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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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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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Theory and Methods - Comment - Bayesian CART Model Search
Knight, Keith; Kustra, Rafal; Tibshirani, Robert - In: Journal of the American Statistical Association : JASA 93 (1998) 443, pp. 950-953
Persistent link: https://www.econbiz.de/10006628325
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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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A Note on Unit Root Tests with Infinite Variance Noise
Samarakoon, D.M.Mahinda; Knight, Keith - In: Econometric reviews 28 (2009) 4, pp. 314-334
Persistent link: https://www.econbiz.de/10008172300
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Theory and Methods - Comment - Quantile Autoregression
Knight, Keith - In: Journal of the American Statistical Association : JASA 101 (2006) 475, pp. 994-995
Persistent link: https://www.econbiz.de/10007292905
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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