This orginal study examines the potential of a spatiotemporal autoregressive Local (LSTAR) approach in modelling transaction prices for the housing market in inner Paris. We use data set from the Paris Region notary office ("Chambre des notaires d'Île-de-France") which consists of approximately 250,000 transactions units between the first quarter of 1990 and the end of 2005. We use the exact X -- Y coordinates and transaction date to spatially and temporally sort each transaction.
NAPPI-CHOULET, I. and MAURY, T.P. (2007). A Spacial and Temporal Autogressive Local Estimation for the Paris Housing Market.