Daily House Price Indices: Construction, Modeling, and Longer-run Predictions
Author:
Affiliation:
1. Department of Economics; Duke University; Durham NC USA
2. NBER; Cambridge MA USA
3. CREATES; Aaarhus Denmark
4. Quantitative Research Group; Moody's Analytics, Inc.; San Francisco CA USA
Funder
National Science Foundation
Danish National Research Foundation
Publisher
Wiley
Subject
Economics and Econometrics,Social Sciences (miscellaneous)
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1002/jae.2471/fullpdf
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4. Hedonic housing prices in Paris: an unbalanced spatial lag pseudo-panel model with nested random effects;Baltagi;Journal of Applied Econometrics,2014
5. Generalized autoregressive conditional heteroskedasticity;Bollerslev;Journal of Econometrics,1986
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