Comovements among U.S. state housing prices : evidence from fractional cointegration
Carlos Pestana Barros; Luis A. Gil-Alana; James E. Payne
| Year of publication: |
2012
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|---|---|
| Authors: | Barros, Carlos Pestana ; Gil-Alaña, Luis A. ; Payne, James E. |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 29.2012, 3, p. 936-942
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| Subject: | U.S. state housing prices | Persistence | Long memory | Fractional cointegration | USA | United States | Kointegration | Cointegration | Immobilienpreis | Real estate price | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009545491