비선형 회귀분석을 이용한 산술평균 반복매매지수 산정방법에 관한 연구

초록

The government said that the New Housing Price Index using Repeat Sale Estimator(RSE) would be used in this year. RSE, an equally weighted geometric average, is designed to make the price indexes of infrequently sold houses be based only repeated prices and traded dates. But RSE has some well-known econometric flaws, such as Biased Downwards from actual portfolio returns and inefficient data uses. This study introduces Arithmetic Repeat Sale Estimation using Nonlinear Least Squares(NL-ARS). Simple simulation and data analysis were used to compare and to examine the accuracy of NL-ARS as an estimator, which the results showed.

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