Peter E. Rossi studies pricing and promotion, target marketing, direct marketing, micro-marketing, limited dependent variable models, and Bayesian statistical methods. He has published widely in marketing, economics, statistics, and econometrics including Quantitative Marketing and Economics, Marketing Science, the Journal of Marketing Research, the American Economic Review, the Journal of the American Statistical Association, Econometrica, the Journal of Political Economy, the Journal of Econometrics, Biometrika, the Journal of Business and Economic Statistics, and the Journal of Economic Theory. These articles have more than 5,600 citations as measured by Google Scholar. He is a coauthor of Bayesian Statistics and Marketing, John Wiley Series in Probability and Statistics.
Rossi received the 2000 Arthur Kelly Faculty Prize at Chicago Booth for service to the school. His article, "Bayesian Analysis of Stochastic Volatility Models," was named one of the most influential articles in the 20th anniversary issue of the Journal of Business and Economic Statistics.
A fellow of the American Statistical Association and the Journal of Econometrics, Rossi is the founding editor of Quantitative Marketing and Economics, past associate editor for the Journal of the American Statistical Association, the Journal of Econometrics, and the Journal of Business and Economic Statistics.
Rossi received a PhD in econometrics in 1984 and an MBA in management science from the University of Chicago in 1980. He received a bachelor's degree in mathematics and history from Oberlin College in 1976. He joined the Chicago Booth faculty in 1986.
Selected Publications
With T. Conley, C. Hansen and R. E. McCulloch, "A Semi-parametric Approach to the Instrumental Variables Problem," Journal of Econometrics. With J. P. Dube, G. Hitsch and M. Vittorino, "Category Pricing with State Dependent Utility," Marketing Science (2008).
With G. Allenby and J. Kim, "Product Attributes and Models of Multiple Discreteness," Journal of Econometrics (2006).
With G. Allenby and R. McCulloch, Bayesian Statistics and Marketing, in John Wiley Statistics and Probability Series (2005).
