25
H index
36
i10 index
4711
Citations
University of California-Los Angeles (UCLA) | 25 H index 36 i10 index 4711 Citations RESEARCH PRODUCTION: 44 Articles 17 Papers 1 Books EDITOR: Series edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Econometrics | 11 |
Marketing Science | 7 |
Journal of Business & Economic Statistics | 7 |
Economics Letters | 3 |
Quantitative Marketing and Economics (QME) | 2 |
Working Papers Series with more than one paper published | # docs |
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Discussion Papers / Northwestern University, Center for Mathematical Studies in Economics and Management Science | 3 |
Year | Title of citing document | |
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2020 | Vegetable 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. Full description at Econpapers || Download paper | |
2021 | How 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2022 | The 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. Full description at Econpapers || Download paper | |
2021 | Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective. (2018). Liu, Laura. In: Papers. RePEc:arx:papers:1805.04178. Full description at Econpapers || Download paper | |
2020 | A Sieve-SMM Estimator for Dynamic Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1902.01456. Full description at Econpapers || Download paper | |
2020 | A Nonparametric Dynamic Causal Model for Macroeconometrics. (2019). Shephard, Neil ; Rambachan, Ashesh. In: Papers. RePEc:arx:papers:1903.01637. Full description at Econpapers || Download paper | |
2021 | Modeling Univariate and Multivariate Stochastic Volatility in R with stochvol and factorstochvol. (2019). Kastner, Gregor ; Hosszejni, Darjus. In: Papers. RePEc:arx:papers:1906.12123. Full description at Econpapers || Download paper | |
2020 | Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy. (2019). Pfarrhofer, Michael ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:1911.06206. Full description at Econpapers || Download paper | |
2020 | Sparse Covariance Estimation in Logit Mixture Models. (2020). Ben-Akiva, Moshe ; Xie, Yifei ; Danaf, Mazen ; Aboutaleb, Youssef M. In: Papers. RePEc:arx:papers:2001.05034. Full description at Econpapers || Download paper | |
2020 | Fundamental Limits of Testing the Independence of Irrelevant Alternatives in Discrete Choice. (2020). Ugander, Johan ; Seshadri, Arjun. In: Papers. RePEc:arx:papers:2001.07042. Full description at Econpapers || Download paper | |
2020 | Refined model of the covariance/correlation matrix between securities. (2020). Valeyre, Sebastien. In: Papers. RePEc:arx:papers:2001.08911. Full description at Econpapers || Download paper | |
2020 | Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling. (2020). Cerqueti, Roy ; Mattera, Raffaele ; Giacalone, Massimiliano. In: Papers. RePEc:arx:papers:2004.11674. Full description at Econpapers || Download paper | |
2020 | COVID-19 and Digital Resilience: Evidence from Uber Eats. (2020). You, Calum ; Sundararajan, Arun . In: Papers. RePEc:arx:papers:2006.07204. Full description at Econpapers || Download paper | |
2021 | Scalable Bayesian estimation in the multinomial probit model. (2020). Nibbering, Didier ; Loaiza-Maya, Ruben. In: Papers. RePEc:arx:papers:2007.13247. Full description at Econpapers || Download paper | |
2021 | Robust discrete choice models with t-distributed kernel errors. (2020). Gasos, Thomas ; Bierlaire, Michel ; Bansal, Prateek ; Krueger, Rico. In: Papers. RePEc:arx:papers:2009.06383. Full description at Econpapers || Download paper | |
2020 | Measures of Model Risk in Continuous-time Finance Models. (2020). Qi, Shuyuan ; Lazar, Emese ; Tunaru, Radu. In: Papers. RePEc:arx:papers:2010.08113. Full description at Econpapers || Download paper | |
2020 | A Semi-Parametric Bayesian Generalized Least Squares Estimator. (2020). Weeks, Melvyn ; Wu, Ruochen. In: Papers. RePEc:arx:papers:2011.10252. Full description at Econpapers || Download paper | |
2021 | Discrete Choice Analysis with Machine Learning Capabilities. (2021). Xie, Yifei ; Ben-Akiva, Moshe ; Aboutaleb, Youssef M ; Danaf, Mazen. In: Papers. RePEc:arx:papers:2101.10261. Full description at Econpapers || Download paper | |
2021 | Revisiting 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. Full description at Econpapers || Download paper | |
2021 | On the joint volatility dynamics in dairy markets. (2021). Rezitis, Anthony ; Kastner, Gregor. In: Papers. RePEc:arx:papers:2104.12707. Full description at Econpapers || Download paper | |
2021 | Choice Set Confounding in Discrete Choice. (2021). Tomlinson, Kiran ; Benson, Austin R ; Ugander, Johan. In: Papers. RePEc:arx:papers:2105.07959. Full description at Econpapers || Download paper | |
2022 | Variational 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. Full description at Econpapers || Download paper | |
