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Robust desmoothed real estate returns

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dc.contributor.authorDelfim, Jean-Christophe
dc.contributor.authorHoesli, Martin E.
dc.contributor.institutionUniversity of Aberdeen.Accountancyen
dc.date.accessioned2021-05-24T23:07:03Z
dc.date.available2021-05-24T23:07:03Z
dc.date.embargoedUntil2021-05-25
dc.date.issued2021-02-19
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.description.statusPeer revieweden
dc.format.extent31
dc.format.extent614932
dc.identifier159743939
dc.identifier3da2c37d-b1de-43fa-98d8-41e9f28c58cd
dc.identifier000535324800001
dc.identifier85085639010
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.doi10.1111/1540-6229.12313
dc.identifier.iss1en
dc.identifier.issn1080-8620
dc.identifier.otherSCOPUS: 85085639010
dc.identifier.otherORCID: 0000-0002-4635-8839
dc.identifier.otherORCID: /0000-0003-2173-1200/work/147046587
dc.identifier.urihttps://hdl.handle.net/2164/16532
dc.identifier.urlhttp://www.scopus.com/inward/record.url?scp=85085639010&partnerID=8YFLogxKen
dc.identifier.vol49en
dc.language.isoeng
dc.relation.ispartofReal Estate Economicsen
dc.subjectOutside of REF 2029 publication perioden
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

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