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US House Price Dynamics

The article presents a new estimator that includes cross-sectional heterogeneity and dependency in machine learning, greatly enhancing the prediction of house prices and detection of housing market bubbles.

Featured in No. 44 on 10 Apr 2024 · on release day

Released
10 Apr 2024
First featured
No. 44 · 10 Apr 2024
Published in
Not yet, as far as Semantic Scholar knows
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Identifier
RePEc:bla:reesec:v:52:y:2024:i:2:p:434-485

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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