Information about:
Peter E. Rossi

Other registered authors

Email:
Homepage: http://ChicagoGsb.edu/fac/peter.rossi
Postal Address:
Phone:

Affiliation

• Booth School of Business
  University of Chicago

  Location: Chicago, Illinois (United States)
  Homepage: http://www.chicagobooth.edu/
  Email:
  Phone:
  Fax:
  Postal: :1101 East 58th Street, Chicago, Illinois 60637
  Handle: RePEc:edi:sbuchus (registered authors at this institution)

Lists

1. Average Rank Score
2. Number of Citations
3. Number of Citations, Discounted by Citation Age
4. Number of Citations, Weighted by Simple Impact Factor
5. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
6. Number of Citations, Weighted by Recursive Impact Factor
7. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
8. Number of Citations, Weighted by Number of Authors
9. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
10. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
11. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
12. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
13. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
14. h, where author has written h papers that have each been cited at least h times.
15. Number of Registered Citing Authors
16. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
17. Number of Journal Pages, Weighted by Simple Impact Factor
18. Number of Journal Pages, Weighted by Recursive Impact Factor
19. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
20. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
21. Wu-Index

Working papers

1. Jean-Pierre Dubé & Güenter J. Hitsch & Peter E. Rossi, 2009. "State Dependence and Alternative Explanations for Consumer Inertia," NBER Working Papers 14912, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

2. Jean-Pierre Dube & Guenter J. Hitsch & Peter Rossi, 2006. "Do Switching Costs Make Markets Less Competitive?," 2006 Meeting Papers 514, Society for Economic Dynamics.

3. Peter E. Rossi & Judith A. Chevalier & Anil K. Kashyap, 2002. "Why Don't Prices Rise During Periods of Peak Demand? Evidence from Scanner Data," Yale School of Management Working Papers ysm291, Yale School of Management. [Downloadable!]
   Other versions:
   • Judith A. Chevalier & Anil K. Kashyap & Peter E. Rossi, 2000. "Why Don't Prices Rise During Periods of Peak Demand? Evidence from Scanner Data," NBER Working Papers 7981, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
   
   Published as:
   • Judith A. Chevalier & Anil K Kashyap & Peter E. Rossi, 2003. "Why Don't Prices Rise During Periods of Peak Demand? Evidence from Scanner Data," American Economic Review, American Economic Association, vol. 93(1), pages 15-37, March. [Downloadable!]

4. Éric Jacquier & Nicholas G. Polson & Peter E. Rossi, 1999. "Stochastic Volatility: Univariate and Multivariate Extensions," CIRANO Working Papers 99s-26, CIRANO. [Downloadable!]
   Other versions:
   • Eric Jacquier & Nicholas G. Polson & Peter Rossi, . "Stochastic Volatility: Univariate and Multivariate Extensions," Rodney L. White Center for Financial Research Working Papers 19-95, Wharton School Rodney L. White Center for Financial Research.
   • Eric Jacquier & Nicholas G. Polson & Peter Rossi, 1999. "Stochastic Volatility: Univariate and Multivariate Extensions," Computing in Economics and Finance 1999 112, Society for Computational Economics.

5. Éric Jacquier & Nicholas G. Polson & Peter E. Rossi, 1995. "Models and Priors for Multivariate Stochastic Volatility," CIRANO Working Papers 95s-18, CIRANO. [Downloadable!]

6. Larry E. Jones & Rodolfo E. Manuelli & Peter E. Rossi, 1993. "On the Optimal Taxation of Capital Income," NBER Working Papers 4525, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
   Published as:
   • Jones, Larry E. & Manuelli, Rodolfo E. & Rossi, Peter E., 1997. "On the Optimal Taxation of Capital Income," Journal of Economic Theory, Elsevier, vol. 73(1), pages 93-117, March. [Downloadable!] (restricted)

7. Allenby, G.M. & Rossi, P.E., 1988. "There Is No Aggregation Bias: Why Macro Logit Models Work," Papers 88-62, Chicago - Graduate School of Business.

