Eliciting production possibilities from a well-informed manager

Citations

Cited by:

1. Melumad, Nahum D. & Reichelstein, Stefan, 1989. "Value of communication in agencies," Journal of Economic Theory, Elsevier, vol. 47(2), pages 334-368, April.
2. Borgonovo, Emanuele & Hazen, Gordon B. & Jose, Victor Richmond R. & Plischke, Elmar, 2021. "Probabilistic sensitivity measures as information value," European Journal of Operational Research, Elsevier, vol. 289(2), pages 595-610.
3. Steven Kou & Xianhua Peng, 2014. "On the Measurement of Economic Tail Risk," Papers 1401.4787, arXiv.org, revised Aug 2015.
4. Natalia Nolde & Johanna F. Ziegel, 2016. "Elicitability and backtesting: Perspectives for banking regulation," Papers 1608.05498, arXiv.org, revised Feb 2017.
5. Michel Mougeot & Florence Naegelen, 1988. "Analyse micro-économique du Code des marchés publics," Revue Économique, Programme National Persée, vol. 39(4), pages 725-752.
6. Victor Richmond R. Jose, 2017. "Percentage and Relative Error Measures in Forecast Evaluation," Operations Research, INFORMS, vol. 65(1), pages 200-211, February.
7. Gneiting, Tilmann, 2011. "Making and Evaluating Point Forecasts," Journal of the American Statistical Association, American Statistical Association, vol. 106(494), pages 746-762.
8. Fissler, Tobias & Merz, Michael & Wüthrich, Mario V., 2023. "Deep quantile and deep composite triplet regression," Insurance: Mathematics and Economics, Elsevier, vol. 109(C), pages 94-112.
9. LAFFONT, Jean-Jacques, 1980. "Théorie des incitations : un exemple introductif," Institut des Mathématiques Economiques – Document de travail de l’I.M.E. (1974-1993) 40, Institut des Mathématiques Economiques. LATEC, Laboratoire d'Analyse et des Techniques EConomiques, CNRS, Université de Bourgogne.
   • Jean-Jacques Laffont, 1980. "Théorie des incitations : un exemple introductif," Working Papers hal-01527220, HAL.
10. Werner Ehm & Tilmann Gneiting & Alexander Jordan & Fabian Krüger, 2016. "Of quantiles and expectiles: consistent scoring functions, Choquet representations and forecast rankings," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 78(3), pages 505-562, June.
11. Victor Richmond R. Jose, 2017. "Percentage and Relative Error Measures in Forecast Evaluation," Operations Research, INFORMS, vol. 65(1), pages 200-211, February.
12. Reichelstein, Stefan & Osband, Kent, 1984. "Incentives in government contracts," Journal of Public Economics, Elsevier, vol. 24(2), pages 257-270, July.
    • Stefan Reichelstein, 1982. "Incentives in Government Contracts," Discussion Papers 522S, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
13. Norde, Henk & Voorneveld, Mark, 2019. "Feasible best-response correspondences and quadratic scoring rules," SSE Working Paper Series in Economics 2019:2, Stockholm School of Economics.
14. Wang, Ruodu & Ziegel, Johanna F., 2015. "Elicitable distortion risk measures: A concise proof," Statistics & Probability Letters, Elsevier, vol. 100(C), pages 172-175.
15. Tobias Fissler & Michael Merz & Mario V. Wuthrich, 2021. "Deep Quantile and Deep Composite Model Regression," Papers 2112.03075, arXiv.org.
16. Long, Yan & Sethuraman, Jay & Xue, Jingyi, 2021. "Equal-quantile rules in resource allocation with uncertain needs," Journal of Economic Theory, Elsevier, vol. 197(C).
17. Steven Kou & Xianhua Peng, 2016. "On the Measurement of Economic Tail Risk," Operations Research, INFORMS, vol. 64(5), pages 1056-1072, October.
18. Yael Grushka-Cockayne & Kenneth C. Lichtendahl Jr. & Victor Richmond R. Jose & Robert L. Winkler, 2017. "Quantile Evaluation, Sensitivity to Bracketing, and Sharing Business Payoffs," Operations Research, INFORMS, vol. 65(3), pages 712-728, June.
19. Gneiting, Tilmann, 2011. "Quantiles as optimal point forecasts," International Journal of Forecasting, Elsevier, vol. 27(2), pages 197-207, April.
20. Christopher P. Chambers & Nicolas S. Lambert, 2021. "Dynamic Belief Elicitation," Econometrica, Econometric Society, vol. 89(1), pages 375-414, January.
21. Tsakas, Elias, 2018. "Robust scoring rules," Research Memorandum 023, Maastricht University, Graduate School of Business and Economics (GSBE).
22. Spring, Konstantin, 2021. "Backtesting the Expected Shortfall," Junior Management Science (JUMS), Junior Management Science e. V., vol. 6(3), pages 590-636.
23. Ruodu Wang & Johanna F. Ziegel, 2014. "Distortion Risk Measures and Elicitability," Papers 1405.3769, arXiv.org, revised May 2014.
24. Fabio Bellini & Ilia Negri & Mariya Pyatkova, 2019. "Backtesting VaR and expectiles with realized scores," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 28(1), pages 119-142, March.
25. Gneiting, Tilmann, 2011. "Quantiles as optimal point forecasts," International Journal of Forecasting, Elsevier, vol. 27(2), pages 197-207.
26. Yen, Yu-Min & Yen, Tso-Jung, 2021. "Testing forecast accuracy of expectiles and quantiles with the extremal consistent loss functions," International Journal of Forecasting, Elsevier, vol. 37(2), pages 733-758.