Full Professor

prof.dr. (Richard) R. Paap

Erasmus School of Economics

Econometrics

Erasmus University Rotterdam

Room: -

T: ,

E: paap@ese.eur.nl

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.

Econometrics and Management Science

Marketing

Role Researcher
  • Franses, P.H.B.F. & Paap, R. (2004). Periodic time series models (Advanced texts in econometrics). Oxford: Oxford University Press.
  • Franses, P.H.B.F. & Paap, R. (2001). Quantitative models in marketing research. Cambridge: Cambridge University Press.
  • Ravazzolo, F., Paap, R., Dijk, D.J.C. van & Franses, P.H.B.F. (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.
  • Paap, R. & Dijk, H.K. van (2008). Distribution and Mobility of Wealth of Nations. In D. Chotikapanich (Ed.), Modeling Income Distributions and Lorenz Curves (pp. 71-94). New York: Springer.
  • Fok, D., Franses, P.H.B.F. & Paap, R. (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.
  • Fok, D., Franses, P.H.B.F. & Paap, R. (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.
  • Franses, P.H.B.F. & Paap, R. (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.
  • Paap, R. (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.
  • Fok, D., Paap, R. & Franses, P.H.B.F. (2014). Incorporating Responsiveness to Marketing Efforts in Brand Choice Modeling. (Intern rapport, EI reprint serie, no EI=1615). Rotterdam: Econometric Institute.
  • Bel, K. & Paap, R. (2014). A Multivariate Model for Multinomial Choices. (Intern rapport, EI report series, no EI 2014-26). Rotterdam: Econometric Institute.
  • Bel, K., Fok, D. & Paap, R. (2014). Parameter Estimation in Multivariate Logit Models with Many Binary Choices. (Intern rapport, EI report serie, no EI 2014-25). Rotterdam: Econometric Institute.
  • Bel, K., Fok, D. & Paap, R. (2014). Parameter Estimation in Multivariate Logit models with Many Binary Choices. (Intern rapport, EI report series, no EI 2014-25). Rotterdam: Econometric Institute.
  • Bel, K. & Paap, R. (2014). A Multivariate Model for Multinomial Choices. (Intern rapport, EI report serie, no EI 2014-26). Rotterdam: Econometric Institute.
  • Groen, J., Paap, R. & Ravazzolo, F. (2013). Real-Time Inflation Forecasting in a Changing World. (Intern rapport, EI reprint reeks, no EI-1593). Rotterdam: Econometric Institute.
  • Franses, P.H.B.F. & Paap, R. (2013). Common Large Innovations Across nonlinear Time Series. (Intern rapport, EI reprint serie, no EI1597). Rotterdam: Econometric Institute.
  • Cakmakli, C., Paap, R. & Dijk, D.J.C. van (2013). Measuring and predicting heterogeneous recessions. (Intern rapport, EI reprint serie, no EI-1603). Rotterdam: Econometric Institute.
  • Bel, K. & Paap, R. (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.
  • Hauwe, S. van den, Paap, R. & Dijk, D.J.C. van (2013). Bayesian forecasting of federal funds target rate decisions. (Intern rapport, EI reprint serie, no EI-1602). Rotterdam: Econometric Institute.
  • Horvath, Cs. & Paap, R. (2012). The effect of recessions on gambling expenditures. (Intern rapport, EI reprint serie, no EI-1590). Rotterdam: Econometric Institute.
  • Fidrmuc, J., Roosenboom, P.G.J., Paap, R. & Teunissen, T. (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.
  • Fok, D., Paap, R. & Dijk, A. van (2012). A rank-ordered logit model with unobserved heterogeneity in ranking capabilities. (Intern rapport, EI-reprint serie, no EI-1589). Rotterdam: Econometric Institute.
  • Fok, D., Paap, R. & Franses, P.H.B.F. (2012). Modeling dynamic effects of promotion on interpurchase times. (Intern rapport, EI reprint serie, no EI-1587). Rotterdam: Econometric Institute.
  • Legerstee, R., Franses, P.H.B.F. & Paap, R. (2011). Do Experts Incorporate Statistical Model Forecast and Should They? (Intern rapport, EI report serie, no EI 2011-32). Rotterdam: Econometric Institute.
  • Dijk, D.J.C. van, Cakmakli, C. & Paap, R. (2011). Modeling and estimation of synchronization in multistate Markov-switching models. (Preprints). Rotterdam: Tinbergen Institute Discussion Paper No. 11-002/4.
