A multivariate unobserved component analysis of US housing market
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Volume (Year): 33 (2009)
Issue (Month): 1 (January)
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References listed on IDEAS
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- Lo, Andrew W & Wang, Jiang, 1995.
" Implementing Option Pricing Models When Asset Returns Are Predictable,"
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- G. Donald Jud & Dan T. Winkler, 2002. "The Dynamics of Metropolitan Housing Prices," Journal of Real Estate Research, American Real Estate Society, vol. 23(1/2), pages 29-46. Full references (including those not matched with items on IDEAS)