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Contemporaneous causal orderings among prices of retail properties: evidence from Chinese cities through vector error-correction modeling and directed acyclic graphs
16 references·8 citing·32 second hop
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References

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  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
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  • 2003The structure of interdependence in international stock markets413 cited
  • 1998Impulse response and forecast error variance asymptotics in nonstationary VARs310 cited
  • 2024Forecasting wholesale prices of yellow corn through the Gaussian process regression277 cited
  • 2024Wholesale price forecasts of green grams using the neural network243 cited
  • 2024Price forecasting through neural networks for crude oil, heating oil, and natural gas239 cited
  • 2011Intraday price discovery and volatility transmission in stock index and stock index futures markets: Evidence from China203 cited
  • 2021House price forecasting with neural networks162 cited

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  • 2024Machine learning predictions of regional steel price indices for east China151 cited
  • 2021Second-hand house price index forecasting with neural networks117 cited
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    • 2025Chinese energy security index price forecasting through the neural network93 cited
    • 2025FORECASTS OF WHOLESALE SOYBEAN OIL PRICE INDICES VIA GAUSSIAN PROCESS REGRESSIONS81 cited
    • 2026Contemporaneous Causal Analysis of Housing Prices Across Guangdong’s Major Cities: Employing Vector Error-Correction Modeling and Directed Acyclic Graphs74 cited
    • 2025Bayesian-Optimized Gaussian Process Calibration for Forecasting Carbon Allowance Prices in Tianjin62 cited
    • 2025Machine learning predictions of China commodity price indices41 cited