Retransformation bias in the adjacent art price index
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References listed on IDEAS
- Manning, Willard G., 1998. "The logged dependent variable, heteroscedasticity, and the retransformation problem," Journal of Health Economics, Elsevier, vol. 17(3), pages 283-295, June.
- Victor Ginsburgh & David Throsby, 2006. "Handbook of the economics of art and culture," ULB Institutional Repository 2013/1673, ULB -- Universite Libre de Bruxelles.
- Corinna Czujack, 1997. "Picasso Paintings at Auction, 1963–1994," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 21(3), pages 229-247, September.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Bocart, Fabian Y.R.P. & Hafner, Christian M., 2012.
"Econometric analysis of volatile art markets,"
Computational Statistics & Data Analysis,
Elsevier, vol. 56(11), pages 3091-3104.
- BOCART, Fabian Y. R. P. & HAFNER, Christian, 2011. "Econometric analysis of volatile art markets," CORE Discussion Papers 2011052, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Fabian Y. R. P. Bocart & Christian M. Hafner, 2011. "Econometric analysis of volatile art markets," SFB 649 Discussion Papers SFB649DP2011-071, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Fabian Y.R.P. Bocart & Christian M. Hafner, 2012. "Volatility of price indices for heterogeneous goods," SFB 649 Discussion Papers SFB649DP2012-039, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- repec:eee:finlet:v:21:y:2017:i:c:p:186-189 is not listed on IDEAS
- Dominik Filipiak & Agata Filipowska, 2016. "Towards data oriented analysis of the art market: survey and outlook," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, vol. 12(1), pages 21-31, June.
More about this item
KeywordsRetransformation; heteroskedasticity; Picasso; hedonic prices;
- Z10 - Other Special Topics - - Cultural Economics - - - General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-CUL-2011-08-22 (Cultural Economics)
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