predictors, using an approximate dynamic factor model. Estimation is discussed for balanced and unbalanced panels. The estimated …

and input prices. A cost Malmquist index can be applied to determine the efficient cost change (ECC). However, regulators …

index. In this vein, we make two contributions. First, we develop a new algorithm to ensure feasible estimation of … geographically granular repeat-sales house price indices in cases of low transactions counts. This facilitates the estimation of a …

house price index. We quantify the extent to which disaggregated house prices indices have significantly more variability … than, and differing trends from, the aggregate index …

We develop a programming algorithm that predicts a balanced-panel mix-adjusted house price index for arbitrary spatial … units from repeated cross-sections of geocoded micro data. The algorithm combines parametric and non-parametric estimation …