Details about Richard Paap

Homepage:	https://personal.eur.nl/paap/
Workplace:	Econometrisch Instituut (Econometric Institute), Faculteit der Economische Wetenschappen (Erasmus School of Economics), Erasmus Universiteit Rotterdam (Erasmus University of Rotterdam), (more information at EDIRC) Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam (Erasmus University of Rotterdam), (more information at EDIRC)

Access statistics for papers by Richard Paap.

Last updated 2024-07-04. Update your information in the RePEc Author Service.

Short-id: ppa494

---

Jump to Journal Articles Books Chapters

Working Papers

2020

1. A multinomial and rank-ordered logit model with inter- and intra-individual heteroscedasticity
   Tinbergen Institute Discussion Papers, Tinbergen Institute
2. Heterogeneous variable selection in nonlinear panel data models: A semiparametric Bayesian approach
   Tinbergen Institute Discussion Papers, Tinbergen Institute

2019

3. Dynamics in clickthrough and conversion probabilities of paid search advertisements
   Tinbergen Institute Discussion Papers, Tinbergen Institute
4. New Misspecification Tests for Multinomial Logit Models
   Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
5. Panel Forecasting with Asymmetric Grouping
   Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute

2017

6. A Bayesian Infinite Hidden Markov Vector Autoregressive Model
   Tinbergen Institute Discussion Papers, Tinbergen Institute
7. What Do Professional Forecasters Actually Predict?
   Tinbergen Institute Discussion Papers, Tinbergen Institute
   See also Journal Article What do professional forecasters actually predict?, International Journal of Forecasting, Elsevier (2018) View citations (1) (2018)

2016

8. Trade Policy Options of Ukraine: East or West
   Tinbergen Institute Discussion Papers, Tinbergen Institute

2014

9. A Multivariate Model for Multinomial Choices
   Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (2)
10. Parameter Estimation in Multivariate Logit models with Many Binary Choices
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (2)
    See also Journal Article Parameter estimation in multivariate logit models with many binary choices, Econometric Reviews, Taylor & Francis Journals (2018) View citations (17) (2018)

2013

11. Modeling the impact of forecast-based regime switches on macroeconomic time series
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute

2012

12. Measuring and Predicting Heterogeneous Recessions
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2011)
    See also Journal Article Measuring and predicting heterogeneous recessions, Journal of Economic Dynamics and Control, Elsevier (2013) View citations (5) (2013)

2011

13. An Alternative Bayesian Approach to Structural Breaks in Time Series Models
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (3)
14. Bayesian Forecasting of Federal Funds Target Rate Decisions
    Tinbergen Institute Discussion Papers, Tinbergen Institute
    See also Journal Article Bayesian forecasting of federal funds target rate decisions, Journal of Macroeconomics, Elsevier (2013) View citations (5) (2013)
15. Do Experts incorporate Statistical Model Forecasts and should they?
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (2)
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2011) View citations (2)
16. Estimating Loss Functions of Experts
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (2)
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2011) View citations (2)
    See also Journal Article Estimating loss functions of experts, Applied Economics, Taylor & Francis Journals (2017) (2017)
17. Modeling and Estimation of Synchronization in Multistate Markov-Switching Models
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (17)

2010

18. Financial Development and Convergence Clubs
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)

2009

19. A Bayesian approach to two-mode clustering
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (5)
20. Real-Time Inflation Forecasting in a Changing World
    Working Paper, Norges Bank View citations (18)
    Also in Staff Reports, Federal Reserve Bank of New York (2009) View citations (22)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2009) View citations (18)
    See also Journal Article Real-Time Inflation Forecasting in a Changing World, Journal of Business & Economic Statistics, Taylor & Francis Journals (2013) View citations (123) (2013)
21. Testing Non-nested Demand Relations: Linear Expenditure System versus Indirect Addilog
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (5)
    See also Journal Article Testing non‐nested demand relations: linear expenditure system versus indirect addilog*, Statistica Neerlandica, Netherlands Society for Statistics and Operations Research (2009) View citations (4) (2009)

2008

22. Incorporating responsiveness to marketing efforts in brand choice modelling
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
    See also Journal Article Incorporating Responsiveness to Marketing Efforts in Brand Choice Modeling, Econometrics, MDPI (2014) View citations (1) (2014)
23. Structural Differences in Economic Growth
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (3)

