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 1 60 0 2 5 64
A Bayesian approach to two-mode clustering 0 0 0 53 0 0 0 118
A Dynamic Utility Maximization Model for Product Category Consumption 0 0 0 209 0 1 2 799
A Hierarchical Bayes Error Correction Model to Explain Dynamic Effects of Price Changes 0 0 0 107 0 1 1 382
A Joint Framework for Category Purchase and Consumption Behavior 0 0 0 130 0 0 0 522
A Multivariate Model for Multinomial Choices 0 0 1 66 0 0 3 127
A hierarchical Bayes error correction model to explain dynamic effects 0 0 0 16 1 1 2 85
A multinomial and rank-ordered logit model with inter- and intra-individual heteroscedasticity 0 0 0 22 1 1 5 43
A nonlinear long memory model for US unemployment 0 0 2 45 0 0 3 99
A rank-ordered logit model with unobserved heterogeneity in ranking capabilities 0 0 2 173 0 0 3 614
A simple test for GARCH against a stochastic volatility 0 0 0 35 0 0 0 100
An Alternative Bayesian Approach to Structural Breaks in Time Series Models 0 0 0 77 1 1 3 179
An Empirical Study of Cash Payments 0 0 0 149 0 0 0 386
Analyzing the effects of past prices on reference price formation 0 0 0 21 0 0 1 93
Bayes Estimates of Markov Trends in possibly Cointegrated Series: An Application to US Consumption and Income 0 0 0 128 0 0 1 543
Bayes estimates of Markov trends in possibly cointegrated series: an application to US consumption and income 0 0 0 17 0 1 1 99
Bayesian Analysis of Seasonal Unit Roots and Seasonal Mean Shifts 0 0 0 10 0 0 1 60
Bayesian Forecasting of Federal Funds Target Rate Decisions 0 0 3 27 0 1 6 395
Bayesian Model Averaging in the Presence of Structural Breaks 0 0 0 35 0 0 0 129
Censored latent effects autoregression, with an application to US unemployment 0 0 0 18 0 0 0 57
Common large innovations across nonlinear time series 0 0 0 5 0 0 1 47
Consideration sets, intentions and the inclusion of "Don't know" in a two-stage model for voter choice 0 0 0 9 0 0 0 90
Deriving Target Selection Rules from Endogenously Selected Samples 0 0 0 124 0 1 1 586
Do Experts incorporate Statistical Model Forecasts and should they? 0 0 0 28 0 0 0 101
Do experts incorporate statistical model forecasts and should they? 0 0 0 18 0 1 2 90
Do leading indicators lead peaks more than troughs? 0 0 0 92 0 0 1 245
Do the US and Canada have a common nonlinear cycle in unemployment? 0 0 0 6 0 0 0 56
Does Africa grow slower than Asia and Latin America? 0 0 0 12 0 1 1 54
Dynamics in clickthrough and conversion probabilities of paid search advertisements 0 0 1 17 0 1 3 39
Econometric Analysis of the Market Share Attraction Model 2 2 6 1,329 2 5 17 3,799
Estimating Loss Functions of Experts 0 1 1 13 0 1 1 43
Estimating Loss Functions of Experts 1 1 1 34 1 1 2 75
Explaining individual response using aggregated data 0 0 0 21 0 0 0 69
Financial Development and Convergence Clubs 0 0 0 54 0 0 0 154
Forecasting with periodic autoregressive time series models 0 0 0 70 0 0 0 145
Generalized Reduced Rank Tests using the Singular Value Decomposition 0 0 0 160 0 3 5 793
Generalized Reduced Rank Tests using the Singular Value Decomposition 0 1 4 435 0 3 11 1,418
Generalized Reduced Rank Tests using the Singular Value Decomposition 0 0 0 44 0 2 2 263
Heterogeneous variable selection in nonlinear panel data models: A semiparametric Bayesian approach 0 0 0 30 0 0 2 46
Incorporating Responsiveness to Marketing Efforts When Modeling Brand Choice 0 0 0 149 0 0 0 526
Incorporating responsiveness to marketing efforts in brand choice modelling 0 0 0 22 0 0 0 82
Measuring and Predicting Heterogeneous Recessions 0 0 0 76 0 0 3 282
Measuring and Predicting Heterogeneous Recessions 0 0 0 30 0 0 0 90
Modeling Dynamic Effects of the Marketing Mix on Market Shares 0 0 0 384 0 1 1 1,141
