Testing for Bubbles in Housing Markets: A Panel Data Approach
Vyacheslav Mikhed and
Petr Zemcik ()
The Journal of Real Estate Finance and Economics, 2009, vol. 38, issue 4, pages 366-386
Keywords: Cointegration; Panel data; Unit root; Bubble; House prices; Rents (search for similar items in EconPapers)
Date: 2009
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Working Paper: Testing for Bubbles in Housing Markets: A Panel Data Approach (2007) 
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Persistent link: http://EconPapers.repec.org/RePEc:kap:jrefec:v:38:y:2009:i:4:p:366-386
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