Search
Now showing items 1-2 of 2
Measuring the Effect of the Real Estate Bubble: a House Price Index for Bilbao
(2011-11)
A spatio-temporal model is proposed aimed at producing an index of housing prices. A hedonic model with geographically varying coefficients is coupled with a non parametric estimation of the trend, whence a price index is derived.
Kalman Filtering in R
(Journal of Statistical Software, 2011-03)
Support in R for state space estimation via Kalman filtering was limited to one package, until fairly recently. In the last five years, the situation has changed with no less than four additional packages offering general ...