Total Least Squares Estimation in Hedonic House Price Models
In real estate valuation using the Hedonic Price Model (HPM) estimated via Ordinary Least Squares (OLS) regression, subjectivity and measurement errors in the independent variables violate the Gauss–Markov theorem assumption of a non-random coefficient matrix, leading to biased parameter estimates a...
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| Κύριοι συγγραφείς: | , , , , , |
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| Μορφή: | Artigo |
| Γλώσσα: | Inglês |
| Έκδοση: |
MDPI AG
2024-05-01
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| Σειρά: | ISPRS International Journal of Geo-Information |
| Θέματα: | |
| Διαθέσιμο Online: | https://www.mdpi.com/2220-9964/13/5/159 |
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