Access Statistics for Richard Paap

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian Infinite Hidden Markov Vector Autoregressive Model 0 0 0 60 2 3 9 74
A Bayesian approach to two-mode clustering 0 0 0 53 0 0 11 131
A Dynamic Utility Maximization Model for Product Category Consumption 0 0 0 209 0 0 5 804
A Hierarchical Bayes Error Correction Model to Explain Dynamic Effects of Price Changes 0 1 1 108 0 4 20 403
A Joint Framework for Category Purchase and Consumption Behavior 0 0 0 130 0 2 13 535
A Multivariate Model for Multinomial Choices 0 0 1 67 0 0 12 139
A hierarchical Bayes error correction model to explain dynamic effects 0 0 1 17 0 0 14 99
A multinomial and rank-ordered logit model with inter- and intra-individual heteroscedasticity 0 1 4 26 0 1 26 69
A nonlinear long memory model for US unemployment 0 0 0 45 0 0 7 106
A rank-ordered logit model with unobserved heterogeneity in ranking capabilities 0 0 3 176 2 6 20 644
A simple test for GARCH against a stochastic volatility 0 0 0 35 0 0 14 115
An Alternative Bayesian Approach to Structural Breaks in Time Series Models 0 0 0 77 0 0 22 201
An Empirical Study of Cash Payments 0 0 0 149 2 3 12 398
Analyzing the effects of past prices on reference price formation 0 0 0 21 1 1 14 108
Bayes Estimates of Markov Trends in possibly Cointegrated Series: An Application to US Consumption and Income 0 0 0 128 0 1 14 557
Bayes estimates of Markov trends in possibly cointegrated series: an application to US consumption and income 0 0 0 17 0 2 15 114
Bayesian Analysis of Seasonal Unit Roots and Seasonal Mean Shifts 0 0 0 10 0 0 12 72
Bayesian Forecasting of Federal Funds Target Rate Decisions 0 0 0 27 0 2 24 419
Bayesian Model Averaging in the Presence of Structural Breaks 0 0 0 35 0 0 9 139
Bayesian heterogeneous variable selection in (non)linear panel data models 0 0 0 30 0 0 17 65
Censored latent effects autoregression, with an application to US unemployment 0 0 0 18 0 0 11 69
Common large innovations across nonlinear time series 0 0 1 6 0 0 9 56
Consideration sets, intentions and the inclusion of "Don't know" in a two-stage model for voter choice 0 0 0 9 1 1 9 99
Deriving Target Selection Rules from Endogenously Selected Samples 0 0 1 125 0 2 12 601
Do Experts incorporate Statistical Model Forecasts and should they? 0 0 0 28 1 1 10 113
Do experts incorporate statistical model forecasts and should they? 0 0 0 18 0 1 9 99
Do leading indicators lead peaks more than troughs? 0 0 1 93 1 3 21 266
Do the US and Canada have a common nonlinear cycle in unemployment? 0 0 0 6 1 1 11 68
Does Africa grow slower than Asia and Latin America? 0 0 0 12 0 0 34 89
Dynamics in clickthrough and conversion probabilities of paid search advertisements 0 0 0 17 1 1 16 55
Econometric Analysis of the Market Share Attraction Model 0 1 7 1,337 2 7 39 3,840
Estimating Loss Functions of Experts 0 0 0 35 0 1 7 83
Estimating Loss Functions of Experts 0 0 0 13 0 1 7 50
Explaining individual response using aggregated data 0 0 0 21 0 0 4 73
Financial Development and Convergence Clubs 0 0 0 54 1 1 13 169
Forecasting with periodic autoregressive time series models 0 0 3 73 0 0 16 164
