Applied Quantitative Analysis for Real Estate

Sotiris Tsolacos is Professor of Real Estate Investment at Cass Business School and the Programme Director for the MSc Real Estate Investment. Previously he was with Henley Business School. He earned his PhD in economics at the University of Reading. He has over 25 years of experience in the quantitative analysis of real estate markets. He has over 40 publications in this field and is the co-author of the book Real Estate Modelling and Forecasting. He has long industry experience. He was with JLL in London and the Director of European Research in Property & Portfolio Research/CoStar. He is the co-founder of KappaSigma Partners, a regional property consultancy firm. He works closely with the industry on a range of topical themes in real estate. His industry experience and continual engagement with the profession has greatly inspired the content of this book.Mark Andrew is Senior Lecturer in Real Estate Finance and Investment and Programme Director for the MSc Real Estate at Cass Business School, City, University of London. He received his PhD from the University of Reading in 2001 and has taught non-cognate and cognate real estate students for over 15 years. He has published in highly ranked real estate and non-real estate journals, such as Real Estate Economics, Urban Studies and Environment and Planning A. He has undertaken a number of government commissioned reports on his research specialty in residential markets. He currently acts as a referee for a number of leading academic real estate journals and is a serving member on the IPF Research Steering Group.

• 1. Introduction; 2. Real Estate Data; 3. Data, Common Manipulations and Descriptive Statistics in Analysis; 4. Random Variables, Correlation, Estimation and Hypothesis Testing; 5. Simple Regression Analysis; 6. Multiple Regression; 7. Regression Diagnostics; 8. Stationarity; 9. Forecast Evaluation; 10. ARMA Models; 11. Vector Autoregressions; 12. Closing Discussion; Appendix A: Statistical Tables; References; Index

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