Hedonic Models Incorporating ESG Factors for Time Series of Average Annual Home Prices
By Jason R. Bailey, W. Brent Lindquist, Svetlozar T. Rachev
Rating
1485
Battle Count: 75
Relevance
5/10
While focused on real estate, the methodology for handling non-stationary time series and comparing non-linear (GAM) to linear (GLM) models could be relevant to financial time series analysis in quantitative trading
Implementation Complexity
6/10
Requires understanding of advanced statistical techniques (GAM, GLM, ARFIMA-GARCH) and time series analysis, but uses established methods and libraries
Reproducibility
3/5
Data sources and methodology are described, but full dataset and code are not provided in the extract
About this paper
Methodology: Generalized Additive Model (GAM) and Generalized Linear Model (GLM). Problem types: Regression, Time Series Forecasting.
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