Non-Bayesian Testing of a Stochastic Prediction

Review of Economic Studies

Volumn 73, Issue 4, 2006, Pages 893-906

  Dekel, Eddie ^a   Feinberg, Yossi ^b  

^a NORTHWESTERN UNIVERSITY   (United States)

^b STANFORD UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

BAYESIAN ANALYSIS; METHODOLOGY; PREDICTION; PROBABILITY; STOCHASTICITY; TESTING METHOD;

EID: 33749041141     PISSN: 00346527     EISSN: 1467937X     Source Type: Journal    
DOI: 10.1111/j.1467-937X.2006.00401.x     Document Type: Article

References (25)

1. ANDERSON, R.M. and ZAME, W.R. (2001), "Genericity with Infinitely Many Parameters", Advances in Theoretical Economics, 1 (1), 64.
2. CHRISTENSEN, J.P.R. (1972), "On Sets of Haar Measure Zero in Abelian Polish Groups", Israel Journal of Mathematics, 13, 255-260.
3. DAWID, A. P. (1982), "The Well-Calibrated Bayesian", Journal of the American Statistical Association, 77 (379), 605-613.
4. DAWID, A. P. (1985), "Calibration-Based Empirical Probability", The Annals of Statistics, 13 (4), 1251-1274.
5. DEKEL, E. and FEINBERG, Y. (2004), "A True Expert Knows Which Question Should be Asked" (Discussion Paper #1385, CMS-EMS, Northwestern University).
6. ERDÖS, P. (1943), "Some Remarks on Set Theory", Annals of Mathematics, 44 (2), 643-646.
7. FOSTER, D. P. and VOHRA, R. V. (1997), "Calibrated Learning and Correlated Equilibrium", Games and Economic Behavior, 21 (1-2), 40-55.
8. FOSTER, D. P. and VOHRA, R. V. (1998), "Asymptotic Calibration", Biometrika, 85 (2), 379-390.
9. FUDENBERG, D. and LEVINE, D. K. (1995), "Consistency and Cautious Fictitious Play", Journal of Economic Dynamics and Control, 19, 1065-1090.
10. FUDENBERG, D. and LEVINE, D. K. (1999), "Conditional Universal Consistency", Games and Economic Behavior, 29 (1-2), 104-130.
11. HART, S. and MAS-COLELL, A. (2000), "A Simple Adaptive Procedure Leading to Correlated Equilibrium", Econometrica, 68 (5), 1127-1150.
12. HART, S. and MAS-COLELL, A. (2001), "A General Class of Adaptive Strategies", Journal of Economic Theory, 98 (1), 26-54.
13. HUNT, B., SAUER, T. and YORKE, J. (1992), "Prevalence: A Translation-Invariant 'Almost Every' on Infinite-Dimensional Spaces", Bulletin of the American Mathematical Society, 27, 217-238 (addendum, Bulletin of the American Mathematical Society, 28 (1993), 306-307).
14. KALAI, E., LEHRER, E. and SMORODINSKY, R. (1999), "Calibrated Forecasting and Merging", Games and Economic Behavior, 29 (1-2), 151-159.
15. LEHRER, E. (2001), "Any Inspection Rule is Manipulable", Econometrica, 69 (5), 1333-1347.
16. LUSIN, N. (1914), "Sur un problèméde M. Baire", Comptes Rendus Hebdomadaires des Séances de l'Académie des Sciences, Paris, 158, 1258-1261.
17. OLSZEWSKI, W. and SANDRONI, A. (2006), "Strategic Manipulation of Empirical Tests" Preprint.
18. OXTOBY, J. C. (1980) Measure and Category. A Survey of the Analogies Between Topological and Measure Spaces, 2nd edn (New York and Berlin: Springer-Verlag).
19. PARTHASARATHY, K. R. (1967) Probability Measures on Metric Spaces. Probability and Mathematical Statistics, No. 3 (New York and London: Academic Press).
20. RUDIN, W. (1991) Functional Analysis. International Series in Pure and Applied Mathematics (New York: McGraw-Hill).
21. SANDRONI, A. (2003), "The Reproducible Properties of Correct Forecasts", International Journal of Game Theory, 32 (1), 151-159.
22. SANDRONI, A. and SMORODINSKY, R. (2004), "Belief-Based Equilibrium", Games and Economic Behavior, 47 (1), 157-171.
23. SANDRONI, A., SMORODINSKY, R. and VOHRA, R. V. (2003), "Calibration with Many Checking Rules", Mathematics of Operations Research, 28 (1), 141-153.
24. SIERPINSKI, W. (1934), "Sur la dualitéentre la première catégorie et la mesure nulle", Fundamenta Mathematicae, 22, 276-280.
25. STINCHCOMBE, M. (2001), "The Gap Between Probability and Prevalence: Loneliness in Vector Spaces", Proceedings of the American Mathematical Society, 129, 451-457.