Common knowledge: The case of linear regression
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Publication:1817330
DOI10.1016/0304-4068(95)00750-4zbMath0860.90018OpenAlexW1998239311WikidataQ126531632 ScholiaQ126531632MaRDI QIDQ1817330
Publication date: 1 December 1996
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4068(95)00750-4
matrix algebraasymmetric informationcommon knowledgelinear rational expectations equilibriummultivariate McKelvey-Page theoremorthogonal projections in a Hilbert spacesecurities market model
Related Items (2)
Aggregation, determinacy, and informational efficiency for a class of economies with asymmetric information ⋮ Information aggregation in a financial market with general signal structure
Cites Work
- Common knowledge, communication, and convergence of beliefs
- On the theory of elliptically contoured distributions
- A characterization of the distributions that imply mean-variance utility functions
- Agreeing to disagree
- Further results on the informational efficiency of competitive stock markets
- Don't Bet on it: Contingent Agreements with Asymmetric Information
- Common Knowledge of an Aggregate of Expectations
- Common Knowledge, Consensus, and Aggregate Information
- Futures Trading, Rational Expectations, and the Efficient Markets Hypothesis
- On the linearity of regression
- Common Knowledge of a Multivariate Aggregate Statistic
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