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DFM
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Demand and Price Analysis
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Housing market
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LBVAR
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dynamic PCA
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Leatham, David J.
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Li, Yarui
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Agricultural and Applied Economics Association - AAEA
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2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania
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subject:"bvar"
(213 results)
1
Forecasting Housing Prices: Dynamic Factor Model versus
LBVAR
Model
Li, Yarui
;
Leatham, David J.
-
Agricultural and Applied Economics Association - AAEA
-
2010
The purpose of this paper is to compare the forecasting power of DFM and
LBVAR
models as they are used to forecast …
Persistent link: https://www.econbiz.de/10009021483
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