Common Knowledge of a Multivariate Aggregate Statistic

DOI10.2307/2527433MaRDI QIDQ4834699zbMATH OpenOpenAlexFDO

Authors Lars Tyge Nielsen

Publication date 13 December 1995

Published in International Economic Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2527433

zbMATH Keywords

common knowledgegeneral information structuressigma-algebra

Mathematics Subject Classification ID

Economics of information (91B44)

Recommendations

• Common Knowledge of an Aggregate of Expectations
• Common knowledge and quantification
• Common Knowledge, Consensus, and Aggregate Information
• A universal procedure for aggregating estimators
• Statistics of aggregates
• scientific article; zbMATH DE number 4203450
• Estimation of common factors under cross-sectional and temporal aggregation constraints
• Aggregation of affine estimators

Cited in

(8)

• Characterizing stochastically monotone functions by multiattribute utility theory
• Common knowledge: The case of linear regression
• Information-based trade
• Consensus and common knowledge of an aggregate of decisions
• Common Knowledge of an Aggregate of Expectations
• Common Knowledge, Consensus, and Aggregate Information
• A Simple Characterization of Stochastically Monotone Functions
• Aggregate information, common knowledge and agreeing not to bet

This page was built for publication: Common Knowledge of a Multivariate Aggregate Statistic

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4834699)