An In-Sample and Out-of-Sample Empirical Investigation of the Nonlinearity in House Prices of South Africa
Year of publication: |
2010-03
|
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Authors: | Balcilar, Mehmet ; Gupta, Rangan ; Shah, Zahra |
Institutions: | Department of Economics, Faculty of Economic and Management Sciences |
Subject: | Bayesian autoregressive models | Housing market | smooth transition autoregressive models | Forecast accuracy |
Series: | |
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Type of publication: | Book / Working Paper |
Notes: | Number 201008 17 pages |
Classification: | C12 - Hypothesis Testing ; C13 - Estimation ; C22 - Time-Series Models ; C52 - Model Evaluation and Testing ; C53 - Forecasting and Other Model Applications ; R31 - Housing Supply and Markets |
Source: |
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