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Bayesian model averaging in the presence of structural breaks
Ravazzolo, Francesco; Paap, Richard; Dijk, Dick van; … - 2006
Persistent link: https://www.econbiz.de/10003385036
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Estimating loss functions of experts
Franses, Philip Hans; Legerstee, Rianne; Paap, Richard - 2011
Persistent link: https://www.econbiz.de/10009619343
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Estimating loss functions of experts
Franses, Philip Hans; Legerstee, Rianne; Paap, Richard - 2011
Persistent link: https://www.econbiz.de/10009720701
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Seasonality and non-linear price effects in scanner-data based market-response models
Fok, Dennis (contributor); Franses, Philip Hans (contributor) - 2005
Persistent link: https://www.econbiz.de/10003179674
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Random-coefficient periodic autoregression
Franses, Philip Hans (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003116189
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Does Africa grow slower than Asia and Latin America?
Paap, Richard (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001783539
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Common large innovations across nonlinear time series
Paap, Richard (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001678726
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Bayesian unit root inference in the Hamilton model
Hoek, Henk; Paap, Richard - 1994
Persistent link: https://www.econbiz.de/10000560205
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An alternative Bayesian approach to structural breaks in time series models
Hauwe, Sjoerd van den; Paap, Richard; Dijk, Dick van - 2011
Persistent link: https://www.econbiz.de/10008857052
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Modeling and estimation of synchronization in multistate Markov-switching models
Çakmaklı, Cem; Paap, Richard; Dijk, Dick van - 2011
Persistent link: https://www.econbiz.de/10008809882