John Knight

Available identifiers

zbMath Open knight.john-lWikidataQ102302276 ScholiaQ102302276MaRDI QIDQ373773

List of research outcomes

Publication	Date of Publication	Type
Statistical modelling of asymmetric risk in asset returns	2021-06-18	Paper
A note on finite sample analysis of misspecification in simultaneous equation models	2013-10-25	Paper
Large deviations theorems for optimal investment problems with large portfolios	2012-05-14	Paper
ECF estimation of Markov models where the transition density is unknown	2011-05-31	Paper
Theory & Methods: Estimation of the Stochastic Volatility Model by the Empirical Characteristic Function Method	2003-10-21	Paper
EMPIRICAL CHARACTERISTIC FUNCTION IN TIME SERIES ESTIMATION	2003-05-18	Paper
A note on Bayesian inference in asset pricing.	2001-01-01	Paper
Finite sample comparisons of the distributions of the ols and gls estimators in regression with an integrated regsorad correlated errors	1999-01-17	Paper
The exact distribution of the maximum likelihood estimators for the linear regression negative exponential model	1996-10-27	Paper
https://portal.mardi4nfdi.de/entity/Q3139807	1994-12-12	Paper
Exact critical regions and confidence intervals for maximum likelihood estimators in the exponential regression model	1994-01-13	Paper
https://portal.mardi4nfdi.de/entity/Q3703014	1985-01-01	Paper
The moments of OLS and 2SLS when the disturbances are non-normal	1985-01-01	Paper
Asymptotic Distribution of Dynamic Multipliers in Dynamic Autoregressive Models	1984-01-01	Paper
Asymptotic Distribution of Restricted Reduced Forms and Dynamic Multipliers in a Linear Dynamic Model with Vector Autoregressive Errors	1982-01-01	Paper
The coefficient of determination and simultaneous equation systems	1980-01-01	Paper
On the existence of moments of the partially restricted reduced-form estimators from a simultaneous-equation model	1977-01-01	Paper

Research outcomes over time

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