{"id":"W2100811430","doi":"10.1111/j.1368-423x.2007.00225.x","title":"Size matters: covariance matrix estimation under the alternative","year":2007,"lang":"en","type":"article","venue":"Econometrics Journal","topic":"Monetary Policy and Economic Impact","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"Bank of Canada","funders":"","keywords":"Monte Carlo method; Covariance matrix; Econometrics; Generalized method of moments; Mathematics; Covariance; Estimation; Statistics; Test (biology); Applied mathematics; Economics","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":[0.0206557,0.000739202,0.001435905,0.001233394,0.0009465141,0.003194891,0.002313291,0.002245327,0.01152518],"category_scores_gemma":[0.1567626,0.0005238826,0.001318846,0.001927687,0.003509675,0.007451116,0.002199604,0.003323534,0.001062679],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0009201562,"about_ca_system_score_gemma":0.002193155,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003849038,"about_ca_topic_score_gemma":0.00265234,"domain_scores_codex":[0.9835516,0.01031001,0.0005272915,0.002757874,0.00219288,0.0006604439],"domain_scores_gemma":[0.882655,0.09346315,0.006822651,0.01259044,0.003711573,0.0007573367],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0003034653,0.0001069494,0.01683236,0.0001950898,0.000322339,0.0004875568,0.0004918388,0.0272026,0.0007749764,0.8417125,0.005245335,0.106325],"study_design_scores_gemma":[0.0001056326,0.000142548,0.007183731,0.00008751245,0.0000925262,0.0003591213,0.0002349052,0.1488554,0.000684405,0.8386012,0.003598626,0.00005441784],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"methods","genre_scores_codex":[0.07504978,0.0007631982,0.9091595,0.003903723,0.000311624,0.00009772952,0.0002682071,0.0002283252,0.01021792],"genre_scores_gemma":[0.8427904,0.0009948026,0.1485137,0.001096075,0.00077267,0.0002457685,0.0005244432,0.000178806,0.004883414],"genre_candidate":"methods","genre_consensus":"methods","teacher_disagreement_score":0.0206557,"threshold_uncertainty_score":0.1092391,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.08875223255824052,"score_gpt":0.2743008243891836,"score_spread":0.1855485918309431,"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."}}