? Evidence from a new data-based classification method - Econometrics
  • Philip Hans Franses & Richard Paap (2005) - Random-coefficient periodic autoregression - Econometrics
  • Erjen Nierop, Richard Paap, B Bronnenberg, Philip Hans Franses & M Wedel (2005) - Retrieving unobserved consideration sets from household panel data - Econometrics
  • Dennis Fok, Philip Hans Franses & Richard Paap (2005) - Seasonality and non-linear price effects in scanner-data based market-response modelss - Econometrics
  • Dennis Fok, Philip Hans Franses & Richard Paap (2005) - Performance of seasonal adjustment procedures: simulation and empirical results - Econometrics
  • Philip Hans Franses, MJ van der Leij & Richard Paap (2005) - A simple test for GARCH against a stochastic volatility model - Econometrics
  • RD (Rutger) van Oest & Richard Paap (2004) - Analyzing the effects of past prices on reference price formation
  • Dennis Fok, C Horvath, Richard Paap & Philip Hans Franses (2004) - A hierarchical bayes error correction model to explain dynamic effects of promotions on sales
  • Richard Paap, Philip Hans Franses & Dick Dijk (2003) - Does Africa grow slower than Asia and Latin America?
  • FR (Frank) Kleibergen & Richard Paap (2003) - Generalized reduced rank tests using the singular value decomposition
  • Govert Bijwaard, Philip Hans Franses & Richard Paap (2003) - Modeling purchases as repeated events
  • Dennis Fok, Richard Paap & Philip Hans Franses (2003) - Modeling dynamic effects of the marketing mix on market shares
  • Dennis Fok & Richard Paap (2003) - Modeling category-level purchase timing with brand-level marketing variables
  • Richard Paap & Philip Hans Franses (2002) - Common large innovations across nonlinear time series
  • Dennis Fok, Richard Paap & Philip Hans Franses (2002) - Modeling dynamic effects of promotion on interpurchase times
  • Dennis Fok, Richard Paap & Philip Hans Franses (2002) - Estimating dynamic effects of promotion on interpurchase times
  • RD (Rutger) van Oest, Richard Paap & Philip Hans Franses (2002) - A joint framework for category purchase and consumption behavior
  • RD (Rutger) van Oest, Philip Hans Franses & Richard Paap (2002) - A dynamic utility maximization model for product category consumption
  • J Kippers, Erjen Nierop, Richard Paap & Philip Hans Franses (2002) - An empirical study of cash payments
  • Richard Paap & Herman Dijk (2002) - Bayes estimates of Markov trends in possibly cointegrated series: an application to US consumption and income
  • Philip Hans Franses, MJ van der Leij & Richard Paap (2001) - Modeling and forecasting outliers and level shifts in absolute returns
  • Dennis Fok, Philip Hans Franses & Richard Paap (2001) - Incorporating responsiveness to marketing efforts when modeling brand choice
  • Bas Donkers, JJ Jonker, Philip Hans Franses & Richard Paap (2001) - Deriving target selection rules from endogenously selected samples
  • Dennis Fok, Philip Hans Franses & Richard Paap (2001) - Econometric analysis of the market share attraction model
  • Philip Hans Franses, Richard Paap & PhA Sijthoff (2001) - Modeling potentially time-varying effects of promotions on sales
  • JJ Jonker, Richard Paap & Philip Hans Franses (2000) - Modeling charity donations. Target selection, response time and gift size
  • Richard Paap, Erjen Nierop, HJ van Heerde, M Wedel & Philip Hans Franses (2000) - Consideration sets, intentions and the inclusion of "Don't know" in a two-stage model for voter choice
  • E Nierop, Richard Paap, B Bronnenberg, Philip Hans Franses & M Wedel (2000) - Modeling unobserved consideration sets for household panel data
  • F Kleibergen, R Kleijn & Richard Paap (2000) - The Bayesian score statistic
  • JJ Jonker, Richard Paap & Philip Hans Franses (2000) - Modeling charity donations: target selection, response time and gift size
  • Dick Dijk, Philip Hans Franses & Richard Paap (2000) - A nonlinear long memory model for US unemployment
  • Richard Paap & Philip Hans Franses (1999) - Do the US and Canada have a common nonlinear cycle in unemployment?
  • Philip Hans Franses & Richard Paap (1999) - Forecasting with periodic autoregressive time series models
  • Philip Hans Franses & Richard Paap (1999) - Estimating dynamic effects of promotion on interpurchase times
  • Richard Paap & Philip Hans Franses (1999) - Estimating dynamic effects of promotions on brand choice
  • Philip Hans Franses & Richard Paap (1999) - Testing market share attraction models
  • Richard Paap & Herman Dijk (1999) - Bayes estimates of Markov trends in possibly cointegrated series: An application to US consumption and income
  • Philip Hans Franses & Richard Paap (1998) - Mondeling asymmetric persistence over the business cycle
  • Philip Hans Franses & Richard Paap (1998) - Modelling asymmetric persistence over the business cycle
  • Philip Hans Franses & Richard Paap (1998) - Censored latent effects autoregression, with an application to US unemployment
  • FR (Frank) Kleibergen & Richard Paap (1998) - Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration
  • Philip Hans Franses & Richard Paap (1998) - Censored latent effects autoregression with an application to US unemployment
  • Richard Paap & Philip Hans Franses (1997) - On trends and constants in periodic autoregressions
  • FR (Frank) Kleibergen & Richard Paap (1996) - Priors, posterior odds and Lagrange multiplier statistics in Bayesian analyses of cointegration
  • Philip Hans Franses & Richard Paap (1996) - Does seasonal adjustment change inference from Markov switching models?
  • Richard Paap, Philip Hans Franses & H Hoek (1996) - Mean shifts, unit roots and forecasting seasonal time series
  • Philip Hans Franses, H Hoek & Richard Paap (1995) - Bayesian analysis of seasonal unit roots and seasonal mean shifts
  • Philip Hans Franses & Richard Paap (1995) - Modeling changing day-of-the-week seasonality in stock returns and volatility

