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 1 1 5 66
A Bayesian approach to two-mode clustering 0 0 0 53 1 3 5 123
A Dynamic Utility Maximization Model for Product Category Consumption 0 0 0 209 1 1 3 800
A Hierarchical Bayes Error Correction Model to Explain Dynamic Effects of Price Changes 0 0 0 107 0 2 4 385
A Joint Framework for Category Purchase and Consumption Behavior 0 0 0 130 1 1 1 523
A Multivariate Model for Multinomial Choices 0 0 0 66 1 2 4 129
A hierarchical Bayes error correction model to explain dynamic effects 0 0 0 16 3 4 5 89
A multinomial and rank-ordered logit model with inter- and intra-individual heteroscedasticity 0 1 1 23 1 2 5 45
A nonlinear long memory model for US unemployment 0 0 0 45 0 2 3 101
A rank-ordered logit model with unobserved heterogeneity in ranking capabilities 1 1 1 174 1 12 13 626
A simple test for GARCH against a stochastic volatility 0 0 0 35 0 0 1 101
An Alternative Bayesian Approach to Structural Breaks in Time Series Models 0 0 0 77 2 2 3 181
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 1 3 95
Bayes Estimates of Markov Trends in possibly Cointegrated Series: An Application to US Consumption and Income 0 0 0 128 0 1 1 544
Bayes estimates of Markov trends in possibly cointegrated series: an application to US consumption and income 0 0 0 17 2 3 4 102
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 1 27 0 1 4 396
Bayesian Model Averaging in the Presence of Structural Breaks 0 0 0 35 4 4 5 134
Censored latent effects autoregression, with an application to US unemployment 0 0 0 18 0 0 1 58
Common large innovations across nonlinear time series 0 0 0 5 0 2 2 49
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 2 4 8 593
Do Experts incorporate Statistical Model Forecasts and should they? 0 0 0 28 3 4 5 106
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 3 4 4 249
Do the US and Canada have a common nonlinear cycle in unemployment? 0 0 0 6 1 1 2 58
Does Africa grow slower than Asia and Latin America? 0 0 0 12 2 3 5 58
Dynamics in clickthrough and conversion probabilities of paid search advertisements 0 0 0 17 1 1 3 40
Econometric Analysis of the Market Share Attraction Model 1 1 5 1,331 2 5 17 3,806
Estimating Loss Functions of Experts 0 0 1 13 0 0 1 43
Estimating Loss Functions of Experts 0 0 2 35 0 1 3 77
Explaining individual response using aggregated data 0 0 0 21 0 1 1 70
Financial Development and Convergence Clubs 0 0 0 54 2 2 4 158
Forecasting with periodic autoregressive time series models 0 0 0 70 0 1 4 149
Generalized Reduced Rank Tests using the Singular Value Decomposition 0 0 0 160 0 1 6 795
Generalized Reduced Rank Tests using the Singular Value Decomposition 0 0 1 435 5 11 19 1,431
Generalized Reduced Rank Tests using the Singular Value Decomposition 0 0 0 44 3 5 7 268
Heterogeneous variable selection in nonlinear panel data models: A semiparametric Bayesian approach 0 0 0 30 1 1 5 49
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 3 7 8 90
Measuring and Predicting Heterogeneous Recessions 0 0 0 30 1 2 3 93
Measuring and Predicting Heterogeneous Recessions 0 0 0 76 3 3 5 287
Modeling Dynamic Effects of the Marketing Mix on Market Shares 1 1 1 385 4 8 10 1,150
Modeling Potentially Time-Varying Effects of Promotions on Sales 0 0 1 289 1 1 4 866
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 0 89 0 2 5 226
Modeling and forecasting outliers and level shifts in absolute returns 0 0 0 16 3 5 5 58
Modeling category-level purchase timing with brand-level marketing variables 0 0 0 23 0 0 2 143
