John Knight

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Statistical modelling of asymmetric risk in asset returns Applied Mathematical Finance	2021-06-18	Paper
A note on finite sample analysis of misspecification in simultaneous equation models Economics Letters	2013-10-25	Paper
Large deviations theorems for optimal investment problems with large portfolios European Journal of Operational Research	2012-05-14	Paper
ECF estimation of Markov models where the transition density is unknown Econometrics Journal	2011-05-31	Paper
Theory & Methods: Estimation of the Stochastic Volatility Model by the Empirical Characteristic Function Method Australian <html_ent glyph="@amp;" ascii="&"/> New Zealand Journal of Statistics	2003-10-21	Paper
EMPIRICAL CHARACTERISTIC FUNCTION IN TIME SERIES ESTIMATION Econometric Theory	2003-05-18	Paper
A note on Bayesian inference in asset pricing. Econometric Theory	2001-01-01	Paper
Finite sample comparisons of the distributions of the ols and gls estimators in regression with an integrated regsorad correlated errors Econometric Reviews	1999-01-17	Paper
The exact distribution of the maximum likelihood estimators for the linear regression negative exponential model Journal of Statistical Planning and Inference	1996-10-27	Paper
scientific article; zbMATH DE number 434949 (Why is no real title available?)	1994-12-12	Paper
Exact critical regions and confidence intervals for maximum likelihood estimators in the exponential regression model Economics Letters	1994-01-13	Paper
scientific article; zbMATH DE number 3930026 (Why is no real title available?)	1985-01-01	Paper
The moments of OLS and 2SLS when the disturbances are non-normal Journal of Econometrics	1985-01-01	Paper
Asymptotic Distribution of Dynamic Multipliers in Dynamic Autoregressive Models Econometrica	1984-01-01	Paper
Asymptotic Distribution of Restricted Reduced Forms and Dynamic Multipliers in a Linear Dynamic Model with Vector Autoregressive Errors International Economic Review	1982-01-01	Paper
The coefficient of determination and simultaneous equation systems Journal of Econometrics	1980-01-01	Paper
On the existence of moments of the partially restricted reduced-form estimators from a simultaneous-equation model Journal of Econometrics	1977-01-01	Paper

Research outcomes over time

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