Peter E. Rossi : Citation Profile

Are you Peter E. Rossi?

University of California-Los Angeles (UCLA)

25

H index

36

i10 index

4711

Citations

RESEARCH PRODUCTION:

44

Articles

17

Papers

1

Books

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   40 years (1979 - 2019). See details.
   Cites by year: 117
   Journals where Peter E. Rossi has often published
   Relations with other researchers
   Recent citing documents: 412.    Total self citations: 18 (0.38 %)

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   Permalink: http://citec.repec.org/pro227
   Updated: 2022-05-14    RAS profile: 2015-08-19    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Peter E. Rossi.

Is cited by:

mumtaz, haroon (52)

McAleer, Michael (35)

Asai, Manabu (34)

Yu, Jun (33)

Bos, Charles (33)

Clark, Todd (31)

Levy, Daniel (30)

Bollerslev, Tim (27)

van Dijk, Herman (26)

Chintagunta, Pradeep (25)

Andersen, Torben (23)

Cites to:

Keane, Michael (19)

Erdem, Tulin (15)

Geweke, John (12)

Geweke, John (10)

Bollerslev, Tim (9)

Berry, Steven (8)

Imai, Susumu (8)

Chintagunta, Pradeep (7)

Nevo, Aviv (7)

Pakes, Ariel (6)

Kleibergen, Frank (6)

Main data

Where Peter E. Rossi has published?

Journals with more than one article published# docs
Journal of Econometrics11
Marketing Science7
Journal of Business & Economic Statistics7
Economics Letters3
Quantitative Marketing and Economics (QME)2

Working Papers Series with more than one paper published# docs
Discussion Papers / Northwestern University, Center for Mathematical Studies in Economics and Management Science3

Recent works citing Peter E. Rossi (2021 and 2020)

YearTitle of citing document
2020Vegetable Prices Possess Seasonal Volatility: A Case Study of Lahore, Punjab, Pakistan. (2020). Khan, Muhammad Adnan ; Shahzad, Muhammad Aamir ; Chaudhary, Muhammad Hassan ; Haroon, Usama ; Nisar, Nimra. In: Journal of Economic Impact. RePEc:adx:journl:v:2:y:2020:i:2:p:62-71.

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2021How Do Firms Respond to Minimum Wage Increases? Understanding the Relevance of Non-employment Margins. (2021). Clemens, Jeffrey. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:35:y:2021:i:1:p:51-72.

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2021The Effect of Corporate Income Tax of Agricultural Companies on National Budget ? the Case of the Slovak Republic. (2021). Vanova, Alexandra Ferenczi ; Krajcirova, Renata ; Cheben, Juraj ; Munk, Michal. In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:23:y:2021:i:57:p:466.

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2022The interaction relationships among agricultural certification labels or brands: evidence from Chinese consumer preference for fresh produce. (2022). Yin, Shijiu ; Chen, MO ; Lv, Shanshan ; Han, Dan ; Wang, Jingbin. In: International Food and Agribusiness Management Review. RePEc:ags:ifaamr:320214.

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2021Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective. (2018). Liu, Laura. In: Papers. RePEc:arx:papers:1805.04178.

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2020A Sieve-SMM Estimator for Dynamic Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1902.01456.

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2020A Nonparametric Dynamic Causal Model for Macroeconometrics. (2019). Shephard, Neil ; Rambachan, Ashesh. In: Papers. RePEc:arx:papers:1903.01637.

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2021Modeling Univariate and Multivariate Stochastic Volatility in R with stochvol and factorstochvol. (2019). Kastner, Gregor ; Hosszejni, Darjus. In: Papers. RePEc:arx:papers:1906.12123.

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2020Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy. (2019). Pfarrhofer, Michael ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:1911.06206.

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2020Sparse Covariance Estimation in Logit Mixture Models. (2020). Ben-Akiva, Moshe ; Xie, Yifei ; Danaf, Mazen ; Aboutaleb, Youssef M. In: Papers. RePEc:arx:papers:2001.05034.

