Details about Peter E. Rossi

Access statistics for papers by Peter E. Rossi.

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Short-id: pro227

Working Papers

2009

1. State Dependence and Alternative Explanations for Consumer Inertia
   NBER Working Papers, National Bureau of Economic Research, Inc
   See also Journal Article in RAND Journal of Economics (2010)

2006

2. Do Switching Costs Make Markets Less Competitive?
   2006 Meeting Papers, Society for Economic Dynamics View citations (6)

2005

3. Structural modeling and policy simulation
   Open Access publications from Maastricht University, Maastricht University View citations (4)
   Also in Open Access publications from Tilburg University, Tilburg University (2005) View citations (3)

2002

4. Why Don't Prices Rise During Periods of Peak Demand? Evidence from Scanner Data
   Yale School of Management Working Papers, Yale School of Management View citations (7)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2000) View citations (6)
   See also Journal Article in American Economic Review (2003)

1999

5. Stochastic Volatility: Univariate and Multivariate Extensions
   Computing in Economics and Finance 1999, Society for Computational Economics View citations (11)
   Also in CIRANO Working Papers, CIRANO (1999) View citations (14)
   Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (8)

1995

6. Models and Priors for Multivariate Stochastic Volatility
   CIRANO Working Papers, CIRANO View citations (5)

1993

7. On the Optimal Taxation of Capital Income
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (39)
   See also Journal Article in Journal of Economic Theory (1997)

1988

8. THERE IS NO AGGREGATION BIAS: WHY MACRO LOGIT MODELS WORK
   Working Papers, Chicago - Graduate School of Business View citations (8)

1984

9. Comparison of Alternative Functional Forms in Production
   Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science
   See also Journal Article in Journal of Econometrics (1985)
10. Convergence of Integrals Encountered in Dichotomous Dependent Variable Problems
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science View citations (1)
11. Stochastic Specification of Cost and Production Relationships
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science

Journal Articles

2011

1. Arnold Zellner, 1927–2010
   Econometric Theory, 2011, 27, (01), 1-3

2010

2. A Model for Trade-Up and Change in Considered Brands
   Marketing Science, 2010, 29, (1), 40-56
3. State dependence and alternative explanations for consumer inertia
   RAND Journal of Economics, 2010, 41, (3), 417-445 View citations (2)
   See also Working Paper (2009)

2009

4. Bayesian analysis of random coefficient logit models using aggregate data
   Journal of Econometrics, 2009, 149, (2), 136-148 View citations (8)

2008

5. A semi-parametric Bayesian approach to the instrumental variable problem
   Journal of Econometrics, 2008, 144, (1), 276-305 View citations (15)
6. Category Pricing with State-Dependent Utility
   Marketing Science, 2008, 27, (3), 417-429 View citations (1)
7. Teaching Bayesian Statistics to Marketing and Business Students
   The American Statistician, 2008, 62, 195-198

2007

8. Product attributes and models of multiple discreteness
   Journal of Econometrics, 2007, 138, (1), 208-230 View citations (2)

2006

9. Structural Modeling in Marketing: Review and Assessment
   Marketing Science, 2006, 25, (6), 604-616 View citations (11)

2004

10. Bayesian analysis of stochastic volatility models with fat-tails and correlated errors
    Journal of Econometrics, 2004, 122, (1), 185-212 View citations (81)
11. The Role of Retail Competition, Demographics and Account Retail Strategy as Drivers of Promotional Sensitivity
    Quantitative Marketing and Economics, 2004, 2, (2), 169-190 View citations (6)

2003

12. Bayesian Statistics and Marketing
    Marketing Science, 2003, 22, (3), 304-328 View citations (6)
13. Why Don't Prices Rise During Periods of Peak Demand? Evidence from Scanner Data
    American Economic Review, 2003, 93, (1), 15-37 View citations (86)
    See also Working Paper (2002)