Modeling charity donations: target selection, response time and gift size 0 0 0 133 1 3 7 373
Modeling dynamic effects of promotion on interpurchase times 0 0 0 24 0 3 4 106
Modeling purchases as repeated events 0 0 0 27 3 3 6 106
Modeling regional house prices 0 0 0 159 3 3 4 293
Modeling the impact of forecast-based regime switches on macroeconomic time series 0 0 0 126 1 2 3 110
Modelling asymmetric persistence over the business cycle 0 0 0 13 3 3 3 56
Modelling latent and actual entrepreneurship 0 0 0 107 1 1 1 268
New Misspecification Tests for Multinomial Logit Models 0 0 0 42 1 3 7 50
Panel Forecasting with Asymmetric Grouping 0 0 0 32 1 2 2 56
Parameter Estimation in Multivariate Logit models with Many Binary Choices 0 0 0 45 0 0 2 93
Performance of Seasonal Adjustment Procedures: Simulation and Empirical Results 0 0 0 29 1 1 4 146
Priors, Posterior Odds and Lagrange Multiplier Statistics in Bayesian Analyses of Cointegration 0 0 2 50 1 2 4 158
Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration 0 0 1 38 1 1 2 154
Random-Coefficient periodic autoregression 0 0 0 28 2 3 5 121
Real-Time Inflation Forecasting in a Changing World 0 0 0 73 1 2 2 162
Real-time inflation forecasting in a changing world 0 0 0 37 0 1 3 185
Real-time inflation forecasting in a changing world 0 0 1 80 2 4 11 280
Retrieving unobserved consideration sets from household panel data 0 0 0 62 4 5 7 161
Structural Differences in Economic Growth 0 0 0 121 1 2 3 269
Testing Non-nested Demand Relations: Linear Expenditure System versus Indirect Addilog 0 0 0 46 1 1 1 156
The Bayesian Score Statistic 0 0 0 134 1 1 2 1,220
The Bayesian Score Statistic 0 0 0 11 2 2 2 79
The Trade and FDI Effects of EMU Enlargement 0 0 1 113 0 0 2 324
The Trade and FDI Effects of EMU Enlargement 0 0 1 267 4 4 8 766
Trade Policy Options of Ukraine: East or West 0 0 0 60 1 3 3 54
What Do Professional Forecasters Actually Predict? 0 0 0 32 0 2 4 112
Total Working Papers 3 4 20 7,075 94 174 313 23,456


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 2 2 2 163
A Simple Test for GARCH Against a Stochastic Volatility Model 0 0 0 55 1 1 1 135
A dynamic multinomial probit model for brand choice with different long-run and short-run effects of marketing-mix variables 0 0 10 1,045 2 3 18 2,881
A nonlinear long memory model, with an application to US unemployment 0 0 0 134 2 5 6 350
An Empirical Study of Cash Payments 0 0 0 12 1 3 4 70
Bayes Estimates of Markov Trends in Possibly Cointegrated Series: An Application to U.S. Consumption and Income 0 0 0 0 4 4 4 263
Bayesian analysis of seasonal unit roots and seasonal mean shifts 0 0 0 25 2 5 8 116
Bayesian forecasting of federal funds target rate decisions 0 0 0 16 1 2 10 204
Common large innovations across nonlinear time series 0 0 0 0 1 3 6 37
Computational techniques for applied econometric analysis of macroeconomic and financial processes 0 1 1 48 2 3 5 138
Consideration sets, intentions and the inclusion of "don't know" in a two-stage model for voter choice 0 0 0 8 1 1 2 100
Deriving target selection rules from endogenously selected samples 0 0 0 0 0 0 1 11
Deriving target selection rules from endogenously selected samples 0 0 0 56 1 2 4 254
Do Leading Indicators Lead Peaks More Than Troughs? 0 0 0 58 1 3 7 243
Does Africa grow slower than Asia, Latin America and the Middle East? Evidence from a new data-based classification method 1 1 1 167 2 6 11 394
Does Seasonality Influence the Dating of Business Cycle Turning Points? 0 0 0 35 0 3 5 143
