Forecasting us commercial property price indexes using dynamic factor models
Alex van de Minne, Marc Francke and David Geltner
| Year of publication: |
2022
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| Authors: | Minne, Alex van de ; Francke, Marc ; Geltner, David |
| Published in: |
Journal of real estate research : JRER ; a publication of the American Real Estate Society. - London [u.a.] : Taylor & Francis, ISSN 2691-1175, ZDB-ID 2037318-1. - Vol. 44.2022, 1, p. 29-55
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| Subject: | Asset price dynamics | co-movement | EM algorithm | state space model | Prognoseverfahren | Forecasting model | Zustandsraummodell | State space model | Immobilienpreis | Real estate price | Zeitreihenanalyse | Time series analysis | Gewerbeimmobilien | Commercial real estate | Theorie | Theory | Algorithmus | Algorithm | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/08965803.2020.1840802 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013167610