I just finished a working paper on how to estimate real estate price indices using structural time series. Its challenging as (commercial) real estate transactions are; (1) heterogeneous, (2) rare and (3) plagued by omitted variables. The models are estimated using Stan. I put it on SSRN just now (as of writing its still under review there);
If you have any comments, questions, or if you know a good journal (apart from the Real Estate journals) let me know!