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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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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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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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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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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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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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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