Regional house price behaviour in the UK: Application of a joint testing procedure

Physica A: Statistical Mechanics and its Applications

Volumn 345, Issue 3-4, 2005, Pages 611-621

  Cook, Steven ^a  

^a SWANSEA UNIVERSITY   (United Kingdom)

Author keywords

Joint testing; Stationarity; UK house prices; Unit roots

Indexed keywords

COMPUTER SIMULATION; MARKETING; MONTE CARLO METHODS; STATISTICAL TESTS;

JOINT TESTING; STATIONARITY; UK HOUSE PRICES; UNIT ROOTS;

ECONOMICS;

EID: 9644290882     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4371(04)01051-9     Document Type: Article

References (22)

1. W.-X. Zhou, D. Sornette, Physica A 329 (2003) 249.
2. O. Weeken, Bank of England Quarterly Bulletin, 2004, p. 32.
3. G. Meen, Housing Stud. 14 (1999) 733.
4. W. Peterson, S. Holly, P. Gaudoin, Report to the Department of the Environment, Transport and the Regions No. 153, 2002.
5. D. Dickey, W. Fuller, J. Am. Stat. Assoc. 74 (1979) 427.
6. G. Elliott, T. Rothenberg, J. Stock, Econometrica 64 (1996) 813.
7. D. Kwiatkowski, P. Phillips, P. Schmidt, Y. Shin, J. Econo. 54 (1992) 159.
8. U. Müller, G. Elliott, Econometrica 71 (2003) 1269.
9. P. Perron, P. Phillips, Biometrika 75 (1988) 335.
10. S. Leybourne, B. McCabe, J. Bus. Econ. Stat. 12 (1994) 157.
11. M. Caner, L. Kilian, J. Int. Money Finan. 20 (2001) 639.
12. J. Ashworth, S. Parker, Scott. J. Polit. Econ. 44 (1997) 225.
13. C. Alexander, M. Barrow, Urban Stud. 31 (1994) 1667.
14. S. Cook, Urban Stud. 40 (2003) 2285.
15. L. Drake, Reg. Stud. 29 (1993) 357.
16. A. Holmans, Government Economic Service Working Paper No. 110, 1990.
17. R. MacDonald, M. Taylor, Scott. J. Polit. Econ. 40 (1993) 43.
18. W. Fuller, Introduction to Statistical Time Series, second ed., Wiley, New York, 1996.
19. R. Gimeno, B. Manchado, R. Minguez, Physica A 269 (1999) 72.
20. W. Newey, K. West, Econometrica 55 (1987) 703.
21. G. Schwert, J. Business Econ. Stat. 7 (1989) 147.
22. P. Sephton, Econ. Lett. 47 (1995) 255.