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Calibration: Respice, Adspice, Prospice

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  • Dean Foster
  • Rakesh Vohra
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    Abstract

    “Those who claim for themselves to judge the truth are bound to possess a criterion of truth.” JEL Code: C18, C53, D89

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    File URL: http://www.kellogg.northwestern.edu/research/math/papers/1537.pdf
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    Bibliographic Info

    Paper provided by Northwestern University, Center for Mathematical Studies in Economics and Management Science in its series Discussion Papers with number 1537.

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    Date of creation: 01 May 2011
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    Handle: RePEc:nwu:cmsems:1537

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    Postal: Center for Mathematical Studies in Economics and Management Science, Northwestern University, 580 Jacobs Center, 2001 Sheridan Road, Evanston, IL 60208-2014
    Phone: 847/491-3527
    Fax: 847/491-2530
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    Web page: http://www.kellogg.northwestern.edu/research/math/
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    Related research

    Keywords: calibration; prediction;

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    References

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    Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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    1. Drew Fudenberg & David K. Levine, 1996. "An Easier Way to Calibrate," Levine's Working Paper Archive 2059, David K. Levine.
    2. Ehud Kalai, 1995. "Calibrated Forecasting and Merging," Discussion Papers 1144R, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
    3. Nabil I. Al-Najjar & Jonathan Weinstein, 2006. "Comparative Testing of Experts," Levine's Working Paper Archive 321307000000000590, David K. Levine.
    4. Dean P. Foster & H. Peyton Young, 2010. "Gaming Performance Fees by Portfolio Managers," The Quarterly Journal of Economics, MIT Press, vol. 125(4), pages 1435-1458, November.
    5. Sandroni, Alvaro & Smorodinsky, Rann, 2004. "Belief-based equilibrium," Games and Economic Behavior, Elsevier, vol. 47(1), pages 157-171, April.
    6. Colin, Stewart, 2011. "Nonmanipulable Bayesian testing," Journal of Economic Theory, Elsevier, vol. 146(5), pages 2029-2041, September.
    7. Andrés Carvajal, 2006. "Statistical Calibration: a simplification of Foster's Prof," INVESTIGACIÓN ECONÓMICA EN COLOMBIA 003525, FUNDACIÓN PONDO.
    8. Shie Mannor & Gilles Stoltz, 2009. "A Geometric Proof of Calibration," Working Papers hal-00442042, HAL.
    9. Jonathan Ingersoll & Ivo Welch, 2007. "Portfolio Performance Manipulation and Manipulation-proof Performance Measures," Review of Financial Studies, Society for Financial Studies, vol. 20(5), pages 1503-1546, 2007 17.
    10. Wojciech Olszewski & Alvaro Sandroni, 2006. "Strategic Manipulation of Empirical Tests," Discussion Papers 1425, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
    11. Foster, Dean P. & Vohra, Rakesh V., 1997. "Calibrated Learning and Correlated Equilibrium," Games and Economic Behavior, Elsevier, vol. 21(1-2), pages 40-55, October.
    12. Yossi Feinberg & Colin Stewart, 2008. "Testing Multiple Forecasters," Econometrica, Econometric Society, vol. 76(3), pages 561-582, 05.
    13. Eddie Dekel & Yossi Feinberg, 2006. "Non-Bayesian Testing of a Stochastic Prediction," Review of Economic Studies, Oxford University Press, vol. 73(4), pages 893-906.
    14. Matthew O. Jackson & Ehud Kalai & Rann Smorodinsky, 1998. "Bayesian Representation of Stochastic Processes under Learning: de Finetti Revisited," Discussion Papers 1228, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
    15. Hart, Sergiu & Mas-Colell, Andreu, 2001. "A General Class of Adaptive Strategies," Journal of Economic Theory, Elsevier, vol. 98(1), pages 26-54, May.
    16. Lance Fortnow & Rakesh V. Vohra, 2009. "The Complexity of Forecast Testing," Econometrica, Econometric Society, vol. 77(1), pages 93-105, 01.
    17. Foster, Dean P., 1999. "A Proof of Calibration via Blackwell's Approachability Theorem," Games and Economic Behavior, Elsevier, vol. 29(1-2), pages 73-78, October.
    18. Shmaya, Eran, 2008. "Many inspections are manipulable," Theoretical Economics, Econometric Society, vol. 3(3), September.
    19. Vladimir Vovk & Glenn Shafer, 2005. "Good randomized sequential probability forecasting is always possible," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 67(5), pages 747-763.
    20. Alvaro Sandroni, 2003. "The reproducible properties of correct forecasts," International Journal of Game Theory, Springer, vol. 32(1), pages 151-159, December.
    21. Al-Najjar, Nabil I. & Sandroni, Alvaro & Smorodinsky, Rann & Weinstein, Jonathan, 2010. "Testing theories with learnable and predictive representations," Journal of Economic Theory, Elsevier, vol. 145(6), pages 2203-2217, November.
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