{"id":"W1497035633","doi":"10.2139/ssrn.1571932","title":"Risk Premium Estimation with Multicollinear and Invariant Betas by the Two-Pass Cross-Sectional Regressions","year":2011,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Monetary Policy and Economic Impact","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":false,"ca_institutions":"Wilfrid Laurier University","funders":"","keywords":"Estimation; Econometrics; Economics; Mathematics; Invariant (physics); Risk premium; Statistics","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.005659739,0.00082897,0.001234062,0.001808199,0.0002668552,0.001563431,0.001146064,0.0009695247,0.003111431],"category_scores_gemma":[0.01573835,0.0008333693,0.001537695,0.001242293,0.0002864827,0.001463608,0.0009140766,0.00165449,0.001082518],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0002811246,"about_ca_system_score_gemma":0.000961065,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.005868331,"about_ca_topic_score_gemma":0.004364924,"domain_scores_codex":[0.9986678,0.0007182067,0.00007242763,0.0002150145,0.0001675656,0.000158948],"domain_scores_gemma":[0.990634,0.006355526,0.0009144376,0.001376974,0.0005111208,0.0002080492],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"design_other","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0006009762,0.0007411778,0.1600987,0.0002776929,0.003238095,0.001065801,0.0004593711,0.3788814,0.01062522,0.04220981,0.00782386,0.3939779],"study_design_scores_gemma":[0.00002795646,0.00007521097,0.02327949,0.0000175763,0.0002052618,0.0001206083,0.00002897637,0.9653037,0.001488137,0.008658435,0.0007592776,0.00003541379],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"methods","genre_scores_codex":[0.2193653,0.0004159718,0.7780042,0.0001800377,0.00004391579,0.00003889555,0.0002950213,0.0008021882,0.0008545265],"genre_scores_gemma":[0.8623234,0.0005093006,0.1289038,0.00007629327,0.0001304158,0.00007065219,0.001463685,0.0002317288,0.006290658],"genre_candidate":"methods","genre_consensus":"methods","teacher_disagreement_score":0.005868331,"threshold_uncertainty_score":0.02993196,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.04023459100786145,"score_gpt":0.2392945785467719,"score_spread":0.1990599875389105,"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."}}