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A simple test for GARCH against a stochastic volatility model

Franses, Philip Hans; Leij, Marco van der; Paap, Richard - In: Journal of financial econometrics : official journal of … 6 (2008) 3, pp. 291-306

Persistent link: https://www.econbiz.de/10003748059

Constancy of distributions : asymptotic efficiency of certain nonparametric tests of constancy

Koning, Alex J. (contributor); Paap, Richard (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001702076

New misspecification tests for multinomial logit models

Fok, Dennis; Paap, Richard - 2019

Persistent link: https://www.econbiz.de/10012019046

Do leading indicators lead peaks more than troughs?

Paap, Richard (contributor); Segers, Rene (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003483904

Do leading indicators lead peaks more than troughs?

Paap, Richard; Segers, Rene; Dijk, Dick van - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 4, pp. 528-543

Persistent link: https://www.econbiz.de/10003913434

Real-time inflation forecasting in a changing world

Groen, Jan J. J.; Paap, Richard; Ravazzolo, Francesco - 2010

Persistent link: https://www.econbiz.de/10003920144

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

Real-time inflation forecasting in a changing world

Groen, Jan J. J.; Paap, Richard; Ravazzolo, Francesco - 2009

This paper revisits inflation forecasting using reduced-form Phillips curve forecasts, that is, inflation forecasts that use activity and expectations variables. We propose a Phillips-curve-type model that results from averaging across different regression specifications selected from a set of...

Persistent link: https://www.econbiz.de/10003947544

Bayesian model averaging in the presence of structural breaks

Ravazzolo, Francesco; Paap, Richard; Dijk, Dick van; … - 2006

Persistent link: https://www.econbiz.de/10003385036

A Bayesian approach to two-mode clustering

Dijk, Bram van; Rosmalen, Joost van; Paap, Richard - 2009

Persistent link: https://www.econbiz.de/10003877043