-
2
-
-
0016355478
-
A new look at the statistical model identification
-
Akaike H.A new look at the statistical model identification.IEEE Transactions on Automatic Control. 1974;AC-19:716-723.
-
(1974)
IEEE Transactions on Automatic Control
, vol.AC-19
, pp. 716-723
-
-
Akaike, H.1
-
3
-
-
0028579663
-
Seasonality and cointegration of regional house prices in the UK
-
Alexander C.,Barrow M.Seasonality and cointegration of regional house prices in the UK.Urban Studies. 1994;31:1667-1689.
-
(1994)
Urban Studies
, vol.31
, pp. 1667-1689
-
-
Alexander, C.1
Barrow, M.2
-
5
-
-
35448946942
-
-
Baltagi B., ed., Amsterdam: JAI
-
Breitung J.Nonstationary Panels, Panel Cointegration, and Dynamic Panels: Advances in Econometrics, Vol. 15. Baltagi B., ed. Amsterdam: JAI; 2000:161-178.
-
(2000)
Nonstationary Panels, Panel Cointegration, and Dynamic Panels: Advances in Econometrics
, vol.15
, pp. 161-178
-
-
Breitung, J.1
-
6
-
-
0034943541
-
Misleading inferences from panel unit-root tests with an illustration from purchasing power parity
-
Breuer J. B.,McNown R.,Wallace M. S.Misleading inferences from panel unit-root tests with an illustration from purchasing power parity.Review of International Economics. 2001;9 (3): 482-493.
-
(2001)
Review of International Economics
, vol.9
, Issue.3
, pp. 482-493
-
-
Breuer, J.B.1
McNown, R.2
Wallace, M.S.3
-
8
-
-
3042649157
-
Forward pricing and the housing market: the pre-sales housing system in Taiwan
-
Chang C. N.,Ward C. W. R.Forward pricing and the housing market: the pre-sales housing system in Taiwan.Journal of Property Research. 1993;10:217-227.
-
(1993)
Journal of Property Research
, vol.10
, pp. 217-227
-
-
Chang, C.N.1
Ward, C.W.R.2
-
9
-
-
77949309052
-
Time-series properties and modelling of house prices in Taipei area: an application of the structural time-series model
-
Chen M. C.Time-series properties and modelling of house prices in Taipei area: an application of the structural time-series model.Journal of Housing Studies. 2003;12 (2): 69-90.
-
(2003)
Journal of Housing Studies
, vol.12
, Issue.2
, pp. 69-90
-
-
Chen, M.C.1
-
10
-
-
34249280547
-
House prices and household income: do they move apart? Evidence from Taiwan
-
Chen M. C.,Tsai I. C.,Chang C. O.House prices and household income: do they move apart? Evidence from Taiwan.Habitat International. 2007;31:243-256.
-
(2007)
Habitat International
, vol.31
, pp. 243-256
-
-
Chen, M.C.1
Tsai, I.C.2
Chang, C.O.3
-
11
-
-
84981676740
-
Finite-sample sizes of Johansen's likelihood ratio tests for cointegration
-
Cheung Y. W.,Lai K. S.Finite-sample sizes of Johansen's likelihood ratio tests for cointegration.Oxford Bulletin of Economics and Statistics. 1993;55 (3): 313-328.
-
(1993)
Oxford Bulletin of Economics and Statistics
, vol.55
, Issue.3
, pp. 313-328
-
-
Cheung, Y.W.1
Lai, K.S.2
-
12
-
-
77949301505
-
Structural breaks and the convergence of regional house prices
-
Chien M. S.Structural breaks and the convergence of regional house prices.Journal of Real Estate Finance and Economics. 2010;40 (1): 77-88.
-
(2010)
Journal of Real Estate Finance and Economics
, vol.40
, Issue.1
, pp. 77-88
-
-
Chien, M.S.1
-
13
-
-
77957026038
-
Government intervention in housing: convergence and divergence of the Asian dragons
-
Chiu L. H.Government intervention in housing: convergence and divergence of the Asian dragons.Urban Policy and Research. 2010;26:249-269.
-
(2010)
Urban Policy and Research
, vol.26
, pp. 249-269
-
-
Chiu, L.H.1
-
15
-
-
84977408440
-
Imperfect information and investor inferences from housing price dynamics
-
Clapp J. M.,Dolde W.,Tirtiroglu D.Imperfect information and investor inferences from housing price dynamics.Real Estate Economics. 1995;23:239-269.
-
(1995)
Real Estate Economics
, vol.23
, pp. 239-269
-
-
Clapp, J.M.1
Dolde, W.2
Tirtiroglu, D.3
-
16
-
-
0142184762
-
The convergence of regional house prices in the UK
-
Cook S.The convergence of regional house prices in the UK.Urban Studies. 2003;40 (11): 2285-2294.
