We develop and test an incentive-compatible Conjoint Poker (CP) game. The preference data collected in the context of this game are comparable to incentive-compatible choice-based conjoint (CBC) analysis data. We develop a statistical efficiency measure and an algorithm to construct efficient CP...

We develop a non-linear forecast combination rule based on copulas that incorporate the dynamic interaction between individual predictors. This approach is optimal in the sense that the resulting combined forecast produces the highest discriminatory power as measured by the receiver operating...