Search Results - subject:"Repeat sales regression"

The validity of hedonic models for estimating heterogeneous assets returns

Kräussl, Roman; Lehnert, Thorsten; Nasser Eddine, Ali - 2019

In this paper, we examine the validity of hedonic models for estimating heterogeneous assets returns. We look into the art markets, and show that the returns on hedonic indices strictly depend on the specifications of the model. Different sets of variables lead to different returns. This means...

Persistent link: https://www.econbiz.de/10012064421

Sports arenas, teams and property values : temporary and permanent shocks to local amenity flows

Chikish, Yulia; Humphreys, Brad R.; Nowak, Adam - 2018

Persistent link: https://www.econbiz.de/10012390231

Strip clubs, "secondary effects", and residential property prices

Brooks, Taggert J.; Humphreys, Brad R.; Nowak, Adam - 2016

Persistent link: https://www.econbiz.de/10011523380

Building A Venture Capital Index

Peng, Liang - School of Management, Yale University - 2001

,643 venture-backed firms. The paper uses two innovative techniques, a re-weighting procedure and a method of moment repeat sales … regression, to mitigates three problems - missing data, censored data, and sample selection. We report the time series of capital …

Persistent link: https://www.econbiz.de/10005147051