prof.dr. (Richard) R. Paap

prof.dr. (Richard) R. Paap

Professor of Econometrics

Full Professor Erasmus School of Economics Econometrics
Location
Erasmus University Rotterdam
Room
-
Telephone
Email
paap@ese.eur.nl

Latest academic publication

P.H.B.F. Franses, R. Legerstee & R. Paap (2017). Estimating loss functions of experts. Applied Economics, 49 (4), 386-396. doi: 10.1080/00036846.2016.1197373

Back to overview

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
      • 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
      • 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
      • 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
      • 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
      • 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
      • 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.
      • 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
      • 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
      • 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 & R. Paap (2014). A Multivariate Model for Multinomial Choices. (Intern rapport, EI report series, no EI 2014-26). 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
      • 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
      • 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
      • 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
      • 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. Horvath & R. Paap (2012). The effect of recessions on gambling expenditures. (Intern rapport, EI reprint serie, no EI-1590). 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
      • 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
      • 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
      • 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
      • 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
      • 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
      • 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
      • P.H.B.F. Franses & R. Paap (2011). Random-Coefficient Periodic Autoregressions. (Preprints, EI reprint reeks, no EI-1560). Rotterdam: Econometric Institute
      • 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
      • 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
      • 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
      • 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
      • 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
      • 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 & 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
      • 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
      • 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, 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
      • 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
      • 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
      • 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
      • 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
      • 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
      • 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
      • 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
      • 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
      • 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
      • 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
      • 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
      • 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
      • 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. 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
      • 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
      • 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
      • 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
      • 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
      • 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). :
      • 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 (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). :
      • 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). :
      • 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). Modeling dynamic effects of promotion on interpurchase times. (Intern rapport, Econometric Institute, no EI 2002-37). :
      • 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). :
      • 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). :
      • 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). :
      • 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). :
      • 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). :
      • 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). :
      • 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.R. Kleibergen, R.H. Kleijn & R. Paap (2000). The Bayesian score statistic. (Intern rapport, Econometric Institute, no 2000-16/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). :
      • 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. Kleibergen, R. Kleijn & R. Paap (2000). The Bayesian score statistic. (Intern rapport, Econometric Institute Report, no 2000-16/A). :
      • P.H.B.F. Franses & R. Paap (1999). Estimating dynamic effects of promotion on interpurchase times. (Intern rapport, RIBES, no 99-52). :
      • 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 & 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). :
      • 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 Report, no 9911/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). :
      • 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 (1999). Testing market share attraction models. (Intern rapport, Ribes, no 99-18). :
      • 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). :
      • P.H.B.F. Franses & R. Paap (1998). Modelling asymmetric persistence over the business cycle. (Intern rapport, Econometric Institute, no 9852). :
      • F. Kleibergen & R. Paap (1998). Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration. (Intern rapport, Econometric Institute Report, no 9821/A). :
      • F.R. Kleibergen & R. Paap (1998). Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration. (Intern rapport, Econometric Institute, no 9821). :
      • 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). :
      • 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). :
      • P.H.B.F. Franses & R. Paap (1996). Does seasonal adjustment change inference from Markov switching models? (Intern rapport, Econometric Institute, no 9615/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 (1995). Modeling changing day-of-the-week seasonality in stock returns and volatility. (Intern rapport, Discussion Paper, no TI 9556/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). :
      • R. Paap (2011). Laten we het elkaar nog moeilijker maken. Oratie (2011, januari 21). Rotterdam: Erasmus Universiteit
  • Full Professor

    University
    Erasmus University Rotterdam
    School
    Erasmus School of Economics
    Department
    Econometrics
    Country
    The Netherlands
    Telephone
  • Statistica Neerlandica

    Role
    Associate Editor
    Start Date
    Nov/2002
    End Date
    Apr/2015

    Computational Statistics & Data Analysis

    Role
    Associate Editor
    Start Date
    Oct/2008
    End Date
    Apr/2013
    • Marketing Modeling for New Products

      Carlos Hernandez Mireles

      Marketing Modeling for New Products

    • Advanced Econometric Marketing Models

      Dennis Fok

      Advanced Econometric Marketing Models