Further Evidence on the Spatio-temporal Model of House Prices in the United States (JAE 2014)

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Contents

Article

Authors Title Journal Year Edition Pages JEL Codes Keywords
Badi H. Baltagi, Jing Li Further Evidence on the Spatio-temporal Model of House Prices in the United States JAE 2014 3 515-22 - -

Article information

Program code Data Readme Method(s) & estimation Data type Data used Origin of data used Software used (Version)
2 - available online elsewhere than on journal website 1 - accessible on journal website 1 - accessible on journal website - Panel 381 metropolitan statistical areas observed over the period 1975–2011, housing data from Federal Housing Finance Agency, data on per capita disposable income gathered from regional economic data published by the Bureau of Economic Analysis, consumer price index comes from the individual regional offices of the Bureau of Labor Statistics USA GAUSS

This article is a replication of

Authors Title Journal Year Edition Pages JEL Codes Keywords Replication type Replication result [refer to replication type 1 and 2] Raw data Call into question Authors statement
Sean Holly, M. Hashem Pesaran, Takashi Yamagata A spatio-temporal model of house prices in the USA J Econometrics 2010 1 160–73 C21, C23 House prices, Cointegration, Cross-sectional dependence, Spatial dependence - - - - -

References

DOI: 10.1002/jae.2372 IDEAS: - EconPapers: -


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