A spatio-temporal model of house prices in the USA

Journal of Econometrics

Volumn 158, Issue 1, 2010, Pages 160-173

  Holly, Sean ^a   Pesaran, M Hashem ^a,b   Yamagata, Takashi ^c  

^a UNIVERSITY OF CAMBRIDGE   (United Kingdom)

^b UNIVERSITY OF SOUTHERN CALIFORNIA   (United States)

^c UNIVERSITY OF YORK   (United Kingdom)

Author keywords

Cointegration; Cross sectional dependence; House prices; Spatial dependence

Indexed keywords

CALIFORNIA; COINTEGRATION; COMMON FACTORS; COST VARIABLES; DISPOSABLE INCOME; EMPIRICAL ANALYSIS; HOUSE PRICES; HOUSING MARKETS; LEVEL POPULATIONS; MASSACHUSETTS; NEW YORK; NUMBER OF STATE; PER CAPITA; PER CAPITA INCOME; POSITIVE EFFECTS; RHODE ISLAND; SPATIAL DEPENDENCE; SPATIAL EFFECT; SPATIAL FACTORS; SPATIO-TEMPORAL MODELS; WASHINGTON STATE; WEIGHTING MATRICES;

HOUSES; REAL VARIABLES;

COSTS;

EID: 77952421225     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2010.03.040     Document Type: Conference Paper

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