Generalized Reduced Rank Tests using the Singular Value Decomposition 1 1 1 161 3 6 18 812
Generalized Reduced Rank Tests using the Singular Value Decomposition 0 1 1 45 0 2 144 407
Generalized Reduced Rank Tests using the Singular Value Decomposition 0 1 1 436 2 4 50 1,471
Incorporating Responsiveness to Marketing Efforts When Modeling Brand Choice 0 0 0 149 0 0 15 541
Incorporating responsiveness to marketing efforts in brand choice modelling 0 0 0 22 0 0 20 104
Measuring and Predicting Heterogeneous Recessions 0 0 0 76 3 4 16 300
Measuring and Predicting Heterogeneous Recessions 0 0 0 30 1 3 6 98
Modeling Dynamic Effects of the Marketing Mix on Market Shares 0 0 1 385 1 1 28 1,170
Modeling Potentially Time-Varying Effects of Promotions on Sales 0 0 0 289 0 2 16 881
Modeling Unobserved Consideration Sets for Household Panel Data 0 0 0 203 0 0 15 1,051
Modeling and Estimation of Synchronization in Multistate Markov-Switching Models 0 0 0 89 0 1 14 238
Modeling and forecasting outliers and level shifts in absolute returns 0 0 0 16 0 0 21 74
Modeling category-level purchase timing with brand-level marketing variables 0 0 0 23 0 0 18 161
Modeling charity donations: target selection, response time and gift size 0 0 1 134 0 1 19 389
Modeling dynamic effects of promotion on interpurchase times 0 0 1 25 0 2 16 119
Modeling purchases as repeated events 0 0 0 27 0 1 17 120
Modeling regional house prices 0 0 0 159 0 0 18 308
Modeling the impact of forecast-based regime switches on macroeconomic time series 0 0 0 126 1 2 15 123
Modelling asymmetric persistence over the business cycle 0 0 0 13 0 0 9 62
Modelling latent and actual entrepreneurship 0 1 1 108 0 1 7 274
New Misspecification Tests for Multinomial Logit Models 0 0 0 42 0 3 15 62
Panel Forecasting with Asymmetric Grouping 0 0 0 32 0 0 7 61
Parameter Estimation in Multivariate Logit models with Many Binary Choices 0 0 0 45 0 2 13 106
Performance of Seasonal Adjustment Procedures: Simulation and Empirical Results 0 0 1 30 0 1 8 153
Priors, Posterior Odds and Lagrange Multiplier Statistics in Bayesian Analyses of Cointegration 0 0 0 50 0 0 14 170
Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration 0 0 0 38 0 2 13 166
Random-Coefficient periodic autoregression 0 0 0 28 0 0 14 132
Real-Time Inflation Forecasting in a Changing World 0 0 0 73 1 2 14 174
Real-time inflation forecasting in a changing world 0 0 0 80 1 1 17 294
Real-time inflation forecasting in a changing world 0 0 0 37 0 1 12 196
Retrieving unobserved consideration sets from household panel data 0 0 0 62 0 11 27 184
Structural Differences in Economic Growth 0 0 0 121 0 1 12 279
Testing Non-nested Demand Relations: Linear Expenditure System versus Indirect Addilog 0 0 0 46 0 0 14 169
The Bayesian Score Statistic 0 0 0 11 0 0 15 92
The Bayesian Score Statistic 0 0 1 135 0 0 8 1,227
The Trade and FDI Effects of EMU Enlargement 0 0 0 267 1 1 13 775
The Trade and FDI Effects of EMU Enlargement 0 0 0 113 0 2 7 331
Trade Policy Options of Ukraine: East or West 0 0 0 60 2 3 17 68
What Do Professional Forecasters Actually Predict? 0 0 0 32 0 0 5 116
Total Working Papers 1 7 32 7,103 31 105 1,245 24,544


