Common knowledge: The case of linear regression
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Nielsen, Lars Tyge, 1984. "Common knowledge, communication, and convergence of beliefs," Mathematical Social Sciences, Elsevier, vol. 8(1), pages 1-14, August.
- 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, vol. 36(1), pages 207-216, February.
- Lars Tyge Nielsen, 1990. "Common Knowledge of a Multivariate Aggregate Statistic," CEPR Financial Markets Paper 0003, European Science Foundation Network in Financial Markets, c/o C.E.P.R, 33 Great Sutton Street, London EC1V 0DX..
- McKelvey, Richard D & Page, Talbot, 1986. "Common Knowledge, Consensus, and Aggregate Information," Econometrica, Econometric Society, vol. 54(1), pages 109-127, January.
- Bray, Margaret M, 1981. "Futures Trading, Rational Expectations, and the Efficient Markets Hypothesis," Econometrica, Econometric Society, vol. 49(3), pages 575-596, May.
- Nielsen, Lars Tyge, et al, 1990. "Common Knowledge of an Aggregate of Expectations," Econometrica, Econometric Society, vol. 58(5), pages 1235-1239, September.
- Grossman, Sanford, 1978.
"Further results on the informational efficiency of competitive stock markets,"
Journal of Economic Theory, Elsevier, vol. 18(1), pages 81-101, June.
- Sanford Grossman, 1978. "Further results on the informational efficiency of competitive stock markets," Special Studies Papers 114, Board of Governors of the Federal Reserve System (U.S.).
- Cambanis, Stamatis & Huang, Steel & Simons, Gordon, 1981. "On the theory of elliptically contoured distributions," Journal of Multivariate Analysis, Elsevier, vol. 11(3), pages 368-385, September.
- 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, vol. 38(3), pages 745-752, June.
- Robert J Aumann, 1999. "Agreeing to Disagree," Levine's Working Paper Archive 512, David K. Levine.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- DeMarzo, Peter & Skiadas, Costis, 1998. "Aggregation, Determinacy, and Informational Efficiency for a Class of Economies with Asymmetric Information," Journal of Economic Theory, Elsevier, vol. 80(1), pages 123-152, May.
- Lou, Youcheng & Parsa, Sahar & Ray, Debraj & Li, Duan & Wang, Shouyang, 2019. "Information aggregation in a financial market with general signal structure," Journal of Economic Theory, Elsevier, vol. 183(C), pages 594-624.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Robin Hanson, 1998. "Consensus By Identifying Extremists," Theory and Decision, Springer, vol. 44(3), pages 293-301, June.
- Tsakas, Elias, 2007. "Aggregate information, common knowledge, and agreeing not to bet," Working Papers in Economics 254, University of Gothenburg, Department of Economics.
- Yiling Chen & Mike Ruberry & Jennifer Wortman Vaughan, 2012. "Designing Informative Securities," Papers 1210.4837, arXiv.org.
- Spyros Galanis & Christos A Ioannou & Stelios Kotronis, 2024.
"Information Aggregation Under Ambiguity: Theory and Experimental Evidence,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 91(6), pages 3423-3467.
- Galanis, S. & Ioannou, C. & Kotronis, S., 2019. "Information Aggregation Under Ambiguity: Theory and Experimental Evidence," Working Papers 20/05, Department of Economics, City University London.
- Spyros Galanis & Christos A. Ioannou & Stelios Kotronis, 2023. "Information Aggregation Under Ambiguity: Theory and Experimental Evidence," Department of Economics Working Papers 2023_04, Durham University, Department of Economics.
- Giacomo Bonanno & Klaus Nehring, "undated".
"Agreeing To Disagree: A Survey,"
Department of Economics
97-18, California Davis - Department of Economics.
- Giacomo Bonanno & Klaus Nehring, 2003. "Agreeing To Disagree: A Survey," Working Papers 177, University of California, Davis, Department of Economics.
- Hanson, Robin, 2002. "Disagreement is unpredictable," Economics Letters, Elsevier, vol. 77(3), pages 365-369, November.
- Lucie Ménager, 2004. "A note on consensus and common knowledge of an aggregate of decisions," Cahiers de la Maison des Sciences Economiques v04006, Université Panthéon-Sorbonne (Paris 1).