-
(2003)
Urban Studies
, vol.40
, Issue.11
, pp. 2285-2294
-
-
Cook, S.1
-
17
-
-
9644290882
-
Regional house price behaviour in the UK: application of a joint testing procedure
-
Cook S.Regional house price behaviour in the UK: application of a joint testing procedure.Physica A. 2005;345:611-621.
-
(2005)
Physica A
, vol.345
, pp. 611-621
-
-
Cook, S.1
-
19
-
-
20744457607
-
-
Department of Statistics of the Ministry of the Interior for Taiwan
-
Department of Statistics of the Ministry of the Interior for Taiwan (2000) Population census (http://www.moi.gov.tw/stat/).
-
(2000)
Population census
-
-
-
20
-
-
85036258669
-
Distribution of the estimators for autoregressive time series with a unit root
-
Dickey D.,Fuller W.Distribution of the estimators for autoregressive time series with a unit root.Journal of the American Statistical Association. 1979;74:427-431.
-
(1979)
Journal of the American Statistical Association
, vol.74
, pp. 427-431
-
-
Dickey, D.1
Fuller, W.2
-
22
-
-
0031321757
-
Temporal and spatial information diffusion in real estate price changes and variances
-
Dolde W.,Tirtiroglu D.Temporal and spatial information diffusion in real estate price changes and variances.Real Estate Economics. 1997;25:539-565.
-
(1997)
Real Estate Economics
, vol.25
, pp. 539-565
-
-
Dolde, W.1
Tirtiroglu, D.2
-
24
-
-
0000013567
-
Cointegration and error correction: representation, estimation and testing
-
Engle R. F.,Granger C. W. J.Cointegration and error correction: representation, estimation and testing.Econometrica. 1987;55:251-276.
-
(1987)
Econometrica
, vol.55
, pp. 251-276
-
-
Engle, R.F.1
Granger, C.W.J.2
-
26
-
-
0010987446
-
Age-related heteroskedasticity in hedonic house price equations
-
Goodman A.,Thibodeau T.Age-related heteroskedasticity in hedonic house price equations.Journal of Housing Research. 1995;6:25-42.
-
(1995)
Journal of Housing Research
, vol.6
, pp. 25-42
-
-
Goodman, A.1
Thibodeau, T.2
-
27
-
-
0000260582
-
Testing for stationarity in heterogeneous panel data
-
Hadri K.Testing for stationarity in heterogeneous panel data.Econometrics Journal. 2000;3 (2): 148-161.
-
(2000)
Econometrics Journal
, vol.3
, Issue.2
, pp. 148-161
-
-
Hadri, K.1
-
29
-
-
54249093382
-
Domino effects within a housing market: the transmission of house price changes across quality tiers
-
Ho L. S.,Ma Y.,Haurin D. R.Domino effects within a housing market: the transmission of house price changes across quality tiers.Journal of Real Estate Finance and Economics. 2008;37 (4): 299-316.
-
(2008)
Journal of Real Estate Finance and Economics
, vol.37
, Issue.4
, pp. 299-316
-
-
Ho, L.S.1
Ma, Y.2
Haurin, D.R.3
-
30
-
-
45149124482
-
Is there long-run convergence among regional house prices in the UK?
-
Holmes M. J.,Grimes A.Is there long-run convergence among regional house prices in the UK?.Urban Studies. 2008;45 (8): 1531-1544.
-
(2008)
Urban Studies
, vol.45
, Issue.8
, pp. 1531-1544
-
-
Holmes, M.J.1
Grimes, A.2
-
31
-
-
77949282238
-
A comparison of household expenditure by tenure choice: Taiwan evidence
-
Hsueh L. M.,Chen H. L.A comparison of household expenditure by tenure choice: Taiwan evidence.Journal of Housing Studies. 1998;7:21-40.
-
(1998)
Journal of Housing Studies
, vol.7
, pp. 21-40
-
-
Hsueh, L.M.1
Chen, H.L.2
-
32
-
-
79960282962
-
The housing price and quality of Taiwan
-
The Proceedings of 1999 Annual Conference of the Chinese Society of Housing Study;; 391
-
Huang C. H.The housing price and quality of Taiwan. The Proceedings of 1999 Annual Conference of the Chinese Society of Housing Study; 1999; 1999. 391.
-
(1999)
-
-
Huang, C.H.1
-
34
-
-
0345510809
-
Statistical analysis of cointegration vectors
-
Johansen S.Statistical analysis of cointegration vectors.Journal of Economic Dynamics and Control. 1988;12 (2/3): 231-254.
-
(1988)
Journal of Economic Dynamics and Control
, vol.12
, Issue.2-3
, pp. 231-254
-
-
Johansen, S.1
-
35
-
-
84981621724
-
A determination of the co-integration rank in the presence of a linear trend?
