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John L. Knight

Global rank #3963 95%

Institution: Unknown

Primary Field: Econometrics (weighted toward more recent publications)

First Publication: 1977

Most Recent: 2014

RePEc ID: pkn27 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 0.00 0.00 0.00 0.00
All Time 0.00 6.03 11.06 0.00 24.97

Publication Statistics

Raw Publications 15
Coauthorship-Adjusted Count 20.87

Publications (15)

Year Article Journal Tier Authors
2014 Steady state distributions for models of locally explosive regimes: Existence and econometric implications Economic Modeling C 3
2002 EMPIRICAL CHARACTERISTIC FUNCTION IN TIME SERIES ESTIMATION Econometric Theory B 2
2001 A NOTE ON BAYESIAN INFERENCE IN ASSET PRICING Econometric Theory B 2
1997 The Cumulant Generating Function Estimation Method Econometric Theory B 2
1997 A Nonparametric Approach to the Estimation of Diffusion Processes, With an Application to a Short-Term Interest Rate Model Econometric Theory B 2
1997 Existence of Unbiased Estimators of the Black/Scholes Option Price, Other Derivatives, and Hedge Ratios Econometric Theory B 2
1994 Some Exact Distribution Results for the Partially Restricted Reduced form Estimator Econometric Theory B 2
1993 Asymptotic Expansions for Random Walks with Normal Errors Econometric Theory B 2
1993 Exact critical regions and confidence intervals for maximum likelihood estimators in the exponential regression model Economics Letters C 2
1986 Non-Normal Errors and the Distribution of OLS and 2SLS Structural Estimators Econometric Theory B 1
1986 The Distribution of the Stein-Rule Estimator in a Model with Non-Normal Disturbances Econometric Theory B 1
1985 The moments of ols and 2sls when the disturbances are non-normal Journal of Econometrics A 1
1982 A note on finite sample analysis of misspecification in simultaneous equation models Economics Letters C 1
1980 The coefficient of determination and simultaneous equation systems Journal of Econometrics A 1
1977 On the existence of moments of the partially restricted reduced-form estimators from a simultaneous-equation model Journal of Econometrics A 1