UK housing bubbles and contagion : identification under cross-sectional dependence and spatial heterogeneity

Recent trends in econometrics have led to a proliferation of statistical tools that lend themselves to data-driven evaluations of the housing market (Phillips et al., 2011, 2015; Bailey et al., 2016). This thesis evaluates the suitability of existing statistical procedures in the identification of e...

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Bibliographic Details
Main Author: Chelva, Beulah
Other Authors: Chaudhuri, Kausik ; Shin, Yongcheol
Published: University of Leeds 2018
Subjects:
658
Online Access:https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.745627