Details about Dean P. Foster

Access statistics for papers by Dean P. Foster.

Last updated 2006-05-07. Update your information in the RePEc Author Service.

Short-id: pfo59

Working Papers

2006

1. Regret Testing Leads to Nash Equilibrium
   Levine's Working Paper Archive, David K. Levine View citations (2)

2001

2. On the Impossibility of Predicting the Behavior of Rational Agents
   Working Papers, Santa Fe Institute View citations (14)
   Also in Economics Working Paper Archive, The Johns Hopkins University,Department of Economics (2001) View citations (21)
3. Variable Selection in Data Mining: Building a Predictive Model for Bankruptcy
   Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania View citations (3)

1999

4. Calibration, Expected Utility and Local Optimality
   Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science
5. Introduction to Learning in Games: A Symposium in Honor of David Blackwell
   Levine's Working Paper Archive, David K. Levine

1997

6. A Proof of Calibration Via Blackwell's Approachability Theorem
   Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science View citations (2)
   Also in Levine's Working Paper Archive, David K. Levine (1997)
   See also Journal Article A Proof of Calibration via Blackwell's Approachability Theorem, Games and Economic Behavior, Elsevier (1999) View citations (16) (1999)
7. An Information Theoretic Comparison of Model Selection Criteria
   Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science

1994

8. Asypmtotic Filtering Theory for Univariate Arch Models
   NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (7)
   See also Journal Article Asymptotic Filtering Theory for Univariate ARCH Models, Econometrica, Econometric Society (1994) View citations (173) (1994)
9. Continuous Record Asymptotics for Rolling Sample Variance Estimators
   NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (3)
   See also Journal Article Continuous Record Asymptotics for Rolling Sample Variance Estimators, Econometrica, Econometric Society (1996) View citations (154) (1996)

1992

10. Filtering and Forecasting with Misspecified Arch Models II: Making the Right Forecast with the Wrong Model
    NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (22)
    See also Journal Article Filtering and forecasting with misspecified ARCH models II: Making the right forecast with the wrong model, Journal of Econometrics, Elsevier (1995) View citations (27) (1995)

Undated

11. Learning with Hazy Beliefs
    ELSE working papers, ESRC Centre on Economics Learning and Social Evolution View citations (6)

Journal Articles

2006

1. Regret testing: learning to play Nash equilibrium without knowing you have an opponent
   Theoretical Economics, 2006, 1, (3), 341-367 View citations (67)

2003

2. Learning, hypothesis testing, and Nash equilibrium
   Games and Economic Behavior, 2003, 45, (1), 73-96 View citations (72)

1999

3. A Proof of Calibration via Blackwell's Approachability Theorem
   Games and Economic Behavior, 1999, 29, (1-2), 73-78 View citations (16)
   See also Working Paper A Proof of Calibration Via Blackwell's Approachability Theorem, Discussion Papers (1997) View citations (2) (1997)
4. Introduction to the Special Issue
   Games and Economic Behavior, 1999, 29, (1-2), 1-6 View citations (2)
5. Regret in the On-Line Decision Problem
   Games and Economic Behavior, 1999, 29, (1-2), 7-35 View citations (71)

1998

6. On the Nonconvergence of Fictitious Play in Coordination Games
   Games and Economic Behavior, 1998, 25, (1), 79-96 View citations (21)

1997

7. Calibrated Learning and Correlated Equilibrium
   Games and Economic Behavior, 1997, 21, (1-2), 40-55 View citations (118)

1996

8. Continuous Record Asymptotics for Rolling Sample Variance Estimators
   Econometrica, 1996, 64, (1), 139-74 View citations (154)
   See also Working Paper Continuous Record Asymptotics for Rolling Sample Variance Estimators, NBER Technical Working Papers (1994) View citations (3) (1994)

1995

9. Filtering and forecasting with misspecified ARCH models II: Making the right forecast with the wrong model
   Journal of Econometrics, 1995, 67, (2), 303-335 View citations (27)
   See also Working Paper Filtering and Forecasting with Misspecified Arch Models II: Making the Right Forecast with the Wrong Model, NBER Technical Working Papers (1992) View citations (22) (1992)

1994

10. Asymptotic Filtering Theory for Univariate ARCH Models
    Econometrica, 1994, 62, (1), 1-41 View citations (173)
    See also Working Paper Asypmtotic Filtering Theory for Univariate Arch Models, NBER Technical Working Papers (1994) View citations (7) (1994)

1991

11. Cooperation in the long-run
    Games and Economic Behavior, 1991, 3, (1), 145-156 View citations (34)