Peter E. Rossi : Citation Profile

Are you Peter E. Rossi?

University of California-Los Angeles (UCLA)

24

H index

34

i10 index

4058

Citations

RESEARCH PRODUCTION:

44

Articles

17

Papers

1

Books

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   38 years (1979 - 2017). See details.
   Cites by year: 106
   Journals where Peter E. Rossi has often published
   Relations with other researchers
   Recent citing documents: 425.    Total self citations: 18 (0.44 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pro227
   Updated: 2020-05-23    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 (50)

McAleer, Michael (36)

Asai, Manabu (34)

Yu, Jun (33)

Bos, Charles (33)

Levy, Daniel (28)

Clark, Todd (26)

Bollerslev, Tim (26)

van Dijk, Herman (26)

Chintagunta, Pradeep (24)

Andersen, Torben (23)

Cites to:

Keane, Michael (19)

Erdem, Tulin (15)

Geweke, John (12)

Geweke, John (10)

Bollerslev, Tim (9)

Imai, Susumu (8)

Berry, Steven (8)

Nevo, Aviv (7)

Chintagunta, Pradeep (7)

Hausman, Jerry (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 (2019 and 2018)

YearTitle of citing document
2017Retail Market Power in a Shopping Basket Model of Supermarket Competition. (2017). Hamilton, Stephen ; Richards, Timothy J. In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258092.

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2018Retailer Marketing Strategy and Consumer Purchase Decision for Local Food – An Agent-Based Model. (2018). Richards, Timothy J ; Gomez, Miguel I ; Ge, Houtian. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:273819.

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2018Switching Cost and Store Choice. (2018). Liaukonyte, Jura ; Richards, Timothy J. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274201.

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2018Planting Rates in U.S. Maize: Improved Varieties and Learning. (2018). Perry, Edward ; Moschini, GianCarlo ; Hennessy, David. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274341.

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2018ConAgra Foods: valuing a potential recipe for success. (2018). White, Susan ; Noguera, Magdy ; Tregjo-Pech, Carlos. In: International Food and Agribusiness Management Review. RePEc:ags:ifaamr:273713.

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2018Recession and Income Effect on the Private Label Products Demand: A Case Study of Fluid Milk. (2018). Saghaian, Sayed ; Sayed, Saghaian ; Zare, Samane. In: 2018 Annual Meeting, February 2-6, 2018, Jacksonville, Florida. RePEc:ags:saea18:266695.

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2018THE MASS MEDIA TRANSMISSION OF CENTRAL BANK COMMUNICATION UNDER UNCERTAINTY. (2018). Pereira, Ana Cristina. In: Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting]. RePEc:anp:en2016:54.

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2018THE EFFECTS OF FISCAL POLICY ON INCOME INEQUALITY IN A MODEL WITH HETEROGENEOUS AGENTS. (2018). Saith, Walberti ; de Mattos, Leonardo Bornacki ; Alexopoulos, Joanna Giorgios. In: Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting]. RePEc:anp:en2016:92.

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2017Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility Models. (2017). Kastner, Gregor ; Lopes, Hedibert Freitas ; Fruhwirth-Schnatter, Sylvia. In: Papers. RePEc:arx:papers:1602.08154.

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2017Ancillarity-Sufficiency Interweaving Strategy (ASIS) for Boosting MCMC Estimation of Stochastic Volatility Models. (2017). Kastner, Gregor ; Fruhwirth-Schnatter, Sylvia. In: Papers. RePEc:arx:papers:1706.05280.

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2018A Neural Stochastic Volatility Model. (2018). Wang, Jun ; Xu, Xiaojun ; Zhang, Weinan ; Luo, Rui. In: Papers. RePEc:arx:papers:1712.00504.

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2018A First Option Calibration of the GARCH Diffusion Model by a PDE Method. (2018). Lewis, Alan L ; Papadopoulos, Yiannis A. In: Papers. RePEc:arx:papers:1801.06141.

