메뉴 건너뛰기




Volumn 11, Issue 4, 2009, Pages 407-425

Estimating commercial property prices: An application of cokriging with housing prices as ancillary information

Author keywords

Cokriging; Commercial property; Housing prices; Spatial autocorrelation; Variogram

Indexed keywords

ACCURACY ASSESSMENT; AUTOCORRELATION; COMMERCIAL ACTIVITY; ESTIMATION METHOD; HEDONIC ANALYSIS; KRIGING; PRECISION; PRICE DYNAMICS; PROPERTY MARKET; SPATIAL ANALYSIS; VARIOGRAM;

EID: 71249086313     PISSN: 14355930     EISSN: 14355949     Source Type: Journal    
DOI: 10.1007/s10109-009-0095-7     Document Type: Article
Times cited : (18)

References (39)
  • 2
    • 33947097410 scopus 로고    scopus 로고
    • Incorporating spatial variation in housing attribute prices: A comparison of geographically weighted regression and the spatial expansion method
    • C Bitter GF Mulligan S Dall'erba 2007 Incorporating spatial variation in housing attribute prices: a comparison of geographically weighted regression and the spatial expansion method J Geogr Syst 9 1 7 27
    • (2007) J Geogr Syst , vol.9 , Issue.1 , pp. 7-27
    • Bitter, C.1    Mulligan, G.F.2    Dall'Erba, S.3
  • 3
    • 0027089227 scopus 로고
    • Specification and estimation of hedonic housing price models
    • A Can 1992 Specification and estimation of hedonic housing price models Reg Sci Urban Econ 22 3 453 474
    • (1992) Reg Sci Urban Econ , vol.22 , Issue.3 , pp. 453-474
    • Can, A.1
  • 4
    • 3843067620 scopus 로고    scopus 로고
    • Modeling spatial and temporal house price patterns: A comparison of four models
    • B Case J Clapp R Dubin M Rodriguez 2004 Modeling spatial and temporal house price patterns: a comparison of four models J Real Estate Financ Econ 29 2 167 191
    • (2004) J Real Estate Financ Econ , vol.29 , Issue.2 , pp. 167-191
    • Case, B.1    Clapp, J.2    Dubin, R.3    Rodriguez, M.4
  • 5
    • 0000464146 scopus 로고
    • On the price of land and the value of amenities
    • P Cheshire S Sheppard 1995 On the price of land and the value of amenities Economica 62 246 247 267
    • (1995) Economica , vol.62 , Issue.246 , pp. 247-267
    • Cheshire, P.1    Sheppard, S.2
  • 6
    • 0029529467 scopus 로고
    • Spatial estimation of housing prices and locational rents
    • J Chica-Olmo 1995 Spatial estimation of housing prices and locational rents Urban Stud 32 8 1331 1344
    • (1995) Urban Stud , vol.32 , Issue.8 , pp. 1331-1344
    • Chica-Olmo, J.1
  • 7
    • 0036917944 scopus 로고    scopus 로고
    • Predicting spatial patterns of house prices using LPR and Bayesian smoothing
    • JM Clapp HJ Kim AE Gelfand 2002 Predicting spatial patterns of house prices using LPR and Bayesian smoothing Real Estate Econ 30 4 505 532
    • (2002) Real Estate Econ , vol.30 , Issue.4 , pp. 505-532
    • Clapp, J.M.1    Kim, H.J.2    Gelfand, A.E.3
  • 8
    • 0034796936 scopus 로고    scopus 로고
    • Environmental variables and real estate prices
    • A Din M Hoesli A Bender 2001 Environmental variables and real estate prices Urban Stud 38 11 1989 2000
    • (2001) Urban Stud , vol.38 , Issue.11 , pp. 1989-2000
    • Din, A.1    Hoesli, M.2    Bender, A.3
  • 9
    • 0027066526 scopus 로고
    • Spatial autocorrelation and neighborhood quality
    • RA Dubin 1992 Spatial autocorrelation and neighborhood quality Reg Sci Urban Econ 22 3 433 452
    • (1992) Reg Sci Urban Econ , vol.22 , Issue.3 , pp. 433-452
    • Dubin, R.A.1
  • 10
    • 0041633667 scopus 로고    scopus 로고
    • Predicting house prices using multiple listings data
    • RA Dubin 1998 Predicting house prices using multiple listings data J Real Estate Financ Econ 17 1 35 59
    • (1998) J Real Estate Financ Econ , vol.17 , Issue.1 , pp. 35-59
    • Dubin, R.A.1
  • 12
    • 33947179310 scopus 로고    scopus 로고
    • A Comparison of localized regression models in a hedonic house price context
