Jeep is making a horrible knocking sound and there is alot of white smoke. What could it be?

Smoke could be cause by oil heating up...need oil to burn up, before it will stop smoking...unless you have an oil leak in the area.

White smoke means your engine is burning it's antifreeze. You have a problem with either: an intake gasket or a head gasket

The smoke under hood means that u need replace gasket between exhaust pipe and engine but smoke and knocking is not very good, it looks like your engine pistons has cracks and u r loosing oil by smoke time to time, i'd buy used engine from crashed car with less miles on it

you white or blue smoke white is not as bad as blue white is water and oil mixture blue oil rings knocking is connecting rods bearing or valves

I first would check th eoil to make sure they put the correct ammount of oil in. This sounds like no oil, over oil, or blown gasket

didnt state color of smoke if blue smoke burning oil internal damage to engine and with knock could be rod--bent/stuck valve [blown engine ] white continuous smoke burning coolant usually a blown head gasket but add knock engine damaged

If you have no 'check engine' light, you will need a technician to diagnose it and I would recommend NOT driving it. If, for example, a rod cap has come loose, it will destroy the engine if it gets even looser.

It sounds like you need a water pump. When the bushing in the water pump shaft wears out it makes a horrible grinding marbles together kind of sound and coolant leaks past the shaft seal.

Sounds like your injection pump timing is off, an injector is leaking or a bad seal on your IP.
VW dealers have a horrible reputation when it comes to TDI's. Check out the posts over at www.tdiclub.com Those guys are very knowledgeable - and the first thing they'll tell you is don't take it to a dealer.
You can probably find someone in your area that has a copy of Vag-Com (scantool software that vw uses) software that could look at your timing. It definitely sounds like your dealer was throwing parts at your car because they didn't know what your problem is. If I were you, I'd copy and paste your post from here over at www.tdiclub.com

A loud knocking sound could be a variety of things. On the top of the list is Bad connecting rod bearing and main bearings in the bottom end of the engine. Bad lifters may also be a problem. I had to burst your bubble but a loud noise in your engine, like you describe may be alot of pre-mature internal engine wear may be cause by lack of maintenance. You should have it check by a professional before you invest money into fixing it. Remember if the cost of the repairs exceeds that retail value of the vehicle. Its time for a new one. Good Luck