A spatio-temporal model of house prices in the USA
- 作者Sean Holly; M. Hashem Pesaran; Takashi Yamagata
- 卷第158卷
- 期第1期
- 印刷ISSN0304-4076
- 文件大小1018.34KB
- 发表时间2010
- DOI10.1016/j.jeconom.2010.03.040
- 页码160-173
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CommentGhysels, Eric; Sinko, Arthur · Journal of Business & Economic Statistics · 2006
Volatility Forecasting and Microstructure NoiseSinko, Arthur; Ghysels, Eric · SSRN Electronic Journal · 2006
MIDAS Regressions: Further Results and New DirectionsGhysels, Eric; Sinko, Arthur; Valkanov, Rossen · Econometric Reviews · 2007
[Realized Variance and Market Microstructure Noise]: CommentEric Ghysels and Arthur Sinko · Journal of Business & Economic Statistics · 2006
MIDAS Regressions: Further Results and New DirectionsGhysels, Eric; Sinko, Arthur; Valkanov, Rossen I. · SSRN Electronic Journal · 2006