-
Johansen S.A determination of the co-integration rank in the presence of a linear trend?.Oxford Bulletin of Economics and Statistics. 1992;54:383-397.
-
(1992)
Oxford Bulletin of Economics and Statistics
, vol.54
, pp. 383-397
-
-
Johansen, S.1
-
36
-
-
84981579311
-
Maximum likelihood estimation and inference on cointegration: with applications to the demand for money
-
Johansen S.,Juselius K.Maximum likelihood estimation and inference on cointegration: with applications to the demand for money.Oxford Bulletin of Economics and Statistics. 1990;52 (2): 169-210.
-
(1990)
Oxford Bulletin of Economics and Statistics
, vol.52
, Issue.2
, pp. 169-210
-
-
Johansen, S.1
Juselius, K.2
-
38
-
-
0346703006
-
Spurious regression and residual-based tests for cointegration in panel data
-
Kao C.Spurious regression and residual-based tests for cointegration in panel data.Journal of Econometrics. 1999;90:1-44.
-
(1999)
Journal of Econometrics
, vol.90
, pp. 1-44
-
-
Kao, C.1
-
39
-
-
35448971123
-
On the estimation and inference of a cointegrated regression in panel data
-
Kao C.,Chiang M. H.On the estimation and inference of a cointegrated regression in panel data.Advances of Econometrics. 2000;15:7-51.
-
(2000)
Advances of Econometrics
, vol.15
, pp. 7-51
-
-
Kao, C.1
Chiang, M.H.2
-
40
-
-
65049083413
-
Regional housing prices in the USA: an empirical investigation of nonlinearity
-
Kim S.-W.,Bhattacharya R.Regional housing prices in the USA: an empirical investigation of nonlinearity.Journal of Real Estate Finance and Economics. 2009;38:443-460.
-
(2009)
Journal of Real Estate Finance and Economics
, vol.38
, pp. 443-460
-
-
Kim, S.-W.1
Bhattacharya, R.2
-
41
-
-
34247480179
-
Testing the null hypothesis of stationarity against the alternative of a unit root
-
Kwiatkowski D.,Phillips P.,Schmidt P.,Shin J.Testing the null hypothesis of stationarity against the alternative of a unit root.Journal of Econometrics. 1992;54 (1-3): 159-178.
-
(1992)
Journal of Econometrics
, vol.54
, Issue.1-3
, pp. 159-178
-
-
Kwiatkowski, D.1
Phillips, P.2
Schmidt, P.3
Shin, J.4
-
42
-
-
0000391884
-
Unit root tests in panel data: asymptotic and finite-sample properties
-
Levin A.,Lin C.-F.,Chu C. S.Unit root tests in panel data: asymptotic and finite-sample properties.Journal of Econometrics. 2002;108:1-24.
-
(2002)
Journal of Econometrics
, vol.108
, pp. 1-24
-
-
Levin, A.1
Lin, C.-F.2
Chu, C.S.3
-
43
-
-
0033796685
-
Labor migrations in Taiwan: characterization and interpretation based on the data of the 1990 census
-
Lin J. P.,Liaw K. L.Labor migrations in Taiwan: characterization and interpretation based on the data of the 1990 census.Environment and Planning A. 2000;32:1689-1709.
-
(2000)
Environment and Planning A
, vol.32
, pp. 1689-1709
-
-
Lin, J.P.1
Liaw, K.L.2
-
44
-
-
0017846358
-
On a measure of lack of fit in time series models
-
Ljung G. M.,Box G. E. P.On a measure of lack of fit in time series models.Biometrika. 1978;65 (2): 297-303.
-
(1978)
Biometrika
, vol.65
, Issue.2
, pp. 297-303
-
-
Ljung, G.M.1
Box, G.E.P.2
-
46
-
-
0027449738
-
Regional house prices in Britain: long-run relationships and short-run dynamics
-
MacDonald R.,Taylor M.Regional house prices in Britain: long-run relationships and short-run dynamics.Scottish Journal of Political Economy. 1993;40:43-55.
-
(1993)
Scottish Journal of Political Economy
, vol.40
, pp. 43-55
-
-
MacDonald, R.1
Taylor, M.2
-
47
-
-
0001187515
-
A comparative study of unit root tests with panel data and a new simple test
-
Maddala G. S.,Wu S.A comparative study of unit root tests with panel data and a new simple test.Oxford Bulletin of Economics and Statistics. 1999;61:631-652.
-
(1999)
Oxford Bulletin of Economics and Statistics
, vol.61
, pp. 631-652
-
-
Maddala, G.S.1
Wu, S.2
-
48
-
-
0033427734
-
Regional house prices and the ripple effect: a new interpretation
-
Meen G.Regional house prices and the ripple effect: a new interpretation.Housing Studies. 1999;14:733-753.