2007

24. A rank-ordered logit model with unobserved heterogeneity in ranking capabilities
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (2)
    See also Journal Article A RANK‐ORDERED LOGIT MODEL WITH UNOBSERVED HETEROGENEITY IN RANKING CAPABILITIES, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2012) View citations (29) (2012)
25. Do leading indicators lead peaks more than troughs?
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (4)
    See also Journal Article Do Leading Indicators Lead Peaks More Than Troughs?, Journal of Business & Economic Statistics, American Statistical Association (2009) View citations (23) (2009)
26. Modeling regional house prices
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (10)
    See also Journal Article Modelling regional house prices, Applied Economics, Taylor & Francis Journals (2011) View citations (12) (2011)
27. Modelling latent and actual entrepreneurship
    Scales Research Reports, EIM Business and Policy Research
28. The Trade and FDI Effects of EMU Enlargement
    CESifo Working Paper Series, CESifo View citations (4)
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2007) View citations (3)
    See also Journal Article The trade and FDI effects of EMU enlargement, Journal of International Money and Finance, Elsevier (2008) View citations (65) (2008)

2006

29. Bayesian Model Averaging in the Presence of Structural Breaks
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (14)
30. Explaining individual response using aggregated data
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
    See also Journal Article Explaining individual response using aggregated data, Journal of Econometrics, Elsevier (2008) (2008)

2005

31. A Hierarchical Bayes Error Correction Model to Explain Dynamic Effects of Price Changes
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (6)
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2004) View citations (2)
32. A simple test for GARCH against a stochastic volatility
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
33. Performance of Seasonal Adjustment Procedures: Simulation and Empirical Results
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (6)
34. Random-Coefficient periodic autoregression
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (2)
    See also Journal Article Random‐coefficient periodic autoregressions, Statistica Neerlandica, Netherlands Society for Statistics and Operations Research (2011) View citations (6) (2011)
35. Retrieving unobserved consideration sets from household panel data
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (5)

2004

36. Analyzing the effects of past prices on reference price formation
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
37. Generalized Reduced Rank Tests using the Singular Value Decomposition
    Econometric Society 2004 Australasian Meetings, Econometric Society View citations (7)
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2003) View citations (4)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2003) View citations (4)
    See also Journal Article Generalized reduced rank tests using the singular value decomposition, Journal of Econometrics, Elsevier (2006) View citations (1621) (2006)

2003

38. Does Africa grow slower than Asia and Latin America?
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (5)
39. Modeling Dynamic Effects of the Marketing Mix on Market Shares
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (3)
40. Modeling category-level purchase timing with brand-level marketing variables
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
    See also Journal Article Modeling category‐level purchase timing with brand‐level marketing variables, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2009) View citations (2) (2009)
41. Modeling purchases as repeated events
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (2)
    See also Journal Article Modeling Purchases as Repeated Events, Journal of Business & Economic Statistics, American Statistical Association (2006) View citations (14) (2006)

2002

42. A Dynamic Utility Maximization Model for Product Category Consumption
    Tinbergen Institute Discussion Papers, Tinbergen Institute
43. A Joint Framework for Category Purchase and Consumption Behavior
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (1)
44. An Empirical Study of Cash Payments
    Tinbergen Institute Discussion Papers, Tinbergen Institute
    See also Journal Article An Empirical Study of Cash Payments, Statistica Neerlandica, Netherlands Society for Statistics and Operations Research (2003) View citations (8) (2003)
45. Bayes estimates of Markov trends in possibly cointegrated series: an application to US consumption and income
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (6)
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (1999) View citations (5)
    See also Journal Article Bayes Estimates of Markov Trends in Possibly Cointegrated Series: An Application to U.S. Consumption and Income, Journal of Business & Economic Statistics, American Statistical Association (2003) View citations (49) (2003)
46. Common large innovations across nonlinear time series
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
    See also Journal Article Common large innovations across nonlinear time series, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2013) (2013)
47. Modeling dynamic effects of promotion on interpurchase times
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
    See also Journal Article Modeling dynamic effects of promotion on interpurchase times, Computational Statistics & Data Analysis, Elsevier (2012) View citations (2) (2012)

2001

48. Deriving Target Selection Rules from Endogenously Selected Samples
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (2)
    See also Journal Article Deriving target selection rules from endogenously selected samples, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2006) View citations (18) (2006)
49. Econometric Analysis of the Market Share Attraction Model
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (2)
50. Incorporating Responsiveness to Marketing Efforts When Modeling Brand Choice
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam
51. Modeling Potentially Time-Varying Effects of Promotions on Sales
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam
52. Modeling and forecasting outliers and level shifts in absolute returns
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (2)

