Peter E. Rossi : Citation Profile


Are you Peter E. Rossi?

University of California-Los Angeles (UCLA)

24

H index

36

i10 index

4281

Citations

RESEARCH PRODUCTION:

44

Articles

17

Papers

1

Books

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   40 years (1979 - 2019). See details.
   Cites by year: 107
   Journals where Peter E. Rossi has often published
   Relations with other researchers
   Recent citing documents: 278.    Total self citations: 18 (0.42 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pro227
   Updated: 2020-10-17    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 (37)

Asai, Manabu (34)

Yu, Jun (33)

Bos, Charles (33)

Clark, Todd (28)

Levy, Daniel (28)

Bollerslev, Tim (27)

van Dijk, Herman (26)

Chintagunta, Pradeep (25)

Carriero, Andrea (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)

Hausman, Jerry (6)

Pakes, Ariel (6)

Main data


Where Peter E. Rossi has published?


Journals with more than one article published# docs
Journal of Econometrics11
Journal of Business & Economic Statistics7
Marketing Science7
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 (2020 and 2019)


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

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

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2020Robust 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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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2020Stochastic dominance tests. (2020). Tsionas, Mike G ; Topaloglou, Nikolas. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:112:y:2020:i:c:s0165188920300191.

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2020Rigidities and adjustments of daily prices to costs: Evidence from supermarket data. (2020). Waterson, Michael ; Giulietti, Monica ; Otero, Jesus. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:116:y:2020:i:c:s0165188920300956.

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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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2020Environmentally aware households. (2020). Delis, Manthos ; Iosifidi, Maria. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:263-279.

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2020Religiosity and the adoption of formal financial services. (2020). Ji, Yaling. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:378-396.

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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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2020Positional momentum and liquidity management; a bivariate rank approach. (2020). Panahidargahloo, Akram. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819302232.

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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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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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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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2020Twisted probabilities, uncertainty, and prices. (2020). Sargent, Thomas J ; Han, Lloyd S ; Szke, Balint ; Hansen, Lars Peter. In: Journal of Econometrics. RePEc:eee:econom:v:216:y:2020:i:1:p:151-174.

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2020Multivariate leverage effects and realized semicovariance GARCH models. (2020). Quaedvlieg, Rogier ; Bollerslev, Tim ; Patton, Andrew J. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:2:p:411-430.

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2019Commonality in liquidity among Middle East and North Africa emerging stock markets: Does it really matter?. (2019). Ftiti, Zied ; Hadhri, Sinda. In: Economic Systems. RePEc:eee:ecosys:v:43:y:2019:i:3:s0939362518302358.

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2020Economic indicators and stock market volatility in an emerging economy. (2020). Ryu, Doojin ; Cho, Hoon ; Chun, Dohyun. In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:2:s0939362518305594.

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2019Are passengers compensated for incurring an airport layover? Estimating the value of layover time in the U.S. airline industry. (2019). Luttmann, Alexander. In: Economics of Transportation. RePEc:eee:ecotra:v:17:y:2019:i:c:p:1-13.

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2019Taxing capital? The importance of how human capital is accumulated. (2019). Peterman, William ; Blandin, Adam. In: European Economic Review. RePEc:eee:eecrev:v:119:y:2019:i:c:p:482-508.

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2019Personal liberties, religiosity, and effort. (2019). Mayoral, Laura ; Levy, Gilat ; Esteban, Joan. In: European Economic Review. RePEc:eee:eecrev:v:120:y:2019:i:c:s0014292119301783.

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2019On the effect of HB covariance matrix prior settings: A simulation study. (2019). Kurz, Peter ; Hein, Maren ; Steiner, Winfried J. In: Journal of choice modelling. RePEc:eee:eejocm:v:31:y:2019:i:c:p:51-72.

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2020Logit mixture with inter and intra-consumer heterogeneity and flexible mixing distributions. (2020). Atasoy, Bilge ; Danaf, Mazen ; Ben-Akiva, Moshe. In: Journal of choice modelling. RePEc:eee:eejocm:v:35:y:2020:i:c:s1755534519300934.

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2020Individual-specific posterior distributions from Mixed Logit models: Properties, limitations and diagnostic checks. (2020). Sarrias, Mauricio. In: Journal of choice modelling. RePEc:eee:eejocm:v:36:y:2020:i:c:s1755534520300233.

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2020A Dirichlet process mixture model of discrete choice: Comparisons and a case study on preferences for shared automated vehicles. (2020). Vij, Akshay ; Rashidi, Taha H ; Krueger, Rico. In: Journal of choice modelling. RePEc:eee:eejocm:v:36:y:2020:i:c:s1755534520300282.

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2019Addressing endogeneity in aggregate logit models with time-varying parameters for optimal retail-pricing. (2019). Guhl, Daniel. In: European Journal of Operational Research. RePEc:eee:ejores:v:277:y:2019:i:2:p:684-698.

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2021The forgotten sons: Warehousing systems for brick-and-mortar retail chains. (2021). Fussler, David ; de Koster, Rene ; Boysen, Nils. In: European Journal of Operational Research. RePEc:eee:ejores:v:288:y:2021:i:2:p:361-381.

