<p>The table shows the estimated coefficients of the heterogeneous agent model in <a href="http://www.plosone.org/article/info:doi/10.1371/journal.pone.0129070#pone.0129070.e022" target="_blank">Eq (13)</a>, using quarterly data on U.S. house prices and rents from 1960Q1 to 2014Q1. Robust standard errors are shown in parentheses below the estimates.</p><p>*, **, *** denotes significance at the 10%, 5%, and 1% level.</p><p>Multi-Agent Model Estimation Results.</p
We employ a 10-variable dynamic structural general equilibrium model to forecast the US real house p...
This paper uses recently developed methods for estimating dynamic heterogeneous cointegrated panel d...
Multimodel coefficients estimate, standard error (SE), Z and P values for the averaged top binomial ...
<p>Estimated coefficients (β), standard error (SE) and significance (p-value) for the most supported...
This study provide empirical evidence whether bias in the standard errors of Jensen’s alpha explains...
<p>Estimated coefficient values of model-averaging for the first two models listed in <a href="http:...
<p>In parentheses standard error of coefficient. Student t-test and <i>P</i>-values correspond to hy...
The literature on agent-based models has been highly successful in replicating many stylized facts o...
Economic history shows a large number of boom-bust cycles, with the U.S. real estate market as one o...
<p>Estimated coefficients (β-estimate), standard errors (SE), and 85% confidence intervals for varia...
<p>Variables included in the final model for occupancy probability across the residential habitat ty...
<p>Evaluation of these methods are performed in the same manner as in <a href="http://www.plosone.or...
Abstract: We employ a 10-variable dynamic structural general equilibrium model to forecast the US re...
Economic history shows a large number of boom-bust cycles, with the U.S. real estate market as one o...
MSA-level estimates of a housing supply schedule must offer a solution to the twin problems of simul...
We employ a 10-variable dynamic structural general equilibrium model to forecast the US real house p...
This paper uses recently developed methods for estimating dynamic heterogeneous cointegrated panel d...
Multimodel coefficients estimate, standard error (SE), Z and P values for the averaged top binomial ...
<p>Estimated coefficients (β), standard error (SE) and significance (p-value) for the most supported...
This study provide empirical evidence whether bias in the standard errors of Jensen’s alpha explains...
<p>Estimated coefficient values of model-averaging for the first two models listed in <a href="http:...
<p>In parentheses standard error of coefficient. Student t-test and <i>P</i>-values correspond to hy...
The literature on agent-based models has been highly successful in replicating many stylized facts o...
Economic history shows a large number of boom-bust cycles, with the U.S. real estate market as one o...
<p>Estimated coefficients (β-estimate), standard errors (SE), and 85% confidence intervals for varia...
<p>Variables included in the final model for occupancy probability across the residential habitat ty...
<p>Evaluation of these methods are performed in the same manner as in <a href="http://www.plosone.or...
Abstract: We employ a 10-variable dynamic structural general equilibrium model to forecast the US re...
Economic history shows a large number of boom-bust cycles, with the U.S. real estate market as one o...
MSA-level estimates of a housing supply schedule must offer a solution to the twin problems of simul...
We employ a 10-variable dynamic structural general equilibrium model to forecast the US real house p...
This paper uses recently developed methods for estimating dynamic heterogeneous cointegrated panel d...
Multimodel coefficients estimate, standard error (SE), Z and P values for the averaged top binomial ...