Common knowledge: The case of linear regression
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Mathematical Economics.
Volume (Year): 26 (1996)
Issue (Month): 3 ()
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Web page: http://www.elsevier.com/locate/jmateco
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- Owen, Joel & Rabinovitch, Ramon, 1983. " On the Class of Elliptical Distributions and Their Applications to the Theory of Portfolio Choice," Journal of Finance, American Finance Association, American Finance Association, vol. 38(3), pages 745-52, June.
- Nielsen, Lars Tyge, et al, 1990. "Common Knowledge of an Aggregate of Expectations," Econometrica, Econometric Society, Econometric Society, vol. 58(5), pages 1235-39, September.
- Robert J Aumann, 1999. "Agreeing to Disagree," Levine's Working Paper Archive 512, David K. Levine.
- Sanford Grossman, 1978. "Further results on the informational efficiency of competitive stock markets," Special Studies Papers, Board of Governors of the Federal Reserve System (U.S.) 114, Board of Governors of the Federal Reserve System (U.S.).
- Bray, Margaret M, 1981. "Futures Trading, Rational Expectations, and the Efficient Markets Hypothesis," Econometrica, Econometric Society, Econometric Society, vol. 49(3), pages 575-96, May.
- Grossman, Sanford, 1978. "Further results on the informational efficiency of competitive stock markets," Journal of Economic Theory, Elsevier, Elsevier, vol. 18(1), pages 81-101, June.
- Nielsen, Lars Tyge, 1984. "Common knowledge, communication, and convergence of beliefs," Mathematical Social Sciences, Elsevier, Elsevier, vol. 8(1), pages 1-14, August.
- Cambanis, Stamatis & Huang, Steel & Simons, Gordon, 1981. "On the theory of elliptically contoured distributions," Journal of Multivariate Analysis, Elsevier, Elsevier, vol. 11(3), pages 368-385, September.
- McKelvey, Richard D & Page, Talbot, 1986. "Common Knowledge, Consensus, and Aggregate Information," Econometrica, Econometric Society, Econometric Society, vol. 54(1), pages 109-27, January.
- Nielsen, Lars Tyge, 1995.
"Common Knowledge of a Multivariate Aggregate Statistic,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association,
Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 36(1), pages 207-16, February.
- Lars Tyge Nielsen, 1990. "Common Knowledge of a Multivariate Aggregate Statistic," CEPR Financial Markets Paper, European Science Foundation Network in Financial Markets, c/o C.E.P.R, 77 Bastwick Street, London EC1V 3PZ 0003, European Science Foundation Network in Financial Markets, c/o C.E.P.R, 77 Bastwick Street, London EC1V 3PZ.
- DeMarzo, Peter & Skiadas, Costis, 1998. "Aggregation, Determinacy, and Informational Efficiency for a Class of Economies with Asymmetric Information," Journal of Economic Theory, Elsevier, Elsevier, vol. 80(1), pages 123-152, May.
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