Online prediction of Berlin single-family house prices

DOI10.1007/BF03354609MaRDI QIDQ1424656zbMATH OpenOpenAlexFDO

Authors Rainer Schulz, Hizir Sofyan, Axel Werwatz, Rodrigo Witzel

Publication date 16 March 2004

Published in Computational Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf03354609

zbMATH Keywords

Kalman filterstate space modelhedonic regression

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Auctions, bargaining, bidding and selling, and other market models (91B26)

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Cites work

• scientific article; zbMATH DE number 3567782 (Why is no real title available?)
• scientific article; zbMATH DE number 777596 (Why is no real title available?)
• scientific article; zbMATH DE number 1447423 (Why is no real title available?)
• scientific article; zbMATH DE number 3338262 (Why is no real title available?)
• AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM
• Alternative algorithms for the estimation of dynamic factor, mimic and varying coefficient regression models
• An algorithm for estimating parameters of state-space models
• Model Selection, Transformations and Variance Estimation in Nonlinear Regression
• Time series analysis by state space methods

Cited in

(4)

• An autoregressive approach to house price modeling
• Predicting a house's selling price through inflating its previous selling price
• Predicting incomplete observations in unbalanced panels: a Kalman filtering\,-\,smoothing ap\-proach
• GP VERSUS GLS SPATIAL INDEX MODELS TO FORECAST SINGLE-FAMILY HOME PRICES

Describes a project that uses

Uses Software

• astsa

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