  • Dijk, A. van, Franses, P.H.B.F., Paap, R. & Dijk, D.J.C. van (2011). Modelling Regional House Prices. (Intern rapport, EI reprint reeks, no EI-1568). Rotterdam: Econometric Institute.
  • Basturk, N., Paap, R. & Dijk, D.J.C. van (2011). Structural Differences in Economic Growth: An Endogenous Clustering Approach. (Intern rapport, EI Reprint reeks, no EI-1572). Rotterdam: Econometric Institute.
  • Franses, P.H.B.F., Legerstee, R. & Paap, R. (2011). Estimating Loss Functions of Experts. (Intern rapport, EI report serie, no EI2011-42). Rotterdam: Econometric Institute.
  • Hauwe, S. van den, Paap, R. & Dijk, D.J.C. van (2011). A novel approach to modelling structural breaks. (Preprints). Rotterdam: Tinbergen Institute Discussion Paper No. 11-023/4.
  • Cakmakli, C., Paap, R. & Dijk, D.J.C. van (2011). Measuring and predicting heterogeneous recessions. (Preprints). Rotterdam: Tinbergen Institute Discussion Paper No. 11-154/4.
  • Franses, P.H.B.F. & Paap, R. (2011). Random-Coefficient Periodic Autoregressions. (Preprints, EI reprint reeks, no EI-1560). Rotterdam: Econometric Institute.
  • Basturk, N., Paap, R. & Dijk, D.J.C. van (2010). Financial development and convergence clubs. (Preprints, Econometric Institute Research Report, no 2010-52). Rotterdam: Department of Econometrics.
  • Horvath, C., Gunther, A & Paap, R. (2010). Seasonal Patterns in Slot-Machine Gambling in Germany. (Preprints, EI reprint reeks, no EI-1547). Rotterdam: Economic Institute.
  • Nierop, E., Bronnenberg, B.J., Paap, R., Wedel, M. & Franses, P.H.B.F. (2010). Retrieving Unobserved Consideration Sets from Household Panel Data. (Preprints, EI reprint serie, no EI-1543). 3000 DR Rotterdam: DEPARTMENT OF ECONOMETRICS.
  • Paap, R. & Dijk, H.K. van (2009). Distribution and Mobility of Wealth of Nations. (Intern rapport, EI reprint serie, no EI-1503). 3000 DR Rotterdam: Econometrics.
  • Fok, D. & Paap, R. (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.
  • Boer, P.M.C. de & Paap, R. (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.
  • Groen, J.J.J. & Paap, R. (2009). Real-time inflation forecasting in a changing world. (Intern rapport, EI report reeks, no EI 2009-19). 3000 DR Rotterdam: DEPARTMENT OF ECONOMETRICS.
  • Boer, P.M.C. de & Paap, R. (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.
  • Paap, R., Segers, R. & Dijk, D.J.C. van (2009). Do leading indicators lead peaks more than troughs? (Intern rapport, 27, no 4). 3000 DR Rotterdam: DEPARTMENT OF ECONOMETRICS.
  • Basturk, N., Paap, R. & Dijk, D.J.C. van (2008). Structural differences in economic growth. (Intern rapport, Tinbergen Institute Discussion Papers, no 08-085/4). 3000 DR Rotterdam: TINBERGEN INSTITUUT.
  • Brouwer, J.C., Paap, R. & Viaene, J.M.A. (2008). The trade and FDI effects of EMU enlargement. (Intern rapport, EI-reprint reeks, no EI-1482). 3000 DR Rotterdam: Econometrics.
  • Fok, D., Paap, R. & Franses, P.H.B.F. (2008). Incorporating responsiveness to marketing efforts in brand choice modeling. (Intern rapport, EI Report serie, no EI 2008-15). 3000 DR Rotterdam: Econometrics.
  • Franses, P.H.B.F., Leij, M.J. van der & Paap, R. (2008). A simple test for GARCH against a stochastic volatility model. (Intern rapport, EI-reprint reeks, no EI-1483). 3000 DR Rotterdam: Econometrics.
  • Dijk, A. van & Paap, R. (2008). Explaining individual response using aggregated data. (Intern rapport, EI reprint reeks, no EI-1485). 3000 DR Rotterdam: Econometrics.
  • Geweke, J.F., Groenen, P.J.F., Paap, R. & Dijk, H.K. van (2007). Computational techniques for applied econometric analysis of macroeconomic and financial processes. (Intern rapport, Econometric Institute Reprint, no EI-1437). 3000 DR Rotterdam: Econometrics.
  • Fok, D., Franses, P.H.B.F. & Paap, R. (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.
