Analyzing Time Series and Cross Section Rent Data: An Illustration Using US Retail Data

Bryan Duncan MacGregor; Patric Henry Hendershott; Maarten Jennen

Analyzing Time Series and Cross Section Rent Data: An Illustration Using US Retail Data

Bryan Duncan MacGregor
, Patric Henry Hendershott
, Maarten Jennen

ING Real Estate Investment Management

Research output: Contribution to conference › Conference presentation (Unpublished paper) › peer-review

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Abstract

Real estate research has a long and extensive history of analyzing rent dynamics. Due to data constraints, the retail market has been the least researched segment and, more generally, regional panels of data have been rarely analyzed. In this paper, we analyze rent dynamics at the Metropolitan Statistical Area (MSA) level by applying an error correction model, covering almost three decades of retail rent data for the 13 largest MSAs of the United States. We feature the joint analysis of time series and cross section space market data.

Original language	English
Publication status	Published - 2010

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title = "Analyzing Time Series and Cross Section Rent Data: An Illustration Using US Retail Data",

abstract = "Real estate research has a long and extensive history of analyzing rent dynamics. Due to data constraints, the retail market has been the least researched segment and, more generally, regional panels of data have been rarely analyzed. In this paper, we analyze rent dynamics at the Metropolitan Statistical Area (MSA) level by applying an error correction model, covering almost three decades of retail rent data for the 13 largest MSAs of the United States. We feature the joint analysis of time series and cross section space market data. ",

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year = "2010",

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T1 - Analyzing Time Series and Cross Section Rent Data

T2 - An Illustration Using US Retail Data

AU - MacGregor, Bryan Duncan

AU - Hendershott, Patric Henry

AU - Jennen, Maarten

PY - 2010

Y1 - 2010

N2 - Real estate research has a long and extensive history of analyzing rent dynamics. Due to data constraints, the retail market has been the least researched segment and, more generally, regional panels of data have been rarely analyzed. In this paper, we analyze rent dynamics at the Metropolitan Statistical Area (MSA) level by applying an error correction model, covering almost three decades of retail rent data for the 13 largest MSAs of the United States. We feature the joint analysis of time series and cross section space market data.

AB - Real estate research has a long and extensive history of analyzing rent dynamics. Due to data constraints, the retail market has been the least researched segment and, more generally, regional panels of data have been rarely analyzed. In this paper, we analyze rent dynamics at the Metropolitan Statistical Area (MSA) level by applying an error correction model, covering almost three decades of retail rent data for the 13 largest MSAs of the United States. We feature the joint analysis of time series and cross section space market data.

M3 - Conference presentation (Unpublished paper)

ER -

Analyzing Time Series and Cross Section Rent Data: An Illustration Using US Retail Data

Abstract

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