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Calibration: Respice, Adspice, Prospice

Listed author(s):
  • Dean Foster
  • Rakesh Vohra
Registered author(s):

    “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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    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
    Handle: RePEc:nwu:cmsems:1537
    Contact details of provider: 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
    Web page: http://www.kellogg.northwestern.edu/research/math/
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    References listed on IDEAS
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    1. 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.
    2. Wojciech Olszewski & Alvaro Sandroni, 2006. "Strategic Manipulation of Empirical Tests," Discussion Papers 1425, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
    3. 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.
    4. Sandroni, Alvaro & Smorodinsky, Rann, 2004. "Belief-based equilibrium," Games and Economic Behavior, Elsevier, vol. 47(1), pages 157-171, April.
    5. Andrés Carvajal, 2006. "Statistical Calibration: a simplification of Foster's Prof," INVESTIGACIÓN ECONÓMICA EN COLOMBIA 003525, FUNDACIÓN PONDO.
    6. Lance Fortnow & Rakesh V. Vohra, 2009. "The Complexity of Forecast Testing," Econometrica, Econometric Society, vol. 77(1), pages 93-105, 01.
    7. Colin, Stewart, 2011. "Nonmanipulable Bayesian testing," Journal of Economic Theory, Elsevier, vol. 146(5), pages 2029-2041, September.
    8. Nabil I. Al-Najjar & Jonathan Weinstein, 2008. "Comparative Testing of Experts," Econometrica, Econometric Society, vol. 76(3), pages 541-559, 05.
    9. Dean P Foster, 1997. "A proof of Calibration via Blackwell's Approachability Theorem," Levine's Working Paper Archive 591, David K. Levine.
    10. Ehud Kalai, 1995. "Calibrated Forecasting and Merging," Discussion Papers 1144R, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
    11. Lionel Page & Robert T. Clemen, 2013. "Do Prediction Markets Produce Well‐Calibrated Probability Forecasts?-super-," Economic Journal, Royal Economic Society, vol. 123(568), pages 491-513, 05.
    12. Fudenberg, Drew & Levine, David K., 1999. "An Easier Way to Calibrate," Games and Economic Behavior, Elsevier, vol. 29(1-2), pages 131-137, October.
    13. Gilles Stoltz & Shie Mannor, 2010. "A Geometric Proof of Calibration," Post-Print hal-00586044, HAL.
    14. 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.
    15. Sergiu Hart & Andreu Mas-Colell, 1999. "A general class of adaptative strategies," Economics Working Papers 373, Department of Economics and Business, Universitat Pompeu Fabra.
    16. Feinberg, Yossi & Stewart, Colin, 2007. "Testing Multiple Forecasters," Research Papers 1957, Stanford University, Graduate School of Business.
    17. Alvaro Sandroni, 2003. "The reproducible properties of correct forecasts," International Journal of Game Theory, Springer;Game Theory Society, vol. 32(1), pages 151-159, December.
    18. Matthew O. Jackson & Ehud Kalai & Rann Smorodinsky, 1999. "Bayesian Representation of Stochastic Processes under Learning: de Finetti Revisited," Econometrica, Econometric Society, vol. 67(4), pages 875-894, July.
    19. Shmaya, Eran, 2008. "Many inspections are manipulable," Theoretical Economics, Econometric Society, vol. 3(3), September.
    20. 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.
    21. Dean P. Foster & H. Peyton Young, 2010. "Gaming Performance Fees By Portfolio Managers," The Quarterly Journal of Economics, Oxford University Press, vol. 125(4), pages 1435-1458.
    22. 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.
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