    • S Farber M Yeates 2006 A Comparison of localized regression models in a hedonic house price context Can J Reg Sci 29 3 405 420
    • (2006) Can J Reg Sci , vol.29 , Issue.3 , pp. 405-420
    • Farber, S.1    Yeates, M.2
  • 13
    • 0344287178 scopus 로고    scopus 로고
    • Modeling spatial variation in housing prices: A variable interaction approach
    • TJ Fik DC Ling GF Mulligan 2003 Modeling spatial variation in housing prices: a variable interaction approach Real Estate Econ 31 4 623 646
    • (2003) Real Estate Econ , vol.31 , Issue.4 , pp. 623-646
    • Fik, T.J.1    Ling, D.C.2    Mulligan, G.F.3
  • 14
    • 0000848615 scopus 로고
    • Value indexes of commercial real-estate - A comparison of index construction methods
    • JD Fisher DM Geltner RB Webb 1994 Value indexes of commercial real-estate - a comparison of index construction methods J Real Estate Financ Econ 9 2 137 164
    • (1994) J Real Estate Financ Econ , vol.9 , Issue.2 , pp. 137-164
    • Fisher, J.D.1    Geltner, D.M.2    Webb, R.B.3
  • 16
    • 38649131524 scopus 로고    scopus 로고
    • Kriging methodology for regional economic analysis: Estimating the housing price in Albacete
    • M Gámez JM Montero N García 2000 Kriging methodology for regional economic analysis: estimating the housing price in Albacete Int Adv Econ Res 6 3 438 451
    • (2000) Int Adv Econ Res , vol.6 , Issue.3 , pp. 438-451
    • Gámez, M.1    Montero, J.M.2    García, N.3
  • 18
    • 13444251351 scopus 로고    scopus 로고
    • Nonstationary multivariate process modeling through spatially varying coregionalization
    • AE Gelfand AM Schmidt S Banerjee CF Sirmans 2004 Nonstationary multivariate process modeling through spatially varying coregionalization Test 13 2 263 294
    • (2004) Test , vol.13 , Issue.2 , pp. 263-294
    • Gelfand, A.E.1    Schmidt, A.M.2    Banerjee, S.3    Sirmans, C.F.4
  • 19
    • 0041894974 scopus 로고
    • Hedonic prices, price indices and housing markets
    • AC Goodman 1978 Hedonic prices, price indices and housing markets J Urban Econ 5 4 471 484
    • (1978) J Urban Econ , vol.5 , Issue.4 , pp. 471-484
    • Goodman, A.C.1
  • 22
    • 3242668709 scopus 로고    scopus 로고
    • Spatial structure of residential property-value distribution in Beijing and Jakarta
    • SS Han 2004 Spatial structure of residential property-value distribution in Beijing and Jakarta Environ Plan A 36 7 1259 1283
    • (2004) Environ Plan A , vol.36 , Issue.7 , pp. 1259-1283
    • Han, S.S.1
  • 23
    • 33644603068 scopus 로고    scopus 로고
    • Constructing commercial indices: A semiparametric adaptive estimator approach
    • DJ Hodgson BA Slade KP Vorkink 2006 Constructing commercial indices: a semiparametric adaptive estimator approach J Real Estate Financ Econ 32 2 151 168
    • (2006) J Real Estate Financ Econ , vol.32 , Issue.2 , pp. 151-168
    • Hodgson, D.J.1    Slade, B.A.2    Vorkink, K.P.3
  • 25
    • 0034032970 scopus 로고    scopus 로고
    • Regression analysis with spatially autocorrelated error: Simulation studies and application to mapping of soil organic matter
    • RM Lark 2000 Regression analysis with spatially autocorrelated error: simulation studies and application to mapping of soil organic matter Int J Geogr Inf Sci 14 3 247 264
    • (2000) Int J Geogr Inf Sci , vol.14 , Issue.3 , pp. 247-264
    • Lark, R.M.1
  • 26
    • 0041360093 scopus 로고    scopus 로고
    • Fitting a linear model of coregionalization for soil properties using simulate annealing
    • RM Lark A Papritz 2003 Fitting a linear model of coregionalization for soil properties using simulate annealing Geoderma 115 3-4 245 260
    • (2003) Geoderma , vol.115 , Issue.3-4 , pp. 245-260
    • Lark, R.M.1    Papritz, A.2
  • 27
    • 3843100333 scopus 로고    scopus 로고
    • Models for spatially dependent missing data
    • JP LeSage RK Pace 2004 Models for spatially dependent missing data J Real Estate Financ Econ 29 2 233 254
    • (2004) J Real Estate Financ Econ , vol.29 , Issue.2 , pp. 233-254
