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~isPartOf:"Econometric theory"
~isPartOf:"The econometrics journal"
~person:"Knight, John L."
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatzsammlung"
~type_genre:"Non-commercial literature"
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Estimation theory
8
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8
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4
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4
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1
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1
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1
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Knight, John L.
Phillips, Peter C. B.
26
Linton, Oliver
21
Lee, Lung-fei
15
Li, Qi
10
Otsu, Taisuke
10
Saikkonen, Pentti
10
Andrews, Donald W. K.
9
Chen, Songnian
9
Perron, Pierre
9
Baltagi, Badi H.
8
Gao, Jiti
8
Newey, Whitney K.
8
Pötscher, Benedikt M.
8
White, Halbert
8
Wooldridge, Jeffrey M.
8
Xiao, Zhijie
8
Chambers, Marcus J.
7
Chan, Ngai Hang
7
Florens, Jean-Pierre
7
Hahn, Jinyong
7
Horváth, Lajos
7
Jong, Robert M. de
7
Su, Liangjun
7
Sun, Yixiao
7
Wang, Qiying
7
Cavaliere, Giuseppe
6
Hansen, Bruce E.
6
Hidalgo, Javier
6
Hoderlein, Stefan
6
Jansson, Michael
6
Kristensen, Dennis
6
Leybourne, Stephen James
6
Lütkepohl, Helmut
6
Magnus, Jan R.
6
Park, Joon Y.
6
Robinson, Peter M.
6
Wu, Wei Biao
6
Zinde-Walsh, Victoria
6
Bai, Jushan
5
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Econometric theory
The econometrics journal
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2
Birkbeck working papers in economics and finance : BWPEF
1
Economics letters
1
Research report / Graduate School Research Institute Systems, Organisations and Management
1
Research report / Graduate School Research Institute Systems, Organisations and Management / Graduate School Research Institute Systems, Organisations and Management
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The journal of risk model validation
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Waterloo economic series : working paper
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ECONIS (ZBW)
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1
ECF estimation of Markov models where the transition density is unknown
Jiang, George J.
;
Preminger, Arie
;
Knight, John L.
- In:
The econometrics journal
13
(
2010
)
2
,
pp. 245-270
Persistent link: https://www.econbiz.de/10003978523
Saved in:
2
Estimation of the stochastic conditional duration model via alternative methods
Knight, John L.
;
Ning, Cathy Q.
- In:
The econometrics journal
11
(
2008
)
3
,
pp. 593-616
Persistent link: https://www.econbiz.de/10003802430
Saved in:
3
A nonparametric approach to the estimation of diffusion processes, with an application to a short-term interest rate model
Jiang, George J.
- In:
Econometric theory
13
(
1997
)
5
,
pp. 615-645
Persistent link: https://www.econbiz.de/10001232225
Saved in:
4
Existence of unbiased estimators of the Black Scholes option price, other derivatives, and hedge ratios
Knight, John L.
- In:
Econometric theory
13
(
1997
)
6
,
pp. 791-807
Persistent link: https://www.econbiz.de/10001236167
Saved in:
5
Some exact distribution results for the partially restricted reduced form estimator
Kinal, Terrence W.
- In:
Econometric theory
10
(
1994
)
1
,
pp. 140-171
Persistent link: https://www.econbiz.de/10001163333
Saved in:
6
Asymptotic expansions for random walks with normal errors
Knight, John L.
- In:
Econometric theory
9
(
1993
)
3
,
pp. 363-376
Persistent link: https://www.econbiz.de/10001151129
Saved in:
7
Non-normal errors and the distribution of OLS and 2SLS structural estimators
Knight, John L.
- In:
Econometric theory
2
(
1986
)
1
,
pp. 75-106
Persistent link: https://www.econbiz.de/10001072734
Saved in:
8
The distribution of the Stein-rule estimator in a model with non-normal disturbances
Knight, John L.
- In:
Econometric theory
2
(
1986
)
2
,
pp. 202-219
Persistent link: https://www.econbiz.de/10001072737
Saved in:
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