2000

53. A nonlinear long memory model for US unemployment
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
54. Consideration sets, intentions and the inclusion of "Don't know" in a two-stage model for voter choice
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
    See also Journal Article Consideration sets, intentions and the inclusion of "don't know" in a two-stage model for voter choice, International Journal of Forecasting, Elsevier (2005) View citations (1) (2005)
55. Modeling Unobserved Consideration Sets for Household Panel Data
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (1)
56. Modeling charity donations: target selection, response time and gift size
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (2)
57. The Bayesian Score Statistic
    Tinbergen Institute Discussion Papers, Tinbergen Institute
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2000)

1999

58. Do the US and Canada have a common nonlinear cycle in unemployment?
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
59. Forecasting with periodic autoregressive time series models
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (3)

1998

60. Censored latent effects autoregression, with an application to US unemployment
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
61. Modelling asymmetric persistence over the business cycle
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (3)
62. Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (5)
    See also Journal Article Priors, posteriors and bayes factors for a Bayesian analysis of cointegration, Journal of Econometrics, Elsevier (2002) View citations (62) (2002)

1996

63. Priors, Posterior Odds and Lagrange Multiplier Statistics in Bayesian Analyses of Cointegration
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute

1995

64. Bayesian Analysis of Seasonal Unit Roots and Seasonal Mean Shifts
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
    See also Journal Article Bayesian analysis of seasonal unit roots and seasonal mean shifts, Journal of Econometrics, Elsevier (1997) View citations (18) (1997)

Journal Articles

2022

1. Modeling and estimation of synchronization in size-sorted portfolio returns
   Central Bank Review, 2022, 22, (4), 129-140

2019

2. To pool or not to pool: What is a good strategy for parameter estimation and forecasting in panel regressions?
   Journal of Applied Econometrics, 2019, 34, (5), 724-745 View citations (9)

2018

3. Parameter estimation in multivariate logit models with many binary choices
   Econometric Reviews, 2018, 37, (5), 534-550 View citations (17)
   See also Working Paper Parameter Estimation in Multivariate Logit models with Many Binary Choices, Econometric Institute Research Papers (2014) View citations (2) (2014)
4. What do professional forecasters actually predict?
   International Journal of Forecasting, 2018, 34, (2), 288-311 View citations (1)
   See also Working Paper What Do Professional Forecasters Actually Predict?, Tinbergen Institute Discussion Papers (2017) (2017)

2017

5. Estimating loss functions of experts
   Applied Economics, 2017, 49, (4), 386-396
   See also Working Paper Estimating Loss Functions of Experts, Econometric Institute Research Papers (2011) View citations (2) (2011)

2016

6. Modeling the impact of forecast-based regime switches on US inflation
   International Journal of Forecasting, 2016, 32, (4), 1306-1316

2014

7. Incorporating Responsiveness to Marketing Efforts in Brand Choice Modeling
   Econometrics, 2014, 2, (1), 1-25 View citations (1)
   See also Working Paper Incorporating responsiveness to marketing efforts in brand choice modelling, Econometric Institute Research Papers (2008) (2008)

2013

8. Bayesian forecasting of federal funds target rate decisions
   Journal of Macroeconomics, 2013, 37, (C), 19-40 View citations (5)
   See also Working Paper Bayesian Forecasting of Federal Funds Target Rate Decisions, Tinbergen Institute Discussion Papers (2011) (2011)
9. Common large innovations across nonlinear time series
   Studies in Nonlinear Dynamics & Econometrics, 2013, 17, (3), 251-263
   See also Working Paper Common large innovations across nonlinear time series, Econometric Institute Research Papers (2002) (2002)
10. Measuring and predicting heterogeneous recessions
    Journal of Economic Dynamics and Control, 2013, 37, (11), 2195-2216 View citations (5)
    See also Working Paper Measuring and Predicting Heterogeneous Recessions, Koç University-TUSIAD Economic Research Forum Working Papers (2012) (2012)
11. Real-Time Inflation Forecasting in a Changing World
    Journal of Business & Economic Statistics, 2013, 31, (1), 29-44 View citations (123)
    See also Working Paper Real-Time Inflation Forecasting in a Changing World, Working Paper (2009) View citations (18) (2009)

