Details about Peter E. Rossi

Access statistics for papers by Peter E. Rossi.

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Short-id: pro227

Working Papers

2019

1. State-Dependent Demand Estimation with Initial Conditions Correction
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)

2017

2. The Value of Flexible Work: Evidence from Uber Drivers
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (57)

2015

3. Income and Wealth Effects on Private-Label Demand: Evidence From the Great Recession
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)

2009

4. State Dependence and Alternative Explanations for Consumer Inertia
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
   See also Journal Article State dependence and alternative explanations for consumer inertia, RAND Journal of Economics, RAND Corporation (2010) View citations (167) (2010)

2006

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

2002

6. 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 (14)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2000) View citations (28)
   See also Journal Article Why Don't Prices Rise During Periods of Peak Demand? Evidence from Scanner Data, American Economic Review, American Economic Association (2003) View citations (334) (2003)

1999

7. Stochastic Volatility: Univariate and Multivariate Extensions
   Computing in Economics and Finance 1999, Society for Computational Economics View citations (29)
   Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (9)
   CIRANO Working Papers, CIRANO (1999) View citations (31)

1995

8. Models and Priors for Multivariate Stochastic Volatility
   CIRANO Working Papers, CIRANO View citations (15)

1994

9. Advances in Random Utility Models
   MPRA Paper, University Library of Munich, Germany View citations (5)

1993

10. On the Optimal Taxation of Capital Income
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (29)
    See also Journal Article On the Optimal Taxation of Capital Income, Journal of Economic Theory, Elsevier (1997) View citations (214) (1997)

1988

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

1984

12. Comparison of Alternative Functional Forms in Production
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science
    See also Journal Article Comparison of alternative functional forms in production, Journal of Econometrics, Elsevier (1985) View citations (13) (1985)
13. 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)
14. Stochastic Specification of Cost and Production Relationships
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science

Journal Articles

2014

1. All Roads Lead to Arnold
   Econometric Reviews, 2014, 33, (1-4), 421-423
2. Economic valuation of product features
   Quantitative Marketing and Economics (QME), 2014, 12, (4), 421-456 View citations (23)
3. Valuation of Patented Product Features
   Journal of Law and Economics, 2014, 57, (3), 629 - 663 View citations (8)

2012

4. Plausibly Exogenous
   The Review of Economics and Statistics, 2012, 94, (1), 260-272 View citations (243)

2010

5. A Model for Trade-Up and Change in Considered Brands
   Marketing Science, 2010, 29, (1), 40-56 View citations (9)
6. State dependence and alternative explanations for consumer inertia
   RAND Journal of Economics, 2010, 41, (3), 417-445 View citations (167)
   See also Working Paper State Dependence and Alternative Explanations for Consumer Inertia, NBER Working Papers (2009) View citations (2) (2009)

2009

7. Bayesian analysis of random coefficient logit models using aggregate data
   Journal of Econometrics, 2009, 149, (2), 136-148 View citations (38)

2008

8. A semi-parametric Bayesian approach to the instrumental variable problem
   Journal of Econometrics, 2008, 144, (1), 276-305 View citations (58)
9. Category Pricing with State-Dependent Utility
   Marketing Science, 2008, 27, (3), 417-429 View citations (32)
10. Choice Models in Marketing: Economic Assumptions, Challenges and Trends
    Foundations and Trends(R) in Marketing, 2008, 2, (2), 97-184 View citations (20)
11. Teaching Bayesian Statistics to Marketing and Business Students
    The American Statistician, 2008, 62, 195-198 View citations (1)

2007

12. Product attributes and models of multiple discreteness
    Journal of Econometrics, 2007, 138, (1), 208-230 View citations (16)

2006

13. Structural Modeling in Marketing: Review and Assessment
    Marketing Science, 2006, 25, (6), 604-616 View citations (72)

2004

14. Bayesian analysis of stochastic volatility models with fat-tails and correlated errors
    Journal of Econometrics, 2004, 122, (1), 185-212 View citations (317)
15. The Role of Retail Competition, Demographics and Account Retail Strategy as Drivers of Promotional Sensitivity
    Quantitative Marketing and Economics (QME), 2004, 2, (2), 169-190 View citations (35)

