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Details about Peter E. Rossi

E-mail:
Homepage:http://www.perossi.org/
Postal address:110 Westwood Plaza UCLA/Anderson School B4.12 Los Angeles, CA 90095
Workplace:Anderson Graduate School of Management, University of California-Los Angeles (UCLA), (more information at EDIRC)

Access statistics for papers by Peter E. Rossi.

Last updated 2015-08-19. Update your information in the RePEc Author Service.

Short-id: pro227


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Working Papers

2017

  1. The Value of Flexible Work: Evidence from Uber Drivers
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)

2015

  1. Income and Wealth Effects on Private-Label Demand: Evidence From the Great Recession
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads

2009

  1. State Dependence and Alternative Explanations for Consumer Inertia
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
    See also Journal Article in RAND Journal of Economics (2010)

2006

  1. Do Switching Costs Make Markets Less Competitive?
    2006 Meeting Papers, Society for Economic Dynamics View citations (1)

2002

  1. Why Don't Prices Rise During Periods of Peak Demand? Evidence from Scanner Data
    Yale School of Management Working Papers, Yale School of Management Downloads View citations (7)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2000) Downloads View citations (14)

    See also Journal Article in American Economic Review (2003)

1999

  1. Stochastic Volatility: Univariate and Multivariate Extensions
    Computing in Economics and Finance 1999, Society for Computational Economics View citations (15)
    Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (8)
    CIRANO Working Papers, CIRANO (1999) Downloads View citations (17)

1995

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

1994

  1. Advances in Random Utility Models
    MPRA Paper, University Library of Munich, Germany Downloads View citations (3)

1993

  1. On the Optimal Taxation of Capital Income
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (23)
    See also Journal Article in Journal of Economic Theory (1997)

1988

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

1984

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

Journal Articles

2014

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

2012

  1. Plausibly Exogenous
    The Review of Economics and Statistics, 2012, 94, (1), 260-272 Downloads View citations (78)

2011

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

2010

  1. A Model for Trade-Up and Change in Considered Brands
    Marketing Science, 2010, 29, (1), 40-56 Downloads View citations (3)
  2. State dependence and alternative explanations for consumer inertia
    RAND Journal of Economics, 2010, 41, (3), 417-445 Downloads View citations (38)
    See also Working Paper (2009)

2009

  1. Bayesian analysis of random coefficient logit models using aggregate data
    Journal of Econometrics, 2009, 149, (2), 136-148 Downloads View citations (14)

2008

  1. A semi-parametric Bayesian approach to the instrumental variable problem
    Journal of Econometrics, 2008, 144, (1), 276-305 Downloads View citations (30)
  2. Category Pricing with State-Dependent Utility
    Marketing Science, 2008, 27, (3), 417-429 Downloads View citations (8)
  3. Choice Models in Marketing: Economic Assumptions, Challenges and Trends
    Foundations and Trends(R) in Marketing, 2008, 2, (2), 97-184 Downloads View citations (1)
  4. Teaching Bayesian Statistics to Marketing and Business Students
    The American Statistician, 2008, 62, 195-198 Downloads

2007

  1. Product attributes and models of multiple discreteness
    Journal of Econometrics, 2007, 138, (1), 208-230 Downloads View citations (7)

2006

  1. Structural Modeling in Marketing: Review and Assessment
    Marketing Science, 2006, 25, (6), 604-616 Downloads View citations (42)

2004

  1. Bayesian analysis of stochastic volatility models with fat-tails and correlated errors
    Journal of Econometrics, 2004, 122, (1), 185-212 Downloads View citations (173)
  2. 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 Downloads View citations (11)

2003

  1. Bayesian Statistics and Marketing
    Marketing Science, 2003, 22, (3), 304-328 Downloads View citations (26)
  2. Why Don't Prices Rise During Periods of Peak Demand? Evidence from Scanner Data
    American Economic Review, 2003, 93, (1), 15-37 Downloads View citations (153)
    See also Working Paper (2002)

2002

  1. Bayesian Analysis of Stochastic Volatility Models
    Journal of Business & Economic Statistics, 2002, 20, (1), 69-87 View citations (28)
    Also in Journal of Business & Economic Statistics, 1994, 12, (4), 371-89 (1994) View citations (462)

2001

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

2000

  1. A Bayesian analysis of the multinomial probit model with fully identified parameters
    Journal of Econometrics, 2000, 99, (1), 173-193 Downloads View citations (67)
  2. Reply to Nobile
    Journal of Econometrics, 2000, 99, (2), 347-348 Downloads View citations (3)

1998

  1. Marketing models of consumer heterogeneity
    Journal of Econometrics, 1998, 89, (1-2), 57-78 Downloads View citations (74)
  2. Similarities in Choice Behavior Across Product Categories
    Marketing Science, 1998, 17, (2), 91-106 Downloads View citations (45)

1997

  1. On the Optimal Taxation of Capital Income
    Journal of Economic Theory, 1997, 73, (1), 93-117 Downloads View citations (168)
    See also Working Paper (1993)

1996

  1. The Value of Purchase History Data in Target Marketing
    Marketing Science, 1996, 15, (4), 321-340 Downloads View citations (116)

1995

  1. Dan Nelson Remembered
    Journal of Business & Economic Statistics, 1995, 13, (4), 361-64 View citations (2)
  2. Modeling the Distribution of Price Sensitivity and Implications for Optimal Retail Pricing
    Journal of Business & Economic Statistics, 1995, 13, (3), 291-303 View citations (17)

1994

  1. An exact likelihood analysis of the multinomial probit model
    Journal of Econometrics, 1994, 64, (1-2), 207-240 Downloads View citations (175)
  2. Bayesian Analysis of Stochastic Volatility Models: Comments: Reply
    Journal of Business & Economic Statistics, 1994, 12, (4), 413-17 View citations (317)

1993

  1. Nonlinear Dynamic Structures
    Econometrica, 1993, 61, (4), 871-907 Downloads View citations (206)
  2. Optimal Taxation in Models of Endogenous Growth
    Journal of Political Economy, 1993, 101, (3), 485-517 Downloads View citations (353)

1992

  1. Stock Prices and Volume
    Review of Financial Studies, 1992, 5, (2), 199-242 Downloads View citations (373)

1991

  1. A bayesian approach to testing the arbitrage pricing theory
    Journal of Econometrics, 1991, 49, (1-2), 141-168 Downloads View citations (20)
  2. Quality Perceptions and Asymmetric Switching Between Brands
    Marketing Science, 1991, 10, (3), 185-204 Downloads View citations (61)
  3. There Is No Aggregate Bias: Why Macro Logit Models Work
    Journal of Business & Economic Statistics, 1991, 9, (1), 1-14 View citations (10)

1990

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

1986

  1. Evaluating the methodology of social experiments
    Conference Series ; [Proceedings], 1986, 30, 131-166 Downloads View citations (1)
  2. 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

  1. Comparison of alternative functional forms in production
    Journal of Econometrics, 1985, 30, (1-2), 345-361 Downloads View citations (7)
    See also Working Paper (1984)

1984

  1. Bayesian analysis of dichotomous quantal response models
    Journal of Econometrics, 1984, 25, (3), 365-393 Downloads View citations (20)

1979

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

Books

2014

  1. Bayesian Non- and Semi-parametric Methods and Applications
    Economics Books, Princeton University Press View citations (5)

Editor

  1. Quantitative Marketing and Economics (QME)
    Springer
 
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