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A RANK‐ORDERED LOGIT MODEL WITH UNOBSERVED HETEROGENEITY IN RANKING CAPABILITIES 0 0 0 0 1 1 18 179
A Simple Test for GARCH Against a Stochastic Volatility Model 0 0 1 56 1 1 11 145
A dynamic multinomial probit model for brand choice with different long-run and short-run effects of marketing-mix variables 0 0 1 1,046 0 2 19 2,897
A nonlinear long memory model, with an application to US unemployment 0 0 0 134 1 6 17 362
An Empirical Study of Cash Payments 0 0 0 12 0 0 9 76
Bayes Estimates of Markov Trends in Possibly Cointegrated Series: An Application to U.S. Consumption and Income 0 0 0 0 0 0 7 266
Bayesian analysis of seasonal unit roots and seasonal mean shifts 1 1 1 26 2 3 22 134
Bayesian forecasting of federal funds target rate decisions 0 0 1 17 1 2 13 215
Common large innovations across nonlinear time series 0 0 0 0 0 0 5 39
Computational techniques for applied econometric analysis of macroeconomic and financial processes 0 0 1 48 0 1 16 151
Consideration sets, intentions and the inclusion of "don't know" in a two-stage model for voter choice 0 0 0 8 0 1 7 106
Deriving target selection rules from endogenously selected samples 1 1 2 2 1 2 18 29
Deriving target selection rules from endogenously selected samples 0 0 0 56 0 3 21 273
Do Leading Indicators Lead Peaks More Than Troughs? 0 0 0 58 0 2 22 262
Does Africa grow slower than Asia, Latin America and the Middle East? Evidence from a new data-based classification method 0 0 1 167 0 2 15 407
Does Seasonality Influence the Dating of Business Cycle Turning Points? 0 0 0 35 0 0 10 150
Estimating loss functions of experts 0 0 0 4 0 1 15 31
Explaining individual response using aggregated data 0 0 0 19 0 0 8 138
Forecasting carbon emissions using asymmetric grouping 0 0 0 1 0 1 9 13
Forecasting unemployment using an autoregression with censored latent effects parameters 0 0 0 58 0 0 18 207
Generalized reduced rank tests using the singular value decomposition 1 3 15 1,074 6 18 120 2,731
Incorporating Responsiveness to Marketing Efforts in Brand Choice Modeling 0 0 0 17 0 0 6 101
Introduction to the special issue on new econometric models in marketing 0 0 0 6 0 2 12 61
John Geweke, Contemporary Bayesian Econometrics and Statistics, Wiley, New Jersey (2005) (Hardcover, 300 pages) ISBN: 0-471-67932-1 0 0 0 113 0 1 13 298
MODEL SELECTION IN PERIODIC AUTOREGRESSIONS 0 0 0 9 0 0 5 38
Mean shifts, unit roots and forecasting seasonal time series 0 0 0 23 0 0 6 147
Measuring and predicting heterogeneous recessions 0 0 0 16 0 0 9 110
Model Selection in Periodic Autoregressions 0 0 0 0 0 0 7 184
Modeling Purchases as Repeated Events 0 0 0 39 0 0 10 177
Modeling and estimation of synchronization in size-sorted portfolio returns 0 0 0 1 0 2 14 15
Modeling category‐level purchase timing with brand‐level marketing variables 0 0 0 3 0 0 12 58
Modeling dynamic effects of promotion on interpurchase times 0 0 0 10 1 3 9 93
Modeling the impact of forecast-based regime switches on US inflation 1 1 1 7 1 1 5 46
Modelling and forecasting level shifts in absolute returns 0 0 0 111 0 0 16 505
Modelling day-of-the-week seasonality in the S&P 500 index 0 0 0 202 1 3 44 771
Modelling regional house prices 0 0 1 39 1 2 24 148
Moving average filters and periodic integration 0 0 0 2 0 0 16 35
New misspecification tests for multinomial logit models 0 0 0 0 2 4 18 22
On trends and constants in periodic autoregressions 0 0 0 11 0 0 8 126
One size does not fit all: Selling firms to private equity versus strategic acquirers 2 4 13 89 7 15 58 301
Parameter estimation in multivariate logit models with many binary choices 0 0 0 8 0 0 7 80
Priors, posteriors and bayes factors for a Bayesian analysis of cointegration 0 0 0 80 1 3 18 313
Random‐coefficient periodic autoregressions 0 0 0 5 0 1 13 51
Real-Time Inflation Forecasting in a Changing World 0 0 0 115 1 2 13 332
Seasonal patterns in slot-machine gambling in Germany 0 0 0 2 0 0 9 70
Seasonality and Stochastic Trends in German Consumption and Income, 1960.1-1987.4 0 0 0 0 0 0 8 142
Seasonality and non-linear price effects in scanner-data-based market-response models 0 0 0 33 0 1 7 149
Shrinkage estimators for periodic autoregressions 0 0 2 3 0 0 27 32
Structural differences in economic growth: an endogenous clustering approach 0 0 0 42 1 1 16 188
Testing for Bias in Forecasts for Independent Multinomial Outcomes 0 0 0 0 0 1 10 12
Testing non‐nested demand relations: linear expenditure system versus indirect addilog* 0 0 0 9 0 0 13 63
The trade and FDI effects of EMU enlargement 0 0 0 124 1 4 15 403
To pool or not to pool: What is a good strategy for parameter estimation and forecasting in panel regressions? 0 0 0 7 0 0 9 45
What are the advantages of MCMC based inference in latent variable models? 0 0 1 72 0 1 9 229
What do professional forecasters actually predict? 0 0 0 5 0 1 10 94
Total Journal Articles 6 10 41 4,024 30 94 876 14,250


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Periodic Time Series Models 0 0 0 0 0 0 11 157
Quantitative Models in Marketing Research 0 0 0 0 1 2 17 955
Quantitative Models in Marketing Research 0 0 0 0 1 4 10 224
Total Books 0 0 0 0 2 6 38 1,336


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Chapter 15 Bayesian Model Averaging in the Presence of Structural Breaks 0 0 0 1 0 1 8 10
Distribution and Mobility of Wealth of Nations 0 0 0 0 0 0 7 15
Total Chapters 0 0 0 1 0 1 15 25


Statistics updated 2026-10-11