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2019Probabilistic electricity price forecasting with Bayesian stochastic volatility models. (2019). Kostrzewska, Jadwiga ; Kostrzewski, Maciej . In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:610-620.

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2019Crude oil price shocks and hedging performance: A comparison of volatility models. (2019). Cho, Hoon ; Chun, Dohyun ; Kim, Jihun. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:1132-1147.

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2020What can be learned from the free destination option in the LNG imbroglio?. (2020). Massol, Olivier ; Creti, Anna ; Baba, Amina. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301043.

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2019Switching behavior in the Italian electricity retail market: Logistic and mixed effect Bayesian estimations of consumer choice. (2019). Fontana, Magda ; Nava, Consuelo Rubina ; Iori, Martina. In: Energy Policy. RePEc:eee:enepol:v:129:y:2019:i:c:p:339-351.

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2019The value of local electricity - A choice experiment among German residential customers. (2019). Weinhardt, Christof ; Huber, Julian ; Schonland, Thomas ; Mengelkamp, Esther. In: Energy Policy. RePEc:eee:enepol:v:130:y:2019:i:c:p:294-303.

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2019An experimental approach to climate finance: the impact of auction design and policy uncertainty on renewable energy equity costs in Europe. (2019). Botta, Enrico. In: Energy Policy. RePEc:eee:enepol:v:133:y:2019:i:c:s0301421519304185.

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2020Uncertainty in electricity markets from a semi-nonparametric approach. (2020). Perote, Javier ; Cortes, Lina M ; Trespalacios, Alfredo. In: Energy Policy. RePEc:eee:enepol:v:137:y:2020:i:c:s0301421519306780.

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2020Locational impact and network costs of energy transition: Introducing geographical price signals for new renewable capacity. (2020). Trujillo-Baute, Elisa ; Davi-Arderius, Daniel ; Costa-Campi, Maria Teresa. In: Energy Policy. RePEc:eee:enepol:v:142:y:2020:i:c:s0301421520302202.

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2019Impacts of the consumer heterogeneity in fuel economy valuation on compliance with fuel economy standards. (2019). Liu, Nawei ; Xie, Fei ; Lin, Zhenhong ; Jin, Mingzhou. In: Energy. RePEc:eee:energy:v:177:y:2019:i:c:p:167-174.

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2020Information-based trading and information propagation: Evidence from the exchange traded fund market. (2020). Zhao, Yang ; Xu, LU. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301393.

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2019Model comparison tests of linear factor models in U.K. stock returns. (2019). Fletcher, Jonathan. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:281-291.

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2019Residential location choice in a developing country: What matter? A choice experiment application in Burkina Faso. (2019). Traore, Sidnoma. In: Forest Policy and Economics. RePEc:eee:forpol:v:102:y:2019:i:c:p:1-9.

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2019Competing with co-created products. (2019). Syam, Niladri B ; Pazgal, Amit ; Cohen-Vernik, Dinah. In: International Journal of Research in Marketing. RePEc:eee:ijrema:v:36:y:2019:i:1:p:63-82.

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2019Airline loyalty (programs) across borders: A geographic discontinuity approach. (2019). van Ommeren, Jos ; Behrens, Christiaan ; de Jong, Gerben. In: International Journal of Industrial Organization. RePEc:eee:indorg:v:62:y:2019:i:c:p:251-272.

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2019The effects of government spending on real exchange rates: Evidence from military spending panel data. (2019). Sheremirov, Viacheslav ; Nguyen, Thuy Lan ; Miyamoto, Wataru. In: Journal of International Economics. RePEc:eee:inecon:v:116:y:2019:i:c:p:144-157.

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2020Uncertainty matters: Evidence from close elections. (2020). Redl, Chris. In: Journal of International Economics. RePEc:eee:inecon:v:124:y:2020:i:c:s0022199620300155.

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2020Forecasting from others’ experience: Bayesian estimation of the generalized Bass model. (2020). Montoya-Blandón, Santiago ; Montoya-Blandon, Santiago ; Ramirez-Hassan, Andres. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:442-465.

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2020Inferring attribute non-attendance using eye tracking in choice-based conjoint analysis. (2020). Guhl, Daniel ; Yegoryan, Narine ; Klapper, Daniel. In: Journal of Business Research. RePEc:eee:jbrese:v:111:y:2020:i:c:p:290-304.

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2020Out with the old: A Bayesian approach to estimating product modification rates. (2020). Yeniyurt, Sengun ; Aktekin, Tevfik ; Yalcinkaya, Goksel . In: Journal of Business Research. RePEc:eee:jbrese:v:118:y:2020:i:c:p:141-149.

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2019The preference for sustainable coffee and a new approach for dealing with hypothetical bias. (2019). Wree, Philipp ; Clemm, Alexandra ; Wuepper, David. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:158:y:2019:i:c:p:475-486.