8. Peter E. Rossi, 1984. "Stochastic Specification of Cost and Production Relationships," Discussion Papers 616, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]

9. Peter E. Rossi, 1984. "Convergence of Integrals Encountered in Dichotomous Dependent Variable Problems," Discussion Papers 588, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]

10. Peter E. Rossi, 1984. "Comparison of Alternative Functional Forms in Production," Discussion Papers 586, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]
    Published as:
    • Rossi, Peter E., 1985. "Comparison of alternative functional forms in production," Journal of Econometrics, Elsevier, vol. 30(1-2), pages 345-361. [Downloadable!] (restricted)

1. Conley, Timothy G. & Hansen, Christian B. & McCulloch, Robert E. & Rossi, Peter E., 2008. "A semi-parametric Bayesian approach to the instrumental variable problem," Journal of Econometrics, Elsevier, vol. 144(1), pages 276-305, May. [Downloadable!] (restricted)

2. Allenby, Greg M. & Rossi, Peter E., 2008. "Teaching Bayesian Statistics to Marketing and Business Students," The American Statistician, American Statistical Association, vol. 62, pages 195-198, August. [Downloadable!] (restricted)

3. Kim, Jaehwan & Allenby, Greg M. & Rossi, Peter E., 2007. "Product attributes and models of multiple discreteness," Journal of Econometrics, Elsevier, vol. 138(1), pages 208-230, May. [Downloadable!] (restricted)

4. Peter Boatwright & Sanjay Dhar & Peter Rossi, 2004. "The Role of Retail Competition, Demographics and Account Retail Strategy as Drivers of Promotional Sensitivity," Quantitative Marketing and Economics, Springer, vol. 2(2), pages 169-190, June. [Downloadable!] (restricted)

5. Jacquier, Eric & Polson, Nicholas G. & Rossi, P.E.Peter E., 2004. "Bayesian analysis of stochastic volatility models with fat-tails and correlated errors," Journal of Econometrics, Elsevier, vol. 122(1), pages 185-212, September. [Downloadable!] (restricted)

6. Judith A. Chevalier & Anil K Kashyap & Peter E. Rossi, 2003. "Why Don't Prices Rise During Periods of Peak Demand? Evidence from Scanner Data," American Economic Review, American Economic Association, vol. 93(1), pages 15-37, March. [Downloadable!]
   Other versions:
   • Peter E. Rossi & Judith A. Chevalier & Anil K. Kashyap, 2002. "Why Don't Prices Rise During Periods of Peak Demand? Evidence from Scanner Data," Yale School of Management Working Papers ysm291, Yale School of Management. [Downloadable!]
   • Judith A. Chevalier & Anil K. Kashyap & Peter E. Rossi, 2000. "Why Don't Prices Rise During Periods of Peak Demand? Evidence from Scanner Data," NBER Working Papers 7981, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

7. Rossi P. E & Gilula Z. & Allenby G. M, 2001. "Overcoming Scale Usage Heterogeneity: A Bayesian Hierarchical Approach," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 20-31, March. [Downloadable!] (restricted)

8. McCulloch, Robert E. & Rossi, Peter E., 2000. "Reply to Nobile," Journal of Econometrics, Elsevier, vol. 99(2), pages 347-348, December. [Downloadable!] (restricted)

9. McCulloch, Robert E. & Polson, Nicholas G. & Rossi, Peter E., 2000. "A Bayesian analysis of the multinomial probit model with fully identified parameters," Journal of Econometrics, Elsevier, vol. 99(1), pages 173-193, November. [Downloadable!] (restricted)

10. Allenby, Greg M. & Rossi, Peter E., 1998. "Marketing models of consumer heterogeneity," Journal of Econometrics, Elsevier, vol. 89(1-2), pages 57-78, November. [Downloadable!] (restricted)

11. Jones, Larry E. & Manuelli, Rodolfo E. & Rossi, Peter E., 1997. "On the Optimal Taxation of Capital Income," Journal of Economic Theory, Elsevier, vol. 73(1), pages 93-117, March. [Downloadable!] (restricted)
    Other versions:
    • Larry E. Jones & Rodolfo E. Manuelli & Peter E. Rossi, 1993. "On the Optimal Taxation of Capital Income," NBER Working Papers 4525, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

12. Kim, Byung-Do & Blattberg, Robert C & Rossi, Peter E, 1995. "Modeling the Distribution of Price Sensitivity and Implications for Optimal Retail Pricing," Journal of Business & Economic Statistics, American Statistical Association, vol. 13(3), pages 291-303, July.

