results should be examined. First, at the outset, Alice knows nothing about how the data will be produced. Second, the data available to her is finite. The first condition (Alice’s complete ignorance) imposes no restrictions on the types of sto- chastic processes that may generate the data. So, the results hold for tests that are unlikely to reject any data generating process. In contrast, consider the case in which Bob and Alice assume that the data will be produced within a class of data generating processes, such as exchangeable processes. Then Alice may look for tests that do not reject any exchangeable process and she may require Bob to forecast consistently with some exchangeable process. This allows for empirical testing that relies on a priory assumptions on how the data might be produced. The second condition (finite data sets) is typically justified based on the practical obser- vation that the data cannot feasibly be infinite. However, the impossibility results in this literature are conceptual: they show the existence of forecasting schemes that can manip- ulate Alice’s test, but they do not determine how to construct such manipulating schemes in practice. The assumption of finite data sets may be significant because the forecasting schemes that manipulate the test may involve complex processes that require large, poten- tially infinite, streams of data to be effectively tested. It is tempting to speculate that Alice’s ignorance, combined with finite data sets, is cen- tral to the impossibility of screening informed and uninformed experts. An ignorant, but strategic, expert may be able to exploit the tester’s ignorance, combined with her limited data sets, to manipulate her test. However, the impossibility theorems still hold even if any one of these two conditions is disposed: Assume that it is known, to both Alice and Bob, that the data generating process is an exchangeable processes. Alice does not know which exchangeable process runs the data and Bob claims that he knows the exact process (before any data is observed). Then, Alice has, a priory, a significant understanding of how the data will be produced. She knows that the data is produced by some exchangeable process and her empirical test may rely on this condition. Yet, with finite data the impossibility results still hold: Any prequential test that 2