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Mortgage default decisions in the presence of non-normal, spatially dependent disturbances

Calabrese, Raffaella; McCollum, Meagan N.; Pace, R. Kelley - In: Regional science & urban economics 76 (2019), pp. 103-114

Persistent link: https://www.econbiz.de/10012267362

Impacts of extreme weather events on mortgage risks and their evolution under climate change : a case study on Florida

Calabrese, Raffaella; Dombrowski, Timothy; Mandel, Antoine - In: European journal of operational research : EJOR 314 (2024) 1, pp. 377-392

Persistent link: https://www.econbiz.de/10014456867

Impacts of Extreme Weather Events on Mortgage Risks and Their Evolution under Climate Change : A Case Study on Florida

Calabrese, Raffaella; Dombrowski, Tim; Mandel, Antoine; … - 2022

We develop an additive Cox proportional hazard model with time-varying covariates, including spatio-temporal characteristics of weather events, to study the impact of weather extremes (heavy rains and tropical cyclones) on the probability of mortgage default and prepayment. We estimate the model...

Persistent link: https://www.econbiz.de/10014244978

Relative performance of the grid, nearest neighbor, and OLS estimators

Pace, R. Kelley - In: The journal of real estate finance and economics 13 (1996) 3, pp. 203-218

Persistent link: https://www.econbiz.de/10001213392

Parametric, semiparametric, and nonparametric estimation of characteristic values within mass assessment and hedonic pricing models

Pace, R. Kelley - In: The journal of real estate finance and economics 11 (1995) 3, pp. 195-217

Persistent link: https://www.econbiz.de/10001201681

Nonparametric methods with applications to hedonic models

Pace, R. Kelley - In: The journal of real estate finance and economics 7 (1993) 3, pp. 185-204

Persistent link: https://www.econbiz.de/10001169412

Performing large spatial regressions and autoregressions

Pace, R. Kelley - In: Economics letters 54 (1997) 3, pp. 283-291

Persistent link: https://www.econbiz.de/10001224344

A method for spatial-temporal forecasting with an application to real estate prices

Pace, R. Kelley (contributor) - In: International journal of forecasting 16 (2000) 2, pp. 229-246

Persistent link: https://www.econbiz.de/10001476896

Spatial autoregression techniques for real estate data

Dubin, Robin; Pace, R. Kelley; Thibodeau, Thomas G. - In: Journal of real estate literature : a publication of … 7 (1999) 1, pp. 79-95

Persistent link: https://www.econbiz.de/10001356352

Generalizing the OLS and grid estimators

Pace, R. Kelley - In: Real estate economics : journal of the American Real … 26 (1998) 2, pp. 331-347

Persistent link: https://www.econbiz.de/10001242755