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Submissions from 2010

Spatial statistics applied to commercial real estate, Darren K. Hayunga and R. Kelley Pace

REIT excess dividend and information asymmetry: Evidence with taxable income, Ming Te Lee, Bang Han Chiu, Ming Long Lee, Kevin C.H. Chiang, and V. Carlos Slawson

Omitted variable biases of OLS and spatial lag models, R. Kelley Pace and James P. LeSage

Submissions from 2009

Liquidity and employee options: An empirical examination of the Microsoft experience, Don M. Chance

Impact of Cliff and Ord on the housing and real estate literature, R. Kelley Pace, James LeSage, and Shuang Zhu

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Business return in New Orleans: Decision making amid post-Katrina uncertainty, Nina S.N. Lam, Kelley Pace, Richard Campanella, James LeSage, and Helbert Arenas

Introduction to spatial econometrics, James LeSage and R. Kelley Pace

A sampling approach to estimate the log determinant used in spatial likelihood problems, R. Kelley Pace and James P. LeSage

Submissions from 2008

Competition and innovation in U.S. futures markets, Don M. Chance

Pricing an option on revenue from an innovation: An application to movie box office revenue, Don M. Chance, Eric Hillebrand, and Jimmy E. Hilliard

A spatial Hausman test, R. Kelley Pace and James P. LeSage

Spatial econometric modeling of origin-destination flows, James P. LeSage and R. Kelley Pace

Submissions from 2007

Reply to "a comment on 'a hedging deficiency in eurodollar futures'", Don M. Chance

Taxation without replication, Don M. Chance

A matrix exponential spatial specification, James P. LeSage and R. Kelley Pace

Submissions from 2006

A hedging deficiency in eurodollar futures, Don M. Chance

Secondary mortgage market purchase commitment yields, Andrea J. Heuson, Adam Schwartz, and V. Carlos Slawson

Local housing prices and mortgage refinancing in US cities, Ming Long Lee and R. Kelley Pace

Day-end effect on the Paris Bourse, David Michayluk and Gary C. Sanger

Submissions from 2005

Spatial distribution of retail sales, Ming Long Lee and R. Kelley Pace

Shared appreciation mortgages: Lessons from the UK, Anthony B. Sanders and V. Carlos Slawson

Submissions from 2004

Two extensions for fitting discrete time term structure models with normally distributed factors, Şenay Aǧca and Don M. Chance

Managerial bonding and stock liquidity: An analysis of dual-class firms, Ekkehart Boehmer, Gary C. Sanger, and Sanjay B. Varshney

Comparing exact and approximate spatial auto-regression model solutions for spatial data analysis, Baris M. Kazar, Shashi Shekhar, David J. Lilja, Ranga R. Vatsavai, and R. Kelley Pace

Arc-Mat, a toolbox for using ArcView shape files for spatial econometrics and statistics, James P. LeSage and R. Kelley Pace

Models for spatially dependent missing data, James P. Lesage and R. Kelley Pace

Chebyshev approximation of log-determinants of spatial weight matrices, R. Kelley Pace and James P. LeSage

Spatial statistics and real estate, R. Kelley Pace and James P. Lesage

Submissions from 2003

Likelihood dominance spatial inference, R. Kelley Pace and James P. LeSage

Submissions from 2002

Frictions, heterogeneity and optimality in mortgage modeling, James B. Kau and V. Carlos Slawson

Reputation in an Internet auction market, Cynthia G. McDonald and V. Carlos Slawson

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Semiparametric maximum likelihood estimates of spatial dependence, R. Kelley Pace and James P. LeSage

Submissions from 2001

Residential Land Values and the Decentralization of Jobs, John M. Clapp, Mauricio Rodriguez, and R. Kelley Pace

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Time-Varying Mortgage Prepayment Penalties, Austin Kelly and V. Carlos Slawson

Submissions from 2000

The Changing Asymmetric Information Component of REIT Spreads: A Study of Anticipated Announcements, Cynthia G. Mcdonald, Terry D. Nixon, and V. Carlos Slawson

A method for spatial-temporal forecasting with an application to real estate prices, R. Kelley Pace, Ronald Barry, Otis W. Gilley, and C. F. Sirmans

Submissions from 1999

Monte Carlo estimates of the log determinant of large sparse matrices, Ronald Paul Barry and R. Kelley Pace

Factor market effects upon product market equilibrium, Gregory E. Goering, Michael K. Pippenger, and R. Kelley Pace

A Housing Price Model with Endogenous Externality Location: A Study of Mobile Home Parks, Henry J. Munneke and V. Carlos Slawson

Submissions from 1998

Valuing prepayment and default in a fixed-rate mortgage: A bivariate binomial options pricing technique, Jimmy E. Hilliard, James B. Kau, and V. Carlos Slawson

External information costs and the adverse selection problem: A comparison of NASDAQ and NYSE stocks, Ji Chai Lin, Gary C. Sanger, and G. Geoffrey Booth

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Spatiotemporal Autoregressive Models of Neighborhood Effects, R. Kelley Pace, Ronald Barry, John M. Clapp, and Mauricio Rodriquez

Simulating mixed regressive spatially autoregressive estimators, R. Kelley Pace and Ronald P. Barry

Spatial Statistics and Real Estate, R. Kelley Pace, Ronald Barry, and C. F. Sirmans

Generalizing the OLS and grid estimators, R. Kelley Pace and Otis W. Gilley

Submissions from 1997

A Model for Pricing Securities Dependent upon a Real Estate Index, Richard J. Buttimer, James B. Kau, and V. Carlos Slawson

Performing large spatial regressions and autoregressions, R. Kelley Pace

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Quick computation of spatial autoregressive estimators, R. Kelley Pace and Ronald Barry

Fast CARs, R. Kelley Pace and Ronald P. Barry

Using the Spatial Configuration of the Data to Improve Estimation, R. Kelley Pace and Otis W. Gilley

Submissions from 1990

An Empirical Analysis Of Common Stock Delistings, Gary C. Sanger and James D. Peterson

Submissions from 1980

A RE‐EXAMINATION OF INTEREST RATE SENSITIVITY IN THE COMMON STOCKS OF FINANCIAL INSTITUTIONS, Don M. Chance and William R. Lane

Submissions from 1979

Comment: A test of stone's two-index model of returns, Don M. Chance