Are US real house prices stationary? : new evidence from univariate and panel data
Year of publication: |
2016
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Authors: | Zhang, Jing ; Jong, Robert M. de ; Haurin, Donald R. |
Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 20.2016, 1, p. 1-18
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Subject: | cointegration | error correction | house price | stationarity | unit root | Immobilienpreis | Real estate price | Einheitswurzeltest | Unit root test | Kointegration | Cointegration | Panel | Panel study | Zeitreihenanalyse | Time series analysis | USA | United States | Schätzung | Estimation | Schätztheorie | Estimation theory |
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