13
A simple state space model of house prices
13.1
Introduction
13.2
A Statistical Model of House Prices
13.3
Estimation with Kalman Filter Techniques
13.3.1
Kalman Filtering given all parameters
13.3.2
Filtering and state smoothing
13.3.3
Maximum likelihood estimation of the parameters
13.3.4
Diagnostic checking
13.4
The Data
13.5
Estimating and filtering in XploRe
13.6
Appendix
Bibliography