
I've lived in more than a couple haunted houses over the years; places actually written about in sources like Ghost of the Prairie and I have to second Ninja's points. Keep some records on happenings, both of you. If you can afford to do it, set-up web cams around your house in those areas where things happen so as to create a film log (audio is also a good thing) Understand, having cams in each room that show the entire area is important in that it will negate the idea of trickery i.e. you being in the room pulling threads or whatever other guesses people may make.
Research the property and the people tied to it; not just previous owners but any information you can find about the plot itself as well as the neighborhood and any additional tales tied to the paranormal.
I've investigated dozens if not hundreds of hauntings over the years and very, very few prove to be even remotely genuine in the sense of not having some form of explanation behind them. I won't go into details as to what you need to look for in that it will cause you to psychologically manifest such things. If the door phenomena is real however, it is just the very tip of the proverbial iceberg; fasten your seat-belts, get the research done, and collect as much documentable footage as you can -- eye witness accounts don't carry a lot of weight when you present such stories to the skeptical mind, even paranormal investigators will question such accounts if they are honest and have some sense of integrity. So dot your i's and cross your t's
