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.

Narrow Replication of "A Spatio-Temporal Model of House Prices in the Usa" Using R

MILLO, GIOVANNI
2015-01-01

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.
2015
Pubblicato
File in questo prodotto:
Non ci sono file associati a questo prodotto.
Pubblicazioni consigliate

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11368/2918545
 Avviso

Attenzione! I dati visualizzati non sono stati sottoposti a validazione da parte dell'ateneo

Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus 8
  • ???jsp.display-item.citation.isi??? 5
social impact