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Predicting House Prices Using Multiple Listings Data

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Author Info
Dubin, Robin A
Abstract

It is often necessary to accurately predict the price of a house between sales. One method of predicting house values is to use data on the characteristics of the area's housing stock to estimate a hedonic regression, using ordinary least squares (OLS) as the statistical technique. The coefficients of this regression are then used to produce the predicted house prices. However, this procedure ignores a potentially large source of information regarding house prices--the correlations existing between the prices of neighboring houses. The purpose of this article is to show how these correlations can be incorporated when estimating regression coefficients and when predicting house prices. The practical difficulties inherent in using a technique called kriging to predict house prices are discussed. The article concludes with an example of the procedure using multiple listings data from Baltimore. Copyright 1998 by Kluwer Academic Publishers

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Publisher Info
Article provided by Springer in its journal Journal of Real Estate Finance & Economics.

Volume (Year): 17 (1998)
Issue (Month): 1 (July)
Pages: 35-59
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Handle: RePEc:kap:jrefec:v:17:y:1998:i:1:p:35-59

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  1. Jungik Kim & Peter Goldsmith, 2009. "A Spatial Hedonic Approach to Assess the Impact of Swine Production on Residential Property Values," Environmental & Resource Economics, European Association of Environmental and Resource Economists, vol. 42(4), pages 509-534, April. [Downloadable!] (restricted)
  2. Stephen Malpezzi, . "Hedonic Pricing Models: A Selective and Applied Review," Wisconsin-Madison CULER working papers 02-05, University of Wisconsin Center for Urban Land Economic Research. [Downloadable!]
  3. Cem Ertur & Thiaw Kalidou, 2005. "Growth and Spatial Dependence - The Mankiw, Romer and Weil model revisited," ERSA conference papers ersa05p660, European Regional Science Association. [Downloadable!]
  4. Marius Theriault & Francois Des Rosiers & Jean Dube, 2006. "Testing the Temporal Stability of Accessibility Value in Residential Hedonic Prices," ERSA conference papers ersa06p756, European Regional Science Association. [Downloadable!]
  5. Leech, D. & Campos, E., 2000. "Is Comprehensive Education Really Free? A Study of the Effects of Secondary School Admissions Policies on House Prices," The Warwick Economics Research Paper Series (TWERPS) 581, University of Warwick, Department of Economics. [Downloadable!]
  6. Stephenson, Kurt & Speir, Cameron & Shabman, Leonard & Bosch, Darrell, 2001. "The Influence Of Residential Development Patterns On Local Government Costs And Revenues," Report Papers 14833, Virginia Tech, Rural Economic Analysis Program (REAP). [Downloadable!]
  7. David Brasington, . "School Choice and the Flight to Private Schools: To What Extent Are Public and Private Schools Substitutes?," Departmental Working Papers 2005-02, Department of Economics, Louisiana State University. [Downloadable!]
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  8. Kim, Jungik & Goldsmith, Peter & Thomas, Mike, 2004. "Using Spatial Econometrics To Assess The Impact Of Swine Production On Residential Property Values," 2004 Annual meeting, August 1-4, Denver, CO 20186, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
  9. Trudy Ann Cameron, 2003. "Directional Heterogeneity in Distance Profiles in Hedonic Property Value Models," University of Oregon Economics Department Working Papers 2003-17, University of Oregon Economics Department, revised 01 Jul 2003. [Downloadable!]
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  10. Steven Bourassa & Eva Cantoni & Martin Hoesli, 2007. "Spatial Dependence, Housing Submarkets, and House Price Prediction," The Journal of Real Estate Finance and Economics, Springer, vol. 35(2), pages 143-160, August. [Downloadable!] (restricted)
  11. Min Hwang & John Quigley, 2002. "Price Discovery in Time and Space: The Course of Condominium Prices in Singapore," Department of Economics, Working Paper Series 1040, Department of Economics, Institute for Business and Economic Research, UC Berkeley. [Downloadable!]
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