Peter E Rossi

Dados Biográficos

ID350022
NOMEPeter E Rossi
PRENOMESPeter E
SOBRENOMERossi
ASSINATURAROSSI P E
AFILIAÇÕESUniversity of Chicago
VERIFICADONão
TOTAL DE OBRAS11
TOTAL DE CITAÇÕES59
TOTAL COMO AUTOR11
TOTAL COMO EDITOR0
PRIMEIRO ANO DE PUBLICAÇÃO1977
ANO MAIS RECENTE DE PUBLICAÇÃO2018
ÍNDICE H3

  • The Value of Flexible Work

    M Keith Chen, Judith A Chevalier et al.ARTICLEJournal of Political Economy2018Citada por: 21Referências: 3

    Technology has facilitated new, nontraditional work arrangements, including the ride-sharing company Uber. Uber drivers provide rides anytime they choose. Using data on hourly earnings and driving, we document driver utilization of this real-time flexibility. We propose that the value of flexibility can be measured as deriving from time variation in the drivers’ reservation wage. Measuring time variation in drivers’ reservation wages allows us to…

  • Plausibly Exogenous

    Timothy G Conley, Christian Hansen et al.ARTICLEThe Review of Economics and…2012

    Instrumental variable (IV) methods are widely used to identify causal effects in models with endogenous explanatory variables. Often the instrument exclusion restriction that underlies the validity of the usual IV inference is suspect; that is, instruments are only plausibly exogenous. We present practical methods for performing inference while relaxing the exclusion restriction. We illustrate the approaches with empirical examples that examine t…

  • Bayesian Analysis of Stochastic Volatility Models

    Eric Jacquier, Nicholas G Polson et al.ARTICLEJournal of Business and Economic…2002

    New techniques for the analysis of stochastic volatility models in which the logarithm of conditional variance follows an autoregressive model are developed. A cyclic Metropolis algorithm is used to construct a Markov-chain simulation tool. Simulations from this Markov chain coverage in distribution to draws from the posterior distribution enabling exact finite-sample inference. The exact solution to the filtering/smoothing problem of inferring a…

  • Modeling the Distribution of Price Sensitivity and Implications for Optimal Retail Pricing

    Byung-Do Kim, Robert C Blattberg et al.ARTICLEJournal of Business and Economic…1995

    This article focuses on the distribution of price sensitivity across consumers. We employ a random-coefficient logit model in which brand-specific intercepts and price-slope coefficients are allowed to vary across households. The model is estimated with panel data for two product categories. The implications of the estimated model are deduced through an optimal retail pricing analysis that combines the panel data with chain-level cost figures. We…

  • Dan Nelson Remembered

    Tim Bollerslev, Peter E RossiARTICLEJournal of Business and Economic…1995

  • Bayesian Analysis of Stochastic Volatility Models

    Eric Jacquier, Nicholas G Polson et al.ARTICLEJournal of Business and Economic…1994

    New techniques for the analysis of stochastic volatility models in which the logarithm of conditional variance follows an autoregressive model are developed. A cyclic Metropolis algorithm is used to construct a Markov-chain simulation tool. Simulations from this Markov chain converge in distribution to draws from the posterior distribution enabling exact finite-sample inference. The exact solution to the filtering/smoothing problem of inferring a…

  • [Bayesian Analysis of Stochastic Volatility Models]

    Eric Jacquier, Nicholas G Polson et al.ARTICLEJournal of Business and Economic…1994

  • Optimal Taxation in Models of Endogenous Growth

    Larry Eugene Jones, Rodolfo E Manuelli et al.ARTICLEJournal of Political Economy1993Citada por: 34Referências: 2

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  • There Is No Aggregation Bias

    Greg M Allenby, Peter E RossiARTICLEJournal of Business and Economic…1991

    In this article, we examine the aggregation properties of (nested) logit models to understand their exceptional macro-level performance. The problem of aggregating micro logit models involves integrating nonlinear functions of model parameters over a distribution of consumer heterogeneity. The aggregation problem is analyzed using a mixture of analytic and simulation techniques, with the simulation experiments using actual panel data to calibrate…

  • [Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained from Financial Market Data]

    Peter E RossiARTICLEJournal of Business and Economic…1986

  • Body time and social time

    Open AccessAlice S Rossi, Peter E RossiARTICLESocial Science Research1977Citada por: 4Referências: 25