2022 | A Lucas Critique Compliant SVAR model with Observation-driven Time-varying Parameters. (2021). Corsi, Fulvio ; Bormetti, Giacomo. In: Papers. RePEc:arx:papers:2107.05263. Full description at Econpapers || Download paper | |
2021 | Spatial 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. Full description at Econpapers || Download paper | |
2021 | Semi-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. Full description at Econpapers || Download paper | |
2021 | Stochastic volatility model with range-based correction and leverage. (2021). Kurose, Yuta. In: Papers. RePEc:arx:papers:2110.00039. Full description at Econpapers || Download paper | |
2021 | Revisiting identification concepts in Bayesian analysis. (2021). Simoni, Anna ; FLORENS, Jean-Pierre. In: Papers. RePEc:arx:papers:2110.09954. Full description at Econpapers || Download paper | |
2021 | Autoregressive conditional duration modelling of high frequency data. (2021). Yan, Xiufeng. In: Papers. RePEc:arx:papers:2111.02300. Full description at Econpapers || Download paper | |
2021 | Multiplicative Component GARCH Model of Intraday Volatility. (2021). Yan, Xiufeng. In: Papers. RePEc:arx:papers:2111.02376. Full description at Econpapers || Download paper | |
2021 | Maximum Likelihood Estimation of Differentiated Products Demand Systems. (2021). Zervas, Georgios ; Ozaltun, Bora ; Lewis, Greg. In: Papers. RePEc:arx:papers:2111.12397. Full description at Econpapers || Download paper | |
2022 | Forecasting the distribution of long-horizon returns with time-varying volatility. (2022). Ho, Hwai-Chung. In: Papers. RePEc:arx:papers:2201.07457. Full description at Econpapers || Download paper | |
2022 | Dynamic Risk Measurement by EVT based on Stochastic Volatility models via MCMC. (2022). , Shibo ; Bo, Shi. In: Papers. RePEc:arx:papers:2201.09434. Full description at Econpapers || Download paper | |
2022 | A Neural Phillips Curve and a Deep Output Gap. (2022). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2202.04146. Full description at Econpapers || Download paper | |
2022 | Fast variational inference for multinomial probit models. (2022). Loaiza-Maya, Rub'En ; Nibbering, Didier. In: Papers. RePEc:arx:papers:2202.12495. Full description at Econpapers || Download paper | |
2022 | Dynamic Spatiotemporal ARCH Models. (2022). Otto, Philipp ; Tacspinar, Suleyman ; Dougan, Osman. In: Papers. RePEc:arx:papers:2202.13856. Full description at Econpapers || Download paper | |
2022 | Variational Heteroscedastic Volatility Model. (2022). Barucca, Paolo ; Yin, Zexuan. In: Papers. RePEc:arx:papers:2204.05806. Full description at Econpapers || Download paper | |
2020 | Reservation 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. Full description at Econpapers || Download paper | |
2021 | Order 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. Full description at Econpapers || Download paper | |
2021 | On 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. Full description at Econpapers || Download paper | |
2020 | Is the environmentâ€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. Full description at Econpapers || Download paper | |
2022 | A 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. Full description at Econpapers || Download paper | |
2020 | TO 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. Full description at Econpapers || Download paper | |
2020 | Moving 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. Full description at Econpapers || Download paper | |
2022 | A 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. Full description at Econpapers || Download paper | |
2022 | Are 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. Full description at Econpapers || Download paper | |
2021 | Estimating 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. Full description at Econpapers || Download paper | |
2021 | A 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. Full description at Econpapers || Download paper | |
2020 | How 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2020 | The effect of general health checks on healthcare utilization: accounting for selfâ€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. Full description at Econpapers || Download paper | |
2021 | Specification 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. Full description at Econpapers || Download paper | |
2021 | A 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. Full description at Econpapers || Download paper | |
2022 | State 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. Full description at Econpapers || Download paper | |
2021 | Unconventional 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. Full description at Econpapers || Download paper | |
2021 | Bayesian 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. Full description at Econpapers || Download paper | |
2021 | Aggregation 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. Full description at Econpapers || Download paper | |
