Giovanni Millo, "Narrow Replication of 'A Spatio-Temporal Model of House Prices in the USA' Using R", Journal of Applied Econometrics, Vol. 30, No. 4, 2015, pp. 703-704. The zip file millo-files.zip contains all files except for the PDF version of the online appendix. They are all ASCII files in DOS format. Unix/Linus users should use "unzip -a". The Computational Appendix to the paper is provided as a self-documenting Sweave .snw file, to be compiled under R. Sweave("filename.snw") produces a file filename.tex with original tex code and numerical results; to be compiled further in, e.g., pdfLaTeX to obtain the final document as filename.pdf. Alternatively, Stangle("filename.snw") will produce an R script filename.R containing the full reproduction code for all numerical results. A copy of the R script is included here for convenience. Running the procedure requires R 3.0-2 or higher with the following add-on packages: - plm 1.3-3 or higher - splm 1.2-0 or higher - spdep 0.5-68 or higher - xtable and dependencies thereof. All are free and open-source and can be downloaded from www.r-project.org. Therefore they are not included here. Running the procedure also requires the included additional data files - HPsort.txt - BEACODE.txt - regions.txt containing the data and regions' definitions, and the R scripts - cortab.R - ffilter.R containing functionality not included in the relevant packages (automated construction of within- and between-regions correlation tables, and principal components filtering for model residuals). Compiling the Computational Appendix as a .pdf document requires the style files of the Journal of Statistical Software, to be found in www.jstatsoft.org/downloads/JSSstyle.zip, to be either in the working directory or in the search path of pdfLaTeX. A .bib file with the necessary references is also included. Giovanni Millo Trieste, August 2014