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Multilevel modeling using spatial processes: Application to the Singapore housing market

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  • Gelfand, Alan E.
  • Banerjee, Sudipto
  • Sirmans, C.F.
  • Tu, Yong
  • Eng Ong, Seow

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  • Gelfand, Alan E. & Banerjee, Sudipto & Sirmans, C.F. & Tu, Yong & Eng Ong, Seow, 2007. "Multilevel modeling using spatial processes: Application to the Singapore housing market," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3567-3579, April.
    • Handle: RePEc:eee:csdana:v:51:y:2007:i:7:p:3567-3579
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    References listed on IDEAS

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    1. Alan E. Gelfand & Mark D. Ecker & John R. Knight & C. F. Sirmans, 2004. "The Dynamics of Location in Home Price," The Journal of Real Estate Finance and Economics, Springer, vol. 29(2), pages 149-166, September.
    2. Gelfand A.E. & Kim H-J. & Sirmans C.F. & Banerjee S., 2003. "Spatial Modeling With Spatially Varying Coefficient Processes," Journal of the American Statistical Association, American Statistical Association, vol. 98, pages 387-396, January.
    3. Zhang, Hao, 2004. "Inconsistent Estimation and Asymptotically Equal Interpolations in Model-Based Geostatistics," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 250-261, January.
    4. Hua Sun & Yong Tu & Shi-Ming Yu, 2005. "A Spatio-Temporal Autoregressive Model for Multi-Unit Residential Market Analysis," The Journal of Real Estate Finance and Economics, Springer, vol. 31(2), pages 155-187, September.
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    Cited by:

    1. Edmund Zolnik, 2020. "A longitudinal analysis of the effect of public rail infrastructure on proximate residential property transactions," Urban Studies, Urban Studies Journal Limited, vol. 57(8), pages 1620-1641, June.
    2. Ohtsuka, Yoshihiro & Oga, Takashi & Kakamu, Kazuhiko, 2010. "Forecasting electricity demand in Japan: A Bayesian spatial autoregressive ARMA approach," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2721-2735, November.
    3. Eduardo Pérez-Molina, 2022. "Exploring a multilevel approach with spatial effects to model housing price in San José, Costa Rica," Environment and Planning B, , vol. 49(3), pages 987-1004, March.
    4. Paul Harris & Bruno Lanfranco & Binbin Lu & Alexis Comber, 2020. "Influence of Geographical Effects in Hedonic Pricing Models for Grass-Fed Cattle in Uruguay," Agriculture, MDPI, vol. 10(7), pages 1-17, July.
    5. Widemberg S. Nobre & Alexandra M. Schmidt & João B. M. Pereira, 2021. "On the Effects of Spatial Confounding in Hierarchical Models," International Statistical Review, International Statistical Institute, vol. 89(2), pages 302-322, August.
    6. Riccardo, Borgoni & Alessandra, Michelangeli & Nicola, Pontarollo, 2016. "How Does a City Benefit from Culture? Evidence from Milan," Working Papers 335, University of Milano-Bicocca, Department of Economics, revised 16 May 2016.
    7. Congdon, Peter, 2009. "Modelling the impact of socioeconomic structure on spatial health outcomes," Computational Statistics & Data Analysis, Elsevier, vol. 53(8), pages 3047-3056, June.
    8. Pierrette Chagneau & Frédéric Mortier & Nicolas Picard & Jean-Noël Bacro, 2011. "A Hierarchical Bayesian Model for Spatial Prediction of Multivariate Non-Gaussian Random Fields," Biometrics, The International Biometric Society, vol. 67(1), pages 97-105, March.
    9. Yigong Hu & Binbin Lu & Yong Ge & Guanpeng Dong, 2022. "Uncovering spatial heterogeneity in real estate prices via combined hierarchical linear model and geographically weighted regression," Environment and Planning B, , vol. 49(6), pages 1715-1740, July.
    10. Fernando BRUNA & Isabel NEIRA & Marta PORTELA, 2019. "Horizontal And Vertical Contexts On Europeans’ Well-Being," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 19(2), pages 37-56.
    11. Nan Liu, 2021. "Market buoyancy, information transparency and pricing strategy in the Scottish housing market," Urban Studies, Urban Studies Journal Limited, vol. 58(16), pages 3388-3406, December.
    12. Liu, Nan & Zhao, Yuan & Ge, Jiaqi, 2018. "Do renters skimp on energy efficiency during economic recessions? Evidence from Northeast Scotland," Energy, Elsevier, vol. 165(PA), pages 164-175.
    13. Zeileis, Achim & Hornik, Kurt & Murrell, Paul, 2009. "Escaping RGBland: Selecting colors for statistical graphics," Computational Statistics & Data Analysis, Elsevier, vol. 53(9), pages 3259-3270, July.
    14. Nan Liu & Deborah Roberts, 2012. "Do Incomers Pay More for Rural Housing?," Environment and Planning A, , vol. 44(8), pages 1986-2005, August.
    15. Aoife K. Hurley & James Sweeney, 2024. "Irish Property Price Estimation Using A Flexible Geo-spatial Smoothing Approach: What is the Impact of an Address?," The Journal of Real Estate Finance and Economics, Springer, vol. 68(3), pages 355-393, April.

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