Common knowledge: The case of linear regression (Q1817330)

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Common knowledge: The case of linear regression
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    Common knowledge: The case of linear regression (English)
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    1 December 1996
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    common knowledge
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    multivariate McKelvey-Page theorem
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    orthogonal projections in a Hilbert space
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    matrix algebra
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    securities market model
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    asymmetric information
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    linear rational expectations equilibrium
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