Peter E Rossi
Peter E Rossi
James Collins Professor of Economics, Marketing, and Statistics
Verified email at anderson.ucla.edu
Title
Cited by
Cited by
Year
Bayesian analysis of stochastic volatility models
E Jacquier, NG Polson, PE Rossi
Journal of Business & Economic Statistics 20 (1), 69-87, 2002
20202002
Stock prices and volume
AR Gallant, PE Rossi, G Tauchen
The Review of Financial Studies 5 (2), 199-242, 1992
18041992
Bayesian statistics and marketing
PE Rossi, GM Allenby, R McCulloch
John Wiley & Sons, 2012
13502012
Marketing models of consumer heterogeneity
GM Allenby, PE Rossi
Journal of econometrics 89 (1-2), 57-78, 1998
9081998
Optimal taxation in models of endogenous growth
LE Jones, RE Manuelli, PE Rossi
Journal of Political economy 101 (3), 485-517, 1993
9041993
The value of purchase history data in target marketing
PE Rossi, RE McCulloch, GM Allenby
Marketing Science 15 (4), 321-340, 1996
8031996
Determinants of store-level price elasticity
SJ Hoch, BD Kim, AL Montgomery, PE Rossi
Journal of marketing Research 32 (1), 17-29, 1995
6961995
An exact likelihood analysis of the multinomial probit model
R McCulloch, PE Rossi
Journal of Econometrics 64 (1-2), 207-240, 1994
6541994
Plausibly exogenous
TG Conley, CB Hansen, PE Rossi
Review of Economics and Statistics 94 (1), 260-272, 2012
6152012
Bayesian analysis of stochastic volatility models with fat-tails and correlated errors
E Jacquier, NG Polson, PE Rossi
Journal of Econometrics 122 (1), 185-212, 2004
5902004
Bayesian statistics and marketing
PE Rossi, GM Allenby
Marketing Science 22 (3), 304-328, 2003
5832003
Why don't prices rise during periods of peak demand? Evidence from scanner data
JA Chevalier, AK Kashyap, PE Rossi
American Economic Review 93 (1), 15-37, 2003
5612003
Nonlinear dynamic structures
AR Gallant, PE Rossi, G Tauchen
Econometrica: Journal of the Econometric Society, 871-907, 1993
4841993
Modeling consumer demand for variety
J Kim, GM Allenby, PE Rossi
Marketing Science 21 (3), 229-250, 2002
4332002
On the optimal taxation of capital income
LE Jones, RE Manuelli, PE Rossi
journal of economic theory 73 (1), 93-117, 1997
4091997
Quality perceptions and asymmetric switching between brands
GM Allenby, PE Rossi
Marketing science 10 (3), 185-204, 1991
4011991
State dependence and alternative explanations for consumer inertia
JP Dubé, GJ Hitsch, PE Rossi
The RAND Journal of Economics 41 (3), 417-445, 2010
3412010
A Bayesian analysis of the multinomial probit model with fully identified parameters
RE McCulloch, NG Polson, PE Rossi
Journal of econometrics 99 (1), 173-193, 2000
3372000
Similarities in choice behavior across product categories
A Ainslie, PE Rossi
Marketing Science 17 (2), 91-106, 1998
3291998
Response modeling with nonrandom marketing-mix variables
P Manchanda, PE Rossi, PK Chintagunta
Journal of Marketing Research 41 (4), 467-478, 2004
3072004
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Articles 1–20