Long memory and fractional integration in the housing price series of London and Paris
Year of publication: |
2014
|
---|---|
Authors: | Gil-Alaña, Luis A. ; Barros, Carlos Pestana ; Peypoch, Nicolas |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 46.2014, 25/27, p. 3377-3388
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Subject: | housing prices | fractional integration | persistence | London index price | Paris index price | London | Immobilienpreis | Real estate price | Zeitreihenanalyse | Time series analysis | Großbritannien | United Kingdom | Schätzung | Estimation | Frankreich | France | Preisindex | Price index | Hedonischer Preisindex | Hedonic price index |
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