A couple of years back when I lived with my parents I used to hear knocking every-so-often in my room. I would be in there with the door closed doing whatever at the time. This would always happen when I was on my bed and would always sound like it was coming from the exact same spot. It was about 3 feet above my bed and about a foot from the left of the window. It sounded crystal clear like someone was knocking on my side of the wall and not the outside of the house (as that would have made it sound more hollow). At first it really freaked me out and I just couldn't stay in my room.
After that first time I looked around the outside of the house to see if it was a tree branch since the yard was adjacent to a mango grove and we also had a straggly, dying tree near that wall of the house. Turned out there were no branches that could reach that part of the wall and the straggly tree was too dead and a bit too far to reach it either.
The next time it happened was a bit after the first time. I just listened then and tried to take in what it sounded like and what else was going on. My father, brother and our dog were outside, but they were on the opposite side of the yard by the garage. I could hear the difference from them being off in the distance and the knocking that seemed to be coming from my side of the wall. My mother and sister were in the living room watching some program. I figured then that no one or object was doing it.
The knockings always seemed to stop and let me get on with life, forgetting it even happened. One night I was talking to my then boyfriend on the phone when it happened again. I mentioned it to him but I'm not sure if he could hear it too. I'm not even sure if he believed me though.
At that point I had gotten used to it. I would just look up, wait for it to stop, and continue my business. I'd say that it always happened at night, but that one time where my father and brother were outside was during the day. I think that was the only day incident though.