    • Lesage, J.P.1    Pace, R.K.2
  • 28
    • 84955605888 scopus 로고    scopus 로고
    • A comparison of two spatio-temporal interpolation methods
    • L Li P Revesz 2002 A comparison of two spatio-temporal interpolation methods Lect Notes Comput Sci 2478 145 160
    • (2002) Lect Notes Comput Sci , vol.2478 , pp. 145-160
    • Li, L.1    Revesz, P.2
  • 29
    • 3843050180 scopus 로고    scopus 로고
    • Alternative models for describing spatial dependence among dwelling selling prices
    • AF Militino MD Ugarte L Garcia-Reinaldos 2004 Alternative models for describing spatial dependence among dwelling selling prices J Real Estate Financ Econ 29 2 193 209
    • (2004) J Real Estate Financ Econ , vol.29 , Issue.2 , pp. 193-209
    • Militino, A.F.1    Ugarte, M.D.2    Garcia-Reinaldos, L.3
  • 30
    • 59649108101 scopus 로고    scopus 로고
    • El precio medio del metro cuadrado de la vivienda: Una aproximación desde la perspectiva de la Geoestadística
    • JM Montero 2004 El precio medio del metro cuadrado de la vivienda: Una aproximación desde la perspectiva de la Geoestadística Estud Econ Apl 22 3 675 693
    • (2004) Estud Econ Apl , vol.22 , Issue.3 , pp. 675-693
    • Montero, J.M.1
  • 31
    • 59649126522 scopus 로고    scopus 로고
    • Estimación espacial del precio de la vivienda mediante métodos de krigeado
    • JM Montero B Larraz 2006 Estimación espacial del precio de la vivienda mediante métodos de krigeado Rev Estad Esp 48 162 201 240
    • (2006) Rev Estad Esp , vol.48 , Issue.162 , pp. 201-240
    • Montero, J.M.1    Larraz, B.2
  • 32
    • 0034410981 scopus 로고    scopus 로고
    • An empirical study of sample-selection bias in indices of commercial real estate
    • HJ Munneke BA Slade 2000 An empirical study of sample-selection bias in indices of commercial real estate J Real Estate Financ Econ 21 1 45 64
    • (2000) J Real Estate Financ Econ , vol.21 , Issue.1 , pp. 45-64
    • Munneke, H.J.1    Slade, B.A.2
  • 33
    • 0035645012 scopus 로고    scopus 로고
    • A metropolitan transaction-based commercial price index: A time-varying parameter approach
    • HJ Munneke BA Slade 2001 A metropolitan transaction-based commercial price index: a time-varying parameter approach Real Estate Econ 29 1 55 84
    • (2001) Real Estate Econ , vol.29 , Issue.1 , pp. 55-84
    • Munneke, H.J.1    Slade, B.A.2
  • 34
    • 0010888636 scopus 로고    scopus 로고
    • Using the spatial configuration of the data to improve estimation
    • RK Pace OW Gilley 1997 Using the spatial configuration of the data to improve estimation J Real Estate Financ Econ 14 3 333 340
    • (1997) J Real Estate Financ Econ , vol.14 , Issue.3 , pp. 333-340
    • Pace, R.K.1    Gilley, O.W.2
  • 35
    • 0034887369 scopus 로고    scopus 로고
    • Spatial association and heterogeneity issues in land price models
    • A Páez T Uchida K Miyamoto 2001 Spatial association and heterogeneity issues in land price models Urban Stud 38 9 1493 1508
    • (2001) Urban Stud , vol.38 , Issue.9 , pp. 1493-1508
    • Páez, A.1    Uchida, T.2    Miyamoto, K.3
  • 36
    • 45149127477 scopus 로고    scopus 로고
    • Moving window approaches for hedonic price estimation: An empirical comparison of modeling techniques
    • A Páez F Long S Farber 2008 Moving window approaches for hedonic price estimation: an empirical comparison of modeling techniques Urban Stud 45 8 1565 1581
    • (2008) Urban Stud , vol.45 , Issue.8 , pp. 1565-1581
    • Páez, A.1    Long, F.2    Farber, S.3
  • 38
    • 3042583173 scopus 로고    scopus 로고
    • Transaction-based office price indexes: A spatiotemporal modeling approach
    • Y Tu SM Yu H Sun 2004 Transaction-based office price indexes: a spatiotemporal modeling approach Real Estate Econ 32 2 297 328
    • (2004) Real Estate Econ , vol.32 , Issue.2 , pp. 297-328
    • Tu, Y.1    Yu, S.M.2    Sun, H.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.