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2020Fundamental Limits of Testing the Independence of Irrelevant Alternatives in Discrete Choice. (2020). Ugander, Johan ; Seshadri, Arjun. In: Papers. RePEc:arx:papers:2001.07042.

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2020Refined model of the covariance/correlation matrix between securities. (2020). Valeyre, Sebastien. In: Papers. RePEc:arx:papers:2001.08911.

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2020Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling. (2020). Cerqueti, Roy ; Mattera, Raffaele ; Giacalone, Massimiliano. In: Papers. RePEc:arx:papers:2004.11674.

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2020COVID-19 and Digital Resilience: Evidence from Uber Eats. (2020). You, Calum ; Sundararajan, Arun . In: Papers. RePEc:arx:papers:2006.07204.

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2021Scalable Bayesian estimation in the multinomial probit model. (2020). Nibbering, Didier ; Loaiza-Maya, Ruben. In: Papers. RePEc:arx:papers:2007.13247.

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2021Robust discrete choice models with t-distributed kernel errors. (2020). Gasos, Thomas ; Bierlaire, Michel ; Bansal, Prateek ; Krueger, Rico. In: Papers. RePEc:arx:papers:2009.06383.

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2020Measures of Model Risk in Continuous-time Finance Models. (2020). Qi, Shuyuan ; Lazar, Emese ; Tunaru, Radu. In: Papers. RePEc:arx:papers:2010.08113.

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2020A Semi-Parametric Bayesian Generalized Least Squares Estimator. (2020). Weeks, Melvyn ; Wu, Ruochen. In: Papers. RePEc:arx:papers:2011.10252.

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2021Discrete Choice Analysis with Machine Learning Capabilities. (2021). Xie, Yifei ; Ben-Akiva, Moshe ; Aboutaleb, Youssef M ; Danaf, Mazen. In: Papers. RePEc:arx:papers:2101.10261.

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2021Revisiting the empirical fundamental relationship of traffic flow for highways using a causal econometric approach. (2021). Bansal, Prateek ; Horcher, Daniel ; Graham, Daniel J. In: Papers. RePEc:arx:papers:2104.02399.

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2021On the joint volatility dynamics in dairy markets. (2021). Rezitis, Anthony ; Kastner, Gregor. In: Papers. RePEc:arx:papers:2104.12707.

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2021Choice Set Confounding in Discrete Choice. (2021). Tomlinson, Kiran ; Benson, Austin R ; Ugander, Johan. In: Papers. RePEc:arx:papers:2105.07959.

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2022Variational Bayes in State Space Models: Inferential and Predictive Accuracy. (2022). Loaiza Maya, Rubén ; Martin, Gael M ; Loaiza-Maya, Ruben ; Frazier, David T. In: Papers. RePEc:arx:papers:2106.12262.

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2022A Lucas Critique Compliant SVAR model with Observation-driven Time-varying Parameters. (2021). Corsi, Fulvio ; Bormetti, Giacomo. In: Papers. RePEc:arx:papers:2107.05263.

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2021Spatial Distribution of Supply and the Role of Market Thickness: Theory and Evidence from Ride Sharing. (2021). Kumar, Vineet ; Ghili, Soheil. In: Papers. RePEc:arx:papers:2108.05954.

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2021Semi-parametric estimation of the EASI model: Welfare implications of taxes identifying clusters due to unobserved preference heterogeneity. (2021). L'Opez-Vera, Alejandro ; Ram, Andr'Es. In: Papers. RePEc:arx:papers:2109.07646.

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2021Stochastic volatility model with range-based correction and leverage. (2021). Kurose, Yuta. In: Papers. RePEc:arx:papers:2110.00039.

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2021Revisiting identification concepts in Bayesian analysis. (2021). Simoni, Anna ; FLORENS, Jean-Pierre. In: Papers. RePEc:arx:papers:2110.09954.

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2021Autoregressive conditional duration modelling of high frequency data. (2021). Yan, Xiufeng. In: Papers. RePEc:arx:papers:2111.02300.

