메뉴 건너뛰기




Volumn 19, Issue 1, 2002, Pages 1-12

A long run initial yield for offices: A panel cointegration test

Author keywords

[No Author keywords available]

Indexed keywords

COINTEGRATION ANALYSIS; METHODOLOGY; PANEL DATA; PROPERTY MARKET;

EID: 0036092979     PISSN: 09599916     EISSN: None     Source Type: Journal    
DOI: 10.1080/09599910110110680     Document Type: Article
Times cited : (3)

References (36)
  • 12
    • 0000335037 scopus 로고    scopus 로고
    • Follow the leader: How changes in residential and non-residential investment predict changes in GDP
    • (1997) Real Estate Economics , vol.25 , Issue.2 , pp. 253-270
    • Green, R.1
  • 15
    • 0000158117 scopus 로고
    • Estimation and hypothesis testing of cointegration vector auto-regressive models
    • (1991) Econometrica , vol.59 , Issue.6 , pp. 1551-1580
    • Johansen, S.1
  • 24
    • 0006026746 scopus 로고
    • The Cap Rate, 1966-1984: A test of the impact of income tax changes on income property
    • (1987) Land Economics , vol.63 , pp. 147-152
    • Nourse, H.O.1
  • 25
    • 0002218081 scopus 로고
    • Structural and vector autoregressive approaches to modeling real estate and property stock prices in Singapore
    • (1994) Journal of Property Finance , vol.5 , Issue.4 , pp. 4-18
    • Ong, S.E.1
  • 35
    • 21344481029 scopus 로고
    • Exploiting cross-section variation for unit root inference in dynamic data
    • (1994) Economic Letters , vol.44 , pp. 9-19
    • Quah, D.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.