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Estimation of implicit prices in hedonic price models : flexible parametric versus additive nonparametric approach

Creator:

Bin, Okmyung

Abstract:

This thesis contains two essays that use state-of-the-art econometric methods to estimate the implicit prices of various housing and vehicle attributes in hedonic price analysis. The additive nonparametric regression proposed by Hastie and Tibshirani (1990) is applied to capture a series of nonlinearities relating prices to their attributes that cannot...

Resource Type:

Dissertation
Spatial and inter-temporal price analysis : including risk perceptions and dynamic trade flow information

Creator:

Han, Shengfei

Abstract:

A regime-switching model for market integration study is extended to incorporate dynamic trade flow information and risk perceptions based on an expected utility framework. An application of the extended model to the US-China soybean markets analysis shows that: One, the positive arbitrage rent uncounted-for in the extended model has been...

Resource Type:

Dissertation