2021 | Effect 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. Full description at Econpapers || Download paper | |
2021 | Blending 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2022 | Consumer 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. Full description at Econpapers || Download paper | |
2021 | Measuring 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. Full description at Econpapers || Download paper | |
2021 | Bayesian 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. Full description at Econpapers || Download paper | |
2022 | Income 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. Full description at Econpapers || Download paper | |
2021 | Cyclicality of Uncertainty and Disagreement. (2021). Zohar, Osnat. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2021.09. Full description at Econpapers || Download paper | |
2020 | Ramsey 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. Full description at Econpapers || Download paper | |
2020 | Switching 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. Full description at Econpapers || Download paper | |
2020 | Fiscal 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. Full description at Econpapers || Download paper | |
2020 | Unobserved 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. Full description at Econpapers || Download paper | |
2020 | Cum-Ex Trading – The Biggest Fraud in History?. (2020). Wei, Xiaopeng ; Wagner, Moritz. In: Working Papers in Economics. RePEc:cbt:econwp:20/19. Full description at Econpapers || Download paper | |
2020 | Pay, 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. Full description at Econpapers || Download paper | |
2020 | What 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. Full description at Econpapers || Download paper | |
2020 | Intra-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. Full description at Econpapers || Download paper | |
2020 | Immigration and Worker-Firm Matching. (2020). Peri, Giovanni ; Orefice, Gianluca. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8174. Full description at Econpapers || Download paper | |
2021 | Tackling 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. Full description at Econpapers || Download paper | |
2021 | Integrated 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. Full description at Econpapers || Download paper | |
2020 | Spatial 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. Full description at Econpapers || Download paper | |
2020 | Spatial 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. Full description at Econpapers || Download paper | |
2020 | Copula-Based Time Series With Filtered Nonstationarity. (2020). Wang, BO ; Xiao, Zhijie ; Chen, Xiaohong. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2242. Full description at Econpapers || Download paper | |
2020 | Copula-Based Time Series With Filtered Nonstationarity. (2020). Xiao, Zhijie ; Chen, Xiao Hong ; Wang, BO. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2242r. Full description at Econpapers || Download paper | |
2021 | Optimal Bundling: Characterization, Interpretation, and Implications for Empirical Work. (2021). Ghili, Soheil. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2273. Full description at Econpapers || Download paper | |
2021 | Is 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. Full description at Econpapers || Download paper | |
2021 | Lookalike 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. Full description at Econpapers || Download paper | |
2021 | Incorporating 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. Full description at Econpapers || Download paper | |
2020 | Financial disruptions and heightened uncertainty: a case for timely policy action. (2020). Smadu, Andra ; Nalban, Valeriu. In: DNB Working Papers. RePEc:dnb:dnbwpp:687. Full description at Econpapers || Download paper | |
2020 | Demographic Structure, Knowledge Diffusion, and Endogenous Productivity Growth. (2020). Davis, Colin ; Tabata, Ken ; Hashimoto, Ken-Ichi. In: ISER Discussion Paper. RePEc:dpr:wpaper:1113. Full description at Econpapers || Download paper | |
2021 | Unionization, Industry Concentration, and Economic Growth. (2021). Tabata, Ken ; Davis, Colin ; Hashimoto, Ken-Ichi. In: ISER Discussion Paper. RePEc:dpr:wpaper:1154. Full description at Econpapers || Download paper | |
2020 | Cyclical 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. Full description at Econpapers || Download paper | |
2021 | The COVID-19 shock and challenges for time series models. (2021). Hartwig, Benny ; Bobeica, Elena. In: Working Paper Series. RePEc:ecb:ecbwps:20212558. Full description at Econpapers || Download paper | |
2022 | Does 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. Full description at Econpapers || Download paper | |
