Testing Multiple Forecasters

DOI10.1111/J.1468-0262.2008.00847.XMaRDI QIDQ3506469zbMATH OpenOpenAlexFDO

Authors Yossi Feinberg, Colin Stewart

Publication date 13 June 2008

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1468-0262.2008.00847.x

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

Recommendations

• Any Inspection is Manipulable
• Efficient testing of forecasts
• Mostly calibrated
• Nonmanipulable Bayesian testing
• Cross-calibration of probabilistic forecasts

Cited in

(14)

• On comparison of experts
• Learning in Games
• Any Inspection is Manipulable
• Testing for the usefulness of forecasts
• Mostly calibrated
• Merging and testing opinions
• The group calibration index: a group-based approach for assessing forecasters' expertise when external outcome data are missing
• Transferable deposits as a screening mechanism
• Nonmanipulable Bayesian testing
• Statistical tests for multiple forecast comparison
• A nonmanipulable test
• Manipulability of Future-Independent Tests
• Cross-calibration of probabilistic forecasts
• Testing theories with learnable and predictive representations

This page was built for publication: Testing Multiple Forecasters

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3506469)