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Principal-agent contracts in continuous time asymmetric information models the importance of large continuing information flows

  • Brock, William A.
  • Evans, Lewis T.

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Article provided by Elsevier in its journal Journal of Economic Behavior & Organization.

Volume (Year): 29 (1996)
Issue (Month): 3 (May)
Pages: 523-535

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Handle: RePEc:eee:jeborg:v:29:y:1996:i:3:p:523-535
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  1. Perron, P., 1987. "Test Consistency with Varying Sampling Frequency," Cahiers de recherche 8752, Universite de Montreal, Departement de sciences economiques.
  2. Dutta, Prajit K & Radner, Roy, 1994. "Optimal Principal Agent Contracts for a Class of Incentive Schemes: A Characterization and the Rate of Approach to Efficiency," Economic Theory, Springer, vol. 4(4), pages 483-503, May.
  3. Radner, Roy, 1985. "Repeated Principal-Agent Games with Discounting," Econometrica, Econometric Society, vol. 53(5), pages 1173-98, September.
  4. Bengt Holmstrom & Paul R. Milgrom, 1985. "Aggregation and Linearity in the Provision of Intertemporal Incentives," Cowles Foundation Discussion Papers 742, Cowles Foundation for Research in Economics, Yale University.
  5. Radner, Roy, 1989. "Dynamic Games in Organization Theory," Working Paper Series 228, Research Institute of Industrial Economics, revised Feb 1991.
  6. Radner, R., 1990. "Linear Models Of Economic Survival Under Production Uncertainty," Papers 427, Cornell - Department of Economics.
  7. Meyer, Margaret A, 1991. "Learning from Coarse Information: Biased Contests and Career Profiles," Review of Economic Studies, Wiley Blackwell, vol. 58(1), pages 15-41, January.
  8. Nelson, Daniel B., 1992. "Filtering and forecasting with misspecified ARCH models I : Getting the right variance with the wrong model," Journal of Econometrics, Elsevier, vol. 52(1-2), pages 61-90.
  9. Bollerslev, Tim & Engle, Robert F & Wooldridge, Jeffrey M, 1988. "A Capital Asset Pricing Model with Time-Varying Covariances," Journal of Political Economy, University of Chicago Press, vol. 96(1), pages 116-31, February.
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