When estimating hedonic models of housing prices, the use of time series cross-section repeat sales data can provide improvements in estimator eciency and correct for unobserved characteristics. However, in cases where serial correlation is present, the irregular timing of sales should also be consi
โฆ LIBER โฆ
The Error Structure of Time Series Cross-Section Hedonic Models with Sporadic Event Timing and Serial Correlation
โ Scribed by Gregory S. Amacher and Daniel Hellerstein
- Book ID
- 123709591
- Publisher
- John Wiley and Sons
- Year
- 1999
- Tongue
- English
- Weight
- 522 KB
- Volume
- 14
- Category
- Article
- ISSN
- 0883-7252
- DOI
- 10.2307/223177
No coin nor oath required. For personal study only.
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