Variational assimilation of time sequences of surface observations with serially correlated errors

The error structure of time series cross

The error structure of time series cross-section hedonic models with sporadic event timing and serial correlation

✍ Gregory S. Amacher; Daniel Hellerstein 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 217 KB

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