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Cointegration between housing prices: evidence from one hundred Chinese cities
16 references·1 citing·38 second hop
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References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 2016Measuring Economic Policy Uncertainty*12,311 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1988Testing for Common Trends1,894 cited
  • 1995One Security, Many Markets: Determining the Contributions to Price Discovery1,625 cited
  • 1999Some tests for parameter constancy in cointegrated VAR‐models617 cited
  • 2002Price discovery and common factor models546 cited
  • 2013The Journal of Real Estate Finance and Economics512 cited
  • 2020Corn Cash Price Forecasting443 cited
  • 2011Evaluating conditions in major Chinese housing markets439 cited
  • 2012What drives housing price dynamics in Greece: New evidence from asymmetric ARDL cointegration292 cited
  • 2021Corn cash price forecasting with neural networks291 cited
  • 2021Individual time series and composite forecasting of the Chinese stock index241 cited

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2016
Evaluating the risk of Chinese housing markets: What we know and what we need to know
233 cited

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  • 2024Office real estate price index forecasts through Gaussian process regressions for ten major Chinese cities78 cited