An autoregressive approach to house price modeling

DOI10.1214/10-AOAS380zbMath1220.62109arXiv1104.2719OpenAlexW2120515048MaRDI QIDQ542458

Lawrence D. Brown, Chaitra H. Nagaraja, Linda H. Zhao

Publication date: 10 June 2011

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

Full work available at URL: https://arxiv.org/abs/1104.2719

zbMATH Keywords

time serieshousing indexrepeat sales

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Microeconomic theory (price theory and economic markets) (91B24)

Related Items (4)

An optimal double stopping rule for a buying-selling problem ⋮ Statistical theory powering data science ⋮ SURE Estimates for a Heteroscedastic Hierarchical Model ⋮ An autoregressive approach to house price modeling

Cites Work

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• An autoregressive approach to house price modeling
• Best Linear Unbiased Estimation and Prediction under a Selection Model

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