Common knowledge: The case of linear regression
type: Item
instance of: scholarly article
title: Common knowledge: The case of linear regression
zbMATH Open document ID: 0860.90018
DOI: 10.1016/0304-4068(95)00750-4
author: Lars Tyge Nielsen
published in: Journal of Mathematical Economics
publication date: 1996-12-01T00:00:00Z
Mathematics Subject Classification ID: 91B50
Mathematics Subject Classification ID: 91B44
zbMATH DE Number: 952668
zbMATH Keywords: common knowledge
zbMATH Keywords: multivariate McKelvey-Page theorem
zbMATH Keywords: orthogonal projections in a Hilbert space
zbMATH Keywords: matrix algebra
zbMATH Keywords: securities market model
zbMATH Keywords: asymmetric information
zbMATH Keywords: linear rational expectations equilibrium
MaRDI profile type: Publication
full work available at URL: 0304-4068(95)00750-4
OpenAlex ID: W1998239311
cites work: Agreeing to disagree
cites work: Futures Trading, Rational Expectations, and the Efficient Markets Hypothesis
cites work: On the theory of elliptically contoured distributions
cites work: A characterization of the distributions that imply mean-variance utility functions
cites work: Further results on the informational efficiency of competitive stock markets
cites work: On the linearity of regression
cites work: Common Knowledge, Consensus, and Aggregate Information
cites work: Common knowledge, communication, and convergence of beliefs
cites work: Common Knowledge of a Multivariate Aggregate Statistic
cites work: Common Knowledge of an Aggregate of Expectations
cites work: Don't Bet on it: Contingent Agreements with Asymmetric Information
Wikidata QID: Q126531632
description: scientific article; zbMATH DE number 952668