  A test is said to control for type I error if it is unlikely to reject the
data-generating process. However, if it is possible to produce stochastic
processes at random such that, for all possible future realizations of the
data, the selected process is unlikely to be rejected, then the test is said to
be manipulable. So, a manipulable test has essentially no capacity to reject a
strategic expert. Many tests proposed in the existing literature, including
calibration tests, control for type I error but are manipulable. We construct a
test that controls for type I error and is nonmanipulable.
