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Analysis of housing prices by GEE and GLMM methodologies: a longitudinal study

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  • M.C. Pardo
  • T. Pérez

Abstract

The Spanish economic crisis has led to a significant reduction in housing sales, and therefore, there has been a decrease in housing prices. In this paper, we analyze changes in the average housing price throughout Spain. We use quarterly data from a random sample of 150 municipalities from the first quarter (Q1) of 2005, before the financial crisis started, to Q1 2010. Our analysis uses generalized estimating equation and generalized linear mixed model approaches. Data published for Q2, Q3, and Q4 2010 are compared with the data fitted using these models. Finally, the methods are compared with time‐series models. Copyright © 2012 John Wiley & Sons, Ltd.

Suggested Citation

  • M.C. Pardo & T. Pérez, 2013. "Analysis of housing prices by GEE and GLMM methodologies: a longitudinal study," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 29(5), pages 552-563, September.
    • Handle: RePEc:wly:apsmbi:v:29:y:2013:i:5:p:552-563
    DOI: 10.1002/asmb.1940
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