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Is the Housing Market in the United States Really Weakly-Efficient?. (2019). Wohar, Mark ; Tiwari, Aviral ; GUPTA, RANGAN.
In: Working Papers.
RePEc:pre:wpaper:201934.

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  7. Fen, X., He, X., and Hu, J. (2011). Wild Bootstrap for Quantile Regression. Biometrika, 98, 995– 999. 3 We also conducted the rolling quantiles-based portmanteau test for the 10 MSAs, and found the pattern of rejection of the null hypothesis to be similar as that for the overall housing returns. We have suppressed these results in the main text to save space, however complete details are available upon request from the authors.
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  8. Gupta, R., and Miller, S.M. (2012a). “Ripple effects” and forecasting home prices in Los Angeles, Las Vegas, and Phoenix. The Annals of Regional Science, 48(3), 763-782.
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  15. Nyakabawo, W. V., Miller, S. M., Balcilar, M., Das, S. and Gupta, R., 2015. Temporal Causality between House Prices and Output in the U.S.: A Bootstrap Rolling-window Approach. North American Journal of Economics and Finance, 33(1), 55-73.

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  18. Wang, W. (2014). Daily house price indexes: volatility dynamics and longer-run predictions. Ph.D. Thesis, Duke University, Available for download from: https://dukespace.lib.duke.edu/dspace/handle/10161/8694.
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