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2018Predicting crypto-currencies using sparse non-Gaussian state space models. (2018). Zoerner, Thomas ; Huber, Florian ; Zorner, Thomas O ; Hotz-Behofsits, Christian. In: Papers. RePEc:arx:papers:1801.06373.

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2018Affine forward variance models. (2018). Keller-Ressel, Martin ; Gatheral, Jim. In: Papers. RePEc:arx:papers:1801.06416.

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2019Nonparametric Bayesian volatility estimation. (2019). Gugushvili, Shota ; Spreij, Peter ; Schauer, Moritz ; van der Meulen, Frank . In: Papers. RePEc:arx:papers:1801.09956.

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2018Random taste heterogeneity in discrete choice models: Flexible nonparametric finite mixture distributions. (2018). Krueger, Rico ; Vij, Akshay. In: Papers. RePEc:arx:papers:1802.02299.

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2020Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective. (2018). Liu, Laura. In: Papers. RePEc:arx:papers:1805.04178.

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2018A Bayesian GED-Gamma stochastic volatility model for return data: a marginal likelihood approach. (2018). Santos, T R. In: Papers. RePEc:arx:papers:1809.01489.

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2019Bayesian shrinkage in mixture of experts models: Identifying robust determinants of class membership. (2019). Zens, Gregor. In: Papers. RePEc:arx:papers:1809.04853.

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2018Measuring Systematic Risk with Neural Network Factor Model. (2018). Huh, Jeonggyu. In: Papers. RePEc:arx:papers:1809.04925.

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2018Benchmarking Deep Sequential Models on Volatility Predictions for Financial Time Series. (2018). Liu, Yuanyuan ; Yang, Yaodong ; Luo, Rui ; Zhang, Qiang. In: Papers. RePEc:arx:papers:1811.03711.

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2018Predicting Design Gaps in the Market: Deep Consumer Choice Models under Probabilistic Design Constraints. (2018). Hauser, John ; Burnap, Alex. In: Papers. RePEc:arx:papers:1812.11067.

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2019Equilibrium price and optimal insider trading strategy under stochastic liquidity with long memory. (2019). Huang, Nan-Jing ; He, Xinjiang ; Yang, Ben-Zhang. In: Papers. RePEc:arx:papers:1901.00345.

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2019Nonparametric Instrumental Variables Estimation Under Misspecification. (2019). Deaner, Ben. In: Papers. RePEc:arx:papers:1901.01241.

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2019Dynamic tail inference with log-Laplace volatility. (2019). Chavez, Gordon V. In: Papers. RePEc:arx:papers:1901.02419.

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2019An Agent-Based Model to Explain the Emergence of Stylised Facts in Log Returns. (2019). Heffernan, Daniel M ; Green, Elena. In: Papers. RePEc:arx:papers:1901.05053.

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2019Approaches Toward the Bayesian Estimation of the Stochastic Volatility Model with Leverage. (2019). Kastner, Gregor ; Hosszejni, Darjus. In: Papers. RePEc:arx:papers:1901.11491.

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2019A 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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2019Modeling 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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2019Dealing with Stochastic Volatility in Time Series Using the R Package stochvol. (2019). Kastner, Gregor. In: Papers. RePEc:arx:papers:1906.12134.

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2019Semi-Parametric Hierarchical Bayes Estimates of New Yorkers Willingness to Pay for Features of Shared Automated Vehicle Services. (2019). Vij, Akshay ; Rashidi, Taha H ; Krueger, Rico. In: Papers. RePEc:arx:papers:1907.09639.

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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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2019Triple the gamma -- A unifying shrinkage prior for variance and variable selection in sparse state space and TVP models. (2019). Knaus, Peter ; Fruhwirth-Schnatter, Sylvia ; Cadonna, Annalisa. In: Papers. RePEc:arx:papers:1912.03100.

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2019Monetary Policy and Wealth Inequalities in Great Britain: Assessing the role of unconventional policies for a decade of household data. (2019). Fasianos, Apostolos ; Evgenidis, Anastasios. In: Papers. RePEc:arx:papers:1912.09702.

