Justine Wang

5 Questions 9 Answers 0 Followers

Questions related from Justine Wang

Order of integration under VAR?

I try to test the relationships of housing prices in different cities using VAR. I noted one city has unit root problem in first difference so I have to transform it into second difference to...

20 December 2016 2,270 4 View

Variables (log format vs % change format) in OLS and VECM testing?

I try to suppress variations of economic fundamentals variables to identify significant variables of housing prices and testing they have long run relationship using OLS and VECM respectively. Can...

28 October 2016 4,841 4 View

Chow fisher test in property price regression model?

I am trying to apply chow Fisher test in the regression model for property prices in China and Australia. Chow Fisher test is to identify structural changes. Can I do it in eview or sas? should I...

11 August 2016 4,633 3 View

Loan to valuation ratio in AU prior 2008?

I am looking for loan to valuation ratio in AU prior 2008. APRA (Australian Prudential Regulatory Authority) only has up to Mar 2008. Any suggestions? Thanks.

31 October 2014 3,677 5 View

Are you interested in collaborating on work on residential property markets in Australia and China?

I am looking for academics interested in residential property markets in Australia and China. Thanks Justine

30 October 2014 5,641 4 View