{"id":"W1999245127","doi":"10.2202/1558-3708.1376","title":"A New Application of Exact Nonparametric Methods to Long-Horizon Predictability Tests","year":2007,"lang":"en","type":"article","venue":"Studies in Nonlinear Dynamics and Econometrics","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":7,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Toronto","funders":"","keywords":"Predictability; Econometrics; Nonparametric statistics; Unit root; Horizon; Inference; Autoregressive model; Estimator; Statistical hypothesis testing; Statistics; Mathematics; Computer science; Artificial intelligence","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":[0.01171476,0.0008722895,0.001456424,0.00277068,0.000649836,0.001760356,0.002530502,0.001605341,0.004459933],"category_scores_gemma":[0.1075152,0.0005718008,0.001259792,0.002909531,0.002569707,0.004110667,0.002988465,0.003283021,0.0006767845],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0006046065,"about_ca_system_score_gemma":0.001828003,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001600515,"about_ca_topic_score_gemma":0.001745151,"domain_scores_codex":[0.9894662,0.006595799,0.0005250814,0.001003341,0.002118509,0.0002908533],"domain_scores_gemma":[0.9247472,0.05925556,0.003708813,0.008492221,0.00333368,0.0004624743],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"design_other","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.0002761234,0.0002769423,0.01028336,0.0003083233,0.0003941451,0.0007125443,0.0003939519,0.100832,0.004221579,0.3785947,0.003995735,0.4997106],"study_design_scores_gemma":[0.00007477844,0.000243242,0.004904625,0.0000612094,0.0000695765,0.0004841621,0.00006757466,0.5968599,0.001947177,0.3894848,0.005708242,0.00009474242],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"methods","genre_scores_codex":[0.00575195,0.0001568817,0.9922854,0.0001449811,0.00006714297,0.00003172351,0.0000752513,0.0003232793,0.001163408],"genre_scores_gemma":[0.3499167,0.0003948266,0.6448314,0.0003967112,0.0004296791,0.0003458649,0.0003143237,0.0003212867,0.003049202],"genre_candidate":"methods","genre_consensus":"methods","teacher_disagreement_score":0.01171476,"threshold_uncertainty_score":0.06195432,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.04833392276072366,"score_gpt":0.330978773919571,"score_spread":0.2826448511588474,"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."}}