Information about:
John L. Knight

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Affiliation

• Department of Economics
  University of Western Ontario

  Location: London, Canada
  Homepage: http://economics.uwo.ca/
  Email:
  Phone: (519) 661-3500
  Fax: (519) 661-3666
  Postal: Faculty of Social Sciences, London, Ontario, N6A 5C2
  Handle: RePEc:edi:deuwoca (registered authors at this institution)

• Rimini Center for Economic Analysis (RCEA)

  Location: Rimini, Italy
  Homepage: http://www.rcfea.org/
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  Handle: RePEc:edi:rcfeait (registered authors at this institution)

Working papers

1. John Knight & Colin Lizieri & Stephen Satchell, 2005. "Diversification When It Hurts? The Joint Distributions of Real Estate and Equity Markets," Real Estate & Planning Working Papers rep-wp2005-16, Henley Business School, Reading University. [Downloadable!]

2. John Knight & Stephen Satchell, 2005. "Exact Properties of Measures of Optimal Investment for Institutional Investors," Birkbeck Working Papers in Economics and Finance 0513, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]

3. Knight, J. & Satchell, S., 1999. "Testing for Infinite Order Stochastic Dominance with Applications to Finance, Risk and Income Inequality," Cambridge Working Papers in Economics 9911, Faculty of Economics, University of Cambridge. [Downloadable!]
   Published as:
   • John Knight & Stephen Satchell, 2008. "Testing for infinite order stochastic dominance with applications to finance, risk and income inequality," Journal of Economics and Finance, Springer, vol. 32(1), pages 35-46, January. [Downloadable!] (restricted)

4. Knight, John & Li, Fuchun & Yuan, Mingwei, 1999. "Pricing Interest Rate Derivatives in a Non-Parametric Two-Factor Term-Structure Model," Working Papers 99-19, Bank of Canada. [Downloadable!]

5. Knight,J.L. & Satchell,S.E., 1995. "Estimation of Stationary Stochastic Processes via the Empirical Characteristic Function," Cambridge Working Papers in Economics 9411, Faculty of Economics, University of Cambridge.

6. Knight, J.L. & Stachell, S.E. & Tran, K.C., 1995. "Statistical Modeling of Asymetric Risk in Asset Returns," Papers 95-3, Saskatchewan - Department of Economics.

1. John Knight & Stephen Satchell, 2008. "Testing for infinite order stochastic dominance with applications to finance, risk and income inequality," Journal of Economics and Finance, Springer, vol. 32(1), pages 35-46, January. [Downloadable!] (restricted)
   Other versions:
   • Knight, J. & Satchell, S., 1999. "Testing for Infinite Order Stochastic Dominance with Applications to Finance, Risk and Income Inequality," Cambridge Working Papers in Economics 9911, Faculty of Economics, University of Cambridge. [Downloadable!]

2. John Knight & Fuchun Li & Mingwei Yuan, 2006. "A Semiparametric Two-Factor Term Structure Model," Journal of Financial Econometrics, Oxford University Press, vol. 4(2), pages 204-237. [Downloadable!] (restricted)

3. John Knight & Stephen Satchell, 2005. "A Re-Examination of Sharpe's Ratio for Log-Normal Prices," Applied Mathematical Finance, Taylor and Francis Journals, vol. 12(1), pages 87-100, March. [Downloadable!] (restricted)

4. John L. Knight & Stephen E. Satchell & Jun Yu, 2002. "Estimation of the Stochastic Volatility Model by the Empirical Characteristic Function Method," Australian & New Zealand Journal of Statistics, Australian Statistical Publishing Association Inc., vol. 44(3), pages 319-335, 09. [Downloadable!] (restricted)

5. Jiang, George J & Knight, John L, 2002. "Estimation of Continuous-Time Processes via the Empirical Characteristic Function," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(2), pages 198-212, April.

6. K. Maekawa & J. L. Knight & H. Hisamatsu, 1998. "Finite sample comparisons of the distributions of the ols and gls estimators in regression with an integrated regsorad correlated errors," Econometric Reviews, Taylor and Francis Journals, vol. 17(4), pages 387-413. [Downloadable!] (restricted)

7. Knight, John L. & Satchel, Stephen E., 1993. "Exact critical regions and confidence intervals for maximum likelihood estimators in the exponential regression model," Economics Letters, Elsevier, vol. 41(3), pages 225-229. [Downloadable!] (restricted)

8. Knight, John L., 1985. "The moments of ols and 2sls when the disturbances are non-normal," Journal of Econometrics, Elsevier, vol. 27(1), pages 39-60, January. [Downloadable!] (restricted)

9. Knight, John L, 1984. "Asymptotic Distribution of Dynamic Multipliers in Dynamic Autoregressive Models," Econometrica, Econometric Society, vol. 52(1), pages 217-22, January. [Downloadable!] (restricted)

10. Knight, John L., 1982. "A note on finite sample analysis of misspecification in simultaneous equation models," Economics Letters, Elsevier, vol. 9(3), pages 275-279. [Downloadable!] (restricted)

11. Knight, John L, 1982. "Asymptotic Distribution of Restricted Reduced Forms and Dynamic Multipliers in a Linear Dynamic Model with Vector Autoregressive Errors," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 23(3), pages 553-63, October. [Downloadable!] (restricted)

12. Knight, John L., 1980. "The coefficient of determination and simultaneous equation systems," Journal of Econometrics, Elsevier, vol. 14(2), pages 265-270, October. [Downloadable!] (restricted)

13. Knight, John L., 1977. "On the existence of moments of the partially restricted reduced-form estimators from a simultaneous-equation model," Journal of Econometrics, Elsevier, vol. 5(3), pages 315-321, May. [Downloadable!] (restricted)

1. NEP-CFN: Corporate Finance (1) 2005-10-04 Author is listed
2. NEP-CMP: Computational Economics (1) 2005-10-04 Author is listed
3. NEP-ECM: Econometrics (1) 2000-01-24 Author is listed
4. NEP-FIN: Finance (1) 2005-10-04 Author is listed

This page was last updated on 2009-11-2.