Modeling Potentially Time-Varying Effects of Promotions on Sales 0 1 1 289 0 1 2 864
Modeling Unobserved Consideration Sets for Household Panel Data 0 0 0 203 0 0 1 1,036
Modeling and Estimation of Synchronization in Multistate Markov-Switching Models 0 0 1 89 0 2 4 224
Modeling and forecasting outliers and level shifts in absolute returns 0 0 0 16 0 0 0 53
Modeling category-level purchase timing with brand-level marketing variables 0 0 0 23 0 0 0 141
Modeling charity donations: target selection, response time and gift size 0 0 1 133 0 0 6 368
Modeling dynamic effects of promotion on interpurchase times 0 0 0 24 1 1 2 103
Modeling purchases as repeated events 0 0 0 27 1 1 1 101
Modeling regional house prices 0 0 0 159 0 0 1 289
Modeling the impact of forecast-based regime switches on macroeconomic time series 0 0 0 126 0 0 1 108
Modelling asymmetric persistence over the business cycle 0 0 0 13 0 0 0 53
Modelling latent and actual entrepreneurship 0 0 0 107 0 0 0 267
New Misspecification Tests for Multinomial Logit Models 0 0 0 42 0 1 1 44
Panel Forecasting with Asymmetric Grouping 0 0 1 32 0 0 1 54
Parameter Estimation in Multivariate Logit models with Many Binary Choices 0 0 0 45 0 0 3 92
Performance of Seasonal Adjustment Procedures: Simulation and Empirical Results 0 0 0 29 0 0 3 144
Priors, Posterior Odds and Lagrange Multiplier Statistics in Bayesian Analyses of Cointegration 1 1 1 49 1 1 2 155
Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration 0 0 1 38 0 0 2 153
Random-Coefficient periodic autoregression 0 0 0 28 0 0 4 118
Real-Time Inflation Forecasting in a Changing World 0 0 0 73 0 0 1 160
Real-time inflation forecasting in a changing world 0 1 3 80 2 3 7 273
Real-time inflation forecasting in a changing world 0 0 0 37 1 2 2 184
Retrieving unobserved consideration sets from household panel data 0 0 0 62 0 1 1 155
Structural Differences in Economic Growth 0 0 0 121 0 1 1 267
Testing Non-nested Demand Relations: Linear Expenditure System versus Indirect Addilog 0 0 0 46 0 0 0 155
The Bayesian Score Statistic 0 0 0 134 0 1 1 1,219
The Bayesian Score Statistic 0 0 0 11 0 0 0 77
The Trade and FDI Effects of EMU Enlargement 1 1 1 113 1 1 2 324
The Trade and FDI Effects of EMU Enlargement 0 1 1 267 0 1 2 760
Trade Policy Options of Ukraine: East or West 0 0 0 60 0 0 0 51
What Do Professional Forecasters Actually Predict? 0 0 0 32 0 0 4 109
Total Working Papers 5 10 33 7,068 13 46 145 23,229


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 0 0 1 161
A Simple Test for GARCH Against a Stochastic Volatility Model 0 0 0 55 0 0 0 134
A dynamic multinomial probit model for brand choice with different long-run and short-run effects of marketing-mix variables 0 0 5 1,040 1 2 14 2,872
A nonlinear long memory model, with an application to US unemployment 0 0 3 134 0 0 4 344
An Empirical Study of Cash Payments 0 0 0 12 0 0 1 67
Bayes Estimates of Markov Trends in Possibly Cointegrated Series: An Application to U.S. Consumption and Income 0 0 0 0 0 0 0 259
Bayesian analysis of seasonal unit roots and seasonal mean shifts 0 0 0 25 0 0 2 110
Bayesian forecasting of federal funds target rate decisions 0 0 1 16 0 2 12 198
Common large innovations across nonlinear time series 0 0 0 0 0 0 1 32
Computational techniques for applied econometric analysis of macroeconomic and financial processes 0 0 0 47 0 0 2 135
Consideration sets, intentions and the inclusion of "don't know" in a two-stage model for voter choice 0 0 0 8 0 0 1 98
Deriving target selection rules from endogenously selected samples 0 0 0 56 0 0 1 250
Deriving target selection rules from endogenously selected samples 0 0 0 0 0 0 1 10
Do Leading Indicators Lead Peaks More Than Troughs? 0 0 0 58 0 0 2 237
Does Africa grow slower than Asia, Latin America and the Middle East? Evidence from a new data-based classification method 0 0 1 166 0 0 4 385