Estimating loss functions of experts 0 0 0 4 0 0 1 16
Explaining individual response using aggregated data 0 0 0 19 0 0 2 130
Forecasting carbon emissions using asymmetric grouping 0 0 1 1 0 0 3 4
Forecasting unemployment using an autoregression with censored latent effects parameters 0 0 0 58 2 2 3 191
Generalized reduced rank tests using the singular value decomposition 1 5 22 1,064 17 37 100 2,645
Incorporating Responsiveness to Marketing Efforts in Brand Choice Modeling 0 0 0 17 2 3 3 97
Introduction to the special issue on new econometric models in marketing 0 0 0 6 3 3 4 52
John Geweke, Contemporary Bayesian Econometrics and Statistics, Wiley, New Jersey (2005) (Hardcover, 300 pages) ISBN: 0-471-67932-1 0 0 0 113 1 1 1 286
MODEL SELECTION IN PERIODIC AUTOREGRESSIONS 0 0 0 9 0 0 3 33
Mean shifts, unit roots and forecasting seasonal time series 0 0 0 23 0 1 2 141
Measuring and predicting heterogeneous recessions 0 0 0 16 1 4 5 104
Model Selection in Periodic Autoregressions 0 0 0 0 0 0 2 177
Modeling Purchases as Repeated Events 0 0 0 39 2 3 4 170
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 2 3 3 49
Modeling dynamic effects of promotion on interpurchase times 0 0 0 10 1 1 2 85
Modeling the impact of forecast-based regime switches on US inflation 0 0 0 6 0 0 3 41
Modelling and forecasting level shifts in absolute returns 0 0 0 111 1 3 5 491
Modelling day-of-the-week seasonality in the S&P 500 index 0 1 1 202 0 2 4 728
Modelling regional house prices 0 0 1 38 1 5 11 129
Moving average filters and periodic integration 0 0 0 2 1 2 3 21
New misspecification tests for multinomial logit models 0 0 0 0 2 4 8 8
On trends and constants in periodic autoregressions 0 0 0 11 0 1 7 119
One size does not fit all: Selling firms to private equity versus strategic acquirers 1 4 12 79 2 11 30 251
Parameter estimation in multivariate logit models with many binary choices 0 0 2 8 0 0 5 73
Priors, posteriors and bayes factors for a Bayesian analysis of cointegration 0 0 1 80 5 5 7 300
Random‐coefficient periodic autoregressions 0 0 0 5 1 2 3 40
Real-Time Inflation Forecasting in a Changing World 0 1 1 115 0 1 7 319
Seasonal patterns in slot-machine gambling in Germany 0 0 1 2 2 3 4 64
Seasonality and Stochastic Trends in German Consumption and Income, 1960.1-1987.4 0 0 0 0 1 1 2 135
Seasonality and non-linear price effects in scanner-data-based market-response models 0 0 0 33 1 2 3 144
Shrinkage estimators for periodic autoregressions 0 1 2 2 4 8 13 13
Structural differences in economic growth: an endogenous clustering approach 0 0 0 42 1 1 2 173
Testing for Bias in Forecasts for Independent Multinomial Outcomes 0 0 0 0 0 0 2 2
Testing non‐nested demand relations: linear expenditure system versus indirect addilog* 0 0 0 9 1 1 3 51
The trade and FDI effects of EMU enlargement 0 0 1 124 2 2 9 390
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 2 36
What are the advantages of MCMC based inference in latent variable models? 0 0 0 71 0 0 2 220
What do professional forecasters actually predict? 0 0 0 5 0 0 3 84
Total Journal Articles 3 14 57 3,994 79 158 370 13,515


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 4 6 10 151
Quantitative Models in Marketing Research 0 0 0 0 0 2 4 214
Quantitative Models in Marketing Research 0 0 0 0 2 5 16 942
Total Books 0 0 0 0 6 13 30 1,307


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 0 0 1 8
Total Chapters 0 0 1 1 0 0 3 10


Statistics updated 2025-12-06