A DYMIMIC MODEL OF HOUSING PRICE DETERMINATION

被引：27

作者：

ENGLE, RF

LILIEN, DM

WATSON, M

机构：

[1] HARVARD UNIV, CAMBRIDGE, MA 02138 USA

[2] UNIV CALIF IRVINE, IRVINE, CA 92717 USA

来源：

JOURNAL OF ECONOMETRICS | 1985年 / 28卷 / 03期

关键词：

D O I：

10.1016/0304-4076(85)90003-X

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：307 / 326

页数：20

共 27 条

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[4] HYPOTHESIS TESTING WHEN A NUISANCE PARAMETER IS PRESENT ONLY UNDER ALTERNATIVE [J].

DAVIES, RB .

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[5] MAXIMUM LIKELIHOOD FROM INCOMPLETE DATA VIA EM ALGORITHM [J].

DEMPSTER, AP ;

LAIRD, NM ;

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[6] A ONE-FACTOR MULTIVARIATE TIME-SERIES MODEL OF METROPOLITAN WAGE RATES [J].

ENGLE, R ;

WATSON, M .

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[7]

ENGLE RF, 1981, 812 U CAL DISC PAP

[8]

FERGUSON RF, 1980, DETERMINANTS HOUSING

[9] MARKET FUNDAMENTALS VERSUS PRICE-LEVEL BUBBLES - THE 1ST TESTS [J].

FLOOD, RP ;

GARBER, PM .

JOURNAL OF POLITICAL ECONOMY, 1980, 88 (04) :745-770

[10]

GOLDBERGER AS, 1977, LATENT VARIABLES SOC

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