Richard Paap

Institution: Erasmus Universiteit Rotterdam

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: https://personal.eur.nl/paap/

First Publication: 1994

Most Recent: 2025

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period	A (2x)	B (1x)	C (½x)	Total	Percentile
Last 5 Years	2.02	0.00	0.00	2.02	57%
Last 10 Years	2.02	2.35	0.34	4.71	70%
All Time	14.80	11.10	0.93	26.83	95%

Publication Statistics

Raw Publications 26

Coauthorship-Adjusted Count 20.36

Publications (26)

Year	Article	Journal	Tier	Authors
2025	Shrinkage estimators for periodic autoregressions	Journal of Econometrics	A	2
2019	To pool or not to pool: What is a good strategy for parameter estimation and forecasting in panel regressions?	Journal of Applied Econometrics	B	3
2018	What do professional forecasters actually predict?	International Journal of Forecasting	B	3
2017	Estimating loss functions of experts	Applied Economics	C	3
2016	Modeling the impact of forecast-based regime switches on US inflation	International Journal of Forecasting	B	2
2013	Measuring and predicting heterogeneous recessions	Journal of Economic Dynamics and Control	B	3
2013	Real-Time Inflation Forecasting in a Changing World	Journal of Business & Economic Statistics	A	3
2012	Structural differences in economic growth: an endogenous clustering approach	Applied Economics	C	3
2012	A Rank‐ordered Logit Model with Unobserved Heterogeneity in Ranking Capabilities	Journal of Applied Econometrics	B	3
2012	One size does not fit all: Selling firms to private equity versus strategic acquirers	Journal of Corporate Finance	B	4
2011	Modelling regional house prices	Applied Economics	C	4
2008	Explaining individual response using aggregated data	Journal of Econometrics	A	2
2008	The trade and FDI effects of EMU enlargement	Journal of International Money and Finance	B	3
2007	Seasonality and non-linear price effects in scanner-data-based market-response models	Journal of Econometrics	A	3
2007	John Geweke, Contemporary Bayesian Econometrics and Statistics, Wiley, New Jersey (2005) (Hardcover, 300 pages) ISBN: 0-471-67932-1.	International Journal of Forecasting	B	1
2006	Deriving target selection rules from endogenously selected samples	Journal of Applied Econometrics	B	4
2006	Generalized reduced rank tests using the singular value decomposition	Journal of Econometrics	A	2
2005	Does Africa grow slower than Asia, Latin America and the Middle East? Evidence from a new data-based classification method	Journal of Development Economics	A	3
2005	Consideration sets, intentions and the inclusion of "don't know" in a two-stage model for voter choice	International Journal of Forecasting	B	6
2004	Forecasting unemployment using an autoregression with censored latent effects parameters	International Journal of Forecasting	B	3
2002	A nonlinear long memory model, with an application to US unemployment	Journal of Econometrics	A	3
2002	Priors, posteriors and bayes factors for a Bayesian analysis of cointegration	Journal of Econometrics	A	2
1997	Bayesian analysis of seasonal unit roots and seasonal mean shifts	Journal of Econometrics	A	3
1997	Mean shifts, unit roots and forecasting seasonal time series	International Journal of Forecasting	B	3
1994	Model Selection in Periodic Autoregressions.	Oxford Bulletin of Economics and Statistics	B	2
1994	Model Selection in Periodic Autoregressions	Oxford Bulletin of Economics and Statistics	B	2