Estimation of variance of housing prices using spatial conditional heteroskedasticity (SARCH) model with an application to Boston housing price data
Prodosh Simlai
| Year of publication: |
2014
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| Authors: | Simlai, Prodosh |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 54.2014, 1, p. 17-30
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| Subject: | Spatial dependence | Correlation | Housing price volatility | Spatial regression | Heteroskedasticity | Immobilienpreis | Real estate price | Volatilität | Volatility | Schätzung | Estimation | Hedonischer Preisindex | Hedonic price index | Korrelation | Schätztheorie | Estimation theory | Heteroskedastizität | Heteroscedasticity | Räumliche Verteilung | Spatial distribution | Regionalökonomik | Regional economics | Räumliche Interaktion | Spatial interaction | ARCH-Modell | ARCH model | Regressionsanalyse | Regression analysis | Regionaler Preisindex | Regional price index |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010468803