Real estate modelling and forecasting / Chris Brooks, Sotiris Tsolacos.

Format:

Book

Author/Creator:

Brooks, Chris, 1971- author.

Tsolacos, Sotiris, author.

Language:

English

Subjects (All):

Real estate investment--Statistical methods.

Real estate investment.

Physical Description:

1 online resource (xix, 453 pages) : digital, PDF file(s).

Other Title:

Real Estate Modelling & Forecasting

Place of Publication:

Cambridge : Cambridge University Press, 2010.

Language Note:

English

Summary:

As real estate forms a significant part of the asset portfolios of most investors and lenders, it is crucial that analysts and institutions employ sound techniques for modelling and forecasting the performance of real estate assets. Assuming no prior knowledge of econometrics, this book introduces and explains a broad range of quantitative techniques that are relevant for the analysis of real estate data. It includes numerous detailed examples, giving readers the confidence they need to estimate and interpret their own models. Throughout, the book emphasises how various statistical techniques may be used for forecasting and shows how forecasts can be evaluated. Written by a highly experienced teacher of econometrics and a senior real estate professional, both of whom are widely known for their research, Real Estate Modelling and Forecasting is the first book to provide a practical introduction to the econometric analysis of real estate for students and practitioners.

Contents:

1. Introduction

2. Mathematical building blocks for real estate analysis

3. Statistical tools for real estate analysis

4. An overview of regression analysis

5. Further issues in regression analysis

6. Diagnostic testing

7. Applications of regression analysis

8. Time series models

9. Forecasting evaluation

10. Multi-equation structural models

11. Vector autoregressive models

12. Cointegration in real estate markets

13. Real estate forecasting in practice

14. The way forward for real estate modelling and forecasting

Index.

Notes:

Title from publisher's bibliographic system (viewed on 05 Oct 2015).

Includes bibliographical references and index.

ISBN:

1-107-71403-6

1-282-53894-2

9786612538940

0-511-81423-2

0-511-67876-2

0-511-68199-2

0-511-67751-0

0-511-68397-9

0-511-68001-5