2003

16. Bayesian Statistics and Marketing
    Marketing Science, 2003, 22, (3), 304-328 View citations (129)
17. Why Don't Prices Rise During Periods of Peak Demand? Evidence from Scanner Data
    American Economic Review, 2003, 93, (1), 15-37 View citations (334)
    See also Working Paper Why Don't Prices Rise During Periods of Peak Demand? Evidence from Scanner Data, Yale School of Management Working Papers (2002) View citations (14) (2002)

2002

18. Bayesian Analysis of Stochastic Volatility Models
    Journal of Business & Economic Statistics, 2002, 20, (1), 69-87 View citations (107)
    Also in Journal of Business & Economic Statistics, 1994, 12, (4), 371-89 (1994) View citations (743)

2001

19. Overcoming Scale Usage Heterogeneity: A Bayesian Hierarchical Approach
    Journal of the American Statistical Association, 2001, 96, 20-31 View citations (44)

2000

20. A Bayesian analysis of the multinomial probit model with fully identified parameters
    Journal of Econometrics, 2000, 99, (1), 173-193 View citations (105)
21. Reply to Nobile
    Journal of Econometrics, 2000, 99, (2), 347-348 View citations (4)

1998

22. Marketing models of consumer heterogeneity
    Journal of Econometrics, 1998, 89, (1-2), 57-78 View citations (167)
23. Similarities in Choice Behavior Across Product Categories
    Marketing Science, 1998, 17, (2), 91-106 View citations (80)

1997

24. On the Optimal Taxation of Capital Income
    Journal of Economic Theory, 1997, 73, (1), 93-117 View citations (214)
    See also Working Paper On the Optimal Taxation of Capital Income, NBER Working Papers (1993) View citations (29) (1993)

1996

25. The Value of Purchase History Data in Target Marketing
    Marketing Science, 1996, 15, (4), 321-340 View citations (255)

1995

26. Dan Nelson Remembered
    Journal of Business & Economic Statistics, 1995, 13, (4), 361-64 View citations (3)
27. Modeling the Distribution of Price Sensitivity and Implications for Optimal Retail Pricing
    Journal of Business & Economic Statistics, 1995, 13, (3), 291-303 View citations (29)

1994

28. An exact likelihood analysis of the multinomial probit model
    Journal of Econometrics, 1994, 64, (1-2), 207-240 View citations (241)
29. Bayesian Analysis of Stochastic Volatility Models: Comments: Reply
    Journal of Business & Economic Statistics, 1994, 12, (4), 413-17 View citations (501)

1993

30. Nonlinear Dynamic Structures
    Econometrica, 1993, 61, (4), 871-907 View citations (305)
31. Optimal Taxation in Models of Endogenous Growth
    Journal of Political Economy, 1993, 101, (3), 485-517 View citations (470)

1992

32. Stock Prices and Volume
    The Review of Financial Studies, 1992, 5, (2), 199-242 View citations (592)

1991

33. A bayesian approach to testing the arbitrage pricing theory
    Journal of Econometrics, 1991, 49, (1-2), 141-168 View citations (31)
34. Quality Perceptions and Asymmetric Switching Between Brands
    Marketing Science, 1991, 10, (3), 185-204 View citations (99)
35. There Is No Aggregate Bias: Why Macro Logit Models Work
    Journal of Business & Economic Statistics, 1991, 9, (1), 1-14 View citations (25)

1990

36. Posterior, predictive, and utility-based approaches to testing the arbitrage pricing theory
    Journal of Financial Economics, 1990, 28, (1-2), 7-38 View citations (40)

1986

37. Evaluating the methodology of social experiments
    Conference Series ; [Proceedings], 1986, 30, 131-166 View citations (3)
38. 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

39. Comparison of alternative functional forms in production
    Journal of Econometrics, 1985, 30, (1-2), 345-361 View citations (13)
    See also Working Paper Comparison of Alternative Functional Forms in Production, Discussion Papers (1984) (1984)

1984

40. Bayesian analysis of dichotomous quantal response models
    Journal of Econometrics, 1984, 25, (3), 365-393 View citations (31)

1979

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

Books

2014

1. Bayesian Non- and Semi-parametric Methods and Applications
   Economics Books, Princeton University Press View citations (36)

Editor

1. Quantitative Marketing and Economics (QME)
   Springer