create a website

Multiple Transactions Model: A Panel Data Approach to Estimate Housing Market Indices. (2007). George H. K. Wang, ; Gao, Andre H..
In: Journal of Real Estate Research.
RePEc:jre:issued:v:29:n:3:2007:p:241-266.

Full description at Econpapers || Download paper

Cited: 3

Citations received by this document

Cites: 30

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. That Sinking Feeling: The Changing Price of Disaster Risk Following an Earthquake. (2015). Timar, Levente ; Grimes, Arthur ; Fabling, Richard.
    In: 2015 Conference (59th), February 10-13, 2015, Rotorua, New Zealand.
    RePEc:ags:aare15:202982.

    Full description at Econpapers || Download paper

  2. That Sinking Feeling: The Changing Price of Disaster Risk Following an Earthquake. (2014). Timar, Levente ; Grimes, Arthur ; Fabling, Richard.
    In: Working Papers.
    RePEc:mtu:wpaper:14_13.

    Full description at Econpapers || Download paper

  3. Spatial effects of urban rail upgrades. (2013). Grimes, Arthur ; Young, Chris.
    In: Journal of Transport Geography.
    RePEc:eee:jotrge:v:30:y:2013:i:c:p:1-6.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Abraham, J. and W. Schauman. New Evidence on Home Prices from Freddie Mac Repeat Sales. Journal of the American Real Estate and Urban Economics Association, 1991, 19: 3, 333-52.

  2. Andre H. Gao, Fannie Mae, Washington, DC 20016 or andre_h_gao@fanniemae.com.
    Paper not yet in RePEc: Add citation now
  3. Bailey, M., R. Muth, and H. Nourse. A Regression Method for Real Estate Price Index Construction. Journal of the American Statistical Association, 1963, 58, 933-42.
    Paper not yet in RePEc: Add citation now
  4. Butler, J.S., Y. Chang, and A.C. Cutts. Revision Bias in Repeat-Sales Home Price Indices. Freddie Mac Working Paper, 2005, 05-03.
    Paper not yet in RePEc: Add citation now
  5. Case, B. and J. Quigley. The Dynamics of Real Estate Prices. Review of Economics and Statistics, 1991, 73:1, 50-8.

  6. Case, B., H.O. Pollakowski, and S.M. Wachter. On Choosing Among House Price Index Methodologies. Journal of the American Real Estate and Urban Economics Association, 1991, 19:3, 286-307.

  7. Cho, M. House Price Dynamics: A Survey of Theoretical and Empirical Issues. Journal of Housing Research, 1996, 7:2, 145-72.
    Paper not yet in RePEc: Add citation now
  8. Clapham, E., P. Englund, J.M. Quigley, and C.L. Redfearn. Revisiting the Past: Revision in Repeat Sales and Hedonic Indices of House Prices. Working Paper. Institute of Business and Economic Research, University of California-Berkeley, 2004.

  9. Crawford, G.W. and M.C. Fratantoni. Assessing the Forecasting Performance of Region Switching, ARIMA and GARCH Models of House Prices. Real Estate Economics, 2003, 3 1:2, 223-44.

  10. Englund, P., J.M. Quigley, and C.L. Redfearn. Improved Price Indexes for Real Estate: Measuring the Course of Swedish Housing Prices. Journal of Urban Economics, 1998, 44, 17 1-96.

  11. Evaluating House Price Forecasts. Journal of Real Estate Research, 2002, 24:1, 126.
    Paper not yet in RePEc: Add citation now
  12. Evans, R.D. and P.T. Kolbe. Homeowners Repeat-Sale Gains, Dual Agency and Repeated Use of the Same Agent. Journal of Real Estate Research, 2005, 27:3, 267-92.

  13. George H.K Wang, George Mason University, Fairfax, VA 22030 or gwang2@ gmu. edu.
    Paper not yet in RePEc: Add citation now
  14. Gu, A.Y. The Predictability of House Prices. Journal of Real Estate Research, 2002, 24:3, 2 13-33.

  15. Hausman, J.A. Specification Test in Econometrics. Econometrica, 1978, 46:6, 1251-71.

  16. Hsiao, C. Analysis of Panel Data. Cambridge: Cambridge University Press, 1986, 29-32.
    Paper not yet in RePEc: Add citation now
  17. Jud, G.D. and D.T. Winkler. The Dynamics of Metropolitan Housing Prices. Journal of Real Estate Research, 2002, 23:1/2, 29-45.