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2021Multiplicative Component GARCH Model of Intraday Volatility. (2021). Yan, Xiufeng. In: Papers. RePEc:arx:papers:2111.02376.

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2021Maximum Likelihood Estimation of Differentiated Products Demand Systems. (2021). Zervas, Georgios ; Ozaltun, Bora ; Lewis, Greg. In: Papers. RePEc:arx:papers:2111.12397.

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2022Forecasting the distribution of long-horizon returns with time-varying volatility. (2022). Ho, Hwai-Chung. In: Papers. RePEc:arx:papers:2201.07457.

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2022Dynamic Risk Measurement by EVT based on Stochastic Volatility models via MCMC. (2022). , Shibo ; Bo, Shi. In: Papers. RePEc:arx:papers:2201.09434.

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2022A Neural Phillips Curve and a Deep Output Gap. (2022). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2202.04146.

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2022Fast variational inference for multinomial probit models. (2022). Loaiza-Maya, Rub'En ; Nibbering, Didier. In: Papers. RePEc:arx:papers:2202.12495.

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2022Dynamic Spatiotemporal ARCH Models. (2022). Otto, Philipp ; Tacspinar, Suleyman ; Dougan, Osman. In: Papers. RePEc:arx:papers:2202.13856.

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2022Variational Heteroscedastic Volatility Model. (2022). Barucca, Paolo ; Yin, Zexuan. In: Papers. RePEc:arx:papers:2204.05806.

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2020Reservation Wages and Workers’ Valuation of Job Flexibility: Evidence from a Natural Field Experiment. (2020). Mogstad, Magne ; List, John ; Ding, Ning ; Chen, Kuan-Ming. In: Working Papers. RePEc:bfi:wpaper:2020-124.

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2021Order imbalance and stock returns: New evidence from the Chinese stock market. (2021). Zhou, Weixing ; Jiang, George J ; Zhang, Ting. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:2:p:2809-2836.

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2021On the joint volatility dynamics in international dairy commodity markets. (2021). Kastner, Gregor ; Rezitis, Anthony N. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:65:y:2021:i:3:p:704-728.

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2020Is the environment‐friendly factor attractive to customers when purchasing electric vehicles? Evidence from South Korea. (2020). Cho, Youngsang ; Beak, Yujin ; Kim, Kayoung ; Maeng, Kyuho. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:29:y:2020:i:3:p:996-1006.

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2022A component Markov regime?switching autoregressive conditional range model. (2022). Mazibas, Murat. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:2:p:650-683.

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2020TO LEAN OR NOT TO LEAN AGAINST AN ASSET PRICE BUBBLE? EMPIRICAL EVIDENCE. (2020). Malliaris, Anastasios ; Evgenidis, Anastasios. In: Economic Inquiry. RePEc:bla:ecinqu:v:58:y:2020:i:4:p:1958-1976.

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2020Moving markets? Government bond investors and microeconomic policy changes. (2020). Wibbels, Erik ; Paniagua, Victoria ; Mosley, Layna. In: Economics and Politics. RePEc:bla:ecopol:v:32:y:2020:i:2:p:197-249.

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2022A field experiment on workplace norms and electric vehicle charging etiquette. (2022). Walsh, Sarah Elizabeth ; Lawson, Cade M ; Apablaza, Camila Z ; Asensio, Omar Isaac. In: Journal of Industrial Ecology. RePEc:bla:inecol:v:26:y:2022:i:1:p:183-196.

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2022Are food price promotions predictable? The hazard function of supermarket discounts. (2022). Lan, Hao ; Morgan, Wyn ; Lloyd, Tim ; Dobson, Paul W. In: Journal of Agricultural Economics. RePEc:bla:jageco:v:73:y:2022:i:1:p:64-85.

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2021Estimating Consumer Inertia in Repeated Choices of Smartphones. (2021). Grzybowski, Lukasz ; Nicolle, Ambre. In: Journal of Industrial Economics. RePEc:bla:jindec:v:69:y:2021:i:1:p:33-82.

