Testing the hypothesis of duration dependence in the US housing market
Robinson Dettoni, Luis Alberiko Gil-Alana
| Year of publication: |
2023
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|---|---|
| Authors: | Dettoni, Robinson ; Gil-Alaña, Luis A. |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 58.2023, 4, p. 1-9
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| Subject: | Duration dependence | Fractional integration | Link-based survival additive models | Mixed censoring | Rational speculative bubbles | Spekulationsblase | Bubbles | Schätzung | Estimation | Dauer | Duration | Theorie | Theory | Statistische Bestandsanalyse | Duration analysis | Wohnungsmarkt | Housing market | Immobilienpreis | Real estate price | USA | United States |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2023.104642 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014632834