2002

14. Bayesian Analysis of Stochastic Volatility Models
    Journal of Business & Economic Statistics, 2002, 20, (1), 69-87 View citations (4)
    Also in Journal of Business & Economic Statistics, 1994, 12, (4), 371-89 (1994) View citations (274)

2001

15. Overcoming Scale Usage Heterogeneity: A Bayesian Hierarchical Approach
    Journal of the American Statistical Association, 2001, 96, 20-31 View citations (6)

2000

16. A Bayesian analysis of the multinomial probit model with fully identified parameters
    Journal of Econometrics, 2000, 99, (1), 173-193 View citations (35)
17. Reply to Nobile
    Journal of Econometrics, 2000, 99, (2), 347-348 View citations (3)

1998

18. Marketing models of consumer heterogeneity
    Journal of Econometrics, 1998, 89, (1-2), 57-78 View citations (55)
19. Similarities in Choice Behavior Across Product Categories
    Marketing Science, 1998, 17, (2), 91-106 View citations (10)

1997

20. On the Optimal Taxation of Capital Income
    Journal of Economic Theory, 1997, 73, (1), 93-117 View citations (95)
    See also Working Paper (1993)

1996

21. The Value of Purchase History Data in Target Marketing
    Marketing Science, 1996, 15, (4), 321-340 View citations (42)

1995

22. Dan Nelson Remembered
    Journal of Business & Economic Statistics, 1995, 13, (4), 361-64 View citations (1)
23. Modeling the Distribution of Price Sensitivity and Implications for Optimal Retail Pricing
    Journal of Business & Economic Statistics, 1995, 13, (3), 291-303 View citations (8)

1994

24. An exact likelihood analysis of the multinomial probit model
    Journal of Econometrics, 1994, 64, (1-2), 207-240 View citations (110)
25. Bayesian Analysis of Stochastic Volatility Models: Comments: Reply
    Journal of Business & Economic Statistics, 1994, 12, (4), 413-17 View citations (108)

1993

26. Nonlinear Dynamic Structures
    Econometrica, 1993, 61, (4), 871-907 View citations (148)
27. Optimal Taxation in Models of Endogenous Growth
    Journal of Political Economy, 1993, 101, (3), 485-517 View citations (254)

1992

28. Stock Prices and Volume
    Review of Financial Studies, 1992, 5, (2), 199-242 View citations (235)

1991

29. A bayesian approach to testing the arbitrage pricing theory
    Journal of Econometrics, 1991, 49, (1-2), 141-168 View citations (13)
30. Quality Perceptions and Asymmetric Switching Between Brands
    Marketing Science, 1991, 10, (3), 185-204 View citations (32)
31. There Is No Aggregate Bias: Why Macro Logit Models Work
    Journal of Business & Economic Statistics, 1991, 9, (1), 1-14 View citations (1)

1990

32. Posterior, predictive, and utility-based approaches to testing the arbitrage pricing theory
    Journal of Financial Economics, 1990, 28, (1-2), 7-38 View citations (27)

1986

33. Evaluating the methodology of social experiments
    Conference Series ; [Proceedings], 1986, 131-166
34. Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained from Financial Market Data: Comment
    Journal of Business & Economic Statistics, 1986, 4, (4), 421-22 View citations (2)

1985

35. Comparison of alternative functional forms in production
    Journal of Econometrics, 1985, 30, (1-2), 345-361 View citations (5)
    See also Working Paper (1984)

1984

36. Bayesian analysis of dichotomous quantal response models
    Journal of Econometrics, 1984, 25, (3), 365-393 View citations (16)

1979

37. Asymptotic search behavior based on the Weibull distribution
    Economics Letters, 1979, 3, (3), 211-213
38. The cost of search and rational random behavior
    Economics Letters, 1979, 3, (1), 5-8
39. The independence transformation of specific substitutes and specific complements
    Economics Letters, 1979, 2, (3), 299-301

Editor

1. Quantitative Marketing and Economics
   Springer