{"id":"W1481978423","doi":"10.2139/ssrn.1777265","title":"Semiparametric Innovation-Based Tests of Orthogonality and Causality between Two Infinite-Order Cointegrated Ceries with Application to Canada/US Monetary Interactions","year":2011,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Advanced Statistical Methods and Models","field":"Mathematics","cited_by":0,"is_retracted":false,"has_abstract":false,"ca_institutions":"McGill University","funders":"","keywords":"Causality (physics); Orthogonality; Econometrics; Order (exchange); Economics; Cointegration; Mathematics; Physics; Finance","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":true,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0009690897,0.0001602234,0.0003049731,0.0001896633,0.000119873,0.00001326465,0.0001054707,0.00003642734,0.00001230298],"category_scores_gemma":[0.001087724,0.0001266653,0.00001880872,0.001077828,0.00007161521,0.00008688727,0.00001864159,0.0007907262,3.306082e-7],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0004094429,"about_ca_system_score_gemma":0.002521273,"about_ca_topic_candidate":true,"about_ca_topic_consensus":true,"about_ca_topic_score_codex":0.06665199,"about_ca_topic_score_gemma":0.4420747,"domain_scores_codex":[0.9982905,0.0001306882,0.0005231248,0.0001957502,0.0002443496,0.000615622],"domain_scores_gemma":[0.9978414,0.0008412084,0.0003555708,0.0001892619,0.0006736994,0.00009887815],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.0003690807,0.0002106069,0.1435374,0.00007664571,0.0003239329,0.000003821418,0.0002604985,0.0004510061,0.0005430562,0.7868286,0.00002493588,0.0673704],"study_design_scores_gemma":[0.000627733,0.0003809251,0.04199772,0.00004504585,0.0001292747,0.00004731226,0.0003976906,0.001026124,0.0007961596,0.9541624,0.0001509382,0.0002387109],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.3987018,0.00002539079,0.6008295,0.0001084242,0.00001304181,0.0001553438,0.0000415605,0.00001103629,0.0001138415],"genre_scores_gemma":[0.8274492,0.000009515174,0.1723516,0.00007996493,0.0000235685,0.00001684565,0.00001595956,0.00001595505,0.00003741834],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.4287474,"threshold_uncertainty_score":0.9395633,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.06013331312475741,"score_gpt":0.366044041710668,"score_spread":0.3059107285859106,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}