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Spatial Bayesian methods of forecasting house prices in six metropolitan areas of South Africa

Author: Gupta, R ; Das, Sonali Date: Jun 2008 This paper estimates Spatial Bayesian Vector Autoregressive models (SBVAR), based on the First-Order Spatial Contiguity and the Random Walk Averaging priors, for six metropolitan areas of South Africa, using monthly data over the period of ... Read more

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Browsing by Subject "Bayesian vector autoregressive model"

Browsing by Subject "Bayesian vector autoregressive model"

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