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Eliciting human judgment for prediction algorithms

Ibrahim, Rouba; Kim, Song-Hee; Tong, Jordan - In: Management science : journal of the Institute for … 67 (2021) 4, pp. 2314-2325

Persistent link: https://www.econbiz.de/10012522196

Is knowledge cursed when forecasting the forecasts of others?

Chuah, Swee Hoon; Hoffmann, Robert; Liu, Bin; Tan, Monica - In: The journal of behavioral finance : a publication of … 20 (2019) 1, pp. 66-72

Persistent link: https://www.econbiz.de/10012180458

Learning and asymmetric business cycles

Chalkley, Martin - In: Review of economic dynamics 1 (1998) 3, pp. 623-645

Persistent link: https://www.econbiz.de/10001245250

The Endogenous Kalman Filter

Baxter, Brad; Graham, Liam; Wright, Stephen H. - 2007

We relax the assumption of full information that underlies most dynamic general equilibrium models, and instead assume agents optimally form estimates of the states from an incomplete information set. We derive a version of the Kalman filter that is endogenous to agents' optimising decisions,...

Persistent link: https://www.econbiz.de/10014051392

The endogenous Kalman Filter

Baxter, Brad (contributor); Graham, Liam (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003576397

Filtration enlargement-based time series forecast in view of insider trading

Bennett, Luke M.; Hu, Wei - In: Journal of economic surveys 37 (2023) 1, pp. 112-140

Persistent link: https://www.econbiz.de/10014287808

Forecasting changes in house prices under asymmetric loss : evidence from the WSJ forecast poll

Pierdzioch, Christian; Ruelke, Jan-Christoph; … - In: Credit and capital markets : Kredit und Kapital 46 (2013) 4, pp. 495-521

Persistent link: https://www.econbiz.de/10010209863

Timing of Predictions in Dynamic Cheap Talk : Experts vs. Quacks

Smirnov, Aleksei - 2019

The paper studies a dynamic communication game in the presence of adverse selection and career concerns. A forecaster of privately known competence, who cares about his reputation, chooses the timing of the forecast regarding the outcome of some future event. We find that in all equilibria in a...

Persistent link: https://www.econbiz.de/10012859563

Sequential aggregation of verifiable information

Hahn, Volker - 2010 - This version: September 2010

We introduce the notion of verifiable information into a model of sequential debate among experts who are motivated by … career concerns. We show that self-censorship may hamper the efficiency of information aggregation, as experts withhold … phenomenon, and the probability of the correct state of the world being revealed always converges to one as the group of experts …

Persistent link: https://www.econbiz.de/10008748176

Consumer information in a market for expert services : experimental evidence

Schneider, Tim; Meub, Lukas; Bizer, Kilian - 2016

Markets for expert services are characterized by information asymmetries between experts and consumers. We analyze the … effects of consumer information, where consumers suffer from either a minor or serious problem and only experts can infer the … endorsed by good signals and fundamentally changed by bad signals. Experts condition their cheating on a consumer's risk of …

Persistent link: https://www.econbiz.de/10011496820