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For the following example I'm getting Missing $ inserted... with regard to the \rho command:

a tangible benefit from acquiring positive reputation that is not captured within 
\citet{d05a}, in particular, it implies that in this setting \rho rises over time.

I tried $rho$, as it seemed to be suggesting, but that just put the word rho in italics.

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greek letters are "math"-objects. Hence you need to do $\rho$ (remember the backslash). :) – zeroth Mar 4 '13 at 15:51
\(\rho\) is the right thing: it's a math symbol and requires math mode. LaTeX experts will probably use $\rho$. – egreg Mar 4 '13 at 15:51
Absolutely amazing. I only started using LaTeX for the first time yesterday - talk about a steep learning curve! Thanks to both of you though, this has worked a treat! – dannyd Mar 4 '13 at 15:53
@egreg, I believe $...$ is (mildly) deprecated. At least I prefer \(...\) as it has clear open/close. – vonbrand Mar 4 '13 at 16:48

If you can use unicode-enabled engines such as XeTeX or LuaTeX, you can simply add the greek letter ρ into the document.

If you stick to tex of pdftex as engines, you can find a way by the inputenc package, for example here you can find some help.

In all cases, \(\rho\) or $\rho$ will give you a ρ in italics. If you need in upright shape, you can use the upgreek package for that.

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Just as a bit more information: remember to use $\uprho$ rather than $\rho$ after declaring the upgreek package (or the \(\) syntax as you desire). – Andy K. Mar 5 '13 at 15:24

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