메뉴 건너뛰기




Volumn 30, Issue 3, 2015, Pages 509-528

Hedonic Housing Prices in Paris: An Unbalanced Spatial Lag Pseudo-Panel Model with Nested Random Effects

Author keywords

[No Author keywords available]

Indexed keywords


EID: 84927176194     PISSN: 08837252     EISSN: 10991255     Source Type: Journal    
DOI: 10.1002/jae.2377     Document Type: Article
Times cited : (37)

References (32)
  • 2
    • 0002018653 scopus 로고    scopus 로고
    • Spatial dependence in linear regression models with an introduction to spatial econometrics
    • In, Ullah A, Giles DEA (eds). Marcel Dekker: New York;.
    • Anselin L, Bera AK. 1998. Spatial dependence in linear regression models with an introduction to spatial econometrics. In Handbook of Applied Economic Statistics, Ullah A, Giles DEA (eds). Marcel Dekker: New York; 237-239.
    • (1998) Handbook of Applied Economic Statistics , pp. 237-239
    • Anselin, L.1    Bera, A.K.2
  • 4
    • 0346942391 scopus 로고    scopus 로고
    • Nested random effects estimation in unbalanced panel data
    • Antweiler W. 2001. Nested random effects estimation in unbalanced panel data. Journal of Econometrics 101: 295-313.
    • (2001) Journal of Econometrics , vol.101 , pp. 295-313
    • Antweiler, W.1
  • 5
    • 38249003001 scopus 로고
    • Econometric issues of estimating hedonic price functions
    • Arguea N, Hsiao C. 1993. Econometric issues of estimating hedonic price functions. Journal of Econometrics 56: 243-267.
    • (1993) Journal of Econometrics , vol.56 , pp. 243-267
    • Arguea, N.1    Hsiao, C.2
  • 6
    • 85052164497 scopus 로고    scopus 로고
    • Spatial panels
    • In, Ullah A, Giles DEA (eds). Chapman & Hall: London;.
    • Baltagi BH. 2011. Spatial panels. In Handbook of Empirical Economics and Finance, Ullah A, Giles DEA (eds). Chapman & Hall: London; 435-454.
    • (2011) Handbook of Empirical Economics and Finance , pp. 435-454
    • Baltagi, B.H.1
  • 7
    • 78349313434 scopus 로고    scopus 로고
    • Maximum likelihood estimation and Lagrange multiplier tests for panel seemingly unrelated regressions with spatial lag and spatial errors: an application to hedonic housing prices in Paris
    • Baltagi BH, Bresson G. 2011. Maximum likelihood estimation and Lagrange multiplier tests for panel seemingly unrelated regressions with spatial lag and spatial errors: an application to hedonic housing prices in Paris. Journal of Urban Economics 69: 24-42.
    • (2011) Journal of Urban Economics , vol.69 , pp. 24-42
    • Baltagi, B.H.1    Bresson, G.2
  • 8
    • 0042047045 scopus 로고    scopus 로고
    • The unbalanced nested error component regression model
    • Baltagi BH, Song SH, Jung BC. 2001. The unbalanced nested error component regression model. Journal of Econometrics 101: 357-381.
    • (2001) Journal of Econometrics , vol.101 , pp. 357-381
    • Baltagi, B.H.1    Song, S.H.2    Jung, B.C.3
  • 9
    • 0141910805 scopus 로고    scopus 로고
    • Simple LM tests for the unbalanced nested error component regression model
    • Baltagi BH, Song SH, Jung BC. 2002. Simple LM tests for the unbalanced nested error component regression model. Econometric Reviews 21: 167-187.
    • (2002) Econometric Reviews , vol.21 , pp. 167-187
    • Baltagi, B.H.1    Song, S.H.2    Jung, B.C.3
  • 10
    • 0027089227 scopus 로고
    • Specification and estimation of hedonic housing price models
    • Can A. 1992. Specification and estimation of hedonic housing price models. Regional Science and Urban Economics 22: 453-477.
    • (1992) Regional Science and Urban Economics , vol.22 , pp. 453-477
    • Can, A.1
  • 11
    • 84957946235 scopus 로고    scopus 로고
    • Large panel data models with cross-sectional dependence: a survey
    • In, Baltagi BH (ed). Oxford University Press: Oxford. (forthcoming).
    • Chudik A, Pesaran MH. 2013. Large panel data models with cross-sectional dependence: a survey. In Oxford Handbook of Panel Data, Baltagi BH (ed). Oxford University Press: Oxford. (forthcoming).
    • (2013) Oxford Handbook of Panel Data
    • Chudik, A.1    Pesaran, M.H.2
  • 12
    • 84927175375 scopus 로고    scopus 로고
    • Les indices de prix des logements anciens, INSEE Méthodes, No.98, Paris
    • David A, Dubujet F, Gouriéroux C, Laferrère A. 2002. Les indices de prix des logements anciens, INSEE Méthodes, No.98, Paris.
    • (2002)
    • David, A.1    Dubujet, F.2    Gouriéroux, C.3    Laferrère, A.4
  • 13
    • 0027066526 scopus 로고
    • Spatial autocorrelation and neighborhood quality
    • Dubin R. 1992. Spatial autocorrelation and neighborhood quality. Regional Science and Urban Economics 22: 433-452.
    • (1992) Regional Science and Urban Economics , vol.22 , pp. 433-452
    • Dubin, R.1
  • 15
