Advanced search
Publication Cover
International Journal of Geographical Information Science Volume 28, 2014 - Issue 5: Space-Time Research
Submit an article Journal homepage
2,802
Views
113
CrossRef citations to date
0
Altmetric
Original Articles

A geographically and temporally weighted autoregressive model with application to housing prices

Bo WuKey Lab of Spatial Data Mining and Information Sharing of Ministry of Education, Fuzhou University, Fuzhou, People’s Republic of China
,
Rongrong LiInstitute of Space and Earth Information Science, The Chinese University of Hong Kong, Shatin, N.T., Hong Kong
&
Bo HuangInstitute of Space and Earth Information Science, The Chinese University of Hong Kong, Shatin, N.T., Hong Kong;Department of Geography and Resource Management, The Chinese University of Hong Kong, Shatin, N.T., Hong Kong;Yuen Yuen Research Centre for Satellite Remote Sensing, The Chinese University of Hong Kong, Shatin, N.T., Hong Kong;Shenzhen Research Institute, The Chinese University of Hong Kong, Shenzhen, People’s Republic of ChinaCorrespondence[email protected]
Pages 1186-1204 | Received 18 May 2013, Accepted 11 Dec 2013, Published online: 31 Jan 2014

References

  • Anselin, L., 1988. Spatial econometrics: methods and models. Dordrecht: Kluwer Academic.
  • Basu, A. and Thibodeau, T., 1998. Analysis of spatial autocorrelation in house price. Journal of Real Estate Finance and Economics, 17 (1), 61–85.
  • Brunsdon, C., Fotheringham, A.S., and Charlton, M., 1996. Geographically weighted regression: a method for exploring spatial non-stationarity. Geographical Analysis, 28, 281–298.
  • Brunsdon, C., Fotheringham, A.S., and Charlton, M., 1998. Some notes on parametric significance tests for geographically weighted regression. Journal of Regional Sciences, 39 (3), 497–524.
  • Can, A. and Megbolugbe, I., 1997. Spatial dependence and house price index construction. Journal of Real Estate Finance and Economics, 14, 203–222.
  • Cressie, N., 1993. Statistics for spatial data. Revised Ed. NewYork: Wiley-Interscience, 923.
  • Fotheringham, A.S., Brunsdon, C., and Charlton, M., 2002. Geographically weighted regression. Chichester: John Wiley and Sons.
  • Fotheringham, A.S., Charlton, M.E., and Brunsdon, C., 1996. The geography of parameter space: an investigation of spatial non-stationarity. International Journal of Geographical Information Science, 10, 605–627.
  • Gelfand, A., et al., 1998. Spatio-temporal modeling of residential sales data. Journal of Business & Economic Statistics, 16, 312–321.
  • Huang, B., Wu, B., and Barry, T., 2010. Geographically and temporally weighted regression for spatiotemporal modeling of house prices. International Journal of Geographical Information Science, 24 (3), 383–401.
  • Hurvich, C.M., Simonoff, J.S., and Tsai, C.L., 1998. Smoothing parameter selection in nonparametric regression using an improved Akaike Information Criterion. Journal of the Royal Statistical Society (Series B), 60, 271–293.
  • Kelejian, H. and Prucha, R., 1998. Generalized spatial two-stage least squares procedure for estimating a spatial autoregressive model with autoregressive disturbances. Journal of Real Finance and Economics, 17 (1), 99–121.
  • Kelejian, H. and Prucha, R., 2006. Estimation problems in models with spatial weighting matrices: which have blocks of equal elements. Journal of Regional Science, 4, 507–515.
  • LeSage, J.P., 1999. The theory and practice of spatial econometrics. Available from: http://raptor1.bizlab.mtsu.edu/s-drive/TEFF/sbook.pdf. [Accessed 28 August 2010].
  • Leung, Y., Mei, C.L., and Zhang, W.X., 2000. Statistical tests for spatial nonstationarity based on the geographically weighted regression model. Environment and Planning A, 32, 9–32.
  • McMillen, D.P., 1996. One hundred fifty years of land values in Chicago: a nonparametric approach. Journal of Urban Economics, 40, 100–124.
  • McMillen, D.P. and McDonald, J.F., 1997. A nonparametric analysis of employment density in a polycentric city. Journal of Regional Science, 37, 591–612.
  • Ord, J.K., 1975. Estimation methods for models of spatial interaction. Journal of the American Statistical Association, 70, 120–126.
  • Pace, R.K. and Gilley, O.W., 1998. Generalizing the OLS and grid estimators. Real Estate Economics, 26 (2), 331–347.
  • Pace, R.K., et al., 1998. Spatiotemporal autoregressive models of neighborhood effects. Journal of Real Estate Finance and Economics, 17, 15–33.
  • Paez, A., Uchida, T., and Miyamoto, K., 2002. A general framework for estimation and inference of geographically weighted regression models: location-specific kernel bandwidths and a test for local heterogeneity. Environmental and Planning, A34, 733–754.
  • Sirmans, G., Macpherson, D., and Zietz, A., 2005. The composition of hedonic pricing models. Journal of Real Estate Literature, 13 (1), 3–41.
  • Tu, Y., Yu, S.M., and Sun, H., 2004. Transaction-based office price indexes: a spatiotemporal modeling approach. Real Estate Economics, 32, 297–328.

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.