000103667 001__ 103667
000103667 005__ 20210819131412.0
000103667 0247_ $$2doi$$a10.22004/ag.econ.103667
000103667 037__ $$a321-2016-10817
000103667 041__ $$aeng
000103667 245__ $$aForecasting Housing Prices: Dynamic Factor Model versus LBVAR Model
000103667 260__ $$c2010
000103667 269__ $$a2010
000103667 270__ $$myli@ag.tamu.edu$$pLi,   Yarui
000103667 270__ $$md-leatham@tamu.edu$$pLeatham,   David J.
000103667 300__ $$a29
000103667 336__ $$aConference Paper/ Presentation
000103667 520__ $$aThe purpose of this paper is to compare the forecasting power of DFM and LBVAR models as they are used to forecast house price growth rates for 42 metropolitan areas in the United States. The forecasting performances of these two large-scale models are compared based on the Theil U-statistic.
000103667 546__ $$aEnglish
000103667 650__ $$aDemand and Price Analysis
000103667 6531_ $$aHousing market
000103667 6531_ $$aDFM
000103667 6531_ $$aLBVAR
000103667 6531_ $$adynamic PCA
000103667 700__ $$aLi, Yarui
000103667 700__ $$aLeatham, David J.
000103667 8564_ $$95b286a3a-474f-464c-8e56-e0b883a5f842$$s2467287$$uhttps://ageconsearch.umn.edu/record/103667/files/AAEA-Forecasting%20Housing%20Prices.pdf
000103667 887__ $$ahttp://purl.umn.edu/103667
000103667 909CO $$ooai:ageconsearch.umn.edu:103667$$pGLOBAL_SET
000103667 912__ $$nSubmitted by Yarui  Li (liyarui0221@gmail.com) on 2011-05-03T13:14:47Z
No. of bitstreams: 1
AAEA-Forecasting Housing Prices.pdf: 2467287 bytes, checksum: c8cad20c442884529553f11e61b2fdbb (MD5)
000103667 912__ $$nMade available in DSpace on 2011-05-03T13:14:49Z (GMT). No. of bitstreams: 1
AAEA-Forecasting Housing Prices.pdf: 2467287 bytes, checksum: c8cad20c442884529553f11e61b2fdbb (MD5)
  Previous issue date: 2010
000103667 913__ $$aLicense granted by Yarui  Li (liyarui0221@gmail.com) on 2011-05-03T12:55:31Z (GMT):

<center>  <h2> Deposit Agreement </h2> </center>
I represent that I am the creator of the digital material identified herein (“Work”).
I represent that the work is original and that I either own all rights of copyright 
or have the right to deposit the copy in a digital archive such as AgEcon Search. 
I represent that in regard to any non-original material included in the Work I have
secured written permission of the copyright owner (s) for this use or believe this 
use is allowed by law. I further represent that I have included all appropriate 
credits and attributions. I hereby grant the Regents of the University of Minnesota
(“University”), through AgEcon Search, a non-exclusive right to access, reproduce, 
and distribute the Work, in whole or in part, for the purposes of security, preservation,
and perpetual access. I grant the University a limited, non-exclusive right to make
derivative works for the purpose of migrating the Work to other media or formats in
order to preserve access to the Work. I do not transfer or intend to transfer any 
right of copyright or other intellectual property to the University. If the Deposit 
Agreement is executed by the Author�s Representative, the Representative shall separately
execute the following representation: I represent that I am authorized by the Author
to execute this Deposit Agreement on behalf of the Author.

000103667 980__ $$a321
000103667 982__ $$gAgricultural and Applied Economics Association>2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania