REITs' dynamics under structural change with unknown break points

Journal of Housing Economics

Volumn 16, Issue 1, 2007, Pages 37-58

  Kim, J W ^a   Leatham, D J ^b   Bessler, D A ^b  

^a Korea Institute for Industrial Economics and Trade   (South Korea)

^b TEXAS A AND M UNIVERSITY   (United States)

Author keywords

Directed acyclic graphs; Real estate investment trusts; S P 500; Structural change with unknown break point; Time series innovations; Vector autoregression

Indexed keywords

EID: 34249717393     PISSN: 10511377     EISSN: 10960791     Source Type: Journal    
DOI: 10.1016/j.jhe.2007.04.001     Document Type: Article

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