2012

12. A RANK‐ORDERED LOGIT MODEL WITH UNOBSERVED HETEROGENEITY IN RANKING CAPABILITIES
    Journal of Applied Econometrics, 2012, 27, (5), 831-846 View citations (29)
    See also Working Paper A rank-ordered logit model with unobserved heterogeneity in ranking capabilities, Econometric Institute Research Papers (2007) View citations (2) (2007)
13. Modeling dynamic effects of promotion on interpurchase times
    Computational Statistics & Data Analysis, 2012, 56, (11), 3055-3069 View citations (2)
    See also Working Paper Modeling dynamic effects of promotion on interpurchase times, Econometric Institute Research Papers (2002) View citations (1) (2002)
14. One size does not fit all: Selling firms to private equity versus strategic acquirers
    Journal of Corporate Finance, 2012, 18, (4), 828-848 View citations (36)
15. Structural differences in economic growth: an endogenous clustering approach
    Applied Economics, 2012, 44, (1), 119-134 View citations (5)

2011

16. Modelling regional house prices
    Applied Economics, 2011, 43, (17), 2097-2110 View citations (12)
    See also Working Paper Modeling regional house prices, Econometric Institute Research Papers (2007) View citations (10) (2007)
17. Random‐coefficient periodic autoregressions
    Statistica Neerlandica, 2011, 65, (1), 101-115 View citations (6)
    See also Working Paper Random-Coefficient periodic autoregression, Econometric Institute Research Papers (2005) View citations (2) (2005)

2010

18. Seasonal patterns in slot-machine gambling in Germany
    International Gambling Studies, 2010, 10, (3), 255-268 View citations (1)

2009

19. Do Leading Indicators Lead Peaks More Than Troughs?
    Journal of Business & Economic Statistics, 2009, 27, (4), 528-543 View citations (23)
    See also Working Paper Do leading indicators lead peaks more than troughs?, Econometric Institute Research Papers (2007) View citations (4) (2007)
20. Introduction to the special issue on new econometric models in marketing
    Journal of Applied Econometrics, 2009, 24, (3), 375-376
21. Modeling category‐level purchase timing with brand‐level marketing variables
    Journal of Applied Econometrics, 2009, 24, (3), 469-489 View citations (2)
    See also Working Paper Modeling category-level purchase timing with brand-level marketing variables, Econometric Institute Research Papers (2003) (2003)
22. Testing non‐nested demand relations: linear expenditure system versus indirect addilog*
    Statistica Neerlandica, 2009, 63, (3), 368-384 View citations (4)
    See also Working Paper Testing Non-nested Demand Relations: Linear Expenditure System versus Indirect Addilog, Econometric Institute Research Papers (2009) View citations (5) (2009)

2008

23. A Simple Test for GARCH Against a Stochastic Volatility Model
    Journal of Financial Econometrics, 2008, 6, (3), 291-306 View citations (9)
24. Explaining individual response using aggregated data
    Journal of Econometrics, 2008, 146, (1), 1-9
    See also Working Paper Explaining individual response using aggregated data, Econometric Institute Research Papers (2006) (2006)
25. The trade and FDI effects of EMU enlargement
    Journal of International Money and Finance, 2008, 27, (2), 188-208 View citations (65)
    See also Working Paper The Trade and FDI Effects of EMU Enlargement, CESifo Working Paper Series (2007) View citations (4) (2007)

2007

26. Computational techniques for applied econometric analysis of macroeconomic and financial processes
    Computational Statistics & Data Analysis, 2007, 51, (7), 3506-3508 View citations (1)
27. John Geweke, Contemporary Bayesian Econometrics and Statistics, Wiley, New Jersey (2005) (Hardcover, 300 pages) ISBN: 0-471-67932-1
    International Journal of Forecasting, 2007, 23, (3), 529-531
28. Seasonality and non-linear price effects in scanner-data-based market-response models
    Journal of Econometrics, 2007, 138, (1), 231-251 View citations (9)

2006

29. Deriving target selection rules from endogenously selected samples
    Journal of Applied Econometrics, 2006, 21, (5), 549-562 View citations (18)
    Also in Journal of Applied Econometrics, 2006, 21, (5), 549-562 (2006) View citations (1)
    See also Working Paper Deriving Target Selection Rules from Endogenously Selected Samples, ERIM Report Series Research in Management (2001) View citations (2) (2001)
30. Generalized reduced rank tests using the singular value decomposition
    Journal of Econometrics, 2006, 133, (1), 97-126 View citations (1621)
    See also Working Paper Generalized Reduced Rank Tests using the Singular Value Decomposition, Econometric Society 2004 Australasian Meetings (2004) View citations (7) (2004)
31. Modeling Purchases as Repeated Events
    Journal of Business & Economic Statistics, 2006, 24, 487-502 View citations (14)
    See also Working Paper Modeling purchases as repeated events, Econometric Institute Research Papers (2003) View citations (2) (2003)