  18. Judge, G.G., R.C. Hill, W.E. Griffiths, H. Lutkepohl, and T.C. Lee. Introduction to the Theory and Practice of Econometrics. New York City, NY: John Wiley & Sons, 1988, 46872.
    Paper not yet in RePEc: Add citation now
  19. Kezdi, G. Robust Standard Error Estimation in Fixed-Effect Panel Models. Hungarian Statistical Review, 2004, 9, 95-116.

  20. Measuring Environmental Effects on Property Values Without Hedonic Regression. Journal of Urban Economics, 1982, 11, 333-47.
    Paper not yet in RePEc: Add citation now
  21. Meese, R. and N. Wallace. Nonparametric Estimation of Dynamic Hedonic Price Models and the Construction of Housing Price Indices. Journal of the American Real Estate and Urban Economics Association, 1991, 19:3, 308-32.

  22. Multiple Transactions Model 265 Clapp, J.M. and C. Giaccotto. Estimating Price Indices for Residential Property: A Comparison of Repeat Sales and Assessed Value Methods, Journal of the American Statistical Association, 1992, 87, 300-06.

  23. Musgrave, J.C. The Measurement of Price Changes in Construction. Journal of the American Statistical Association, 1969, 64, 77 1-86.
    Paper not yet in RePEc: Add citation now
  24. Nothaft, F., G.H.K. Wang, and A.H. Gao. The Stochastic Behavior of the FREDDIEFANNIE Conventional Mortgage Home Price Index. Annual Meeting of the American Real Estate and Urban Economics Association, Washington, DC, January, 6-8, 1995.
    Paper not yet in RePEc: Add citation now
  25. Palmquist, R.B. Alternative Techniques for Developing Real Estate Price Indexes. The Review of Economics and Statistics, 1980, 442-48.

  26. Revisions in Repeat Sales Price Indexes: Here Today, Gone Tomorrow? Real Estate Economics, 1999, 27:1, 79-104.
    Paper not yet in RePEc: Add citation now
  27. Shiller, R.J. Measuring Asset Value for Cash Settlement in Derivative Markets: Hedonic and Repeated Measures and Perpetual Futures. Journal of Finance, 1993, 48:3, 911-31.

  28. The Efficiency of the Market for Single Family Homes. American Economic Review, 1989, 79:1, 125-37.
    Paper not yet in RePEc: Add citation now
  29. Wyngarden, H. An Index of Local Real Estate Prices. Michigan Business Studies, University of Michigan, Ann Arbor, 1927, 1:2.
    Paper not yet in RePEc: Add citation now
  30. Zhou, Z. Forecasting Sales and Price for Existing Single-Family Homes: A VAR Model with Error Correction. Journal of Real Estate Research, 1997, 14:1/2, 155-67.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Preferences of Institutional Investors in Commercial Real Estate. (2022). Milcheva, Stanimira ; Cvijanovi, Dragana ; Minne, Alex.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:65:y:2022:i:2:d:10.1007_s11146-020-09816-y.

    Full description at Econpapers || Download paper

  2. Information value of property description: A Machine learning approach. (2021). Ross, Stephen ; Shen, Lily.
    In: Journal of Urban Economics.
    RePEc:eee:juecon:v:121:y:2021:i:c:s009411902030070x.

    Full description at Econpapers || Download paper

  3. Using Revisions as a Measure of Price Index Quality in Repeat-Sales Models. (2020). White, Robert ; Francke, Marc ; Geltner, David ; Minne, Alex.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:60:y:2020:i:4:d:10.1007_s11146-018-9692-x.

    Full description at Econpapers || Download paper

  4. House Price Indexes for Warsaw: An Evaluation of Competing Methods. (2020). Hill, Robert ; Trojanek, Radoslaw.
    In: Graz Economics Papers.
    RePEc:grz:wpaper:2020-08.

    Full description at Econpapers || Download paper

  5. Measuring Aggregate Housing Wealth : New Insights from an Automated Valuation Model. (2018). Nielsen, Eric ; Molloy, Raven S ; Smith, Paul A ; Sommer, Kamila ; Gallin, Joshua H.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2018-64.

