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Limit theory for M-estimates in an integrated infinite variance process
Knight, Keith - In: Econometric theory 7 (1991) 2, pp. 200-212
Persistent link: https://www.econbiz.de/10001118083
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Shrinkage estimation for nearly singular designs
Knight, Keith - In: Econometric theory 24 (2008) 2, pp. 323-337
Persistent link: https://www.econbiz.de/10003894190
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SHRINKAGE ESTIMATION FOR NEARLY SINGULAR DESIGNS
Knight, Keith; Barnabani, M.; Caner, M.; Caner, M.; … - In: Econometric theory 24 (2008) 2, pp. 323-337
Persistent link: https://www.econbiz.de/10007912728
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Nonstandard quantile-regression inference
Goh, S. C.; Knight, Keith - In: Econometric theory 25 (2009) 5, pp. 1415-1432
Persistent link: https://www.econbiz.de/10003885783
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WEIGHTED LEAST ABSOLUTE DEVIATIONS ESTIMATION FOR ARMA MODELS WITH INFINITE VARIANCE
Pan, Jiazhu; Wang, Hui; Yao, Qiwei; Adler, R.J.; … - In: Econometric theory 23 (2007) 5, pp. 852-879
Persistent link: https://www.econbiz.de/10007762703
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NONSTANDARD QUANTILE-REGRESSION INFERENCE
Goh, S.C.; Knight, K. - In: Econometric theory 25 (2009) 5, pp. 1415-1432
Persistent link: https://www.econbiz.de/10008306941
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Stable Non-Gaussian Random Processes
Knight, Keith; Samorodnitsky, Gennady; Taqqu, Murad S. - In: Econometric theory 13 (1997) 1, pp. 133-142
Persistent link: https://www.econbiz.de/10006999292
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Estimation in Dynamic Linear Regression Models with Infinite Variance Errors
Knight, Keith - In: Econometric theory 9 (1993) 4, pp. 570-588
Persistent link: https://www.econbiz.de/10007019267