A non–stationary non–Gaussian hedonic spatial model for house selling prices

References

• Basu, S., and T. G. Thibodeau. 1998. Analysis of spatial autocorrelation in house prices. The Journal of Real Estate Finance and Economics 17 (1):61–85. doi:10.1023/A:1007703229507.
   Web of Science ®Google Scholar
• Chen, R. W., and E. V. Slud. 1984. On the product of symmetric random variables. Communications in Statistics - Theory and Methods 13 (5):611–5. doi:10.1080/03610928408828705.
   Web of Science ®Google Scholar
• Cressie, N. 1993. Statistics for spatial data. Revised ed. New York: Wiley.
   Google Scholar
• Diggle, P. J., and P. J. Ribeiro. 2007. Model–based geostatistics. New York: Springer.
   Google Scholar
• Dubin, R. A. 1998. Predicting house prices using multiple listings data. The Journal of Real Estate Finance and Economics 17 (1):35–59. doi:10.1023/A:1007751112669.
   Web of Science ®Google Scholar
• Ecker, M. D. 2003. Geostatistics: Past, present and future. Encyclopedia of life support systems (EOLSS). Developed under the auspices of the UNESCO. Oxford: Eolss Publishers.
   Google Scholar
• Ecker, M. D., and V. De Oliveira. 2008. Bayesian spatial modeling of housing prices subject to a localized externality. Communications in Statistics - Theory and Methods 37 (13):2066–78. doi:10.1080/03610920701858404.
   Web of Science ®Google Scholar
• Ecker, M. D., V. De Oliveira, and H. Isakson. 2013. A note on non–stationary point source spatial model. Environmental and Ecological Statistics 20 (1):59–67. doi:10.1007/s10651-012-0207-2.
   Web of Science ®Google Scholar
• Fouedjio, F. 2017. Second–order non–stationary modeling approaches for univariate geostatistical data. Stochastic Environmental Research and Risk Assessment 31 (8):1887–906. doi:10.1007/s00477-016-1274-y.
   Web of Science ®Google Scholar
• Gamerman, D., and H. F. Lopes. 2006. Markov chain Monte Carlo: Stochastic simulation for Bayesian inference. 2nd. ed. Boca Raton: Chapman & Hall/CRC Press.
   Google Scholar
• Hughes-Oliver, J. M., and G. González-Farías. 1999. Parametric covariance models for shock–induced stochastic processes. Journal of Statistical Planning and Inference 77 (1):51–72. doi:10.1016/S0378-3758(98)00186-4.
   Web of Science ®Google Scholar
• Hughes-Oliver, J. M., G. Gonzalez-Farias, J.-C. Lu, and D. Chen. 1998. Parametric nonstationary correlation models. Statistics & Probability Letters 40 (3):267–78. doi:10.1016/S0167-7152(98)00103-5.
   Web of Science ®Google Scholar
• Isakson, H., and M. D. Ecker. 2008. An analysis of the impact of swine CAFOs on the value of nearby houses. Agricultural Economics 39 (3):365–8. doi:10.1111/j.1574-0862.2008.00339.x.
   Web of Science ®Google Scholar
• Malpezzi, S. 2003. Hedonic pricing models: A selective and applied review. In Housing economics and public policy, ed. T. O’Sullivan and K. Gibb, 67–89. Oxford: Wiley-Blackwell.
   Google Scholar
• Martin, R. J., T. Di Battista, L. Ippoliti, and E. Nissi. 2006. A model for estimating point sources in spatial data. Statistical Methodology 3 (4):431–43. doi:10.1016/j.stamet.2005.12.003.
   Google Scholar
• Nadarajah, S., and T. K. Pogány. 2016. On the distribution of the product of correlated normal random variables. Comptes Rendus Mathematique 354 (2):201–4. doi:10.1016/j.crma.2015.10.019.
   Web of Science ®Google Scholar
• Pace, R. K., R. Barry, O. W. Gilley, and C. F. Sirmans. 2000. A method for spatio–temporal forecasting with an application to real estate prices. International Journal of Forecasting 16 (2):229–46. doi:10.1016/S0169-2070(99)00047-3.
   Web of Science ®Google Scholar
• Palacios, M. B., and M. J. S. Steel. 2006. Non–Gaussian Bayesian geostatistical modeling. Journal of the American Statistical Association 101 (474):604–18. doi:10.1198/016214505000001195.
   Web of Science ®Google Scholar
• Sampson, P. D. 2010. Constructions for nonstationary spatial processes. In Handbook of spatial statistics, ed. A. E. Gelfand, P. J. Diggle, M. Fuentes, and P. Guttorp, 119–30. Boca Raton: CRC/Press.
   Google Scholar
• Treviño, G. 1992. An heuristic overview of non–stationarity. In Non–stationary stochastic processes and their applications, ed. A. G. Miamee, 48–61. Singapore: World Scientific Publishers.
   Google Scholar