Estimation of variance of housing prices using spatial conditional heteroskedasticity (SARCH) model with an application to Boston housing price data
Year of publication: |
2014
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Authors: | Simlai, Prodosh |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 54.2014, 1, p. 17-30
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Subject: | Spatial dependence | Correlation | Housing price volatility | Spatial regression | Heteroskedasticity | Immobilienpreis | Real estate price | Räumliche Interaktion | Spatial interaction | Volatilität | Volatility | Schätzung | Estimation | Räumliche Verteilung | Spatial distribution | Hedonischer Preisindex | Hedonic price index | Heteroskedastizität | Heteroscedasticity | Schätztheorie | Estimation theory | ARCH-Modell | ARCH model | Korrelation | Regressionsanalyse | Regression analysis | Wohnimmobilien | Residential real estate |
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