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2021A New Approach to Estimating State Dependence in Consumers’ Brand Choices Applied to 762 Pharmaceutical Markets. (2021). Granlund, David. In: Journal of Industrial Economics. RePEc:bla:jindec:v:69:y:2021:i:2:p:443-483.

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2020How different Are crowdfunders? Examining archetypes of crowdfunders. (2020). Boh, Wai Fong ; Lin, Yan. In: Journal of the Association for Information Science & Technology. RePEc:bla:jinfst:v:71:y:2020:i:11:p:1357-1370.

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2021The Distinctive Domain of the Sharing Economy: Definitions, Value Creation, and Implications for Research. (2021). Leiblein, Michael ; Lieberman, Marvin ; Markman, Gideon D ; Wang, Yonggui ; Wei, Liqun. In: Journal of Management Studies. RePEc:bla:jomstd:v:58:y:2021:i:4:p:927-948.

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2020The effect of general health checks on healthcare utilization: accounting for self‐selection bias. (2020). Park, Sungho ; Jun, Duk Bin ; Yoon, Sung Wook. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:183:y:2020:i:1:p:3-36.

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2021Specification and testing of hierarchical ordered response models with anchoring vignettes. (2021). Rice, Nigel ; Harris, Mark ; Greene, William H ; Knott, Rachel J. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:184:y:2021:i:1:p:31-64.

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2021A Note on Efficient Fitting of Stochastic Volatility Models. (2021). Stoffer, David S ; Gong, Chen. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:42:y:2021:i:2:p:186-200.

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2022State Heterogeneity Analysis of Financial Volatility using high?frequency Financial Data. (2022). Kim, Donggyu ; Chun, Dohyun. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:1:p:105-124.

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2021Unconventional Monetary Policy and Wealth Inequalities in Great Britain. (2021). Fasianos, Apostolos ; Evgenidis, Anastasios. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:1:p:115-175.

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2021Bayesian Inference in Spatial Stochastic Volatility Models: An Application to House Price Returns in Chicago. (2021). Chae, Jiyoung ; Doan, Osman ; Tapinar, Suleyman ; Bera, Anil K. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:5:p:1243-1272.

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2021Aggregation Bias in Estimating Log?Log Demand Function. (2021). Yuan, Hongsong ; Yang, Chaolin ; Wang, Zizhuo ; Zhang, Yaowu. In: Production and Operations Management. RePEc:bla:popmgt:v:30:y:2021:i:11:p:3906-3922.

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2021Effect of Live Chat on Traffic?to?Sales Conversion: Evidence from an Online Marketplace. (2021). Fan, Ming ; Chen, Jianqing ; Sun, Haoyan. In: Production and Operations Management. RePEc:bla:popmgt:v:30:y:2021:i:5:p:1201-1219.

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2021Blending Capacity on a Rideshare Platform: Independent and Dedicated Drivers. (2021). Chakravarty, Amiya K. In: Production and Operations Management. RePEc:bla:popmgt:v:30:y:2021:i:8:p:2522-2546.

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2021The Dual Impact of Product Line Length on Consumer Choice. (2021). Vakratsas, Demetrios ; Wang, Weilin. In: Production and Operations Management. RePEc:bla:popmgt:v:30:y:2021:i:9:p:3054-3072.

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2022Consumer Choice Models and Estimation: A Review and Extension. (2022). Xue, Mengying ; Shanthikumar, George J ; Feng, QI. In: Production and Operations Management. RePEc:bla:popmgt:v:31:y:2022:i:2:p:847-867.

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2021Measuring long?run gasoline price elasticities in urban travel demand. (2021). Donna, Javier D. In: RAND Journal of Economics. RePEc:bla:randje:v:52:y:2021:i:4:p:945-994.

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2021Bayesian State?Space Modeling for Analyzing Heterogeneous Network Effects of US Monetary Policy. (2021). Pfarrhofer, Michael ; Hauzenberger, Niko. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:123:y:2021:i:4:p:1261-1291.

