Improved Estimators of Hedonic Housing Price Models
Author:
Affiliation:
1. University of Cambridge, Cambridge CB3 9EP, U.K.
2. City University of Hong Kong, Kowloon, Hong Kong
Publisher
Informa UK Limited
Subject
Economics, Econometrics and Finance (miscellaneous)
Link
https://www.tandfonline.com/doi/pdf/10.1080/10835547.2007.12091199
Reference34 articles.
1. Finite sample moments of a bootstrap estimator of the james-stein rule
2. Do housing submarkets really matter?
3. Bootstrapping improved estimators for linear regression models
4. Selecting a double k-class estimator for regression coefficients
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