{"id":"W2104618344","doi":"10.1017/s026646660505053x","title":"BIVARIATE ARCH MODELS: FINITE-SAMPLE PROPERTIES OF QML ESTIMATORS AND AN APPLICATION TO AN LM-TYPE TEST","year":2005,"lang":"en","type":"article","venue":"Econometric Theory","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":10,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"Economic and Social Research Council","keywords":"Heteroscedasticity; Mathematics; Estimator; Econometrics; Bivariate analysis; Conditional variance; Autoregressive model; Arch; Statistics; Autoregressive conditional heteroskedasticity; Multivariate statistics; Applied mathematics","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":false,"about_ca":true,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001398699,0.0001821394,0.000430312,0.001025631,0.0001227457,0.00006116034,0.0002931147,0.0001100315,0.00007034064],"category_scores_gemma":[0.00143517,0.0002046145,0.00005025143,0.0009475123,0.00007228245,0.0007916251,0.00008515314,0.0001245608,0.0001082849],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00007876565,"about_ca_system_score_gemma":0.00003391316,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0005549846,"about_ca_topic_score_gemma":0.00006839128,"domain_scores_codex":[0.9983642,0.00002780831,0.0007224089,0.0005609178,0.00003495521,0.0002897547],"domain_scores_gemma":[0.998584,0.0003912149,0.0002510405,0.0005297263,0.00006497619,0.0001790439],"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":[0.0001545333,0.0005147161,0.05091925,0.00007976848,0.00003028525,1.901611e-7,0.003842351,0.1118948,0.0001043089,0.7411234,0.00001063203,0.09132574],"study_design_scores_gemma":[0.0002746314,0.0002923983,0.007004486,0.00001177114,0.000007384569,4.919323e-7,0.0001143869,0.7727368,0.0002411831,0.2171829,0.001824228,0.0003093236],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.8058589,0.002156123,0.1900719,0.00007913535,0.00008314082,0.0003232872,0.000154514,0.00004894054,0.001224113],"genre_scores_gemma":[0.9865717,0.0002056015,0.01278816,0.000114886,0.0001449752,0.00003956372,0.00002227922,0.00003491349,0.00007787736],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.660842,"threshold_uncertainty_score":0.8343937,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.0626981021305549,"score_gpt":0.2522946627623117,"score_spread":0.1895965606317568,"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."}}