Estimation of variance of housing prices using spatial conditional heteroskedasticity (SARCH) model with an application to Boston housing price data
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DOI: 10.1016/j.qref.2013.07.001
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- Maria Kyriacou & Peter C.B. Phillips & Francesca Rossi, 2019. "Continuously Updated Indirect Inference in Heteroskedastic Spatial Models," Cowles Foundation Discussion Papers 2208, Cowles Foundation for Research in Economics, Yale University.
- Maria Kyriacou & Peter C.B. Phillips & Francesca Rossi, 2019. "Continuously Updated Indirect Inference in Heteroskedastic Spatial Models," Working Papers 15/2019, University of Verona, Department of Economics.
- Rossi, Francesca & Lieberman, Offer, 2023. "Spatial autoregressions with an extended parameter space and similarity-based weights," Journal of Econometrics, Elsevier, vol. 235(2), pages 1770-1798.
- Jaroslav Burian & Karel Macků & Jarmila Zimmermannová & Barbora Kočvarová, 2018. "Spatio-Temporal Changes and Dependencies of Land Prices: A Case Study of the City of Olomouc," Sustainability, MDPI, vol. 10(12), pages 1-19, December.
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Keywords
Spatial dependence; Correlation; Housing price volatility; Spatial regression; Heteroskedasticity;All these keywords.
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