UK Housing Market: Time Series Processes with Independent and Identically Distributed Residuals
Author:
Publisher
Springer Science and Business Media LLC
Subject
Urban Studies,Economics and Econometrics,Finance,Accounting
Link
http://link.springer.com/content/pdf/10.1007/s11146-008-9117-3.pdf
Reference36 articles.
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3. Bond, S. A., Patel, K. (2003) The conditional distribution of real estate returns: Are higher moments time varying? Journal of Real Estate Finance and Economics, 26(2/3), 319–339.
4. Bourassa, S. C., Hoesli, M., Sun, J. (2006) A simple alternative house price index method. Journal of Housing Economics, 15(1), 80–97.
5. Brock, W. A., Dechert, W. D., Scheinkman, J. A., Lebaron, B. (1996) A test for independence based on the correlation dimension. Econometric Reviews, 15(3), 197–235.
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