Modeling US housing prices by spatial dynamic structural equation models

DOI10.1214/12-AOAS613zbMath1288.62197arXiv1303.2915MaRDI QIDQ2443143

Luigi Ippoliti, Pasquale Valentini, Lara Fontanella

Publication date: 4 April 2014

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1303.2915

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Random fields; image analysis (62M40) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Uses Software

• spBayes
• bvarsv

Cites Work

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