A dymimic model of housing price determination

Keywords

Econometrics, Economics, Capitalization, Unobservable, Capitalization rate

References

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• Market Fundamentals versus Price-Level Bubbles: The First TestsRobert P. Flood, Peter M. Garber — 1980
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• Testing for Regression Coefficient Stability with a Stationary AR(1) AlternativeMark W. Watson, Robert F. Engle — 1985
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• Some empirical results on the nature of the hedonic price function for the urban housing marketPeter Linneman — 1980
• Hypothesis testing when a nuisance parameter is present only under the alternativeRobert B. Davies — 1977

Cited by

• The Computation of Prices IndicesVictor Ginsburgh, Jianping Mei, Michael A. Moses — 2006
• A State Space Model for Berlin House Prices: Estimation and Economic InterpretationRainer Schulz, Axel Werwatz — 2003
• The Efficiency of the Market for Single-Family HomesKarl E. Case, Robert J. Shiller — 1988
• Modelling stochastic and cyclical components of technical change : An application of the Kalman filterMargaret E. Slade — 1989
• How to deal with unobservable variables in economicsWilhelm Krelle — 1997
• Dynamic structural equation models: Estimation and interference.Dario Ciraki — 2007
• Kalman Filter Bibliography: Agriculture, Biology, and MedicineWalter T. Fédérer, B. R. Murty — 1998
• On the Stratonovich – Kalman - Bucy filtering algorithm application for accurate characterization of financial time series with use of state-space model by central banksDimitri O. Ledenyov, Viktor O. Ledenyov — 2013
• The willingness to pay for in-house piped water in urban and rural IndonesiaYusep Suparman, Henk Folmer, Johan H. L. Oud — 2016
• Residential capitalization rates: Explaining intermetropolitan variation, 1974–1979Robyn Swaim Phillips — 1988
• Homebuyer choices and search behaviour in a distressed urban settingHarry L. Margulis — 1988
• Vancouver's Gasoline-Price Wars: An Empirical Exercise in Uncovering Supergame StrategiesMargaret E. Slade — 1992
• The Underground Economy in the Late 1990s: Evading Taxes, or Evading Competition?Liliane Giardino-Karlinger — 2009
• Unravelling the Residential Rent-Value Puzzle: An Empirical InvestigationRobyn Swaim Phillips — 1988
• Analyzing Real Estate Data Problems Using the Gibbs SamplerJohn R. Knight, C. F. Sirmans, Alan E. Gelfand — 1998
• Hedonic price models with omitted variables and measurement errors: a constrained autoregression–structural equation modeling approach with application to urban IndonesiaYusep Suparman, Henk Folmer, Johan H. L. Oud — 2014
• Income and price elasticities of demand for owner–occupied housing in the UK: evidence from pooled cross–sectional and time–series dataLeslie Rosenthal — 1989
• Inferring Changes in Expectation Behavior over Time: An Application of Nonlinear Time-Varying-Parameters EstimationJeffrey C. Fuhrer — 1992
• A standard error for the estimated state vector of a state-space modelJames D. Hamilton — 1986
• Spatio-Temporal Modeling of Residential Sales DataAlan E. Gelfand, Sujit K. Ghosh, John R. Knight — 1998

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