Joint test for functional forms and heteroscedasticity with property sales and valuation data

DOI10.1002/ASM.3150110404zbMath0938.62115OpenAlexW2147546493MaRDI QIDQ4940120

Peijie Wang

Publication date: 2 March 2000

Published in: Applied Stochastic Models and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/asm.3150110404

zbMATH Keywords

heteroscedasticityBox-Cox transformationfunctional formopen market prices

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Point estimation (62F10) Microeconomic theory (price theory and economic markets) (91B24)

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