{"id":"W1975137172","doi":"10.1080/07474938.2011.553538","title":"Bootstrap Unit Root Tests in Models with GARCH(1,1) Errors","year":2011,"lang":"en","type":"article","venue":"Econometric Reviews","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":6,"is_retracted":false,"has_abstract":true,"ca_institutions":"National Circus School; Concordia University","funders":"","keywords":"Heteroscedasticity; Unit root; Autoregressive conditional heteroskedasticity; Mathematics; Monte Carlo method; Econometrics; Sample size determination; Statistics; Unit root test; Asymptotic analysis; Asymptotic distribution; Cointegration; Estimator","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":"codex-gemma-dda1882f352a","candidate_categories":["metaepi_narrow","insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.001787637,0.0003170604,0.001107868,0.001570127,0.0000802742,0.00004491008,0.0004684333,0.0001386107,0.0008268182],"category_scores_gemma":[0.0002532621,0.0003115481,0.0001943187,0.00222446,0.00006940529,0.0007166936,0.00007016467,0.00033374,0.001167808],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0001295726,"about_ca_system_score_gemma":0.00004160798,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001177706,"about_ca_topic_score_gemma":0.0008838744,"domain_scores_codex":[0.9970371,0.00004044449,0.00158248,0.0007410665,0.00004037016,0.0005585006],"domain_scores_gemma":[0.998436,0.00006248731,0.0005978758,0.0007087874,0.00003050792,0.0001643107],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.00005642531,0.0003737137,0.8098889,0.0001969406,0.00003485453,0.00001449184,0.001631109,0.0009645542,4.318684e-7,0.1516545,0.000354617,0.0348295],"study_design_scores_gemma":[0.001567429,0.0004493344,0.6439979,0.0002450954,0.00002010683,0.00001281392,0.00008335598,0.03473273,0.0000134172,0.1546693,0.162862,0.001346546],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.6887124,0.07634141,0.01594197,0.00009126466,0.0003072289,0.001289083,0.00005360793,0.00006590882,0.2171972],"genre_scores_gemma":[0.9868695,0.007157618,0.004873076,0.000110528,0.00005697943,0.0001271687,0.00001199832,0.00004457866,0.0007485343],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.2981572,"threshold_uncertainty_score":0.9999337,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.3153720633229867,"score_gpt":0.2847558251072748,"score_spread":0.03061623821571197,"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."}}