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- W2076162191 abstract "We examine house price forecastability across the 50 states using Dynamic Model Averaging and Dynamic Model Selection, which allow for model change and parameter shifts. By allowing the entire forecasting model to change over time and across locations, the forecasting accuracy improves substantially. The states in which housing markets have been the most volatile are the states where model change and parameter shifts have been the most needed." @default.
- W2076162191 created "2016-06-24" @default.
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- W2076162191 date "2014-01-01" @default.
- W2076162191 modified "2023-09-27" @default.
- W2076162191 title "Forecasting House Prices in the 50 States Using Dynamic Model Averaging and Dynamic Model Selection" @default.
- W2076162191 doi "https://doi.org/10.2139/ssrn.2473468" @default.
- W2076162191 hasPublicationYear "2014" @default.
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