We propose newly developed unsmoothing techniques for appraisal-based real estate returns based on a regime-switching Threshold Autoregressive (TAR) model. We show that when true returns follow a TAR process, conventional linear autoregressive technique are misspecified and underestimate true...

Intro -- Real Estate Titans 7 Key Lessons from the World's Top Real Estate Investors -- Praise for Real Estate Titans -- Contents -- Acknowledgments -- Introduction -- My Quest to Meet the World's Real Estate Titans -- Making Real Estate Wisdom Go Viral -- Notes -- Part I Interviews with Real...