-
(1999)
Housing Studies
, vol.14
, pp. 733-753
-
-
Meen, G.1
-
49
-
-
0000706085
-
A simple positive semi-definite: heteroskedasticity and autocorrelation consistent covariance matrix
-
Newey W. K.,West K. D.A simple positive semi-definite: heteroskedasticity and autocorrelation consistent covariance matrix.Econometrica. 1987;55:703-708.
-
(1987)
Econometrica
, vol.55
, pp. 703-708
-
-
Newey, W.K.1
West, K.D.2
-
50
-
-
84963002108
-
Automatic lag selection in covariance matrix estimation
-
Newey W. K.,West K. D.Automatic lag selection in covariance matrix estimation.Review of Economic Studies. 1994;61:631-653.
-
(1994)
Review of Economic Studies
, vol.61
, pp. 631-653
-
-
Newey, W.K.1
West, K.D.2
-
51
-
-
0000387132
-
Lag length selection and the construction of unit root tests with good size and power
-
Ng S.,Perron P.Lag length selection and the construction of unit root tests with good size and power.Econometrica. 2001;69 (6): 1519-1554.
-
(2001)
Econometrica
, vol.69
, Issue.6
, pp. 1519-1554
-
-
Ng, S.1
Perron, P.2
-
52
-
-
0000631178
-
A note with quantiles of the asymptotic distribution of the maximum likelihood cointegration rank test statistics
-
Osterwald-Lenum M.A note with quantiles of the asymptotic distribution of the maximum likelihood cointegration rank test statistics.Oxford Bulletin of Economics and Statistics. 1992;54 (3): 461-472.
-
(1992)
Oxford Bulletin of Economics and Statistics
, vol.54
, Issue.3
, pp. 461-472
-
-
Osterwald-Lenum, M.1
-
54
-
-
77956888124
-
Testing for a unit root in time series regression
-
Phillips P. C. B.,Perron P.Testing for a unit root in time series regression.Biometrika. 1988;75:335-346.
-
(1988)
Biometrika
, vol.75
, pp. 335-346
-
-
Phillips, P.C.B.1
Perron, P.2
-
55
-
-
3242660197
-
Housing-market disequilibrium: an examination of housing-market price and stock dynamics 1967-1998
-
Riddel M.Housing-market disequilibrium: an examination of housing-market price and stock dynamics 1967-1998.Journal of Housing Economics. 2004;13:120-135.
-
(2004)
Journal of Housing Economics
, vol.13
, pp. 120-135
-
-
Riddel, M.1
-
56
-
-
27544451268
-
Confidence intervals for half-life deviations from purchasing power parity
-
Rossi B.Confidence intervals for half-life deviations from purchasing power parity.Journal of Business and Economic Statistics. 2005;23 (4): 432-442.
-
(2005)
Journal of Business and Economic Statistics
, vol.23
, Issue.4
, pp. 432-442
-
-
Rossi, B.1
-
57
-
-
0000120766
-
Estimating the dimension of a model
-
Schwarz G.Estimating the dimension of a model.Annals of Statistics. 1978;6:461-464.
-
(1978)
Annals of Statistics
, vol.6
, pp. 461-464
-
-
Schwarz, G.1
-
58
-
-
0000997472
-
Macroeconomics and reality
-
Sims C. A.Macroeconomics and reality.Econometrica. 1980;48 (1): 1-48.
-
(1980)
Econometrica
, vol.48
, Issue.1
, pp. 1-48
-
-
Sims, C.A.1
-
59
-
-
0037310887
-
Taipei as a global city: a theoretical and empirical examination
-
Wang C.Taipei as a global city: a theoretical and empirical examination.Urban Studies. 2003;40:309-333.
-
(2003)
Urban Studies
, vol.40
, pp. 309-333
-
-
Wang, C.1
-
60
-
-
31744440602
-
Housing in Taiwan: state intervention in a market driven housing system
-
Yip N. M.,Chang C. O.Housing in Taiwan: state intervention in a market driven housing system.The Journal of Comparative Asian Development. 2003;2:93-113.
-
(2003)
The Journal of Comparative Asian Development
, vol.2
, pp. 93-113
-
-
Yip, N.M.1
Chang, C.O.2
-
61
-
-
28444488750
-
Further evidence on the great crash, the oil-price shock, and the unit-root hypothesis
-
Zivot E.,Andrews D. W.Further evidence on the great crash, the oil-price shock, and the unit-root hypothesis.Journal of Business and Economic Statistics. 1992;10:251-270.
-
(1992)
Journal of Business and Economic Statistics
, vol.10
, pp. 251-270
-
-
Zivot, E.1
Andrews, D.W.2
|