Repeat Sales Indexes: Estimation Without Assuming that Errors in Asset Returns Are Independently Distributed
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- Kathryn Graddy & Jonathan Hamilton & Rachel Pownall, 2012. "Repeat‐Sales Indexes: Estimation without Assuming that Errors in Asset Returns Are Independently Distributed," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 40(1), pages 131-166, March.
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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.
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- 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
Keywordsart; index; real estate; repeat sales;
- 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
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-07-11 (All new papers)
- NEP-CUL-2009-07-11 (Cultural Economics)
- NEP-URE-2009-07-11 (Urban & Real Estate Economics)
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