Repeat‐Sales Indexes: Estimation without Assuming that Errors in Asset Returns Are Independently Distributed
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- Campbell, Rachel & Graddy, Kathryn & Hamilton, Jonathan, 2009. "Repeat Sales Indexes: Estimation Without Assuming that Errors in Asset Returns Are Independently Distributed," CEPR Discussion Papers 7344, C.E.P.R. Discussion Papers.
References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- James Bugden, 2014. "Quality-Adjusted Repeat-Sale House Price Indices," Working Papers 2014.01, School of Economics, La Trobe University.
- Seth C. Anderson & Robert B. Ekelund & John D. Jackson & Robert D. Tollison, 2016. "Investment in early American art: the impact of transaction costs and no-sales on returns," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 40(3), pages 335-357, August.
- repec:eee:jeborg:v:140:y:2017:i:c:p:120-129 is not listed on IDEAS
- Deng, Yongheng & McMillen, Daniel P. & Sing, Tien Foo, 2014. "Matching indices for thinly-traded commercial real estate in Singapore," Regional Science and Urban Economics, Elsevier, vol. 47(C), pages 86-98.
More about this item
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C29 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Other
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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