2020 | Gambling 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. Full description at Econpapers || Download paper | |
2021 | Abnormal 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. Full description at Econpapers || Download paper | |
2020 | Nonlinear 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. Full description at Econpapers || Download paper | |
2021 | Does 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. Full description at Econpapers || Download paper | |
2022 | Mobile 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. Full description at Econpapers || Download paper | |
2022 | Is 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. Full description at Econpapers || Download paper | |
2021 | Cross-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. Full description at Econpapers || Download paper | |
2022 | New 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. Full description at Econpapers || Download paper | |
2021 | Public 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. Full description at Econpapers || Download paper | |
2021 | Copula Particle Filters. (2021). Walker, Stephen G ; Rodriguez, Carlos E. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:161:y:2021:i:c:s0167947321000645. Full description at Econpapers || Download paper | |
2021 | Bayesian 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. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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Quantitative Marketing and Economics (QME) |
Year | Title | Type | Cited |
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2003 | Why Dont Prices Rise During Periods of Peak Demand? Evidence from Scanner Data In: American Economic Review. [Full Text][Citation analysis] | article | 231 |
2000 | Why 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 | |
2002 | Why 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 | |
2008 | Teaching Bayesian Statistics to Marketing and Business Students In: The American Statistician. [Full Text][Citation analysis] | article | 0 |
2001 | Overcoming Scale Usage Heterogeneity: A Bayesian Hierarchical Approach In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 32 |
1994 | Bayesian Analysis of Stochastic Volatility Models. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 680 |
2002 | Bayesian Analysis of Stochastic Volatility Models..(2002) In: Journal of Business & Economic Statistics. [Citation analysis] This paper has another version. Agregated cites: 680 | article | |
1994 | Bayesian Analysis of Stochastic Volatility Models: Comments: Reply. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 467 |
1995 | Modeling the Distribution of Price Sensitivity and Implications for Optimal Retail Pricing. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 25 |
1995 | Dan Nelson Remembered. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 3 |
1986 | Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained from Financial Market Data: Comment. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 2 |
1991 | There Is No Aggregate Bias: Why Macro Logit Models Work. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 16 |
2010 | State dependence and alternative explanations for consumer inertia In: RAND Journal of Economics. [Full Text][Citation analysis] | article | 112 |
2009 | State 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 | |
1995 | Models and Priors for Multivariate Stochastic Volatility In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 11 |
1999 | Stochastic Volatility: Univariate and Multivariate Extensions In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 27 |
1995 | Stochastic 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 | |
1999 | Stochastic Volatility: Univariate and Multivariate Extensions.(1999) In: Computing in Economics and Finance 1999. [Citation analysis] This paper has another version. Agregated cites: 27 | paper | |
1993 | Nonlinear Dynamic Structures. In: Econometrica. [Full Text][Citation analysis] | article | 260 |
1979 | The independence transformation of specific substitutes and specific complements In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
1979 | The cost of search and rational random behavior In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
1979 | Asymptotic search behavior based on the Weibull distribution In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
2004 | Bayesian analysis of stochastic volatility models with fat-tails and correlated errors In: Journal of Econometrics. [Full Text][Citation analysis] | article | 250 |
2007 | Product attributes and models of multiple discreteness In: Journal of Econometrics. [Full Text][Citation analysis] | article | 11 |
2008 | A semi-parametric Bayesian approach to the instrumental variable problem In: Journal of Econometrics. [Full Text][Citation analysis] | article | 48 |
