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Housing Renovations and the Quantile Repeat-Sales Price Index

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Author Info
Daniel P. McMillen
Paul Thorsnes

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Abstract

A median-based quantile estimator suffers less bias from positive outliers, such as unobserved renovations, than a standard mean-based estimator. Quantile repeat-sales estimates for single-family homes in the city of Chicago show nominal price appreciation of 68.9% between 1993 and 2002, substantially smaller than the standard approach's estimate of 77.8%. Omitting observations with building permits reduces the mean and median-based estimates by 4.4 and 1.6 percentage points. The results imply that quality improvements account for much of the rapid rise in house prices, and that a median-based quantile estimator produces a more accurate view of the price performance of a typical house. Copyright 2006 American Real Estate and Urban Economics Association

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Article provided by American Real Estate and Urban Economics Association in its journal Real Estate Economics.

Volume (Year): 34 (2006)
Issue (Month): 4 (December)
Pages: 567-584
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Handle: RePEc:bla:reesec:v:34:y:2006:i:4:p:567-584

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  1. Hazer Inaltekin & Robert Jarrow & Mehmet Saglam & Yildiray Yildirim, 2009. "Housing Market Microstructure," Quantitative Finance Papers 0907.1853, arXiv.org. [Downloadable!]
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This page was last updated on 2009-12-19.


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