- Ménager, Lucie, 2008. "Consensus and common knowledge of an aggregate of decisions," Games and Economic Behavior, Elsevier, vol. 62(2), pages 722-731, March.
- Stephen Morris & Hyun Song Shin, 2006. "Endogenous Public Signals and Coordination," Levine's Bibliography 122247000000001309, UCLA Department of Economics.
- John Geanakoplos, 1993. "Common Knowledge," Cowles Foundation Discussion Papers 1062, Cowles Foundation for Research in Economics, Yale University.
- , & ,, 2011.
"Agreeing to agree,"
Theoretical Economics, Econometric Society, vol. 6(2), May.
- Ehud Lehrer & Dov Samet, 2003. "Agreeing to agree," Game Theory and Information 0310005, University Library of Munich, Germany.
- Galanis Spyros & Kotronis Stelios, 2021.
"Updating Awareness and Information Aggregation,"
The B.E. Journal of Theoretical Economics, De Gruyter, vol. 21(2), pages 613-635, June.
- Galanis, S. & Kotronis, S., 2019. "Updating Awareness and Information Aggregation," Working Papers 19/03, Department of Economics, City University London.
- Bergin, James, 1989.
"We eventually agree,"
Mathematical Social Sciences, Elsevier, vol. 17(1), pages 57-66, February.
- James Bergin, 1986. "We Eventually Agree," Discussion Papers 710, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Battey, Heather & Linton, Oliver, 2014.
"Nonparametric estimation of multivariate elliptic densities via finite mixture sieves,"
Journal of Multivariate Analysis, Elsevier, vol. 123(C), pages 43-67.
- Heather Battey & Oliver Linton, 2013. "Nonparametric estimation of multivariate elliptic densities via finite mixture sieves," CeMMAP working papers 41/13, Institute for Fiscal Studies.
- Heather Battey & Oliver Linton, 2013. "Nonparametric estimation of multivariate elliptic densities via finite mixture sieves," CeMMAP working papers 15/13, Institute for Fiscal Studies.
- Heather Battey & Oliver Linton, 2013. "Nonparametric estimation of multivariate elliptic densities via finite mixture sieves," CeMMAP working papers CWP15/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Heather Battey & Oliver Linton, 2013. "Nonparametric estimation of multivariate elliptic densities via finite mixture sieves," CeMMAP working papers CWP41/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Vives, Xavier, 1997. "Learning from Others: A Welfare Analysis," Games and Economic Behavior, Elsevier, vol. 20(2), pages 177-200, August.
- Deimen, Inga & Szalay, Dezsö, 2014.
"Smooth, strategic communication,"
VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy
100333, Verein für Socialpolitik / German Economic Association.
- Deimen, Inga & Szalay, Dezsö, 2014. "A Smooth, strategic communication," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 479, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
- Szalay, Dezső & Deimen, Inga, 2014. "Smooth, strategic communication," CEPR Discussion Papers 10190, C.E.P.R. Discussion Papers.
- Ueda, Masahiko, 2020. "Common knowledge equilibrium of Boolean securities in distributed information market," Applied Mathematics and Computation, Elsevier, vol. 386(C).
- Daniel Friedman & Glen W. Harrison & Jon W. Salmon, 1982.
"The Informational Role of Futures Markets and Learning Behavious: Some Experimental Evidence,"
UCLA Economics Working Papers
248, UCLA Department of Economics.
- D. Friedman & G.W. Harrison & J.W. Salmon, 1982. "The Informational Role of Futures Markets and Learning Behaviour: Some experimental evidence," Economics Discussion / Working Papers 82-07, The University of Western Australia, Department of Economics.
- Khrennikov, Andrei, 2015. "Quantum version of Aumann’s approach to common knowledge: Sufficient conditions of impossibility to agree on disagree," Journal of Mathematical Economics, Elsevier, vol. 60(C), pages 89-104.
- Vieille, Nicolas & Rosenberg, Dinah & Solan, Eilon, 2006.
"Informational externalities and convergence of behavior,"
HEC Research Papers Series
856, HEC Paris.
- Nicolas Vieille & E. Solan & D. Rosenberg, 2006. "Informational Externalities and Convergence of Behavior," Post-Print halshs-00120992, HAL.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:mateco:v:26:y:1996:i:3:p:285-304. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/jmateco .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.