I narrowly replicate Holly et al.'s (Journal of Econometrics 2010; 158(1): 160–173) analysis of the housing market in the USA, using the open source R software instead of the original ad hoc GAUSS routines. Their main findings are confirmed and most results are matched exactly. Attention is given to providing a self-contained and fully reproducible analysis, exclusively using user-level features available in the public domain.
Titolo: | Narrow Replication of "A Spatio-Temporal Model of House Prices in the Usa" Using R |
Autori: | |
Data di pubblicazione: | 2015 |
Stato di pubblicazione: | Pubblicato |
Rivista: | |
Abstract: | I narrowly replicate Holly et al.'s (Journal of Econometrics 2010; 158(1): 160–173) analysis of the housing market in the USA, using the open source R software instead of the original ad hoc GAUSS routines. Their main findings are confirmed and most results are matched exactly. Attention is given to providing a self-contained and fully reproducible analysis, exclusively using user-level features available in the public domain. |
Handle: | http://hdl.handle.net/11368/2918545 |
Digital Object Identifier (DOI): | http://dx.doi.org/10.1002/jae.2424 |
Appare nelle tipologie: | 1.1 Articolo in Rivista |
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