Common Factors and Spatial Dependence: An Application to US House Prices
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- Cynthia Fan Yang, 2021. "Common factors and spatial dependence: an application to US house prices," Econometric Reviews, Taylor & Francis Journals, vol. 40(1), pages 14-50, January.
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Citations
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Cited by:
- Jia Chen & Yongcheol Shin & Chaowen Zheng, 2020. "Estimation and Inference in Heterogeneous Spatial Panel Data Models with a Multifactor Error Structure," Discussion Papers 20/03, Department of Economics, University of York.
- Michele Aquaro & Natalia Bailey & M. Hashem Pesaran, 2019. "Estimation and inference for spatial models with heterogeneous coefficients: an application to U.S. house prices," CESifo Working Paper Series 7542, CESifo.
- Pesaran, M. Hashem & Yang, Cynthia Fan, 2020.
"Econometric analysis of production networks with dominant units,"
Journal of Econometrics, Elsevier, vol. 219(2), pages 507-541.
- M. Hashem Pesaran & Cynthia Fan Yang, 2016. "Econometric Analysis of Production Networks with Dominant Units," CESifo Working Paper Series 6141, CESifo.
- Pesaran, H. & Yang, Cynthia Fan, 2016. "Econometric Analysis of Production Networks with Dominant Units," Cambridge Working Papers in Economics 1678, Faculty of Economics, University of Cambridge.
- George Kapetanios & M. Hashem Pesaran & Simon Reese, 2018. "A Residual-based Threshold Method for Detection of Units that are Too Big to Fail in Large Factor Models," CESifo Working Paper Series 7401, CESifo.
- Michele Aquaro & Natalia Bailey & M. Hashem Pesaran, 2021.
"Estimation and inference for spatial models with heterogeneous coefficients: An application to US house prices,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(1), pages 18-44, January.
- Michele Aquaro & Natalia Bailey & M. Hashem Pesaran, 2019. "Estimation and inference for spatial models with heterogeneous coefficients: an application to U.S. house prices," CESifo Working Paper Series 7542, CESifo.
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More about this item
Keywords
Cross-sectional dependence; Common factors; Spatial panel data models; Generalized method of moments; House prices;All these keywords.
JEL classification:
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- R21 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Household Analysis - - - Housing Demand
- R31 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Real Estate Markets, Spatial Production Analysis, and Firm Location - - - Housing Supply and Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2018-10-08 (Econometrics)
- NEP-GEO-2018-10-08 (Economic Geography)
- NEP-URE-2018-10-08 (Urban & Real Estate Economics)
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