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Prospective et théorie des jeux

Schmidt, Christian - In: Futuribles : l'anticipation au service de l'action ; … (1999), pp. 47-68

Persistent link: https://www.econbiz.de/10001403683

The reproducible properties of correct forecasts

Sandroni, Alvaro - In: International journal of game theory : official journal … 32 (2003) 1, pp. 151-159

Persistent link: https://www.econbiz.de/10001905355

All that i have to say has already crossed your mind

Koppl, Roger; Rosser, John Barkley - In: Metroeconomica : international review of economics 53 (2002) 4, pp. 339-360

Persistent link: https://www.econbiz.de/10001704344

How to improve the applicability of game theory : three essays

Wichardt, Philipp C. - 2006

Persistent link: https://www.econbiz.de/10003425762

Prediction games (extended abstract)

Ronen, Amir; Wahrmann, Lyron - In: Internet and network economics : first international …, (pp. 129-140). 2005

Persistent link: https://www.econbiz.de/10003276480

The descriptive and predictive adequacy of theories of decision making under uncertainty/ambiguity

Hey, John Denis (contributor); Lotito, Gianna (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003741145

Sharp identification regions in models with convex moment predictions

Beresteanu, Arie; Molčanov, Il'ja S.; Molinari, Francesca - In: Econometrica : journal of the Econometric Society, an … 79 (2011) 6, pp. 1785-1821

Persistent link: https://www.econbiz.de/10009425123

Results from a simple prediction contest

Blackwell, Calvin - In: The journal of prediction markets 5 (2011) 1, pp. 12-25

Persistent link: https://www.econbiz.de/10009299861

Politische Ökonomie internationaler Währungskrisen : ein dreidimensionales Frühwarnsystem

Angermayer, Björn - 2006 - 1. Aufl.

Erkenntnis einer umfangreichen Retrospektive zur Theorie der Währungskrisen. Mit Hilfe der Computer-Software SPSS 12.0.1 und …

Persistent link: https://www.econbiz.de/10003440555

Sharp identification regions in models with convex moment predictions

Beresteanu, Arie; Molčanov, Il'ja S.; Molinari, Francesca - 2010 - Current draft: August 30, 2010

We provide a tractable characterization of the sharp identification region of the parameters ø in a broad class of incomplete econometric models. Models in this class have set valued predictions that yield a convex set of conditional or unconditional moments for the observable model variables....

Persistent link: https://www.econbiz.de/10008660616