13. Bollerslev, Tim & Rossi, Peter E, 1995. "Dan Nelson Remembered," Journal of Business & Economic Statistics, American Statistical Association, vol. 13(4), pages 361-64, October.

14. McCulloch, Robert & Rossi, Peter E., 1994. "An exact likelihood analysis of the multinomial probit model," Journal of Econometrics, Elsevier, vol. 64(1-2), pages 207-240. [Downloadable!] (restricted)

15. Jacquier, Eric & Polson, Nicholas G & Rossi, Peter E, 1994. "Bayesian Analysis of Stochastic Volatility Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(4), pages 371-89, October.
    Published as:
    • Jacquier, Eric & Polson, Nicholas G & Rossi, Peter E, 2002. "Bayesian Analysis of Stochastic Volatility Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(1), pages 69-87, January.

16. Jacquier, Eric & Polson, Nicholas G & Rossi, Peter E, 1994. "Bayesian Analysis of Stochastic Volatility Models: Comments: Reply," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(4), pages 413-17, October.

17. Jones, Larry E & Manuelli, Rodolfo E & Rossi, Peter E, 1993. "Optimal Taxation in Models of Endogenous Growth," Journal of Political Economy, University of Chicago Press, vol. 101(3), pages 485-517, June. [Downloadable!] (restricted)

18. Gallant, A Ronald & Rossi, Peter E & Tauchen, George, 1993. "Nonlinear Dynamic Structures," Econometrica, Econometric Society, vol. 61(4), pages 871-907, July. [Downloadable!] (restricted)

19. Gallant, A Ronald & Rossi, Peter E & Tauchen, George, 1992. "Stock Prices and Volume," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 5(2), pages 199-242. [Downloadable!] (restricted)

20. McCulloch, Robert & Rossi, Peter E., 1991. "A bayesian approach to testing the arbitrage pricing theory," Journal of Econometrics, Elsevier, vol. 49(1-2), pages 141-168. [Downloadable!] (restricted)

21. Allenby, Greg M & Rossi, Peter E, 1991. "There Is No Aggregate Bias: Why Macro Logit Models Work," Journal of Business & Economic Statistics, American Statistical Association, vol. 9(1), pages 1-14, January.

22. McCulloch, Robert & Rossi, Peter E., 1990. "Posterior, predictive, and utility-based approaches to testing the arbitrage pricing theory," Journal of Financial Economics, Elsevier, vol. 28(1-2), pages 7-38. [Downloadable!] (restricted)

23. Arnold Zellner & Peter E. Rossi, 1986. "Evaluating the methodology of social experiments," Conference Series ; [Proceedings], Federal Reserve Bank of Boston, pages 131-166. [Downloadable!]

24. Rossi, Peter E, 1986. "Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained from Financial Market Data: Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 4(4), pages 421-22, October.

25. Rossi, Peter E., 1985. "Comparison of alternative functional forms in production," Journal of Econometrics, Elsevier, vol. 30(1-2), pages 345-361. [Downloadable!] (restricted)
    Other versions:
    • Peter E. Rossi, 1984. "Comparison of Alternative Functional Forms in Production," Discussion Papers 586, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]

26. Zellner, Arnold & Rossi, Peter E., 1984. "Bayesian analysis of dichotomous quantal response models," Journal of Econometrics, Elsevier, vol. 25(3), pages 365-393, July. [Downloadable!] (restricted)

27. Rossi, Peter E., 1979. "Asymptotic search behavior based on the Weibull distribution," Economics Letters, Elsevier, vol. 3(3), pages 211-213. [Downloadable!] (restricted)

28. Rossi, Peter E., 1979. "The independence transformation of specific substitutes and specific complements," Economics Letters, Elsevier, vol. 2(3), pages 299-301. [Downloadable!] (restricted)

29. Rossi, Peter E., 1979. "The cost of search and rational random behavior," Economics Letters, Elsevier, vol. 3(1), pages 5-8. [Downloadable!] (restricted)

1. Quantitative Marketing and Economics, Springer.

1. NEP-ETS: Econometric Time Series (1) 1999-07-12 Author is listed
2. NEP-FIN: Finance (1) 1999-07-12 Author is listed
3. NEP-MKT: Marketing (1) 2009-04-25 Author is listed
4. NEP-UPT: Utility Models & Prospect Theory (1) 2009-04-25 Author is listed

This page was last updated on 2009-11-12.