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2022Income or education? Community?level antecedents of firms category?spanning activities. (2022). Chae, Heewon. In: Strategic Management Journal. RePEc:bla:stratm:v:43:y:2022:i:1:p:93-129.

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2021Cyclicality of Uncertainty and Disagreement. (2021). Zohar, Osnat. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2021.09.

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2020Ramsey income taxation in a small open economy with trade in capital goods. (2020). Jenn-Hong, Tang. In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:20:y:2020:i:1:p:48:n:7.

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2020Switching Costs in Medicare Advantage. (2020). Bryan, Dowd ; Roger, Feldman ; den Broek-Altenburg, Van ; Adam, Atherly. In: Forum for Health Economics & Policy. RePEc:bpj:fhecpo:v:23:y:2020:i:1:p:14:n:3.

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2020Fiscal policy uncertainty and US output. (2020). Popiel, Michal ; Ksawery, Popiel Michal. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:2:p:26:n:5.

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2020Unobserved components models with stochastic volatility for extracting trends and cycles in credit. (2020). O'Brien, Martin ; Velasco, Sofia. In: Research Technical Papers. RePEc:cbi:wpaper:09/rt/20.

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2020Cum-Ex Trading – The Biggest Fraud in History?. (2020). Wei, Xiaopeng ; Wagner, Moritz. In: Working Papers in Economics. RePEc:cbt:econwp:20/19.

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2020Pay, Passengers and Profits: Effects of Employee Status for California TNC Drivers. (2020). Reich, Michael. In: Institute for Research on Labor and Employment, Working Paper Series. RePEc:cdl:indrel:qt86s4249x.

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2020What can be learned from the free destination option in the LNG imbroglio?. (2020). Massol, Olivier ; Cretti, Anna ; Baba, Amina. In: Working Papers. RePEc:cec:wpaper:2004.

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2020Intra-Industry Transfer of Information Inferred From Trading Volume. (2020). Hanousek, Jan ; Tresl, Jiri ; Ferris, Stephen P ; Brushko, Iuliia. In: CERGE-EI Working Papers. RePEc:cer:papers:wp663.

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2020Immigration and Worker-Firm Matching. (2020). Peri, Giovanni ; Orefice, Gianluca. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8174.

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2021Tackling Large Outliers in Macroeconomic Data with Vector Artificial Neural Network Autoregression. (2021). Zhang, Yunyi ; Polito, Vito. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9395.

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2021Integrated nested Laplace approximations for threshold stochastic volatility models. (2021). Rue, Havard ; Lopes, Maria Helena ; de Zea, P ; Marin, Juan Miguel. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:31804.

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2020Spatial Distribution of Supply and the Role of Market Thickness: Theory and Evidence from Ride Sharing. (2020). Kumar, Vineet ; Ghili, Soheil. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2219.

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2020Spatial Distribution of Supply and the Role of Market Thickness: Theory and Evidence from Ride Sharing. (2020). Kumar, Vineet ; Ghili, Soheil. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2219r.

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2020Copula-Based Time Series With Filtered Nonstationarity. (2020). Wang, BO ; Xiao, Zhijie ; Chen, Xiaohong. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2242.

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2020Copula-Based Time Series With Filtered Nonstationarity. (2020). Xiao, Zhijie ; Chen, Xiao Hong ; Wang, BO. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2242r.

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2021Optimal Bundling: Characterization, Interpretation, and Implications for Empirical Work. (2021). Ghili, Soheil. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2273.

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2021Is Habit a Powerful Policy Instrument to Induce Prosocial Behavioral Change?. (2021). Mobarak, Ahmed ; Chevalier, Judith A ; Caro-Burnett, Johann. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2275.

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2021Lookalike Targeting on Others Journeys: Brand Versus Performance Marketing. (2021). Roy, Subroto ; Lee, Seung Yoon ; Sudhir, K. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2302.

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2021Incorporating Search and Sales Information in Demand Estimation. (2021). Williams, Kevin R ; Schwieg, Timothy ; Parsley, Hayden ; Natan, Olivia R ; Hortacsu, Ali. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2313.

