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Aggregation bias and the repeat sales price index

In: Real estate indicators and financial stability

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  • Anthony Pennington-Cross

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This chapter was published in:

  • Bank for International Settlements, 2005. "Real estate indicators and financial stability," BIS Papers, Bank for International Settlements, Bank for International Settlements, number 21, 8.
    This item is provided by Bank for International Settlements in its series BIS Papers chapters with number 21-25.

    Handle: RePEc:bis:bisbpc:21-25

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    Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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    1. David Genesove & Christopher Mayer, . "Loss Aversion and Seller Behavior: Evidence from the Housing Market," Zell/Lurie Center Working Papers, Wharton School Samuel Zell and Robert Lurie Real Estate Center, University of Pennsylvania 323, Wharton School Samuel Zell and Robert Lurie Real Estate Center, University of Pennsylvania.
    2. Pennington-Cross, Anthony, 2003. "Credit History and the Performance of Prime and Nonprime Mortgages," The Journal of Real Estate Finance and Economics, Springer, Springer, vol. 27(3), pages 279-301, November.
    3. Michelle H. Dreiman & Anthony Pennington-Cross, 2004. "Alternative Methods of Increasing the Precision of Weighted Repeat Sales House Prices Indices," The Journal of Real Estate Finance and Economics, Springer, Springer, vol. 28(4), pages 299-317, 05.
    4. Yongheng Deng, . "Mortgage Termination: An Empirical Hazard Model with Stochastic Term Structure," Working Papers, University of California at Berkeley, Econometrics Laboratory Software Archive _002, University of California at Berkeley, Econometrics Laboratory Software Archive.
    5. Gatzlaff, Dean H & Haurin, Donald R, 1997. "Sample Selection Bias and Repeat-Sales Index Estimates," The Journal of Real Estate Finance and Economics, Springer, Springer, vol. 14(1-2), pages 33-50, Jan.-Marc.
    6. Jesse M. Abraham & William S. Schauman, 1991. "New Evidence on Home Prices from Freddie Mac Repeat Sales," Real Estate Economics, American Real Estate and Urban Economics Association, American Real Estate and Urban Economics Association, vol. 19(3), pages 333-352.
    7. Englund, Peter & Quigley, John M. & Redfearn, Christian L., 1998. "Improved Price Indexes for Real Estate: Measuring the Course of Swedish Housing Prices," Journal of Urban Economics, Elsevier, vol. 44(2), pages 171-196, September.
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    Cited by:
    1. William D. Larson, 2010. "Evaluating Alternative Methods of Forecasting House Prices: A Post-Crisis Reassessment," Working Papers 2010-004, The George Washington University, Department of Economics, Research Program on Forecasting, revised Feb 2011.

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