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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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2019Composite Likelihood Estimation of an Autoregressive Panel Probit Model with Random Effects. (2019). Tuzcuoglu, Kerem. In: Staff Working Papers. RePEc:bca:bocawp:19-16.

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2018The global component of inflation volatility. (2018). Marcellino, Massimiliano ; Corsello, Francesco ; Carriero, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1170_18.

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2018Asymmetric Effects of Terms of Trade Shocks on Tradable and Non-tradable Investment Rates: The Colombian Case. (2018). Toro-Córdoba, Jorge Hernán ; Garavito, Aaron ; Cárdenas Hurtado, Camilo ; Toro-Cordoba, Jorge Hernan ; Garavito-Acosta, Aaron Levi ; Cardenas-Hurtado, Camilo Alberto. In: Borradores de Economia. RePEc:bdr:borrec:1043.

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2019THE EFFECT OF TRADING VOLUMES ON STOCK RETURNS FOLLOWING LARGE PRICE MOVES. (2019). Kudryavtsev, Andrey. In: Economic Annals. RePEc:beo:journl:v:64:y:2019:i:220:p:85-116.

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2017Time-varying fiscal spending multipliers in the UK. (2017). Towbin, Pascal ; Sestieri, Giulia ; Glocker, Christian. In: Working papers. RePEc:bfr:banfra:643.

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2019If You Think 9-Ending Prices Are Low, Think Again. (2019). Levy, Daniel ; Snir, Avichai. In: Working Papers. RePEc:biu:wpaper:2019-06.

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2017Effect of the Tax System ON R&D Intensity, Growth, Wages and Consumption Share. (2017). Magalhães, Manuela ; Magalhes, Manuela ; Bandeira, Ana Maria ; Afonso, scar. In: Australian Economic Papers. RePEc:bla:ausecp:v:56:y:2017:i:4:p:271-291.

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2018TRADER TYPE EFFECTS ON THE VOLATILITY‐VOLUME RELATIONSHIP EVIDENCE FROM THE KOSPI 200 INDEX FUTURES MARKET. (2018). Kartsaklas, Aris. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:70:y:2018:i:3:p:226-250.

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2018ASYMMETRIES IN THE RESPONSES OF REGIONAL JOB FLOWS TO OIL PRICE SHOCKS. (2018). Karaki, Mohamad. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:3:p:1827-1845.

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2018Investor heterogeneity and trading. (2018). Knyazeva, Anzhela ; Kostovetsky, Leonard. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:4:p:680-718.

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2017A Multivariate Stochastic Volatility Model Applied to a Panel of S&P500 Stocks in Different Industries. (2017). Stengos, Thanasis ; Ozturk, Serda S. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:3:p:479-490.

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2018UNCERTAINTY AND DENSITY FORECASTS OF ARMA MODELS: COMPARISON OF ASYMPTOTIC, BAYESIAN, AND BOOTSTRAP PROCEDURES. (2018). Veiga, Helena ; Ruiz, Esther ; Gonalves, Joo Henrique . In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:2:p:388-419.

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2019Has the 2008 financial crisis and its aftermath changed the impact of inflation on inflation uncertainty in member states of the european monetary union?. (2019). Nonejad, Nima. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:66:y:2019:i:2:p:246-276.

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2018International Transmission of Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach. (2018). Cross, Jamie ; Poon, Aubrey ; Hou, Chenghan. In: Working Papers. RePEc:bny:wpaper:0070.

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2019Identification of Dynamic Panel Binary Response Models. (2019). Tamer, Elie ; Ponomareva, Maria ; Khan, Shakeeb. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:979.

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2018Proprietary Data, Competition, and Consumer Effort: An Application to Telematics in Auto Insurance. (2018). Shiller, Benjamin ; Reimers, Imke. In: Working Papers. RePEc:brd:wpaper:119.

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2019Consumer and Strategic Firm Response to Nutrition Shelf Labels. (2019). McCluskey, Jill ; Chouinard, Hayley ; Berning, Joshua ; Kiesel, Kristin ; Villas-Boas, Sofia B. In: Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series. RePEc:cdl:agrebk:qt58j648mk.

