{"id":"W2183811324","doi":"10.1016/j.jeconom.2014.08.007","title":"Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model","year":2012,"lang":"en","type":"preprint","venue":"Journal of Econometrics","topic":"Monetary Policy and Economic Impact","field":"Economics, Econometrics and Finance","cited_by":10,"is_retracted":false,"has_abstract":true,"ca_institutions":"Queen's University","funders":"","keywords":"Cointegration; Unit root; Likelihood-ratio test; Autoregressive model; Mathematics; Econometrics; Rank (graph theory); Score test; Statistics; Asymptotic distribution; Gaussian; Unit root test; Asymptotic analysis; Estimator; Combinatorics","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"],"consensus_categories":[],"category_scores_codex":[0.005418621,0.0003901269,0.001251407,0.00224193,0.00009442568,0.0003062249,0.0009658047,0.0004608439,0.0001161998],"category_scores_gemma":[0.001176899,0.0003505315,0.0007065887,0.000420559,0.00004447193,0.0007653011,0.0001171081,0.001054332,0.00005323977],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.000538779,"about_ca_system_score_gemma":0.0001691967,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0001535624,"about_ca_topic_score_gemma":0.00006094211,"domain_scores_codex":[0.9962232,0.00004366703,0.002687617,0.0003892146,0.00005213721,0.0006041633],"domain_scores_gemma":[0.9950145,0.0005713495,0.003545559,0.0006057587,0.00008219414,0.0001806387],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.001079639,0.003514668,0.09320377,0.001651418,0.00221494,0.00001816156,0.0164846,0.6637731,0.00008222064,0.1397584,0.05823705,0.01998199],"study_design_scores_gemma":[0.002490388,0.000326744,0.01106064,0.00006620409,0.00009700377,0.0000477429,0.0002056044,0.8072767,0.00003693728,0.1696606,0.008005754,0.0007256657],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.6693999,0.02284742,0.2800679,0.005318777,0.007796385,0.002746793,0.00284847,0.00002702625,0.008947289],"genre_scores_gemma":[0.9899798,0.001501566,0.006067205,0.0008172394,0.001229874,0.00005766864,0.00006692006,0.00005164257,0.0002280898],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.3205799,"threshold_uncertainty_score":0.9998947,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.2960942565704456,"score_gpt":0.2739310821348712,"score_spread":0.02216317443557442,"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."}}