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2020Financial disruptions and heightened uncertainty: a case for timely policy action. (2020). Smadu, Andra ; Nalban, Valeriu. In: DNB Working Papers. RePEc:dnb:dnbwpp:687.

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2020Demographic Structure, Knowledge Diffusion, and Endogenous Productivity Growth. (2020). Davis, Colin ; Tabata, Ken ; Hashimoto, Ken-Ichi. In: ISER Discussion Paper. RePEc:dpr:wpaper:1113.

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2021Unionization, Industry Concentration, and Economic Growth. (2021). Tabata, Ken ; Davis, Colin ; Hashimoto, Ken-Ichi. In: ISER Discussion Paper. RePEc:dpr:wpaper:1154.

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2020Cyclical drivers of euro area consumption: what can we learn from durable goods?. (2020). Krustev, Georgi ; Casalis, André. In: Working Paper Series. RePEc:ecb:ecbwps:20202386.

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2021The COVID-19 shock and challenges for time series models. (2021). Hartwig, Benny ; Bobeica, Elena. In: Working Paper Series. RePEc:ecb:ecbwps:20212558.

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2022Does children’s marriage matter for parents mental health?Evidence from China. (2022). Xie, Qiang ; Tang, Jue ; Bai, Jin. In: Journal of Asian Economics. RePEc:eee:asieco:v:78:y:2022:i:c:s1049007821001548.

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2020Gambling activity and stock price volatility: A cross-country analysis. (2020). Whitby, Ryan J ; Blau, Benjamin M. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635019302965.

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2021Abnormal volatility in seasoned equity offerings during economic disruptions. (2021). Bakry, Walid ; Prasad, Mason ; Varua, Maria Estela. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000538.

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2020Nonlinear and time-varying risk premia. (2020). Cai, Zongwu ; Mi, Xianhua ; Ma, Chaoqun. In: China Economic Review. RePEc:eee:chieco:v:62:y:2020:i:c:s1043951x2030064x.

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2021Does birth spacing affect female labor market participation? Evidence from urban China. (2021). Zhao, Ningru ; Jiang, Xiandeng ; Pan, Zheng. In: China Economic Review. RePEc:eee:chieco:v:68:y:2021:i:c:s1043951x21000626.

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2022Mobile payment and Chinese rural household consumption. (2022). Guo, Jianhao ; Wu, Yaqian ; Zhao, Chunkai. In: China Economic Review. RePEc:eee:chieco:v:71:y:2022:i:c:s1043951x21001371.

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2022Is care by grandparents or parents better for childrens non-cognitive skills? Evidence on locus of control from China. (2022). Zhao, Zhong ; Chen, Xuan ; Gao, Xian. In: China Economic Review. RePEc:eee:chieco:v:71:y:2022:i:c:s1043951x21001528.

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2021Cross-correlations between price and volume in Chinas crude oil futures market: A study based on multifractal approaches. (2021). Zhang, Hongwei ; Cheng, Hui ; Guo, Yaoqi. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:144:y:2021:i:c:s096007792031033x.

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2022New volatility evolution model after extreme events. (2022). Ren, Fei ; Yang, Ming-Yuan ; Zhang, Wei ; Xiong, Xiong ; Li, Sai-Ping ; Chen, Zhang-Hangjian ; Cai, Mei-Ling. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:154:y:2022:i:c:s0960077921009620.

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2021Public relations expenditure, media tone, and regulatory decisions. (2021). Tian, Gary Gang ; Wu, Yanling. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s0929119920302376.

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2021Copula Particle Filters. (2021). Walker, Stephen G ; Rodriguez, Carlos E. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:161:y:2021:i:c:s0167947321000645.

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2021Bayesian multivariate latent class profile analysis: Exploring the developmental progression of youth depression and substance use. (2021). Jeon, Saebom ; Chung, Hwan ; Lee, Jung Wun. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:161:y:2021:i:c:s0167947321000955.