    Full description at Econpapers || Download paper

  6. A spatial Difference-in-Differences estimator to evaluate the effect of change in public mass transit systems on house prices. (2014). Legros, Diègo ; Dubé, Jean ; Theriault, Marius ; Dube, Jean ; Rosiers, Franois Des.
    In: Transportation Research Part B: Methodological.
    RePEc:eee:transb:v:64:y:2014:i:c:p:24-40.

    Full description at Econpapers || Download paper

  7. Commuter rail accessibility and house values: The case of the Montreal South Shore, Canada, 1992–2009. (2013). Dubé, Jean ; Theriault, Marius ; Dube, Jean ; Rosiers, Franois Des.
    In: Transportation Research Part A: Policy and Practice.
    RePEc:eee:transa:v:54:y:2013:i:c:p:49-66.

    Full description at Econpapers || Download paper

  8. Forecasting Real Estate Prices. (2013). Torous, Walter ; Valkanov, Rossen ; Ghysels, Eric ; Plazzi, Alberto.
    In: Handbook of Economic Forecasting.
    RePEc:eee:ecofch:2-509.

    Full description at Econpapers || Download paper

  9. Property values on the plains: the impact of historic preservation. (2011). Thompson, Eric ; Rosenbaum, David ; Schmitz, Benjamin .
    In: The Annals of Regional Science.
    RePEc:spr:anresc:v:47:y:2011:i:2:p:477-491.

    Full description at Econpapers || Download paper

  10. Collateral Risk in Residential Mortgage Defaults. (2011). Lin, Che-Chun ; Yang, Tyler ; Cho, Man.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:42:y:2011:i:2:p:115-142.

    Full description at Econpapers || Download paper

  11. Economic impact of a supply change in mass transit in urban areas: A Canadian example. (2011). Dubé, Jean ; Dib, Patricia ; Theriault, Marius ; Dube, Jean ; Rosiers, Franois Des.
    In: Transportation Research Part A: Policy and Practice.
    RePEc:eee:transa:v:45:y:2011:i:1:p:46-62.

    Full description at Econpapers || Download paper

  12. Towards an index for the rental sector: a model for the Flanders housing market. (2011). de Vries, Paul ; Vastman, Frank .
    In: ERES.
    RePEc:arz:wpaper:eres2011_335.

    Full description at Econpapers || Download paper

  13. A Simple Repeat Sales House Price Index: Comparative Properties Under Alternative Data Generation Processes.. (2010). Grimes, Arthur ; Young, Chris.
    In: Working Papers.
    RePEc:mtu:wpaper:10_10.

    Full description at Econpapers || Download paper

  14. Housing Price Dynamics in Time and Space: Predictability, Liquidity and Investor Returns. (2010). Hwang, Min ; Quigley, John.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:41:y:2010:i:1:p:3-23.

    Full description at Econpapers || Download paper

  15. House Price-Volume Dynamics: Evidence from 12 Cities in New Zealand. (2010). Young, Martin ; Shi, Song ; Hargreaves, Bob.
    In: Journal of Real Estate Research.
    RePEc:jre:issued:v:32:n:1:2010:p:75-100.

    Full description at Econpapers || Download paper

  16. Housing Price Dynamics in Time and Space: Predictability, Liquidity and Investor Returns. (2010). Hwang, Min ; Quigley, John M..
    In: Berkeley Program on Housing and Urban Policy, Working Paper Series.
    RePEc:cdl:bphupl:qt41k6c76w.

    Full description at Econpapers || Download paper

  17. Issues in measuring a monthly house price index in New Zealand. (2009). Young, Martin ; Shi, Song ; Hargreaves, Bob.
    In: Journal of Housing Economics.
    RePEc:eee:jhouse:v:18:y:2009:i:4:p:336-350.

    Full description at Econpapers || Download paper

  18. A house price index based on the SPAR method. (2009). de Vries, Paul ; de Haan, Jan ; Marien, Gust ; van der Wal, Erna .
    In: Journal of Housing Economics.
    RePEc:eee:jhouse:v:18:y:2009:i:3:p:214-223.

    Full description at Econpapers || Download paper

  19. A repeat sales index Robust to small datasets. (2009). Barthélémy, Fabrice ; Baroni, Michel ; Mokrane, Mahdi ; Barthelemy, Fabrice.
    In: ESSEC Working Papers.
    RePEc:ebg:essewp:dr-09003.

