The following pages link to John L. Knight (Q373773):
Displayed 16 items.
- A note on finite sample analysis of misspecification in simultaneous equation models (Q373774) (← links)
- The moments of OLS and 2SLS when the disturbances are non-normal (Q761001) (← links)
- The coefficient of determination and simultaneous equation systems (Q1150988) (← links)
- On the existence of moments of the partially restricted reduced-form estimators from a simultaneous-equation model (Q1241245) (← links)
- Exact critical regions and confidence intervals for maximum likelihood estimators in the exponential regression model (Q1311217) (← links)
- The exact distribution of the maximum likelihood estimators for the linear regression negative exponential model (Q1918149) (← links)
- A NOTE ON BAYESIAN INFERENCE IN ASSET PRICING (Q2739271) (← links)
- ECF estimation of Markov models where the transition density is unknown (Q3004024) (← links)
- (Q3139807) (← links)
- Asymptotic Distribution of Dynamic Multipliers in Dynamic Autoregressive Models (Q3308935) (← links)
- (Q3703014) (← links)
- Finite sample comparisons of the distributions of the ols and gls estimators in regression with an integrated regsorad correlated errors (Q4224732) (← links)
- Theory & Methods: Estimation of the Stochastic Volatility Model by the Empirical Characteristic Function Method (Q4408643) (← links)
- Asymptotic Distribution of Restricted Reduced Forms and Dynamic Multipliers in a Linear Dynamic Model with Vector Autoregressive Errors (Q4747428) (← links)
- EMPIRICAL CHARACTERISTIC FUNCTION IN TIME SERIES ESTIMATION (Q4807306) (← links)
- Statistical modelling of asymmetric risk in asset returns (Q4994405) (← links)