  • Paap, R., Segers, R. & Dijk, D.J.C. van (2007). Do leading indicators lead peaks more than troughs? (Intern rapport, Econometric Institute Report, no 2007-08). 3000 DR Rotterdam: Econometrics.
  • Viaene, J.M.A., Brouwer, J. & Paap, R. (2007). The trade and FDI effects of EMU enlargement. (Extern rapport, CESifo Working paper, no 2123). Londen: CESinfo.
  • Grilo, I., Paap, R., Zwan, P.W. van der & Thurik, A.R. (2007). Modeling latent and actual entrepreneurship. (Extern rapport, Research Reports, no H200719). Zoetermeer: EIM.
  • Dijk, A. van, Franses, P.H.B.F., Paap, R. & Dijk, D.J.C. van (2007). Modeling regional house prices. (Intern rapport, EI report serie, no EI 2007-55). 3000 DR Rotterdam: Econometrics.
  • Dijk, A. van & Paap, R. (2006). Explaining individual response using aggregated data. (Intern rapport, Econometric Institute Report, no EI 2006-05). 3000 DR Rotterdam: Econometrics.
  • Fok, D., Franses, P.H.B.F. & Paap, R. (2006). Performance of seasonal adjustment procedures: simulation and empirical results. (Intern rapport, Econometric Institute Reprint, no EI 1408). 3000 DR Rotterdam: Econometrics.
  • Dijk, A. van, Fok, D. & Paap, R. (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.
  • Fok, D., Horvath, Cs., Paap, R. & Franses, P.H.B.F. (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.
  • Kleibergen, F.R. & Paap, R. (2006). Generalized reduced rank tests using the singular value decomposition. (Intern rapport, Econometric Institute Reprint, no EI-1410). 3000 DR Rotterdam: Econometrics.
  • Bijwaard, G.E., Franses, P.H.B.F. & Paap, R. (2006). Modeling purchases as repeated events. (Intern rapport, Econometric Reprint Serie, no EI-1418). 3000 DR Rotterdam: Econometrics.
  • Ravazzolo, F., Paap, R., Dijk, D.J.C. van & Franses, P.H.B.F. (2006). Bayesian model averaging in the presence of structural breaks. (Intern rapport, Econometric Institute Report, no EI 2006-33). 3000 DR Rotterdam: Econometrics.
  • Donkers, B., Paap, R., Jonker, J.J. & Franses, P.H.B.F. (2006). Deriving target selection rules from endogenously selected samples. (Intern rapport, Econometric Institute Reprint serie, no EI-1421). 3000 DR Rotterdam: Econometrics.
  • Franses, P.H.B.F., Leij, M.J. van der & Paap, R. (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.
  • Franses, P.H.B.F. & Paap, R. (2005). Random-coefficient periodic autoregression. (Intern rapport, Econometric Institute Report Serie, no EI 2005-34). 3000 DR Rotterdam: Econometrics.
  • Nierop, J.E.M. van, Paap, R., Bronnenberg, B., Franses, P.H.B.F. & Wedel, M. (2005). Retrieving unobserved consideration sets from household panel data. (Intern rapport, Econometric Institute Report Serie, no EI 2005-49). 3000 DR Rotterdam: Econometrics.
  • Paap, R., Franses, P.H.B.F. & Dijk, D.J.C. van (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.
  • Paap, R., Nierop, J.E.M. van, Heerde, H.J. van & Alsem, K.J. (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.
  • Fok, D., Horvath, Cs., Paap, R. & Franses, P.H.B.F. (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.
  • Fok, D., Franses, P.H.B.F. & Paap, R. (2005). Performance of seasonal adjustment procedures: simulation and empirical results. (Intern rapport, Econometric Institute Report Serie, no EI 2005-30). 3000 DR Rotterdam: Econometrics.
  • Fok, D., Franses, P.H.B.F. & Paap, R. (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.
  • Fok, D., Horvath, C., Paap, R. & Franses, P.H.B.F. (2004). A hierarchical bayes error correction model to explain dynamic effects of promotions on sales. (Intern rapport, Econometric Institute, no EI 2004-27). : .
  • Oest, R.D. van & Paap, R. (2004). Analyzing the effects of past prices on reference price formation. (Intern rapport, Econometric Institute, no EI 2004-36). : .
  • Fok, D. & Paap, R. (2003). Modeling category-level purchase timing with brand-level marketing variables. (Intern rapport, Econometric Institute, no EI 2003-15). : .