    Full description at Econpapers || Download paper

  20. Repeat Sales Indexes: Estimation Without Assuming that Errors in Asset Returns Are Independently Distributed. (2009). Hamilton, Jonathan ; Graddy, Kathryn ; Pownall, Rachel ; Campbell, Rachel .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7344.

    Full description at Econpapers || Download paper

  21. Evolution of the American Real Estate and Urban Economics Association1. (2009). Thibodeau, Thomas ; hendershott, patric ; Smith, Halbert C..
    In: Real Estate Economics.
    RePEc:bla:reesec:v:37:y:2009:i:4:p:559-598.

    Full description at Econpapers || Download paper

  22. Index Revision, House Price Risk, and the Market for House Price Derivatives. (2008). Deng, Yongheng.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:37:y:2008:i:3:p:191-209.

    Full description at Econpapers || Download paper

  23. Developing a House Price Index for The Netherlands: A Practical Application of Weighted Repeat Sales. (2008). Jansen, S. ; Vries, P. ; Boelhouwer, P. ; Coolen, H. ; Lamain, C..
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:37:y:2008:i:2:p:163-186.

    Full description at Econpapers || Download paper

  24. Index Revision, House Price Risk, and the Market for House Price Derivatives. (2008). Deng, Yongheng ; Quigley, John M..
    In: Berkeley Program on Housing and Urban Policy, Working Paper Series.
    RePEc:cdl:bphupl:qt4sw0x30t.

    Full description at Econpapers || Download paper

  25. Multiple Transactions Model: A Panel Data Approach to Estimate Housing Market Indices. (2007). George H. K. Wang, ; Gao, Andre H..
    In: Journal of Real Estate Research.
    RePEc:jre:issued:v:29:n:3:2007:p:241-266.

    Full description at Econpapers || Download paper

  26. A guide to aggregate house price measures. (2007). Rappaport, Jordan.
    In: Economic Review.
    RePEc:fip:fedker:y:2007:i:qii:p:41-71:n:v.92no.2.

    Full description at Econpapers || Download paper

  27. Revisiting the Past and Settling the Score: Index Revision for House Price Derivatives. (2007). Englund, Peter ; Quigley, John M. ; Clapham, Eric ; Redfearn, Christian L..
    In: Berkeley Program on Housing and Urban Policy, Working Paper Series.
    RePEc:cdl:bphupl:qt1m2340dt.

    Full description at Econpapers || Download paper

  28. INVESTMENT RISK AND THE TRANSITION INTO HOMEOWNERSHIP. (2007). Turner, Tracy M. ; SEO, DAIGYO .
    In: Journal of Regional Science.
    RePEc:bla:jregsc:v:47:y:2007:i:2:p:229-253.

    Full description at Econpapers || Download paper

  29. Removing Appraisal Bias from a Repeat-Transactions House Price Index – A Basic Approach. (2006). Leventis, Andrew.
    In: FHFA Staff Working Papers.
    RePEc:hfa:wpaper:06-01.

    Full description at Econpapers || Download paper

  30. INDICE DE PRECIOS DE LA VIVIENDA USADA EN COLOMBIA - I P V U - Método de ventas repetidas. (2006). Romero, José ; Escobar-Potes, Julio ; Mora, Dora Alicia ; Huertas, Carlos.
    In: Borradores de Economia.
    RePEc:bdr:borrec:368.

    Full description at Econpapers || Download paper

  31. Is There A Housing Bubble in Irvine, California? A Repeat-Sales Analysis Using a New Data Set. (2005). Pealer, Nathan ; Clithero, John.
    In: International Real Estate Review.
    RePEc:ire:issued:v:08:n:01:2005:p:110-127.

    Full description at Econpapers || Download paper

  32. A multivariate repeat-sales model for estimating house price indices. (2005). Yang, Tyler T. ; Cannaday, Roger E. ; Munneke, Henry J..
    In: Journal of Urban Economics.
    RePEc:eee:juecon:v:57:y:2005:i:2:p:320-342.

    Full description at Econpapers || Download paper

  33. Aggregation bias and the repeat sales price index. (2005). Pennington-Cross, Anthony.
    In: BIS Papers chapters.
    RePEc:bis:bisbpc:21-25.

    Full description at Econpapers || Download paper

  34. Revisiting the Past: Revision in Repeat Sales and Hedonic Indexes of House Prices. (2004). Englund, Peter ; Quigley, John M. ; Clapham, Eric ; Redfearn, Christian L..
    In: Working Paper.
    RePEc:luk:wpaper:8594.

