Purpose ‒ The aim of this paper is to demonstrate the application of robust techniques to the estimation of hedonic house price indexes.Design/methodology/approach ‒ We use simulation analysis to compare an index estimated using ordinary least squares (OLS) with several indexes estimated...

We show how a method that has been applied to commercial real estate markets can be used to produce high frequency house price indexes for a city and for submarkets within a city. Our application of this method involves estimating a set of annual robust repeat sales regressions staggered by...