Solving Old Puzzles with New Tricks: Addressing Endogeneity and Nonlinearity in Time-on-Market Research

Autor:	Justin D. Benefield, Norman Maynard, Christopher L. Cain
Rok vydání:	2020
Předmět:	050208 finance 05 social sciences Economics Econometrics and Finance (miscellaneous) Instrumental variable Nonlinear system Econometric model Time on market Hazard modeling 0502 economics and business Econometrics Economics Hazard model Endogeneity 050207 economics Duration (project management)
Zdroj:	Journal of Real Estate Research. 42:420-438
ISSN:	2691-1175 0896-5803
DOI:	10.1080/08965803.2020.1844476
Popis:	The most commonly used econometric models for time-on-market in housing studies force researchers into a tradeoff between problems of nonlinearity, which may be addressed with a hazard model, and e...
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::5164bf069f65dc0d42a23164ebb78680 https://doi.org/10.1080/08965803.2020.1844476 Zobrazit plný text záznamu