A Prequential test for Exchangeable Theories

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We construct a prequential test of probabilistic forecasts that does not reject correct forecasts when the data-generating processes is exchangeable and is not manipulable by a false forecaster.
Original languageEnglish (US)
Pages (from-to)497-505
Number of pages9
JournalJournal of Dynamics and Games (JDG)
Issue number3
StatePublished - 2014

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