This paper incorporates spatial and temporal dependence among housing transactions in predicting future house prices. We employ the spatial and temporal autoregressive model and structure the spatial and temporal weighting matrices as in Pace et al. (1998). We control for the time variation of...

ates its undiversi able market risk exposure. Past research has consis- tently shown that REITs have low betas with respect to market proxies that are often equity indices, such as S&P 500 and CRSP indices. As a result, investors perceive REITs as a less risky investment vehicle that ra-...

Dimethyl ether (DME) seems to be a potential approach for improving the cold start performance for spark-ignited (SI) engines. In this paper, the cold start performance of an SI engine fueled with pure DME was experimentally investigated and compared with that of the original SI gasoline engine....

This paper incorporates spatial and temporal dependence among housing transactions in predicting future house prices. We employ the spatiotemporal autoregressive model and structure the spatial and temporal weighting matrices as in Pace et al. <CitationRef CitationID="CR23">(1998)</CitationRef>. We control for the time variation of both...</citationref>