University of Chicago GSB

Peter Rossi

2007

Rossi, Peter, "Category Pricing with State Dependent Utility," Marketing Science, forthcoming.

Rossi, Peter, "A Semi-Parametric Bayesian Approch to the Instrumental Variable Problem," Journal of Econometrics, forthcoming.

Rossi, Peter, "Product Attributes and Models of Multiple Discreteness," Journal of Econometrics, 138 (2007), pp. 208-230.  

2006

Rossi, Peter, “Hierarchical Bayes Models: A Practitioner's Guide,” with G. Allenby, in The Handbook of Marketing Research, R. Grover and M. Vriens (eds.), June 2006, Sage Publications.

Rossi, Peter, “Structural Modeling in Marketing: Review and Assessment,” with P. Chintagunta, T. Erdem and M. Wedel, Marketing Science, Vol. 25, No. 6, November–December 2006, pp. 581-605.

Rossi, Peter, “A Direct Approach to Data Fusion,” with Z. Gilula and R. McCulloch, Journal of Marketing Research, Vol. XLIII, February 2006, pp. 73-83.

2005

Rossi, Peter E., Bayesian Statistics and Marketing, with G. Allenby and R. McCulloch, John Wiley & Sons, December 2005.

Rossi, Peter E., "Structural Modeling and Policy Simulation," with B. Bronnenberg and N. Vilcassim, Journal of Marketing Research, Vol. XLII (February 2005), 22–26.

2004

Rossi, Peter, "When BDT in Marketing Meant Bayesian Decision Theory: The Influence of Paul Green's Research," with E. Bradlow, P. Lenk, and G. Allenby, in Marketing Research and modeling: Progress and Prospects, A Tribute to Paul Green, Y. Wind and P.E. Green (eds.), p. 17-39, Kluwer Academic Press.

Rossi, Peter, "Response Modeling with Non-random Marketing Mix Variables,” with P.Chintagunta and P.Manchanda, Journal of Marketing Research, Vol. XLI (November 2004), 467–478.

Rossi, Peter, "The HB Revolution," with G.Allenby and D. Bakken, (Summer 2004), Marketing Research, 20-25.

Rossi, Peter, "The Role of Retail Competition and Retail Strategy as Drivers of Promotional Sensitivity," with P.Boatwright and S.Dhar, (2004), Quantitative Marketing and Economics, 2, 169–190.

2003

Rossi, Peter, "Bayesian Analysis of Stochastic Volatility Models with Fat-tails and Correlated Errors," with E. Jacquier and N. Polson, Journal of Econometrics, (2003).

Rossi, Peter, "Bayesian Statistics and Marketing," with G. Allenby, Marketing Science, 22, 304-329, (2003).

Rossi, Peter, "Why Don't Prices Rise During Periods of Peak Demand?" with J. Chevalier and A. Kashyap, AER, 93(1), 15-37, (2003).

2002

Rossi, Peter, ""Modeling Consumer Demand for Variety," with G. Allenby and J. Kim, Marketing Science, Vol.21, 229-250 (2002).

2001

Rossi, Peter, "Bayesian Analysis of Stochastic Volatility Models with Fat-tails and Correlated Errors," with E. Jacquier and N. Polson, Journal of Econometrics, forthcoming.

Rossi, Peter, "Overcoming Scale Usage Heterogeneity: a Bayesian Hierarchical Approach," with G. Allenby and Z. Gilula (2001), Journal of the American Statistical Association, Vol. 96, 20-31

2000

Rossi, Peter, “Bayesian Analysis of the Multinomial Probit Model with Fully Identified Parameters,” with R. McCulloch, (2000), Journal of Econometrics, 99, 173-193.

Rossi, Peter, “Bayesian Analysis of the Multinomial Probit Model with Fully Identified Parameters,” with R. McCulloch, (2000), Simulation-Based Inference in Econometrics, (Mariano, Weeks and Schuermann, eds), Cambridge; Cambridge University.

Rossi, Peter, “Making Sense of Scanner Data, ” with P. Delurgio and D. Kantor, (2000), Harvard Business Review.

Rossi, Peter, “Overcoming Scale Usage Heterogeneity" with G. Allenby and Z. Gilula, forthcoming, Journal of the American Statistical Association.

Rossi, Peter, “Statistics and Marketing, ” with G. Allenby, forthcoming, Journal of the American Statistical Association.

1999

Rossi, Peter, “Account-Level Modeling for Trade Promotion: An Application of a Constrained Parameter Hierarchical Model” with P. Boatwright and R. McCulloch (1999), Journal of the American Statistical Association, 94, 1063-1073.

Rossi, Peter, “Estimating Price Elasticities with Theory-Based Priors,” with A. Montgomery (1999), Journal of Marketing Research, 36, 413-423.

Rossi, Peter, “Marketing Models of Consumer Heterogeneity,” with G. Allenby (1999), Journal of Econometrics, 89, 57-78.

Rossi, Peter, “Bayesian Analysis of the Multinomial Probit Model with Fully Identified Parameters,” with R. McCulloch, forthcoming, Journal of Econometrics.

Rossi, Peter, “Statistics and Marketing,” with G. Allenby, forthcoming, Journal of the American Statistical Association.

Rossi, Peter, “Making Sense of Scanner Data,” with P. Delurgio and D. Kantor, forthcoming, Harvard Business Review.

1998

Rossi, Peter, “Similarities in Choice Behavior Across Product Categories,” with A. Ainslie (1998), Marketing Science, 17, 91-106.

Rossi, Peter, “Bayesian Analysis of Multinomial Probit Model,” with R. McCulloch, forthcoming, in Mariano, Weeks and Schuermann, eds., Simulation-Based Inference in Econometrics, Cambridge: Cambridge University.

1997

Rossi, Peter, “On the Value of Household Information in Target Marketing,” with G. Allenby and R. McCulloch (1997), Marketing Science, 15, 321-340.

Rossi, Peter, “On the Taxation of Capital Income,” with L. Jones and R. Manuelli (1997), Journal of Economic Theory, 73, 93-117.