2005

32. Consideration sets, intentions and the inclusion of "don't know" in a two-stage model for voter choice
    International Journal of Forecasting, 2005, 21, (1), 53-71 View citations (1)
    See also Working Paper Consideration sets, intentions and the inclusion of "Don't know" in a two-stage model for voter choice, Econometric Institute Research Papers (2000) View citations (1) (2000)
33. Does Africa grow slower than Asia, Latin America and the Middle East? Evidence from a new data-based classification method
    Journal of Development Economics, 2005, 77, (2), 553-570 View citations (60)

2004

34. Forecasting unemployment using an autoregression with censored latent effects parameters
    International Journal of Forecasting, 2004, 20, (2), 255-271 View citations (13)

2003

35. An Empirical Study of Cash Payments
    Statistica Neerlandica, 2003, 57, (4), 484-508 View citations (8)
    See also Working Paper An Empirical Study of Cash Payments, Tinbergen Institute Discussion Papers (2002) (2002)
36. Bayes Estimates of Markov Trends in Possibly Cointegrated Series: An Application to U.S. Consumption and Income
    Journal of Business & Economic Statistics, 2003, 21, (4), 547-63 View citations (49)
    See also Working Paper Bayes estimates of Markov trends in possibly cointegrated series: an application to US consumption and income, Econometric Institute Research Papers (2002) View citations (6) (2002)

2002

37. A nonlinear long memory model, with an application to US unemployment
    Journal of Econometrics, 2002, 110, (2), 135-165 View citations (75)
38. Modelling and forecasting level shifts in absolute returns
    Journal of Applied Econometrics, 2002, 17, (5), 601-616 View citations (10)
39. Priors, posteriors and bayes factors for a Bayesian analysis of cointegration
    Journal of Econometrics, 2002, 111, (2), 223-249 View citations (62)
    See also Working Paper Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration, Econometric Institute Research Papers (1998) View citations (5) (1998)
40. What are the advantages of MCMC based inference in latent variable models?
    Statistica Neerlandica, 2002, 56, (1), 2-22 View citations (8)

2000

41. A dynamic multinomial probit model for brand choice with different long-run and short-run effects of marketing-mix variables
    Journal of Applied Econometrics, 2000, 15, (6), 717-744 View citations (26)
42. Modelling day-of-the-week seasonality in the S&P 500 index
    Applied Financial Economics, 2000, 10, (5), 483-488 View citations (28)

1999

43. Does Seasonality Influence the Dating of Business Cycle Turning Points?
    Journal of Macroeconomics, 1999, 21, (1), 79-92 View citations (15)
44. On trends and constants in periodic autoregressions
    Econometric Reviews, 1999, 18, (3), 271-286 View citations (15)

1997

45. Bayesian analysis of seasonal unit roots and seasonal mean shifts
    Journal of Econometrics, 1997, 78, (2), 359-380 View citations (18)
    See also Working Paper Bayesian Analysis of Seasonal Unit Roots and Seasonal Mean Shifts, Econometric Institute Research Papers (1995) (1995)
46. Mean shifts, unit roots and forecasting seasonal time series
    International Journal of Forecasting, 1997, 13, (3), 357-368 View citations (18)

1995

47. Moving average filters and periodic integration
    Mathematics and Computers in Simulation (MATCOM), 1995, 39, (3), 245-249 View citations (1)
48. Seasonality and Stochastic Trends in German Consumption and Income, 1960.1-1987.4
    Empirical Economics, 1995, 20, (1), 109-32 View citations (3)

1994

49. MODEL SELECTION IN PERIODIC AUTOREGRESSIONS
    Oxford Bulletin of Economics and Statistics, 1994, 56, (4), 421-439 View citations (24)
    Also in Oxford Bulletin of Economics and Statistics, 1994, 56, (4), 421-39 (1994) View citations (24)

Books

2010

1. Quantitative Models in Marketing Research
   Cambridge Books, Cambridge University Press View citations (2)
   Also in Cambridge Books, Cambridge University Press (2001) View citations (61)

2004

2. Periodic Time Series Models
   OUP Catalogue, Oxford University Press View citations (99)

Chapters

2008

1. Chapter 15 Bayesian Model Averaging in the Presence of Structural Breaks
   A chapter in Forecasting in the Presence of Structural Breaks and Model Uncertainty, 2008, pp 561-594
2. Distribution and Mobility of Wealth of Nations
   Springer