Here's my take on it. (for what its worth)
I think Tresses is correct, it can't hurt to be pre-emptive and do something that's relatively easy to do and has no adverse effect (other than perhaps your neighbors looking at you kinda strange). What you're dealing with may or may not be paranormal, but it can't hurt to treat for that and at least cover one base.
There are a number of things which can cause this. For off from your explanation I don't see that you're completely certain that its a knocking on the door or just something that sounds like knocking. You mention its been happening to a close group of individuals there. When you say close do you mean physically close as in living adjacently, on top or below each other? Or is it 4 individuals that know each other but do not really live in such a proximity that they could be hearing the same sound at the same time?
If it was me and if it had reached a point at which its bothering me, I would either purchase a cheap surveillance system from Harbor Freight or online and set up a few cameras. Most of those systems can record a weeks worth of video with no issue at all. Or contact your apartment manager and ask them to provide such a system for your security. You may even want to offer to help pay for part of it or work together with neighbors to provide such a system.
This would eliminate the possibility of issues with living pranksters or kids. Also it would provide a level of protection and deterrence.
That having been said, it can also be a neighbor knocking on the walls, or a headboard banging against the wall (I don't think I need to explain more about this, we all know where that's going). Or perhaps a pipe in the wall which is shaking and knocking against the walls. If the individuals hearing the sound are along a "wet-wall" and are above/below each other that would lead towards a piping issue.
If you're concerned with a possible break-in, I would deal with that issue first before assuming something paranormal. Personal safety trumps any other concern.