Common factors and spatial dependence: an application to US house prices
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Publication:5861047
DOI10.1080/07474938.2020.1741785zbMath1490.62493OpenAlexW2890533553MaRDI QIDQ5861047
Publication date: 4 March 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://mpra.ub.uni-muenchen.de/89032/1/MPRA_paper_89032.pdf
generalized method of momentscross-sectional dependencecommon factorshouse pricesspatial panel data models
Applications of statistics to economics (62P20) Inference from spatial processes (62M30) Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Related Items
Estimation and inference in heterogeneous spatial panels with a multifactor error structure, Indirect inference estimation of higher-order spatial autoregressive models
Uses Software
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