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

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  • Pace, R. Kelley
  • Barry, Ronald
  • Gilley, Otis W.
  • Sirmans, C. F.

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File URL: http://www.sciencedirect.com/science/article/B6V92-40CRPN0-6/2/5da90e59f42687d3f74834eebaa06b54
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Bibliographic Info

Article provided by Elsevier in its journal International Journal of Forecasting.

Volume (Year): 16 (2000)
Issue (Month): 2 ()
Pages: 229-246

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Handle: RePEc:eee:intfor:v:16:y:2000:i:2:p:229-246

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Web page: http://www.elsevier.com/locate/ijforecast

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References

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  1. Hendry, David F. & Pagan, Adrian R. & Sargan, J.Denis, 1984. "Dynamic specification," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 2, chapter 18, pages 1023-1100 Elsevier.
  2. Knight, John R & Sirmans, C F & Turnbull, Geoffrey K, 1994. "List Price Signaling and Buyer Behavior in the Housing Market," The Journal of Real Estate Finance and Economics, Springer, vol. 9(3), pages 177-92, November.
  3. Dubin, Robin A, 1988. "Estimation of Regression Coefficients in the Presence of Spatially Autocorrelated Error Terms," The Review of Economics and Statistics, MIT Press, vol. 70(3), pages 466-74, August.
  4. Anselin, Luc & Hudak, Sheri, 1992. "Spatial econometrics in practice : A review of software options," Regional Science and Urban Economics, Elsevier, vol. 22(3), pages 509-536, September.
  5. Gilley, Otis W & Pace, R Kelley, 1995. "Improving Hedonic Estimation with an Inequality Restricted Estimator," The Review of Economics and Statistics, MIT Press, vol. 77(4), pages 609-21, November.
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Citations

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Cited by:
  1. Joe Tak-Yun Wong & Eddie Hui & William Seabrooke & John Raftery, 2005. "A study of the Hong Kong property market: housing price expectations," Construction Management & Economics, Taylor and Francis Journals, vol. 23(7), pages 757-765.
  2. Zhao, Xiaobing & Fletcher, Jerald J., 2004. "An Optimal Control Approach To Water Quality Trading: Cost-Effective Point/Nonpoint Management In A Watershed Framework," 2004 Annual meeting, August 1-4, Denver, CO 20195, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  3. Asuncion Beamonte & Pilar Gargallo & Manuel Salvador, 2010. "Analysis of housing price by means of STAR models with neighbourhood effects: a Bayesian approach," Journal of Geographical Systems, Springer, vol. 12(2), pages 227-240, June.
  4. Richards, Timothy J. & Acharya, Ram N. & Kagan, Albert, 2008. "Spatial competition and market power in banking," Journal of Economics and Business, Elsevier, vol. 60(5), pages 436-454.
  5. Seow Ong & Poh Neo & Yong Tu, 2008. "Foreclosure Sales: The Effects of Price Expectations, Volatility and Equity Losses," The Journal of Real Estate Finance and Economics, Springer, vol. 36(3), pages 265-287, April.
  6. Acharya, Ram N. & Kagan, Albert & Richards, Timothy J., 2006. "Profitability and Long-term Survival of Community Banks: Evidence from Texas," 2006 Annual meeting, July 23-26, Long Beach, CA 21453, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  7. René Van der Kruk, 2001. "Economic Impacts of Wetland Amenities A Spatial Econometric Analysis of the Housing Market," ERSA conference papers ersa01p76, European Regional Science Association.
  8. Lambert, Dayton M. & Griffin, Terry W., 2004. "Analysis Of Government Farm Subsidies On Farmland Cash Rental Rates Using A Fixed Effect Spatial Distributed Lag Model And A Translog Cost Model," 2004 Annual meeting, August 1-4, Denver, CO 19977, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  9. Soto, Patricia & Vandeveer, Lonnie R. & Henning, Steven A., 2002. "Spatial Relationships In Rural Land Markets With Emphasis On A Flexible Weights Matrix," 2002 Annual meeting, July 28-31, Long Beach, CA 19731, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  10. David M. Brasington & Donald R. Haurin, 2008. "Parents, peers, or school inputs: Which components of school outcomes are capitalized into house value?," University of Cincinnati, Economics Working Papers Series 2008-09, University of Cincinnati, Department of Economics.
  11. Fernando A. López Hernández & Coro Chasco Yrigoyen, 2004. "Space-Time Lags: Specification Strategy In Spatial Regression Models," Econometrics 0411005, EconWPA.
  12. Tony Smith & Peggy Wu, 2009. "A spatio-temporal model of housing prices based on individual sales transactions over time," Journal of Geographical Systems, Springer, vol. 11(4), pages 333-355, December.
  13. Kiefer, Hua, 2011. "The house price determination process: Rational expectations with a spatial context," Journal of Housing Economics, Elsevier, vol. 20(4), pages 249-266.
  14. Hua Sun & Yong Tu & Shi-Ming Yu, 2005. "A Spatio-Temporal Autoregressive Model for Multi-Unit Residential Market Analysis," The Journal of Real Estate Finance and Economics, Springer, vol. 31(2), pages 155-187, September.

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