2009 | Bayesian analysis of random coefficient logit models using aggregate data In: Journal of Econometrics. [Full Text][Citation analysis] | article | 24 |
1984 | Bayesian analysis of dichotomous quantal response models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 27 |
1985 | Comparison of alternative functional forms in production In: Journal of Econometrics. [Full Text][Citation analysis] | article | 12 |
1984 | Comparison of Alternative Functional Forms in Production.(1984) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
1991 | A bayesian approach to testing the arbitrage pricing theory In: Journal of Econometrics. [Full Text][Citation analysis] | article | 27 |
1994 | An exact likelihood analysis of the multinomial probit model In: Journal of Econometrics. [Full Text][Citation analysis] | article | 219 |
1998 | Marketing models of consumer heterogeneity In: Journal of Econometrics. [Full Text][Citation analysis] | article | 136 |
2000 | A Bayesian analysis of the multinomial probit model with fully identified parameters In: Journal of Econometrics. [Full Text][Citation analysis] | article | 90 |
2000 | Reply to Nobile In: Journal of Econometrics. [Full Text][Citation analysis] | article | 3 |
1997 | On the Optimal Taxation of Capital Income, In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 217 |
1993 | On the Optimal Taxation of Capital Income.(1993) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 217 | paper | |
1990 | Posterior, predictive, and utility-based approaches to testing the arbitrage pricing theory In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 38 |
1986 | Evaluating the methodology of social experiments In: Conference Series ; [Proceedings]. [Full Text][Citation analysis] | article | 2 |
1988 | THERE IS NO AGGREGATION BIAS: WHY MACRO LOGIT MODELS WORK In: Chicago - Graduate School of Business. [Citation analysis] | paper | 7 |
1991 | Quality Perceptions and Asymmetric Switching Between Brands In: Marketing Science. [Full Text][Citation analysis] | article | 88 |
1996 | The Value of Purchase History Data in Target Marketing In: Marketing Science. [Full Text][Citation analysis] | article | 198 |
1998 | Similarities in Choice Behavior Across Product Categories In: Marketing Science. [Full Text][Citation analysis] | article | 66 |
2003 | Bayesian Statistics and Marketing In: Marketing Science. [Full Text][Citation analysis] | article | 57 |
2006 | Structural Modeling in Marketing: Review and Assessment In: Marketing Science. [Full Text][Citation analysis] | article | 63 |
2008 | Category Pricing with State-Dependent Utility In: Marketing Science. [Full Text][Citation analysis] | article | 19 |
2010 | A Model for Trade-Up and Change in Considered Brands In: Marketing Science. [Full Text][Citation analysis] | article | 5 |
2014 | Economic valuation of product features In: Quantitative Marketing and Economics (QME). [Full Text][Citation analysis] | article | 13 |
2004 | The Role of Retail Competition, Demographics and Account Retail Strategy as Drivers of Promotional Sensitivity In: Quantitative Marketing and Economics (QME). [Full Text][Citation analysis] | article | 24 |
2015 | Income and Wealth Effects on Private-Label Demand: Evidence From the Great Recession In: NBER Working Papers. [Full Text][Citation analysis] | paper | 3 |
2017 | The Value of Flexible Work: Evidence from Uber Drivers In: NBER Working Papers. [Full Text][Citation analysis] | paper | 55 |
2019 | State-Dependent Demand Estimation with Initial Conditions Correction In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2008 | Choice Models in Marketing: Economic Assumptions, Challenges and Trends In: Foundations and Trends(R) in Marketing. [Full Text][Citation analysis] | article | 16 |
1984 | Convergence of Integrals Encountered in Dichotomous Dependent Variable Problems In: Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
1984 | Stochastic Specification of Cost and Production Relationships In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
1992 | Stock Prices and Volume. In: Review of Financial Studies. [Full Text][Citation analysis] | article | 509 |
1994 | Advances in Random Utility Models In: MPRA Paper. [Full Text][Citation analysis] | paper | 3 |
2014 | Bayesian Non- and Semi-parametric Methods and Applications In: Economics Books. [Citation analysis] | book | 22 |
2006 | Do Switching Costs Make Markets Less Competitive? In: 2006 Meeting Papers. [Citation analysis] | paper | 1 |
2014 | All Roads Lead to Arnold In: Econometric Reviews. [Full Text][Citation analysis] | article | 0 |
2012 | Plausibly Exogenous In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 152 |
2014 | Valuation of Patented Product Features In: Journal of Law and Economics. [Full Text][Citation analysis] | article | 5 |
1993 | Optimal Taxation in Models of Endogenous Growth. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 434 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 30 2022. Contact: CitEc Team