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A Real Estate Price Index for Thin Markets
16 references·2 citing·42 second hop
A Real Estate Price Index for Thin Markets (1998)A Real Estate Price Index for Thin MarketsThe Construction of Residential Housing Price Indices: A Comparison of Repeat-Sales, Hedonic-Regression, and Hybrid Approaches (1997)The Construction of Residenti…Spatial Dependence and House Price Index Construction (1997)Spatial Dependence and House …Sample Selection Bias and Repeat-Sales Index Estimates (1997)Sample Selection Bias and Rep…Real Estate Market Efficiency: Issues and Evidence (1995)Real Estate Market Efficiency…Housing Price Dynamics Within a Metropolitan Area (1995)Housing Price Dynamics Within…Measuring Changes in Local House Prices: An Empirical Investigation of Alternative Methodologies (1994)Measuring Changes in Local Ho…Temporal Aggregation in Real Estate Return Indices (1993)Temporal Aggregation in Real …Estimating Market Values from Appraised Values without Assuming an Efficient Market (1993)Estimating Market Values from…The accuracy of real estate indices: Repeat sale estimators (1992)The accuracy of real estate i…Estimating Price Indices for Residential Property: A Comparison of Repeat Sales and Assessed Value Methods (1992)Estimating Price Indices for …The Dynamics of Real Estate Prices (1991)The Dynamics of Real Estate P…Smoothing in appraisal-based returns (1991)Smoothing in appraisal-based …Price formation and the appraisal function in real estate markets (1991)Price formation and the appra…Nonparametric Estimation of Dynamic Hedonic Price Models and the Construction of Residential Housing Price Indices (1991)Nonparametric Estimation of D…The Efficiency of the Market for Single-Family Homes (1988)The Efficiency of the Market …A Regression Method for Real Estate Price Index Construction (1963)A Regression Method for Real …Estimating Real Estate Price Movements for High Frequency Tradable Indexes in a Scarce Data Environment (2010)Estimating Real Estate Price …The Hierarchical Trend Model (2008)The Hierarchical Trend ModelRational herding in financial economics (1996)Is There a Bubble in the Housing Market? (2003)Distance and Private Information in Lending (2010)Short- Term Interest Rates as Predictors of Inflation (2021)Hedonic Prices and Implicit Markets: Product Differentiation in Pure Competition (1974)Shadow Prices, Market Wages, and Labor Supply (1974)Selling Time and Selling Price: The Influence of Seller Motivation (1998)Controlling for the Impact of Variable Liquidity in Commercial Real Estate Price Indices (2003)A spatial Difference-in-Differences estimator to evaluate the effect of change in public mass transit systems on house prices (2014)Spatial Econometrics: Methods and Models (1988)Specification and estimation of hedonic housing price models (1992)Simple diagnostic tests for spatial dependence (1996)Quick Computation of Spatial Autoregressive Estimators (1997)The Definition and Identification of Housing Submarkets (2001)Incorporating spatial variation in housing attribute prices: a comparison of geographically weighted regression and the spatial expansion method (2006)Forecasting Prices and Excess Returns in the Housing Market (1990)What Does the Stock Market Tell Us About Real Estate Returns? (1992)Value indices of commercial real estate: A comparison of index construction methods (1994)Price Discovery in American and British Property Markets (1995)Strategic asset allocation with liabilities: Beyond stocks and bonds (2008)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Appraisal Smoothing and Price Discovery in Real Estate Markets (2003)A simple alternative house price index method (2006)American Economic Review (2019)Pre-owned housing price index forecasts using Gaussian process regressions (2024)Measuring the Value of Housing Quality (1970)Chapter 16 Property Value Models (2005)Depreciation of housing capital, maintenance, and house price inflation: Estimates from a repeat sales model (2006)Estimating betas from nonsynchronous data (1977)Risk measurement when shares are subject to infrequent trading (1979)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)The Integration of Commercial Real Estate Markets and Stock Markets (1999)3. Hedonic Price Indexes for Automobiles: An Econometric Analysis of Quality Change (1971)Mortgage Terminations, Heterogeneity and the Exercise of Mortgage Options (2000)Hedonic Pricing Models: A Selective and Applied Review (2002)Asset returns and inflation (1977)Information, trade and common knowledge (1982)Perfect Equilibrium in a Bargaining Model (1982)Do Real Estate Prices and Stock Prices Move Together? An International Analysis (1999)Residential Construction: Using the Urban Growth Model to Estimate Housing Supply (2000)ARE HOME PRICES THE NEXT BUBBLE (2004)Home away from home? Foreign demand and London house prices (2018)
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References

  • 1988The Efficiency of the Market for Single-Family Homes1,828 cited
  • 1963A Regression Method for Real Estate Price Index Construction1,064 cited
  • 1991Smoothing in appraisal-based returns425 cited
  • 1993Estimating Market Values from Appraised Values without Assuming an Efficient Market420 cited
  • 1991The Dynamics of Real Estate Prices377 cited
  • 1997Spatial Dependence and House Price Index Construction342 cited
  • 1991Price formation and the appraisal function in real estate markets329 cited
  • 1997The Construction of Residential Housing Price Indices: A Comparison of Repeat-Sales, Hedonic-Regression, and Hybrid Approaches306 cited
  • 1997Sample Selection Bias and Repeat-Sales Index Estimates289 cited
  • 1992Estimating Price Indices for Residential Property: A Comparison of Repeat Sales and Assessed Value Methods249 cited
  • 1992The accuracy of real estate indices: Repeat sale estimators222 cited
  • 1991Nonparametric Estimation of Dynamic Hedonic Price Models and the Construction of Residential Housing Price Indices197 cited
  • 1995Housing Price Dynamics Within a Metropolitan Area194 cited
  • 1994Measuring Changes in Local House Prices: An Empirical Investigation of Alternative Methodologies170 cited
  • 1993

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Temporal Aggregation in Real Estate Return Indices
136 cited
  • 1995Real Estate Market Efficiency: Issues and Evidence132 cited
  • Cited by

    • 2010Estimating Real Estate Price Movements for High Frequency Tradable Indexes in a Scarce Data Environment57 cited
    • 2008The Hierarchical Trend Model38 cited