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2018Tax-Response Heterogeneity and the Effects of Double Taxation Treaties on the Location Choices of Multinational Firms. (2018). Wamser, Georg ; Behrendt, Simon. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6869.

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2018Estimating Consumer Inertia in Repeated Choices of Smartphones. (2018). Nicolle, Ambre ; Grzybowski, Lukasz. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7434.

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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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2018Forecasting using mixed-frequency VARs with time-varying parameters. (2018). Reif, Magnus ; Heinrich, Markus. In: ifo Working Paper Series. RePEc:ces:ifowps:_273.

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2018‘Getting to Denmark’: the Role of Elites for Development. (2018). Sharp, Paul ; Lampe, Markus ; Jensen, Peter. In: CAGE Online Working Paper Series. RePEc:cge:wacage:362.

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2018Asymmetric monetary policy responses and the effects of a rise in the inflation target. (2018). Garcia, Benjamin. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:819.

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2019Uncertainty in Electricity Markets from a seminonparametric Approach. (2019). Perote, Javier ; Cortes, Lina M ; Trespalacios, Alfredo. In: Documentos de Trabajo CIEF. RePEc:col:000122:017304.

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2019Modeling the electricity spot price with switching regime semi-nonparametric distributions. (2019). Perote, Javier ; Cortés, Lina ; Cortes, Lina M ; Trespalacios, Alfredo. In: Documentos de Trabajo CIEF. RePEc:col:000122:017618.

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2017Ajuste de modelos garch clásico y bayesiano con innovaciones t—student para el índice COLCAP. (2017). Vaca, Paola Andrea ; Espinosa, Oscar Andres . In: Revista de Economía del Caribe. RePEc:col:000382:017147.

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2017Ajuste de modelos garch clásico y bayesiano con innovaciones t—student para el índice COLCAP. (2017). Vaca, Paola Andrea ; Espinosa, Oscar Andres . In: Revista de Economía del Caribe. RePEc:col:000382:017172.

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2017Price Dynamics with Customer Markets. (2017). Trachter, Nicholas ; Pozzi, Andrea ; Paciello, Luigi. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11753.

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2018Getting to Denmark: the Role of Elites for Development. (2018). Skovsgaard, Christian ; Sharp, Paul ; Lampe, Markus ; Jensen, Peter. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12679.

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2018Wealth Taxes and Inequality. (2018). Reichlin, Pietro ; Borri, Nicola. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13067.

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2018Micro-responses to shocks: Pricing, promotion, and entry. (2018). Clerides, Sofronis ; Antoniades, Alexis. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13281.

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2017Bayesian semiparametric multivariate stochastic volatility with an application to international stock-market co-movements. (2017). Wilfling, Bernd ; Trede, Mark ; Zaharieva, Martina Danielova . In: CQE Working Papers. RePEc:cqe:wpaper:6217.

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2019Data cloning estimation for asymmetric stochastic volatility models. (2019). Veiga, Helena ; de Zea, Patricia ; Marin, Juan Miguel ; Lopes, Maria Helena. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:28214.

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2019Exploring option pricing and hedging via volatility asymmetry. (2019). Veiga, Helena ; Casas, Isabel ; Lopes, Maria Helena. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:28234.

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2018Fiscal Policy in a Business Cycle Model with Endogenous Productivity. (2018). Wesselbaum, Dennis. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2018:v:19:i:1:wesselbaum.

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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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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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2018Effects of personal carbon trading on the decision to adopt battery electric vehicles: Analysis based on a choice experiment in Jiangsu, China. (2018). Li, Wenbo ; Yang, Muyi ; Geng, Jichao ; Chen, Hong ; Long, Ruyin. In: Applied Energy. RePEc:eee:appene:v:209:y:2018:i:c:p:478-488.

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2019Disaggregating power consumption of commercial buildings based on the finite mixture model. (2019). Shi, Zhixiong ; Zhou, Yang ; Wu, Libo ; Gao, Qing. In: Applied Energy. RePEc:eee:appene:v:243:y:2019:i:c:p:35-46.