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More than 100 citations found, this list is not complete...

Peter E. Rossi is editor of

Journal
Quantitative Marketing and Economics (QME)

Works by Peter E. Rossi:

YearTitleTypeCited
2003Why Dont Prices Rise During Periods of Peak Demand? Evidence from Scanner Data In: American Economic Review.
[Full Text][Citation analysis]		article231
2000Why Dont Prices Rise During Periods of Peak Demand? Evidence from Scanner Data.(2000) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 231		paper
2002Why Dont Prices Rise During Periods of Peak Demand? Evidence from Scanner Data.(2002) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 231		paper
2008Teaching Bayesian Statistics to Marketing and Business Students In: The American Statistician.
[Full Text][Citation analysis]		article0
2001Overcoming Scale Usage Heterogeneity: A Bayesian Hierarchical Approach In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article32
1994Bayesian Analysis of Stochastic Volatility Models. In: Journal of Business & Economic Statistics.
[Citation analysis]		article680
2002Bayesian Analysis of Stochastic Volatility Models..(2002) In: Journal of Business & Economic Statistics.
[Citation analysis]
This paper has another version. Agregated cites: 680		article
1994Bayesian Analysis of Stochastic Volatility Models: Comments: Reply. In: Journal of Business & Economic Statistics.
[Citation analysis]		article467
1995Modeling the Distribution of Price Sensitivity and Implications for Optimal Retail Pricing. In: Journal of Business & Economic Statistics.
[Citation analysis]		article25
1995Dan Nelson Remembered. In: Journal of Business & Economic Statistics.
[Citation analysis]		article3
1986Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained from Financial Market Data: Comment. In: Journal of Business & Economic Statistics.
[Citation analysis]		article2
1991There Is No Aggregate Bias: Why Macro Logit Models Work. In: Journal of Business & Economic Statistics.
[Citation analysis]		article16
2010State dependence and alternative explanations for consumer inertia In: RAND Journal of Economics.
[Full Text][Citation analysis]		article112
2009State Dependence and Alternative Explanations for Consumer Inertia.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 112		paper
1995Models and Priors for Multivariate Stochastic Volatility In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper11
1999Stochastic Volatility: Univariate and Multivariate Extensions In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper27
1995Stochastic Volatility: Univeriate and Multivariate Extensions..(1995) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 27		paper
1999Stochastic Volatility: Univariate and Multivariate Extensions.(1999) In: Computing in Economics and Finance 1999.
[Citation analysis]
This paper has another version. Agregated cites: 27		paper
1993Nonlinear Dynamic Structures. In: Econometrica.
[Full Text][Citation analysis]		article260
1979The independence transformation of specific substitutes and specific complements In: Economics Letters.
[Full Text][Citation analysis]		article0
1979The cost of search and rational random behavior In: Economics Letters.
[Full Text][Citation analysis]		article0
1979Asymptotic search behavior based on the Weibull distribution In: Economics Letters.
[Full Text][Citation analysis]		article0
2004Bayesian analysis of stochastic volatility models with fat-tails and correlated errors In: Journal of Econometrics.
[Full Text][Citation analysis]		article250
2007Product attributes and models of multiple discreteness In: Journal of Econometrics.
[Full Text][Citation analysis]		article11
2008A semi-parametric Bayesian approach to the instrumental variable problem In: Journal of Econometrics.
[Full Text][Citation analysis]		article48
2009Bayesian analysis of random coefficient logit models using aggregate data In: Journal of Econometrics.
[Full Text][Citation analysis]		article24
1984Bayesian analysis of dichotomous quantal response models In: Journal of Econometrics.
[Full Text][Citation analysis]		article27
1985Comparison of alternative functional forms in production In: Journal of Econometrics.
[Full Text][Citation analysis]		article12
