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dc.contributor.authorDelfim, Jean-Christophe
dc.contributor.authorHoesli, Martin E.
dc.date.accessioned2021-05-24T23:07:03Z
dc.date.available2021-05-24T23:07:03Z
dc.date.issued2021-02-19
dc.identifier.citationDelfim , J-C & Hoesli , M E 2021 , ' Robust desmoothed real estate returns ' , Real Estate Economics , vol. 49 , no. 1 , pp. 75-105 . https://doi.org/10.1111/1540-6229.12313en
dc.identifier.issn1080-8620
dc.identifier.otherPURE: 159743939
dc.identifier.otherPURE UUID: 3da2c37d-b1de-43fa-98d8-41e9f28c58cd
dc.identifier.otherWOS: 000535324800001
dc.identifier.otherSCOPUS: 85085639010
dc.identifier.otherScopus: 85085639010
dc.identifier.otherORCID: 0000-0002-4635-8839
dc.identifier.urihttps://hdl.handle.net/2164/16532
dc.descriptionACKNOWLEDGMENTS We thank Shaun Bond, Marc Francke, David Geltner, and Jeffrey Fisher for inspiring thoughts and insights. We also extend our gratitude to Itzhak Ben-David, our discussant at the 2018 Real Estate Finance and Investment Symposium in Gainesville, Florida, and participants at this event for their useful comments.en
dc.format.extent31
dc.language.isoeng
dc.relation.ispartofReal Estate Economicsen
dc.rightsThis is the peer reviewed version of the following article: [Delfim, JC, Hoesli, M. Robust desmoothed real estate returns. Real Estate Econ. 2021; 49: 75– 105], which has been published in final form at https://doi.org/10.1111/1540-6229.12313. This article may be used for non-commercial purposes in accordance with Wiley Terms and Conditions for Use of Self-Archived Versions.en
dc.subjectDesmoothing modelsen
dc.subjectrobust filteren
dc.subjectappraisal-based indexen
dc.subjectprivate real estateen
dc.subjectunlevered REITsen
dc.subjectdesmoothing modelsen
dc.subjectHF5601 Accountingen
dc.subjectEconomics and Econometricsen
dc.subjectAccountingen
dc.subjectFinanceen
dc.subject.lccHF5601en
dc.titleRobust desmoothed real estate returnsen
dc.typeJournal articleen
dc.contributor.institutionUniversity of Aberdeen.Accountancyen
dc.contributor.institutionUniversity of Aberdeen.Business and Management Studiesen
dc.description.statusPeer revieweden
dc.description.versionPostprinten
dc.identifier.doihttps://doi.org/10.1111/1540-6229.12313
dc.date.embargoedUntil2021-05-25
dc.identifier.urlhttp://www.scopus.com/inward/record.url?scp=85085639010&partnerID=8YFLogxKen


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