Does Seasonality Influence the Dating of Business Cycle Turning Points? 0 0 0 35 0 0 2 138
Estimating loss functions of experts 0 0 0 4 0 0 0 15
Explaining individual response using aggregated data 0 0 0 19 0 0 1 128
Forecasting carbon emissions using asymmetric grouping 0 0 1 1 0 0 4 4
Forecasting unemployment using an autoregression with censored latent effects parameters 0 0 0 58 0 0 2 189
Generalized reduced rank tests using the singular value decomposition 5 9 28 1,056 14 25 102 2,595
Incorporating Responsiveness to Marketing Efforts in Brand Choice Modeling 0 0 0 17 0 0 0 94
Introduction to the special issue on new econometric models in marketing 0 0 0 6 0 0 2 48
John Geweke, Contemporary Bayesian Econometrics and Statistics, Wiley, New Jersey (2005) (Hardcover, 300 pages) ISBN: 0-471-67932-1 0 0 0 113 0 0 0 285
MODEL SELECTION IN PERIODIC AUTOREGRESSIONS 0 0 0 9 0 0 2 32
Mean shifts, unit roots and forecasting seasonal time series 0 0 0 23 0 0 1 140
Measuring and predicting heterogeneous recessions 0 0 0 16 0 0 1 100
Model Selection in Periodic Autoregressions 0 0 0 0 1 1 1 176
Modeling Purchases as Repeated Events 0 0 0 39 0 1 2 167
Modeling and estimation of synchronization in size-sorted portfolio returns 0 0 1 1 0 0 1 1
Modeling category‐level purchase timing with brand‐level marketing variables 0 0 0 3 0 0 1 46
Modeling dynamic effects of promotion on interpurchase times 0 0 1 10 1 1 2 84
Modeling the impact of forecast-based regime switches on US inflation 0 0 0 6 0 0 2 40
Modelling and forecasting level shifts in absolute returns 0 0 0 111 0 0 0 486
Modelling day-of-the-week seasonality in the S&P 500 index 0 0 0 201 1 1 1 725
Modelling regional house prices 1 1 3 38 1 2 8 123
Moving average filters and periodic integration 0 0 0 2 0 0 0 18
New misspecification tests for multinomial logit models 0 0 0 0 0 1 1 1
On trends and constants in periodic autoregressions 0 0 1 11 0 0 4 115
One size does not fit all: Selling firms to private equity versus strategic acquirers 3 3 8 73 4 7 24 236
Parameter estimation in multivariate logit models with many binary choices 1 1 2 8 2 3 5 72
Priors, posteriors and bayes factors for a Bayesian analysis of cointegration 0 0 3 80 1 1 4 295
Random‐coefficient periodic autoregressions 0 0 0 5 1 1 3 38
Real-Time Inflation Forecasting in a Changing World 0 0 2 114 3 4 10 317
Seasonal patterns in slot-machine gambling in Germany 0 0 0 1 0 0 0 60
Seasonality and Stochastic Trends in German Consumption and Income, 1960.1-1987.4 0 0 0 0 0 0 0 133
Seasonality and non-linear price effects in scanner-data-based market-response models 0 0 0 33 0 0 0 141
Shrinkage estimators for periodic autoregressions 1 1 1 1 1 2 3 3
Structural differences in economic growth: an endogenous clustering approach 0 0 0 42 0 0 0 171
Testing for Bias in Forecasts for Independent Multinomial Outcomes 0 0 0 0 0 0 1 1
Testing non‐nested demand relations: linear expenditure system versus indirect addilog* 0 0 0 9 0 0 0 48
The trade and FDI effects of EMU enlargement 1 1 1 124 2 5 5 386
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 0 34
What are the advantages of MCMC based inference in latent variable models? 0 0 0 71 0 0 4 219
What do professional forecasters actually predict? 0 0 0 5 1 2 4 84
Total Journal Articles 12 16 62 3,969 34 61 249 13,280


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 1 3 144
Quantitative Models in Marketing Research 0 0 0 0 0 0 10 212
Quantitative Models in Marketing Research 0 0 0 0 0 3 30 937
Total Books 0 0 0 0 0 4 43 1,293


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 1 1 1 1 1 1 2 2
Distribution and Mobility of Wealth of Nations 0 0 0 0 0 0 0 7
Total Chapters 1 1 1 1 1 1 2 9


Statistics updated 2025-06-06