Comovements among U.S. state housing prices: Evidence from fractional cointegration

Author:

Barros Carlos Pestana,Gil-Alana Luis A.,Payne James E.

Publisher

Elsevier BV

Subject

Economics and Econometrics

Reference66 articles.

1. Nonstationarity-extended local whittle estimation;Abadir;Journal of Econometrics,2007

2. Seasonality and cointegration of regional house prices in the UK;Alexander;Urban Studies,1994

3. A bias-reduced log-periodogram regression estimator for the long memory parameter;Andrews;Econometrica,2003

4. Apergis, N. and J.E. Payne forthcoming, “Convergence in U.S. Housing Prices by State: Evidence from the Club Convergence and Clustering Procedure”, Letters in Spatial and Resource Sciences.

5. Modelling regional house prices in the UK;Ashworth;Scottish Journal of Political Economy,1997

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