This repository contains the lecture materials for REDA1-CE1000, Introduction to Real Estate Data Analytics, at the NYU Schack Institute of Real Estate.
R code will be distributed through Moodle. Materials, based on the course developed by Professor Timothy H. Savage (thsavage), have been modified by the author and are subject to edits. Used with permission. All errors my own.
- R, R Studio, and R Markdown
- Sourcing, wrangling, and visualizing economic and real estate data
- Probability distribution, sampling, sample statistics, basic estimation
- Classical hypothesis testing and null hypothesis
- Classical hypothesis testing and null hypothesis
- Central limit theorem
- Causality
- Introduction to regression using the capital asset pricing model (CAPM)
- Linking regression and hypothesis testing using CAPM
- Multiple applications of CAPM and other examples of bivariate regression, including an exploration of the Expectations Theory of interest rates
- Continued discussion of causality
- Multivariate regression and interpretation
- Extension of CAPM to Fama-French factor models
- Applications to residential real estate, graduate school admissions, and the returns to education
- Classical assumptions in regression and implications of their violation, including omitted variable bias