Statistical Risk Analysis for Real Estate Collateral Valuation using Bayesian Distributional and Quantile Regression
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More about this item
KeywordsBayesian hierarchical models; hedonic pricing models; GAMLSS; distributional regression quantile regression; multilevel models; MCMC; P-splines; value-at-risk;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2014-05-04 (All new papers)
- NEP-ECM-2014-05-04 (Econometrics)
- NEP-RMG-2014-05-04 (Risk Management)
- NEP-URE-2014-05-04 (Urban & Real Estate Economics)
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