Biography
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.
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Work
- Dennis Fok & Richard Paap (2025) - New misspecification tests for multinomial logit models Opens external - Journal of Choice Modelling, 54 - doi: 10.1016/j.jocm.2024.100531Opens external - [link]Opens external
- Philip Hans Franses & Richard Paap (2025) - Testing for Bias in Forecasts for Independent Multinomial Outcomes Opens external - Forecasting, 7 (1) - doi: 10.3390/forecast7010004Opens external - [link]Opens external
- Richard Paap & Philip Hans Franses (2025) - Shrinkage estimators for periodic autoregressions Opens external - Journal of Econometrics, 247 - doi: 10.1016/j.jeconom.2024.105937Opens external - [link]Opens external
- Didier Nibbering & Richard Paap (2024) - Forecasting carbon emissions using asymmetric grouping Opens external - Journal of Forecasting, 43 (6), 2228-2256 - doi: 10.1002/for.3124Opens external - [link]Opens external
- C (Cem) Cakmakli, Richard Paap & Dick van Dijk (2022) - Modeling and estimation of synchronization in size-sorted portfolio returns Opens external - Central Bank Review, 22 (4), 129-140 - doi: 10.1016/j.cbrev.2022.11.001Opens external
- Wendun Wang, X (Xiaoxue) Zhang & Richard Paap (2019) - To pool or not to pool: What i?s a good strategy for parameter estimation and forecasting in panel regressions? Opens external - Journal of Applied Econometrics, 34 (5), 724-745 - doi: 10.1002/jae.2696Opens external - [link]Opens external
- Dennis Fok & Richard Paap (2019) - New Misspecification Tests for Multinomial Logit Models Opens external - [link]Opens external
- D Nibbering & Richard Paap (2019) - Panel Forecasting with Asymmetric Grouping Opens external - [link]Opens external
- Wendun Wang, X Zhang & Richard Paap (2019) - To pool or not to pool: What is a good strategy for parameter estimation and forecasting in panel regressions Opens external - [link]Opens external
- Koen Bel, Dennis Fok & Richard Paap (2018) - Parameter Estimation in Multivariate Logit Models with Many Binary Choices Opens external - Econometric Reviews, 37 (5), 534-550 - doi: 10.1080/07474938.2015.1093780Opens external - [link]Opens external
- Richard Paap & Dick van Dijk (28 December 2022) - New Data from Koc University Illuminate Research in Economics (Modeling and estimation of synchronization in size-sorted portfolio returns)
- Richard Paap (2008) - Computational Statistics & Data Analysis (Journal) (Editor)
Activity: Editorial work › Academic - Richard Paap (2002) - Statistica Neerlandica (Journal) (Editor)
Activity: Editorial work › Academic
Erasmus Q Intelligence
- Start date approval
- November 2022
- End date approval
- November 2025
- Place
- ROTTERDAM
- Description
- Consultancy voor EQI (Erasmus BV)
Econometrics 1Opens external
- Year
- 2024
- Course Code
- FEB22004
Econometrics 1Opens external
- Year
- 2024
- Course Code
- FEB22004X
Bayesian EconometricsOpens external
- Level
- Master
- Year Level
- Master
- Year
- 2024
- Course Code
- TIF20117
Bayesian EconometricsOpens external
- Year
- 2024
- Course Code
- FEM21026
Bayesian Econometrics in FinanceOpens external
- Year
- 2024
- Course Code
- FEM21032