  • Bijwaard, G.E., Franses, P.H.B.F. & Paap, R. (2003). Modeling purchases as repeated events. (Intern rapport, Econometric Institute, no EI 2003-45). : .
  • Kleibergen, F.R. & Paap, R. (2003). Generalized reduced rank tests using the singular value decomposition. (Intern rapport, Econometric Institute, no EI 2003-01). : .
  • Fok, D., Paap, R. & Franses, P.H.B.F. (2003). Modeling dynamic effects of the marketing mix on market shares. (Intern rapport, ERIM Report Series Research in Management, no 044-MKT). : .
  • Paap, R., Franses, P.H.B.F. & Dijk, D.J.C. van (2003). Does Africa grow slower than Asia and Latin America? (Intern rapport, Econometric Institute, no EI 2003-07). : .
  • Paap, R. & Franses, P.H.B.F. (2002). Common large innovations across nonlinear time series. (Intern rapport, Econometric Institute, no EI 2002-09). : .
  • Fok, D., Paap, R. & Franses, P.H.B.F. (2002). Modeling dynamic effects of promotion on interpurchase times. (Intern rapport, Econometric Institute, no EI 2002-37). : .
  • Fok, D., Paap, R. & Franses, P.H.B.F. (2002). Estimating dynamic effects of promotion on interpurchase times. (Intern rapport, Econometric Institute, no EI-2002-37). : .
  • Oest, R.D. van, Franses, P.H.B.F. & Paap, R. (2002). A dynamic utility maximization model for product category consumption. (Intern rapport, Tinbergen Institute Discussion Paper, no 2002-097/4). : .
  • Oest, R.D. van, Paap, R. & Franses, P.H.B.F. (2002). A joint framework for category purchase and consumption behavior. (Intern rapport, Tinbergen Institute Discussion Paper, no 2002-124/4). : .
  • Kippers, J., Nierop, J.E.M. van, Paap, R. & Franses, P.H.B.F. (2002). An empirical study of cash payments. (Intern rapport, Tinbergen Institute Discussion Paper, no 2002-075/4). : .
  • Paap, R. & Dijk, H.K. van (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). : .
  • Fok, D., Franses, P.H.B.F. & Paap, R. (2001). Incorporating responsiveness to marketing efforts when modeling brand choice. (Intern rapport, ERIM Report Series 2001, no 47-MKT). : .
  • Franses, P.H.B.F., Leij, M.J. van der & Paap, R. (2001). Modeling and forecasting outliers and level shifts in absolute returns. (Intern rapport, Econometric Institute, no EI 2001-34). : .
  • Donkers, B., Jonker, J.J., Franses, P.H.B.F. & Paap, R. (2001). Deriving target selection rules from endogenously selected samples. (Intern rapport, ERIM Report Series (ERS-2001), no 68-MKT). : .
  • Fok, D., Franses, P.H.B.F. & Paap, R. (2001). Econometric analysis of the market share attraction model. (Intern rapport, ERIM Report Series 2001, no 25-MKT). : .
  • Franses, P.H.B.F., Paap, R. & Sijthoff, Ph.A. (2001). Modeling potentially time-varying effects of promotions on sales. (Intern rapport, ERIM Report Series 2001, no 05-MKT). : .
  • Paap, R., Nierop, J.E.M. van, Heerde, H.J. van, Wedel, M. & Franses, P.H.B.F. (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). : .
  • Jonker, J.J., Paap, R. & Franses, P.H.B.F. (2000). Modeling charity donations: target selection, response time and gift size. (Intern rapport, Econometric Institute, no 2000-07/A). : .
  • Kleibergen, F.R., Kleijn, R.H. & Paap, R. (2000). The Bayesian score statistic. (Intern rapport, Econometric Institute, no 2000-16/A). : .
  • Dijk, D.J.C. van, Franses, P.H.B.F. & Paap, R. (2000). A nonlinear long memory model for US unemployment. (Intern rapport, Econometric Institute, no 2000-30/A). : .
  • Paap, R., Nierop, E., Heerde, H.J. van, Wedel, M., Franses, P.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. (Intern rapport, Econometric Institute Report, no 2000-30/A). : .
  • Jonker, J.J., Paap, R. & Franses, P.H.B.F. (2000). Modeling charity donations. Target selection, response time and gift size. (Intern rapport, Econometric Institute, no 2000-07/A). : .
  • Kleibergen, F., Kleijn, R. & Paap, R. (2000). The Bayesian score statistic. (Intern rapport, Econometric Institute Report, no 2000-16/A). : .