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2019Inequality, crime, and the long run legacy of slavery. (2019). Vargas, Juan ; Buonanno, Paolo. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:159:y:2019:i:c:p:539-552.

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2019Habit formation and activity persistence: Evidence from gym equipment. (2019). Kessler, Lawrence M ; Harris, Matthew C. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:166:y:2019:i:c:p:688-708.

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2020Don’t blame the messenger. The Delivery method of a message matters. (2020). Scartascini, Carlos ; Ortega, Daniel. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:170:y:2020:i:c:p:286-300.

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2020The effect of inertia on brand-name versus generic drug choices. (2020). Kobayashi, Yasuki ; Hara, Konan ; Ito, Yuki. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:172:y:2020:i:c:p:364-379.

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2020Pricing structured products with economic covariates. (2020). Jacobs, Kris ; Doshi, Hitesh ; Choi, Yongseok ; Turnbull, Stuart M. In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:3:p:754-773.

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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.
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article216
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: 216
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: 216
paper
2008Teaching Bayesian Statistics to Marketing and Business Students In: The American Statistician.
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article0
2001Overcoming Scale Usage Heterogeneity: A Bayesian Hierarchical Approach In: Journal of the American Statistical Association.
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article30
1994Bayesian Analysis of Stochastic Volatility Models. In: Journal of Business & Economic Statistics.
[Citation analysis]
article616
2002Bayesian Analysis of Stochastic Volatility Models..(2002) In: Journal of Business & Economic Statistics.
[Citation analysis]
This paper has another version. Agregated cites: 616
article
1994Bayesian Analysis of Stochastic Volatility Models: Comments: Reply. In: Journal of Business & Economic Statistics.
[Citation analysis]
article423
1995Modeling the Distribution of Price Sensitivity and Implications for Optimal Retail Pricing. In: Journal of Business & Economic Statistics.
[Citation analysis]
article23
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]
article14
2010State dependence and alternative explanations for consumer inertia In: RAND Journal of Economics.
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article91
2009State Dependence and Alternative Explanations for Consumer Inertia.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 91
paper
1995Models and Priors for Multivariate Stochastic Volatility In: CIRANO Working Papers.
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paper10
1999Stochastic Volatility: Univariate and Multivariate Extensions In: CIRANO Working Papers.
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paper26
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: 26
paper
1999Stochastic Volatility: Univariate and Multivariate Extensions.(1999) In: Computing in Economics and Finance 1999.
[Citation analysis]
This paper has another version. Agregated cites: 26
paper
1993Nonlinear Dynamic Structures. In: Econometrica.
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article237
1979The independence transformation of specific substitutes and specific complements In: Economics Letters.
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article0
1979The cost of search and rational random behavior In: Economics Letters.
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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]
article225
2007Product attributes and models of multiple discreteness In: Journal of Econometrics.
[Full Text][Citation analysis]
article10
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]
article21
1984Bayesian analysis of dichotomous quantal response models In: Journal of Econometrics.
[Full Text][Citation analysis]
article24
1985Comparison of alternative functional forms in production In: Journal of Econometrics.
[Full Text][Citation analysis]
article11
1984Comparison of Alternative Functional Forms in Production.(1984) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
paper
1991A bayesian approach to testing the arbitrage pricing theory In: Journal of Econometrics.
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article26
1994An exact likelihood analysis of the multinomial probit model In: Journal of Econometrics.
[Full Text][Citation analysis]
article205
1998Marketing models of consumer heterogeneity In: Journal of Econometrics.
[Full Text][Citation analysis]
article125
2000A Bayesian analysis of the multinomial probit model with fully identified parameters In: Journal of Econometrics.
[Full Text][Citation analysis]
article86
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]
article206
1993On the Optimal Taxation of Capital Income.(1993) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 206
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]
article83
1996The Value of Purchase History Data in Target Marketing In: Marketing Science.
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article183
1998Similarities in Choice Behavior Across Product Categories In: Marketing Science.
[Full Text][Citation analysis]
article64
2003Bayesian Statistics and Marketing In: Marketing Science.
[Full Text][Citation analysis]
article50
2006Structural Modeling in Marketing: Review and Assessment In: Marketing Science.
[Full Text][Citation analysis]
article62
2008Category Pricing with State-Dependent Utility In: Marketing Science.
[Full Text][Citation analysis]
article17
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]
article10
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]
article23
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]
paper25
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]
article14
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.
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article474
1994Advances in Random Utility Models In: MPRA Paper.
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paper3
2014Bayesian Non- and Semi-parametric Methods and Applications In: Economics Books.
[Citation analysis]
book17
2006Do Switching Costs Make Markets Less Competitive? In: 2006 Meeting Papers.
[Citation analysis]
paper1
2014All Roads Lead to Arnold In: Econometric Reviews.
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article0
2012Plausibly Exogenous In: The Review of Economics and Statistics.
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article118
2014Valuation of Patented Product Features In: Journal of Law and Economics.
[Full Text][Citation analysis]
article3
1993Optimal Taxation in Models of Endogenous Growth. In: Journal of Political Economy.
[Full Text][Citation analysis]
article401

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