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Knight, John L.
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Economics Series Working Papers / Department of Economics, Oxford University
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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
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2
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
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3
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
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4
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
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5
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
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6
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:
7
Empirical characteristic function in time series estimation
Knight, John L.
;
Yu, Jun
- In:
Econometric theory
18
(
2002
)
3
,
pp. 691-721
Persistent link: https://www.econbiz.de/10001673452
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