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Volumn 14, Issue 4, 2008, Pages 351-361

Integration of international office markets and signal extraction

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EID: 58049205734     PISSN: 10835547     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (5)

References (14)
  • 1
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    • Globalization and Real Estate: Issues, Implications, Opportunities
    • Paper 0407, Fisher Center for Real Estate & Urban Economics, University of California
    • Bardhan, A. and C. Kroll. Globalization and Real Estate: Issues, Implications, Opportunities. Fisher Center Research Reports, Paper 0407, Fisher Center for Real Estate & Urban Economics, University of California, 2007.
    • (2007) Fisher Center Research Reports
    • Bardhan, A.1    Kroll, C.2
  • 3
    • 0000472488 scopus 로고
    • Likelihood Ratio Statistics for Auto-regressive Time Series with a Unit Root
    • Dickey, D. and W. Fuller. Likelihood Ratio Statistics for Auto-regressive Time Series with a Unit Root. Econometrica, 1981, 49, 1057-72.
    • (1981) Econometrica , vol.49 , pp. 1057-1072
    • Dickey, D.1    Fuller, W.2
  • 5
    • 0002437730 scopus 로고
    • A Test for Normality of Observations and Regression Residuals
    • Jarque, C. and A. Bera. A Test for Normality of Observations and Regression Residuals. International Statistical Review, 1987, 55, 163-72.
    • (1987) International Statistical Review , vol.55 , pp. 163-172
    • Jarque, C.1    Bera, A.2
  • 6
    • 0345510809 scopus 로고
    • Statistical Analysis of Cointegrating Vectors
    • Johansen, S. Statistical Analysis of Cointegrating Vectors. Journal of Dynamics and Control, 1988, 12, 231-54.
    • (1988) Journal of Dynamics and Control , vol.12 , pp. 231-254
    • Johansen, S.1
  • 7
    • 84981579311 scopus 로고
    • Maximum Likelihood Estimation and Inference on Cointegration with Applications to the Demand for Money
    • Johansen, S. and K. Juselius. Maximum Likelihood Estimation and Inference on Cointegration with Applications to the Demand for Money. Oxford Bulletin for Economics and Statistics, 1990, 52, 169-210.
    • (1990) Oxford Bulletin for Economics and Statistics , vol.52 , pp. 169-210
    • Johansen, S.1    Juselius, K.2
  • 8
    • 0033196692 scopus 로고    scopus 로고
    • The Integration of Commercial Real Estate Markets and Stock Markets
    • Ling, D. and A. Naranjo. The Integration of Commercial Real Estate Markets and Stock Markets. Real Estate Economics, 1999, 27, 483-515.
    • (1999) Real Estate Economics , vol.27 , pp. 483-515
    • Ling, D.1    Naranjo, A.2
  • 9
    • 0034489086 scopus 로고    scopus 로고
    • The Dynamics of the Singapore Commercial Property Market
    • Liow, K.H. The Dynamics of the Singapore Commercial Property Market. Journal of Property Research, 2000, 17:4, 279-91.
    • (2000) Journal of Property Research , vol.17 , Issue.4 , pp. 279-291
    • Liow, K.H.1
  • 10
    • 24944539936 scopus 로고    scopus 로고
    • Long-term Co-memories and Short-run Adjustment: Securitized Real Estate and Stock Markets
    • Liow, K.H. and H. Yang. Long-term Co-memories and Short-run Adjustment: Securitized Real Estate and Stock Markets. Journal of Real Estate Finance and Economics, 2005, 31:3, 283-300.
    • (2005) Journal of Real Estate Finance and Economics , vol.31 , Issue.3 , pp. 283-300
    • Liow, K.H.1    Yang, H.2
  • 11
    • 21444437806 scopus 로고    scopus 로고
    • Numerical Distribution Functions for Unit Root and Cointegration Tests
    • MacKinnon, J. Numerical Distribution Functions for Unit Root and Cointegration Tests. Journal of Applied Econometrics, 1996, 11, 601-18.
    • (1996) Journal of Applied Econometrics , vol.11 , pp. 601-618
    • MacKinnon, J.1
  • 12
    • 0033444729 scopus 로고    scopus 로고
    • Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration
    • MacKinnon, J., A. Haug, and L. Michelis. Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration. Journal of Applied Econometrics, 1999, 14, 563-77.
    • (1999) Journal of Applied Econometrics , vol.14 , pp. 563-577
    • MacKinnon, J.1    Haug, A.2    Michelis, L.3
  • 14
    • 2042517388 scopus 로고    scopus 로고
    • Long-run Dependencies and Long-run Non-periodic Co-cycles: Real Estate and Stock Markets
    • Wilson, P. and J. Okunev. Long-run Dependencies and Long-run Non-periodic Co-cycles: Real Estate and Stock Markets. Journal of Real Estate Research, 1999, 18:2, 257-78.
    • (1999) Journal of Real Estate Research , vol.18 , Issue.2 , pp. 257-278
    • Wilson, P.1    Okunev, J.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.