Spatial Dependence, Idiosyncratic Risk, and the Valuation of Disaggregated Housing Data
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DOI: 10.1007/s11146-017-9610-7
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- P. S. Morawakage & G. Earl & B. Liu & E. Roca & A. Omura, 2023. "Housing Risk and Returns in Submarkets with Spatial Dependence and Heterogeneity," The Journal of Real Estate Finance and Economics, Springer, vol. 67(4), pages 695-734, November.
- Simlai, Prodosh, 2019. "Subprime credit, idiosyncratic risk, and foreclosures," The Quarterly Review of Economics and Finance, Elsevier, vol. 74(C), pages 175-189.
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Keywords
Housing price model; Spatial regression; Idiosyncratic risk; SARCH-M model; Prediction;All these keywords.
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