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Calibration: Respice, Adspice, Prospice

  • Dean Foster
  • Rakesh Vohra
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    “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
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    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
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    1. Ehud Kalai, 1995. "Calibrated Forecasting and Merging," Discussion Papers 1144R, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
    2. Eddie Dekel & Yossi Feinberg, 2006. "Non-Bayesian Testing of a Stochastic Prediction," Discussion Papers 1418, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
    3. William Goetzmann & Jonathan Ingersoll & Matthew Spiegel & Ivo Welch, 2002. "Portfolio Performance Manipulation and Manipulation-Proof Performance Measures," Yale School of Management Working Papers amz2471, Yale School of Management, revised 01 Apr 2006.
    4. Wojciech Olszewski & Alvaro Sandroni, 2006. "Strategic Manipulation of Empirical Tests," Discussion Papers 1425, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
    5. 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.
    6. 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.
    7. Feinberg, Yossi & Stewart, Colin, 2007. "Testing Multiple Forecasters," Research Papers 1957, Stanford University, Graduate School of Business.
    8. Shie Mannor & Gilles Stoltz, 2009. "A Geometric Proof of Calibration," Working Papers hal-00442042, HAL.
    9. 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.
    10. Fudenberg, Drew & Levine, David K., 1999. "An Easier Way to Calibrate," Games and Economic Behavior, Elsevier, vol. 29(1-2), pages 131-137, October.
    11. Alvaro Sandroni, 2003. "The reproducible properties of correct forecasts," International Journal of Game Theory, Springer, vol. 32(1), pages 151-159, December.
    12. 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.
    13. Lance Fortnow & Rakesh V. Vohra, 2009. "The Complexity of Forecast Testing," Econometrica, Econometric Society, vol. 77(1), pages 93-105, 01.
    14. Hart, Sergiu & Mas-Colell, Andreu, 2001. "A General Class of Adaptive Strategies," Journal of Economic Theory, Elsevier, vol. 98(1), pages 26-54, May.
    15. Nabil I. Al-Najjar & Jonathan Weinstein, 2008. "Comparative Testing of Experts," Econometrica, Econometric Society, vol. 76(3), pages 541-559, 05.
    16. Andrés Carvajal, 2006. "Statistical Calibration: a simplification of Foster's Prof," INVESTIGACIÓN ECONÓMICA EN COLOMBIA 003525, FUNDACIÓN PONDO.
    17. 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.
    18. Colin Stewart, 2009. "Nonmanipulable Bayesian Testing," Working Papers tecipa-360, University of Toronto, Department of Economics.
    19. Sandroni, Alvaro & Smorodinsky, Rann, 2004. "Belief-based equilibrium," Games and Economic Behavior, Elsevier, vol. 47(1), pages 157-171, April.
    20. Shmaya, Eran, 2008. "Many inspections are manipulable," Theoretical Economics, Econometric Society, vol. 3(3), September.
    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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