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2018Holding the market under the stimulus plan: Local government financing vehicles land purchasing behavior in China. (2018). Huang, Zhonghua ; Du, Xuejun . In: China Economic Review. RePEc:eee:chieco:v:50:y:2018:i:c:p:85-100.

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2017Fast smoothing in switching approximations of non-linear and non-Gaussian models. (2017). Gorynin, Ivan ; Pieczynski, Wojciech ; Monfrini, Emmanuel ; Derrode, Stephane . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:114:y:2017:i:c:p:38-46.

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2018Objective priors for the number of degrees of freedom of a multivariate t distribution and the t-copula. (2018). Villa, Cristiano ; Rubio, Francisco J. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:124:y:2018:i:c:p:197-219.

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2018Long-term effects of access to health care: Medical missions in colonial India. (2018). Calvi, Rossella ; Mantovanelli, Federico G. In: Journal of Development Economics. RePEc:eee:deveco:v:135:y:2018:i:c:p:285-303.

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2020The geography of linguistic diversity and the provision of public goods. (2020). Gomes, Joseph ; Desmet, Klaus ; Ortuo-Ortin, Ignacio. In: Journal of Development Economics. RePEc:eee:deveco:v:143:y:2020:i:c:s0304387818301172.

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2019A time-varying parameter structural model of the UK economy. (2019). Waldron, Matt ; Masolo, Riccardo M. ; Petrova, Katerina ; Kapetanios, George. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:106:y:2019:i:c:5.

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2017Parameter instability, stochastic volatility and estimation based on simulated likelihood: Evidence from the crude oil market. (2017). Nonejad, Nima. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:388-408.

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2018Baidu news information flow and return volatility: Evidence for the Sequential Information Arrival Hypothesis. (2018). Shen, Dehua ; Zhang, Wei ; Li, Xiao. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:127-133.

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2019The relationship between trading activity and stock market volatility: Does the volume threshold matter?. (2019). Slim, Skander ; Koubaa, Yosra. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:168-184.

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2019Primary education expansion and quality of schooling. (2019). Valente, Christine . In: Economics of Education Review. RePEc:eee:ecoedu:v:73:y:2019:i:c:s0272775718303972.

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2017The Influence of Political Orientation on the Strength and Temporal Persistence of Policy Framing Effects. (2017). Wustenhagen, Rolf ; Dharshing, Samdruk ; Hille, Stefanie Lena. In: Ecological Economics. RePEc:eee:ecolec:v:142:y:2017:i:c:p:295-305.

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2020Can product bundling increase the joint adoption of electric vehicles, solar panels and battery storage? Explorative evidence from a choice-based conjoint study in Austria. (2020). Hampl, Nina ; Priessner, Alfons. In: Ecological Economics. RePEc:eee:ecolec:v:167:y:2020:i:c:s0921800918311480.

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2018A generalised stochastic volatility in mean VAR. (2018). Mumtaz, Haroon. In: Economics Letters. RePEc:eee:ecolet:v:173:y:2018:i:c:p:10-14.

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2019Maximum likelihood estimation of a TVP-VAR. (2019). Moura, Guilherme V ; Noriller, Mateus R. In: Economics Letters. RePEc:eee:ecolet:v:174:y:2019:i:c:p:78-83.

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2018Testing endogeneity with high dimensional covariates. (2018). Guo, Zijian ; Small, Dylan S ; Cai, Tony T ; Kang, Hyunseung. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:1:p:175-187.

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2019A computationally efficient fixed point approach to dynamic structural demand estimation. (2019). Ishihara, Masakazu ; Sun, Yutec. In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:2:p:563-584.

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2019Achieving shrinkage in a time-varying parameter model framework. (2019). Fruhwirth-Schnatter, Sylvia ; Bitto, Angela. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:1:p:75-97.

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2019Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors. (2019). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:1:p:137-154.

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2019Large-scale portfolio allocation under transaction costs and model uncertainty. (2019). Hautsch, Nikolaus ; Voigt, Stefan. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:1:p:221-240.

