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Hicks, Lutz, Meiselman and the Expectations Theory.

Buse, A - In: Review of Economic Studies 37 (1970) 3, pp. 395-406

Persistent link: https://www.econbiz.de/10005251186

Some Evidence on the Potential of Theil's Generalized Two Stage Least Squares Estimator.

Buse, A; Moazzami, Bakhtiar - In: Empirical Economics 16 (1991) 3, pp. 335-49

This paper evaluates the small sample performance of Theil's generalized two stage least squares (G2SLS) estimator for a structural equation with first order autocorrelation. We find that the bias of G2SLS and a variant thereof is always smaller than that of conventional estimators such as...

Persistent link: https://www.econbiz.de/10005382435

Expectations, Prices, Coupons and Yields: Reply.

Buse, A - In: Journal of Finance 30 (1975) 4, pp. 1141-42

Persistent link: https://www.econbiz.de/10005214142

Expectations and the Demand for Bonds: Comment.

Buse, A - In: American Economic Review 61 (1971) 1, pp. 229-30

Persistent link: https://www.econbiz.de/10005821172

An Historical Note on the Jayatissa Test.

Buse, A; Dastoor, N K - In: The Manchester School of Economic & Social Studies 58 (1990) 3, pp. 260-64

It is shown that W. A. Jayatissa's (1977) test for regression vector equality under heteroscedasticity is a special case of a test procedure given in Pothoff (1965). Using the Pothoff results, a test for subvector equality is derived and used to clarify some points in the literature. Copyright...

Persistent link: https://www.econbiz.de/10005679459