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.
More information
Work
- Didier Nibbering & Richard Paap (2024) - Forecasting carbon emissions using asymmetric grouping - Journal of Forecasting, 43 (6), 2228-2256 - doi: 10.1002/for.3124 - [link]
- C (Cem) Cakmakli, Richard Paap & Dick van Dijk (2022) - Modeling and estimation of synchronization in size-sorted portfolio returns - Central Bank Review, 22 (4), 129-140 - doi: 10.1016/j.cbrev.2022.11.001
- 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? - Journal of Applied Econometrics, 34 (5), 724-745 - doi: 10.1002/jae.2696 - [link]
- Dennis Fok & Richard Paap (2019) - New Misspecification Tests for Multinomial Logit Models - [link]
- D Nibbering & Richard Paap (2019) - Panel Forecasting with Asymmetric Grouping - [link]
- 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 - [link]
- Koen Bel, Dennis Fok & Richard Paap (2018) - Parameter Estimation in Multivariate Logit Models with Many Binary Choices - Econometric Reviews, 37 (5), 534-550 - doi: 10.1080/07474938.2015.1093780 - [link]
- D Nibbering, Richard Paap & Michel van der Wel (2018) - What do professional forecasters actually predict? - International Journal of Forecasting, 34 (2), 288-311 - doi: 10.1016/j.ijforecast.2017.12.004 - [link]
- Philip Hans Franses, R (Rianne) Legerstee & Richard Paap (2017) - Estimating loss functions of experts - Applied Economics, 49 (4), 386-396 - doi: 10.1080/00036846.2016.1197373 - [link]
- Koen Bel & Richard Paap (2016) - Modeling the Impact of Forecast-based Regime Switches on US Inflation - International Journal of Forecasting, 32 (4), 1306-1316 - doi: 10.1016/j.ijforecast.2016.06.002
Erasmus Q Intelligence
- Start date approval
- November 2022
- End date approval
- November 2025
- Place
- ROTTERDAM
- Description
- Consultancy voor EQI (Erasmus BV)
Bayesian Econometrics
- Level
- Master
- Year Level
- Master
- Year
- 2024
- Course Code
- TIF20117
Bayesian Econometrics
- Year
- 2024
- Course Code
- FEM21026
Bayesian Econometrics in Finance
- Year
- 2024
- Course Code
- FEM21032
Econometrics 1
- Year
- 2024
- Course Code
- FEB22004
Econometrics 1
- Year
- 2024
- Course Code
- FEB22004X