1984Comparison of Alternative Functional Forms in Production.(1984) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12		paper
1991A bayesian approach to testing the arbitrage pricing theory In: Journal of Econometrics.
[Full Text][Citation analysis]		article27
1994An exact likelihood analysis of the multinomial probit model In: Journal of Econometrics.
[Full Text][Citation analysis]		article219
1998Marketing models of consumer heterogeneity In: Journal of Econometrics.
[Full Text][Citation analysis]		article136
2000A Bayesian analysis of the multinomial probit model with fully identified parameters In: Journal of Econometrics.
[Full Text][Citation analysis]		article90
2000Reply to Nobile In: Journal of Econometrics.
[Full Text][Citation analysis]		article3
1997On the Optimal Taxation of Capital Income, In: Journal of Economic Theory.
[Full Text][Citation analysis]		article217
1993On the Optimal Taxation of Capital Income.(1993) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 217		paper
1990Posterior, predictive, and utility-based approaches to testing the arbitrage pricing theory In: Journal of Financial Economics.
[Full Text][Citation analysis]		article38
1986Evaluating the methodology of social experiments In: Conference Series ; [Proceedings].
[Full Text][Citation analysis]		article2
1988THERE IS NO AGGREGATION BIAS: WHY MACRO LOGIT MODELS WORK In: Chicago - Graduate School of Business.
[Citation analysis]		paper7
1991Quality Perceptions and Asymmetric Switching Between Brands In: Marketing Science.
[Full Text][Citation analysis]		article88
1996The Value of Purchase History Data in Target Marketing In: Marketing Science.
[Full Text][Citation analysis]		article198
1998Similarities in Choice Behavior Across Product Categories In: Marketing Science.
[Full Text][Citation analysis]		article66
2003Bayesian Statistics and Marketing In: Marketing Science.
[Full Text][Citation analysis]		article57
2006Structural Modeling in Marketing: Review and Assessment In: Marketing Science.
[Full Text][Citation analysis]		article63
2008Category Pricing with State-Dependent Utility In: Marketing Science.
[Full Text][Citation analysis]		article19
2010A Model for Trade-Up and Change in Considered Brands In: Marketing Science.
[Full Text][Citation analysis]		article5
2014Economic valuation of product features In: Quantitative Marketing and Economics (QME).
[Full Text][Citation analysis]		article13
2004The Role of Retail Competition, Demographics and Account Retail Strategy as Drivers of Promotional Sensitivity In: Quantitative Marketing and Economics (QME).
[Full Text][Citation analysis]		article24
2015Income and Wealth Effects on Private-Label Demand: Evidence From the Great Recession In: NBER Working Papers.
[Full Text][Citation analysis]		paper3
2017The Value of Flexible Work: Evidence from Uber Drivers In: NBER Working Papers.
[Full Text][Citation analysis]		paper55
2019State-Dependent Demand Estimation with Initial Conditions Correction In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2008Choice Models in Marketing: Economic Assumptions, Challenges and Trends In: Foundations and Trends(R) in Marketing.
[Full Text][Citation analysis]		article16
1984Convergence of Integrals Encountered in Dichotomous Dependent Variable Problems In: Discussion Papers.
[Full Text][Citation analysis]		paper1
1984Stochastic Specification of Cost and Production Relationships In: Discussion Papers.
[Full Text][Citation analysis]		paper0
1992Stock Prices and Volume. In: Review of Financial Studies.
[Full Text][Citation analysis]		article509
1994Advances in Random Utility Models In: MPRA Paper.
[Full Text][Citation analysis]		paper3
2014Bayesian Non- and Semi-parametric Methods and Applications In: Economics Books.
[Citation analysis]		book22
2006Do Switching Costs Make Markets Less Competitive? In: 2006 Meeting Papers.
[Citation analysis]		paper1
2014All Roads Lead to Arnold In: Econometric Reviews.
[Full Text][Citation analysis]		article0
2012Plausibly Exogenous In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article152
2014Valuation of Patented Product Features In: Journal of Law and Economics.
[Full Text][Citation analysis]		article5
1993Optimal Taxation in Models of Endogenous Growth. In: Journal of Political Economy.
[Full Text][Citation analysis]		article434

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