  • Jean Marie Viaene, Irena Mikolajun, Richard Paap & O Zelenko (2016) - Trade Policy Options for Ukraine: East or West - Tinbergen Institute Discussion Paper 16-057/VI
  • Philip Hans Franses & Richard Paap (2011) - Random-Coefficient Periodic Autoregressions - Econometric Institute, Erasmus University
  • Sjoerd Hauwe, Richard Paap & Dick Dijk (2011) - Bayesian forecasting of federal funds target rate decisions - Tinbergen Institute Discussion Paper No. 11-093/4
  • Sjoerd Hauwe, Richard Paap & Dick Dijk (2011) - A novel approach to modelling structural breaks - Tinbergen Institute Discussion Paper No. 11-023/4
  • Dick Dijk, C (Cem) Cakmakli & Richard Paap (2011) - Modeling and estimation of synchronization in multistate Markov-switching models - Tinbergen Institute Discussion Paper No. 11-002/4
  • C (Cem) Cakmakli, Richard Paap & Dick Dijk (2011) - Measuring and predicting heterogeneous recessions - Tinbergen Institute Discussion Paper No. 11-154/4
  • E Nierop, BJ Bronnenberg, Richard Paap, M Wedel & Philip Hans Franses (2010) - Retrieving Unobserved Consideration Sets from Household Panel Data - DEPARTMENT OF ECONOMETRICS
  • Nalan Basturk, Richard Paap & Dick Dijk (2010) - Financial development and convergence clubs - DEPARTMENT OF ECONOMETRICS
  • C Horvath, A Gunther & Richard Paap (2010) - Seasonal Patterns in Slot-Machine Gambling in Germany - Economic Institute

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

Erasmus Q Intelligence

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

Bayesian Econometrics

Level
Master
Year
2021
Year Level
Master
Course Code
TI147

Intro Seminar Econometrics (pre-master)

Level
pre-master
Year
2021
Year Level
pre-master
Course Code
FEB22009S

Introductory Seminar Econometrics

Level
bachelor 2
Year
2021
Year Level
bachelor 2
Course Code
FEB22009

Seminar Case Studies in QMarketing

Level
master
Year
2021
Year Level
master
Course Code
FEM21001

Introductory Seminar Econometrics-Bsc2

Level
bachelor 3
Year
2021
Year Level
bachelor 3
Course Code
FEB22009Q

Introductory Seminar Econometrics

Year
2021
Year Level
bachelor 2, bachelor 3
Course Code
FEB22009X

Bayesian Econometrics

Level
master
Year
2021
Year Level
master
Course Code
FEM21026

Bayesian Econometrics in Finance

Level
master
Year
2021
Year Level
master
Course Code
FEM21032

  • 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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