Certainly try Connie's suggestion first. I've lost a few knives the exact same way.
But since it was your favorite knife that dissappeared, maybe your live-in-ghostie is trying to get a message across to you. Like it really wants your attention.
Maybe it's just trying to be a pain in the buttocks too.
What kind of feelings do you get if you just sit and listen for a while? How's your psychic sense?