On aggregation of information in competitive markets: The dynamic case

DOI10.1016/S0165-1889(97)00019-5zbMath0901.90062MaRDI QIDQ1391676

Narayan Y. Naik

Publication date: 22 July 1998

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

zbMATH Keywords

Kalman filters; dynamically incomplete markets

Mathematics Subject Classification ID

91B62: Economic growth models

91B44: Economics of information

Related Items

Multi-period information markets, Incomplete information equilibria: separation theorems and other myths

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