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Richard Paap

Global rank #3667 95%

Institution: Erasmus Universiteit Rotterdam

Primary Field: Econometrics (weighted toward more recent publications)

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

First Publication: 1994

Most Recent: 2025

RePEc ID: ppa494 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 1.01 0.00 0.00 2.01
Last 10 Years 0.00 1.01 2.35 0.00 4.69
All Time 0.00 7.37 11.06 0.00 26.73

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