    Full description at Econpapers || Download paper

  35. Aggregation Bias and the Repeat Sales Price Index. (2003). Pennington-Cross, Anthony.
    In: FHFA Staff Working Papers.
    RePEc:hfa:wpaper:03-03.

    Full description at Econpapers || Download paper

  36. The return of centralization to Chicago: using repeat sales to identify changes in house price distance gradients. (2003). McMillen, Daniel.
    In: Regional Science and Urban Economics.
    RePEc:eee:regeco:v:33:y:2003:i:3:p:287-304.

    Full description at Econpapers || Download paper

  37. Estimating Neighbourhood Effects in House Prices: Towards a New Hedonic Model Approach. (2002). .
    In: Urban Studies.
    RePEc:sae:urbstu:v:39:y:2002:i:7:p:1165-1180.

    Full description at Econpapers || Download paper

  38. Alternative Methods of Increasing the Precision of Weighted Repeat Sales House Prices Indices. (2002). Pennington-Cross, Anthony ; Dreiman, Michelle H.
    In: FHFA Staff Working Papers.
    RePEc:hfa:wpaper:02-02.

    Full description at Econpapers || Download paper

  39. The center restored: Chicagos residential price gradient reemerges. (2002). McMillen, Daniel.
    In: Economic Perspectives.
    RePEc:fip:fedhep:y:2002:i:qii:p:2-11:n:v.26no.2.

    Full description at Econpapers || Download paper

  40. The Bias of the RSR Estimator and the Accuracy of Some Alternatives. (2001). Goetzmann, William ; Peng, Liang.
    In: Yale School of Management Working Papers.
    RePEc:ysm:wpaper:ysm174.

    Full description at Econpapers || Download paper

  41. The Bias of the RSR Estimator and the Accuracy of Some Alternatives. (2001). Peng, Liang ; Goetzmann, William.
    In: Yale School of Management Working Papers.
    RePEc:ysm:somwrk:ysm174.

    Full description at Econpapers || Download paper

  42. The Bias of the RSR Estimator and the Accuracy of Some Alternatives. (2001). Peng, Liang ; Goetzmann, William.
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0270.

    Full description at Econpapers || Download paper

  43. Hedonic Estimates of Regional Constant Quality House Prices. (2000). Wolverton, Marvin L. ; Senteza, Jimmy.
    In: Journal of Real Estate Research.
    RePEc:jre:issued:v:19:n:3:2000:p:235-253.

    Full description at Econpapers || Download paper

  44. Irish House Price Indices — Methodological Issues. (1999). Duffy, David ; Conniffe, Denis.
    In: Papers.
    RePEc:esr:wpaper:wp110.

    Full description at Econpapers || Download paper

  45. Irish House Price Indices — Methodological Issues. (1999). Duffy, David ; Conniffe, Denis.
    In: The Economic and Social Review.
    RePEc:eso:journl:v:30:y:1999:i:4:p:403-423.

    Full description at Econpapers || Download paper

  46. A random walk down main street?. (1999). Knight, John ; Hill, Carter ; Sirmans, C. F..
    In: Regional Science and Urban Economics.
    RePEc:eee:regeco:v:29:y:1999:i:1:p:89-103.

    Full description at Econpapers || Download paper

  47. Sample Selection and Biases in Local House Value Indices,. (1998). Haurin, Donald ; Gatzlaff, Dean H..
    In: Journal of Urban Economics.
    RePEc:eee:juecon:v:43:y:1998:i:2:p:199-222.

    Full description at Econpapers || Download paper

  48. Sample Selection Bias in Estimating Housing Sales Prices. (1994). Seaks, Terry G. ; Jud, Donald G..
    In: Journal of Real Estate Research.
    RePEc:jre:issued:v:9:n:3:1994:p:289-298.

    Full description at Econpapers || Download paper

  49. Some Further Evidence on the Price of Mortgage Contingency Clauses. (1994). Lusht, Kenneth M. ; Hansz, Andrew J..
    In: Journal of Real Estate Research.
    RePEc:jre:issued:v:9:n:2:1994:p:213-218.

    Full description at Econpapers || Download paper

  50. Local House Price Indexes: 1982-1991. (1991). hendershott, patric ; Haurin, Donald ; Kim, Dongwook.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:3933.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-10-04 00:15:16 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.