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 1 1 6 65
A Bayesian approach to two-mode clustering 0 0 0 53 1 2 2 120
A Dynamic Utility Maximization Model for Product Category Consumption 0 0 0 209 0 0 2 799
A Hierarchical Bayes Error Correction Model to Explain Dynamic Effects of Price Changes 0 0 0 107 0 1 2 383
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 0 66 0 0 2 127
A hierarchical Bayes error correction model to explain dynamic effects 0 0 0 16 0 0 2 85
A multinomial and rank-ordered logit model with inter- and intra-individual heteroscedasticity 0 0 0 22 0 0 5 43
A nonlinear long memory model for US unemployment 0 0 1 45 0 0 2 99
A rank-ordered logit model with unobserved heterogeneity in ranking capabilities 0 0 1 173 0 0 2 614
A simple test for GARCH against a stochastic volatility 0 0 0 35 0 1 1 101
An Alternative Bayesian Approach to Structural Breaks in Time Series Models 0 0 0 77 0 0 2 179
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 1 1 2 94
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 0 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 0 6 395
Bayesian Model Averaging in the Presence of Structural Breaks 0 0 0 35 0 1 1 130
Censored latent effects autoregression, with an application to US unemployment 0 0 0 18 1 1 1 58
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 3 3 4 589
Do Experts incorporate Statistical Model Forecasts and should they? 0 0 0 28 0 1 1 102
Do experts incorporate statistical model forecasts and should they? 0 0 0 18 0 0 2 90
Do leading indicators lead peaks more than troughs? 0 0 0 92 0 0 0 245
Do the US and Canada have a common nonlinear cycle in unemployment? 0 0 0 6 0 1 1 57
Does Africa grow slower than Asia and Latin America? 0 0 0 12 0 1 2 55
Dynamics in clickthrough and conversion probabilities of paid search advertisements 0 0 0 17 0 0 2 39
Econometric Analysis of the Market Share Attraction Model 0 1 6 1,330 0 2 15 3,801
Estimating Loss Functions of Experts 1 1 2 35 1 1 2 76
Estimating Loss Functions of Experts 0 0 1 13 0 0 1 43
Explaining individual response using aggregated data 0 0 0 21 0 0 0 69
Financial Development and Convergence Clubs 0 0 0 54 1 2 2 156
Forecasting with periodic autoregressive time series models 0 0 0 70 0 3 3 148
Generalized Reduced Rank Tests using the Singular Value Decomposition 0 0 3 435 1 2 12 1,420
Generalized Reduced Rank Tests using the Singular Value Decomposition 0 0 0 160 1 1 5 794
Generalized Reduced Rank Tests using the Singular Value Decomposition 0 0 0 44 0 0 2 263
Heterogeneous variable selection in nonlinear panel data models: A semiparametric Bayesian approach 0 0 0 30 0 2 4 48
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 1 1 83
Measuring and Predicting Heterogeneous Recessions 0 0 0 30 1 1 1 91
Measuring and Predicting Heterogeneous Recessions 0 0 0 76 1 2 5 284
Modeling Dynamic Effects of the Marketing Mix on Market Shares 0 0 0 384 0 1 2 1,142
Modeling Potentially Time-Varying Effects of Promotions on Sales 0 0 1 289 1 1 3 865
Modeling Unobserved Consideration Sets for Household Panel Data 0 0 0 203 0 0 0 1,036
Modeling and Estimation of Synchronization in Multistate Markov-Switching Models 0 0 1 89 0 0 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 2 2 143
Modeling charity donations: target selection, response time and gift size 0 0 1 133 0 2 8 370
Modeling dynamic effects of promotion on interpurchase times 0 0 0 24 0 0 2 103
Modeling purchases as repeated events 0 0 0 27 1 2 3 103
Modeling regional house prices 0 0 0 159 0 1 2 290
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 2 3 4 47
Panel Forecasting with Asymmetric Grouping 0 0 0 32 0 0 0 54
Parameter Estimation in Multivariate Logit models with Many Binary Choices 0 0 0 45 1 1 3 93
Performance of Seasonal Adjustment Procedures: Simulation and Empirical Results 0 0 0 29 1 1 3 145
Priors, Posterior Odds and Lagrange Multiplier Statistics in Bayesian Analyses of Cointegration 0 1 2 50 0 1 2 156
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 3 118
Real-Time Inflation Forecasting in a Changing World 0 0 0 73 0 0 0 160
Real-time inflation forecasting in a changing world 0 0 2 80 0 3 9 276
Real-time inflation forecasting in a changing world 0 0 0 37 0 0 2 184
Retrieving unobserved consideration sets from household panel data 0 0 0 62 0 1 2 156
Structural Differences in Economic Growth 0 0 0 121 0 0 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 0 1 1,219
The Bayesian Score Statistic 0 0 0 11 0 0 0 77
The Trade and FDI Effects of EMU Enlargement 0 0 1 267 1 2 4 762
The Trade and FDI Effects of EMU Enlargement 0 0 1 113 0 0 2 324
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 1 1 4 110
Total Working Papers 1 3 28 7,071 21 53 176 23,282


