Baroni, Michel; Barthélémy, Fabrice; Mokrane, Mahdi - ESSEC Business School - 2007
In this paper we address the issue of the robustness of the price level, mean, and variance estimates for two sets of repeat sales real estate price indices: the classical WRS method and a PCA factorial method, as elaborated in Baroni, Barthélémy and Mokrane (2007). We use an extensive repeat...