//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Knight, John L."
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation theory
16
Schätztheorie
16
Theorie
9
Theory
9
CECF
2
continuous empirical characteristic function
2
Asset prices
1
Black-Scholes model
1
Black-Scholes-Modell
1
Bubbles
1
Börsenkurs
1
Canada
1
Dauer
1
Duration
1
Duration analysis
1
Estimation
1
Interest rate
1
Kanada
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Non-linear time series
1
Probability theory
1
Risikomaß
1
Risk measure
1
Schätzung
1
Share price
1
Simulation
1
Spekulationsblase
1
Statistische Bestandsanalyse
1
Steady state
1
Stochastic process
1
Stochastischer Prozess
1
TAR Models
1
Time series analysis
1
Wahrscheinlichkeitsrechnung
1
Zeitreihenanalyse
1
Zins
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Article
12
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
All
English
16
Author
All
Knight, John L.
Phillips, Peter C. B.
300
Pesaran, M. Hashem
184
Gao, Jiti
165
Härdle, Wolfgang
144
Linton, Oliver
142
Andrews, Donald W. K.
137
Newey, Whitney K.
126
McAleer, Michael
109
Baltagi, Badi H.
107
Chernozhukov, Victor
106
Chen, Xiaohong
98
Kapetanios, George
92
Gouriéroux, Christian
90
Imbens, Guido
90
Heckman, James J.
86
Lütkepohl, Helmut
85
Swanson, Norman R.
84
White, Halbert
84
Otsu, Taisuke
81
Robinson, Peter M.
80
Lee, Lung-fei
77
Koopman, Siem Jan
76
Lechner, Michael
76
Li, Qi
75
Ullah, Aman
75
Wooldridge, Jeffrey M.
75
Bera, Anil K.
73
Franses, Philip Hans
73
Stock, James H.
72
Dette, Holger
71
Simar, Léopold
70
Su, Liangjun
70
Horowitz, Joel
69
Nielsen, Morten Ørregaard
67
Johansen, Søren
66
Cai, Zongwu
65
Croux, Christophe
65
Diebold, Francis X.
65
Dufour, Jean-Marie
65
Sentana, Enrique
65
more ...
less ...
Published in...
All
Econometric theory
6
Econometric reviews
2
The econometrics journal
2
Albany discussion papers
1
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
1
The journal of risk model validation
1
Waterloo economic series : working paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Steady-state distributions for models of bubbles : their existence and econometric implications
Knight, John L.
;
Satchell, Stephen
;
Srivastava, Nandini
-
2012
Persistent link: https://www.econbiz.de/10009544845
Saved in:
2
Continuous empirical characteristic function estimation of mixtures of normal parameters
Xu, Dinghai
;
Knight, John L.
-
2008
Persistent link: https://www.econbiz.de/10003975373
Saved in:
3
Continuous empirical characteristics function estimation of mixtures of normal parameters
Xu, Dinghai
;
Knight, John L.
- In:
Econometric reviews
30
(
2011
)
1
,
pp. 25-50
Persistent link: https://www.econbiz.de/10008990461
Saved in:
4
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:
5
Using approximate results for validating value-at-risk
Hong, Jimmy
;
Knight, John L.
;
Satchell, Stephen
; …
- In:
The journal of risk model validation
4
(
2010/11
)
3
,
pp. 69-81
Persistent link: https://www.econbiz.de/10008699876
Saved in:
6
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:
7
Finite sample comparisons of the distributions of the OLS and GLS estimators in regression with an integrated regressor and correlated errors
Maekawa, Koichi
- In:
Econometric reviews
17
(
1998
)
4
,
pp. 387-413
Persistent link: https://www.econbiz.de/10001250283
Saved in:
8
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:
9
Parametric versus nonparametric estimation of diffusion processes : a Monte Carlo comparison
Jiang, George J.
;
Knight, John L.
-
1997
Persistent link: https://www.econbiz.de/10000968612
Saved in:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->