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 5 10 1,045 0 6 18 2,878
A nonlinear long memory model, with an application to US unemployment 0 0 1 134 1 1 3 345
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 1 3 111
Bayesian forecasting of federal funds target rate decisions 0 0 1 16 3 4 10 202
Common large innovations across nonlinear time series 0 0 0 0 0 2 3 34
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 1 1 2 99
Deriving target selection rules from endogenously selected samples 0 0 0 0 1 1 2 11
Deriving target selection rules from endogenously selected samples 0 0 0 56 2 2 2 252
Do Leading Indicators Lead Peaks More Than Troughs? 0 0 0 58 1 3 4 240
Does Africa grow slower than Asia, Latin America and the Middle East? Evidence from a new data-based classification method 0 0 0 166 2 3 5 388
Does Seasonality Influence the Dating of Business Cycle Turning Points? 0 0 0 35 0 2 3 140
Estimating loss functions of experts 0 0 0 4 0 1 1 16
Explaining individual response using aggregated data 0 0 0 19 0 2 2 130
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 1 3 24 1,059 3 13 92 2,608
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 1 3 49
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 1 3 33
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 0 1 2 177
Modeling Purchases as Repeated Events 0 0 0 39 0 0 2 167
Modeling and estimation of synchronization in size-sorted portfolio returns 0 0 0 1 0 0 0 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 0 10 0 0 1 84
Modeling the impact of forecast-based regime switches on US inflation 0 0 0 6 1 1 3 41
Modelling and forecasting level shifts in absolute returns 0 0 0 111 2 2 2 488
Modelling day-of-the-week seasonality in the S&P 500 index 0 0 0 201 1 1 2 726
Modelling regional house prices 0 0 1 38 0 1 7 124
Moving average filters and periodic integration 0 0 0 2 1 1 1 19
New misspecification tests for multinomial logit models 0 0 0 0 1 3 4 4
On trends and constants in periodic autoregressions 0 0 1 11 1 3 7 118
One size does not fit all: Selling firms to private equity versus strategic acquirers 1 2 10 75 2 4 24 240
Parameter estimation in multivariate logit models with many binary choices 0 0 2 8 0 1 6 73
Priors, posteriors and bayes factors for a Bayesian analysis of cointegration 0 0 2 80 0 0 3 295
Random‐coefficient periodic autoregressions 0 0 0 5 0 0 3 38
Real-Time Inflation Forecasting in a Changing World 0 0 0 114 0 1 8 318
Seasonal patterns in slot-machine gambling in Germany 0 1 1 2 0 1 1 61
Seasonality and Stochastic Trends in German Consumption and Income, 1960.1-1987.4 0 0 0 0 0 1 1 134
Seasonality and non-linear price effects in scanner-data-based market-response models 0 0 0 33 1 1 1 142
Shrinkage estimators for periodic autoregressions 0 0 1 1 1 2 5 5
Structural differences in economic growth: an endogenous clustering approach 0 0 0 42 0 1 1 172
Testing for Bias in Forecasts for Independent Multinomial Outcomes 0 0 0 0 1 1 2 2
Testing non‐nested demand relations: linear expenditure system versus indirect addilog* 0 0 0 9 1 2 2 50
The trade and FDI effects of EMU enlargement 0 0 1 124 0 2 7 388
To pool or not to pool: What is a good strategy for parameter estimation and forecasting in panel regressions? 0 0 0 7 0 2 2 36
What are the advantages of MCMC based inference in latent variable models? 0 0 0 71 0 1 4 220
What do professional forecasters actually predict? 0 0 0 5 0 0 4 84
Total Journal Articles 2 11 56 3,980 27 77 274 13,357


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 4 145
Quantitative Models in Marketing Research 0 0 0 0 0 0 5 212
Quantitative Models in Marketing Research 0 0 0 0 0 0 20 937
Total Books 0 0 0 0 0 1 29 1,294


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 1 1 0 0 2 2
Distribution and Mobility of Wealth of Nations 0 0 0 0 1 1 1 8
Total Chapters 0 0 1 1 1 1 3 10


Statistics updated 2025-09-05