  • Nierop, E., Paap, R., Bronnenberg, B., Franses, P.H.B.F. & Wedel, M. (2000). Modeling unobserved consideration sets for household panel data. (Intern rapport, ERIM Report Series, no 42-MKT). : .
  • Franses, P.H.B.F. & Paap, R. (1999). Forecasting with periodic autoregressive time series models. (Intern rapport, Econometric Institute, no 9927/A). : .
  • Paap, R. & Dijk, H.K. van (1999). Bayes estimates of Markov trends in possibly cointegrated series: an application to US consumption and income. (Intern rapport, Econometric Institute, no 9911/A). : .
  • Paap, R. & Franses, P.H.B.F. (1999). Estimating dynamic effects of promotions on brand choice. (Intern rapport, Ribes, no 99-30). : .
  • Franses, P.H.B.F. & Paap, R. (1999). Estimating dynamic effects of promotion on interpurchase times. (Intern rapport, RIBES, no 99-52). : .
  • Paap, R. & Dijk, H.K. van (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). : .
  • Paap, R. & Franses, P.H.B.F. (1999). Do the US and Canada have a common nonlinear cycle in unemployment? (Intern rapport, Econometric Institute, no 9907/A). : .
  • Paap, R. & Franses, P.H.B.F. (1999). Do the US and Canada have a common nonlinear cycle in unemployment? (Intern rapport, Econometric Institute Report, no 9907/A). : .
  • Franses, P.H.B.F. & Paap, R. (1999). Testing market share attraction models. (Intern rapport, Ribes, no 99-18). : .
  • Franses, P.H.B.F. & Paap, R. (1998). Censored latent effects autoregression with an application to US unemployment. (Intern rapport, Econometric Institute Report, no 9841/A). : .
  • Franses, P.H.B.F. & Paap, R. (1998). Mondeling asymmetric persistence over the business cycle. (Intern rapport, Econometric Institute Report, no 9852/A). : .
  • Franses, P.H.B.F. & Paap, R. (1998). Modelling asymmetric persistence over the business cycle. (Intern rapport, Econometric Institute, no 9852). : .
  • Kleibergen, F. & Paap, R. (1998). Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration. (Intern rapport, Econometric Institute Report, no 9821/A). : .
  • Franses, P.H.B.F. & Paap, R. (1998). Censored latent effects autoregression, with an application to US unemployment. (Intern rapport, Econometric Institute, no 9841/A). : .
  • Kleibergen, F.R. & Paap, R. (1998). Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration. (Intern rapport, Econometric Institute, no 9821). : .
  • Paap, R. & Franses, P.H.B.F. (1997). On trends and constants in periodic autoregressions. (Intern rapport, Econometric Institute, no 9749/A). : .
  • Franses, P.H.B.F. & Paap, R. (1996). Does seasonal adjustment change inference from Markov switching models? (Intern rapport, Econometric Institute, no 9615/A). : .
  • Kleibergen, F.R. & Paap, R. (1996). Priors, posterior odds and Lagrange multiplier statistics in Bayesian analyses of cointegration. (Intern rapport, Econometric Institute, no 9668/A). : .
  • Paap, R., Franses, P.H.B.F. & Hoek, H. (1996). Mean shifts, unit roots and forecasting seasonal time series. (Intern rapport, Econometric Institute, no 9609/A). : .
  • Franses, P.H.B.F. & Paap, R. (1995). Modeling changing day-of-the-week seasonality in stock returns and volatility. (Intern rapport, Discussion Paper, no TI 9556/A). : .
  • Franses, P.H.B.F., Hoek, H. & Paap, R. (1995). Bayesian analysis of seasonal unit roots and seasonal mean shifts. (Intern rapport, Discussion Paper, no TI 9527/A). : .
  • Paap, R. (2011). Laten we het elkaar nog moeilijker maken. Oratie (2011, januari 21). Rotterdam: Erasmus Universiteit.

Statistica Neerlandica

Role Associate Editor
Start date 11/2002
End date 11/2002

Computational Statistics & Data Analysis

Role Associate Editor
Start date 10/2008
End date 10/2008

Carlos Hernandez Mireles

Marketing Modeling for New Products
Co-promotor
2006 - 2010

Dennis Fok

Advanced Econometric Marketing Models
Co-promotor
1999 - 2003

Full Professor

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

Address

Visiting address
Postal address
Campus Woudestein Postbus 1738
Burgemeester Oudlaan 50 3000 DR Rotterdam
3062 PA Rotterdam