A spatio-temporal model of house prices in the USA

DOI10.1016/J.JECONOM.2010.03.040zbMath1431.62627OpenAlexW2123843832MaRDI QIDQ736568

Takashi Yamagata, M. Hashem Pesaran, Sean Holly

Publication date: 4 August 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2010.03.040

zbMATH Keywords

cointegrationspatial dependencecross-sectional dependencehouse prices

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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