narrow replication of ‘a spatio-temporal model of house prices in the usa’ using r (replication data)

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.

Data and Resources

Suggested Citation

Millo, Giovanni (2015): Narrow Replication of ‘A Spatio-Temporal Model of House Prices in the Usa’ Using R (replication data). Version: 1. Journal of Applied Econometrics. Dataset. http://dx.doi.org/10.15456/jae.2022321.0721257195