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Estimation theory
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Knight, John L.
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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:
2
Some exact distribution results for the PRRF estimator
Knight, John L.
;
Kinal, Terrence W.
-
1990
Persistent link: https://www.econbiz.de/10000812906
Saved in:
3
Exact critical regions and confidence intervals for maximum likelihood estimators in the exponential regression model
Knight, John L.
- In:
Economics letters
41
(
1993
)
3
,
pp. 225-229
Persistent link: https://www.econbiz.de/10001145344
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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