Narrow Replication of ‘A Spatio‐Temporal Model of House Prices in the Usa’ Using R |
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| Authors: | Giovanni Millo |
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| Institution: | Research & Development at Generali SpA, Trieste, Italy |
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| Abstract: | I narrowly replicate Holly et al.'s (Journal of Econometrics 2010; 158 (1): 160–173) analysis of the housing market in the USA, using the open source R software instead of the original ad hoc GAUSS routines. Their main findings are confirmed and most results are matched exactly. Attention is given to providing a self‐contained and fully reproducible analysis, exclusively using user‐level features available in the public domain. Copyright © 2014 John Wiley & Sons, Ltd. |
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