SEA2021 in Tokyo

Presentation information

B

Real Estate and Large-scale Spatial Models

Thu. May 27, 2021 12:30 PM - 2:00 PM B

Chair:Takahiro Yoshida

Zoom

12:30 PM - 1:00 PM

[3-B-01] Analysis of Large Real Estate Prices Data: A High-OrderSpatiotemporal Autoregression Approach

*Yifan Wu1, Zhenlin Yang1 (1. Singapore Management Univ.)

Keywords:Adjusted quasi score; Heteroskedasticity; High-order STAR model; Cluster and time effects; Spatiotemporal effects

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