    • 0141749319 scopus 로고    scopus 로고
    • Specification and estimation of spatial panel data models
    • Elhorst JP. 2003. Specification and estimation of spatial panel data models. International Regional Science Review 26: 244-268.
    • (2003) International Regional Science Review , vol.26 , pp. 244-268
    • Elhorst, J.P.1
  • 16
    • 74049134934 scopus 로고    scopus 로고
    • When do better schools raise housing prices? Evidence from Paris public and private schools
    • Fack G, Grenet J. 2010. When do better schools raise housing prices? Evidence from Paris public and private schools. Journal of Public Economics 94(1-2): 59-77.
    • (2010) Journal of Public Economics , vol.94 , Issue.1-2 , pp. 59-77
    • Fack, G.1    Grenet, J.2
  • 17
    • 45149084658 scopus 로고    scopus 로고
    • Housing supply, housing demand and affordability
    • Fingleton B. 2008. Housing supply, housing demand and affordability. Urban Studies 45: 1545-1563.
    • (2008) Urban Studies , vol.45 , pp. 1545-1563
    • Fingleton, B.1
  • 18
    • 56349170788 scopus 로고    scopus 로고
    • Estimating spatial models with endogenous variables, a spatial lag and spatially dependent disturbances: finite sample properties
    • Fingleton B, Le Gallo J. 2008. Estimating spatial models with endogenous variables, a spatial lag and spatially dependent disturbances: finite sample properties. Papers in Regional Science 87: 319-339.
    • (2008) Papers in Regional Science , vol.87 , pp. 319-339
    • Fingleton, B.1    Le Gallo, J.2
  • 21
    • 84927174731 scopus 로고    scopus 로고
    • Evaluation des prix hédoniques du logement dans les communes du Val-d'Oise. Rapport pour la Direction Départementale de l'Equipement du Val-d'Oise, THEMA-CNRS
    • Université de Cergy-Pontoise.
    • Gravel N, Martinez M, Trannoy A. 1997. Evaluation des prix hédoniques du logement dans les communes du Val-d'Oise. Rapport pour la Direction Départementale de l'Equipement du Val-d'Oise, THEMA-CNRS. Université de Cergy-Pontoise.
    • (1997)
    • Gravel, N.1    Martinez, M.2    Trannoy, A.3
  • 23
    • 34248474944 scopus 로고
    • Choice of functional form for hedonic price equations
    • Halvorsen R, Pollakowski H. 1981. Choice of functional form for hedonic price equations. Journal of Urban Economics 10: 37-49.
    • (1981) Journal of Urban Economics , vol.10 , pp. 37-49
    • Halvorsen, R.1    Pollakowski, H.2
  • 24
    • 0002863374 scopus 로고    scopus 로고
    • The size of regions
    • In, Pines D, Sadla E, Zilcha I (eds). Cambridge University Press: Cambridge, MA;.
    • Helpman E. 1998. The size of regions. In Public Economics, Pines D, Sadla E, Zilcha I (eds). Cambridge University Press: Cambridge, MA; 33-54.
    • (1998) Public Economics , pp. 33-54
    • Helpman, E.1
  • 25
    • 84927176501 scopus 로고    scopus 로고
    • Hedonic housing price indices: the French experience, IMF and BIS Conference on Real Estate Indicators and Financial Stability: Washington, DC. 27-28 October
    • Laferrère A. 2003. Hedonic housing price indices: the French experience, IMF and BIS Conference on Real Estate Indicators and Financial Stability: Washington, DC. 27-28 October, 1-17.
    • (2003) , pp. 1-17
    • Laferrère, A.1
  • 26
    • 10344256233 scopus 로고    scopus 로고
    • Own-occupied housing and the composition of the household portfolio: the case of France
    • Le Blanc D, Lagarenne C. 2004. Own-occupied housing and the composition of the household portfolio: the case of France. Journal of Real Estate Finance and Economics 29: 259-275.
    • (2004) Journal of Real Estate Finance and Economics , vol.29 , pp. 259-275
    • Le Blanc, D.1    Lagarenne, C.2
  • 29
    • 0037799489 scopus 로고    scopus 로고
    • House price dynamics and market fundamentals: the Parisian housing market
    • Meese R, Wallace N. 2003. House price dynamics and market fundamentals: the Parisian housing market. Urban Studies 40(5-6): 1027-1045.
    • (2003) Urban Studies , vol.40 , Issue.5-6 , pp. 1027-1045
    • Meese, R.1    Wallace, N.2
  • 30
    • 66449117963 scopus 로고    scopus 로고
    • A spatiotemporal autoregressive price index for the Paris office property market
    • Nappi-Choulet I Maury T. 2009. A spatiotemporal autoregressive price index for the Paris office property market. Real Estate Economics 37(2): 305-340.
    • (2009) Real Estate Economics , vol.37 , Issue.2 , pp. 305-340
    • Nappi-Choulet, I.1    Maury, T.2
  • 32
    • 0001791734 scopus 로고
    • Hedonic prices and implicit markets
    • Rosen S. 1974. Hedonic prices and implicit markets. Journal of Political Economy 82: 34-55.
    • (1974) Journal of Political Economy , vol.82 , pp. 34-55
    • Rosen, S.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.