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Some exact distribution results for the PRRF estimator
Knight, John L.; Kinal, Terrence W. - 1990
Persistent link: https://www.econbiz.de/10000812906
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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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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
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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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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
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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