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2019Combining statistical intervals and market prices: The worst case state price distribution. (2019). Mykland, Per Aslak . In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:1:p:272-285.

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2019A quasi-Bayesian local likelihood approach to time varying parameter VAR models. (2019). Petrova, Katerina. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:1:p:286-306.

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

Peter E. Rossi is editor of

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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]		article211
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: 211		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: 211		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]		article27
1994Bayesian Analysis of Stochastic Volatility Models. In: Journal of Business & Economic Statistics.
[Citation analysis]		article590
2002Bayesian Analysis of Stochastic Volatility Models..(2002) In: Journal of Business & Economic Statistics.
[Citation analysis]
This paper has another version. Agregated cites: 590		article
1994Bayesian Analysis of Stochastic Volatility Models: Comments: Reply. In: Journal of Business & Economic Statistics.
[Citation analysis]		article404
1995Modeling the Distribution of Price Sensitivity and Implications for Optimal Retail Pricing. In: Journal of Business & Economic Statistics.
[Citation analysis]		article22
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]		article13
2010State dependence and alternative explanations for consumer inertia In: RAND Journal of Economics.
[Full Text][Citation analysis]		article75
2009State Dependence and Alternative Explanations for Consumer Inertia.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 75		paper
1995Models and Priors for Multivariate Stochastic Volatility In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper10
1999Stochastic Volatility: Univariate and Multivariate Extensions In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper25
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: 25		paper
1999Stochastic Volatility: Univariate and Multivariate Extensions.(1999) In: Computing in Economics and Finance 1999.
[Citation analysis]
This paper has another version. Agregated cites: 25		paper
1993Nonlinear Dynamic Structures. In: Econometrica.
[Full Text][Citation analysis]		article227
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]		article220
2007Product attributes and models of multiple discreteness In: Journal of Econometrics.
[Full Text][Citation analysis]		article8
2008A semi-parametric Bayesian approach to the instrumental variable problem In: Journal of Econometrics.
[Full Text][Citation analysis]		article44
2009Bayesian analysis of random coefficient logit models using aggregate data In: Journal of Econometrics.
[Full Text][Citation analysis]		article19
1984Bayesian analysis of dichotomous quantal response models In: Journal of Econometrics.
[Full Text][Citation analysis]		article23
1985Comparison of alternative functional forms in production In: Journal of Econometrics.
[Full Text][Citation analysis]		article10
1984Comparison of Alternative Functional Forms in Production.(1984) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		paper
1991A bayesian approach to testing the arbitrage pricing theory In: Journal of Econometrics.
[Full Text][Citation analysis]		article25
1994An exact likelihood analysis of the multinomial probit model In: Journal of Econometrics.
[Full Text][Citation analysis]		article196
1998Marketing models of consumer heterogeneity In: Journal of Econometrics.
[Full Text][Citation analysis]		article113
2000A Bayesian analysis of the multinomial probit model with fully identified parameters In: Journal of Econometrics.
[Full Text][Citation analysis]		article83
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]		article201
1993On the Optimal Taxation of Capital Income.(1993) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 201		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]		article78
1996The Value of Purchase History Data in Target Marketing In: Marketing Science.
[Full Text][Citation analysis]		article168
1998Similarities in Choice Behavior Across Product Categories In: Marketing Science.
[Full Text][Citation analysis]		article62
2003Bayesian Statistics and Marketing In: Marketing Science.
[Full Text][Citation analysis]		article45
2006Structural Modeling in Marketing: Review and Assessment In: Marketing Science.
[Full Text][Citation analysis]		article52
2008Category Pricing with State-Dependent Utility In: Marketing Science.
[Full Text][Citation analysis]		article14
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]		article4
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]		article22
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]		paper24
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]		article11
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]		article453
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]		book14
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]		article107
2014Valuation of Patented Product Features In: Journal of Law and Economics.
[Full Text][Citation analysis]		article1
1993Optimal Taxation in Models of Endogenous Growth. In: Journal of Political Economy.
[Full Text][Citation analysis]		article389

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