{"id":"W2625480958","doi":"10.2139/ssrn.2141220","title":"Bootstrap Determination of the Co-Integration Rank in Heteroskedastic VAR Models","year":2012,"lang":"en","type":"preprint","venue":"SSRN Electronic Journal","topic":"Economic Policies and Impacts","field":"Economics, Econometrics and Finance","cited_by":4,"is_retracted":false,"has_abstract":false,"ca_institutions":"","funders":"Queen's University; Danmarks Grundforskningsfond; National Research Foundation","keywords":"Heteroscedasticity; Bootstrapping (finance); Rank (graph theory); Mathematics; Econometrics; Context (archaeology); Autoregressive conditional heteroskedasticity; Monte Carlo method; Null hypothesis; Statistics; Vector autoregression; Null (SQL); Computer science","routes":{"ca_aff":false,"ca_fund":true,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002014944,0.0002365507,0.0005295565,0.0003178487,0.00008176614,0.00007669097,0.0005344611,0.000265446,0.00003967902],"category_scores_gemma":[0.00008579646,0.000214831,0.0003060781,0.00009719269,0.00005979154,0.0003696183,0.0001110747,0.002290244,0.00002690799],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001789502,"about_ca_system_score_gemma":0.0005957434,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0006983573,"about_ca_topic_score_gemma":0.0009176094,"domain_scores_codex":[0.9971735,0.0000524886,0.001051305,0.0002462207,0.0000536101,0.001422903],"domain_scores_gemma":[0.9981869,0.00003966585,0.001308646,0.0003656195,0.0000324822,0.00006668659],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.00005425005,0.0002077984,0.01128915,0.00008007808,0.0001580391,4.29109e-7,0.001714261,0.009707923,0.0001115357,0.9653357,0.00008944669,0.01125137],"study_design_scores_gemma":[0.0005812486,0.00007036898,0.007738484,0.0001039557,0.00001814076,0.00004854351,0.000163114,0.0308805,0.0001248982,0.9598121,0.0001954212,0.0002632046],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.8675275,0.01025657,0.107136,0.0006994163,0.002131225,0.0005689448,0.0001679636,0.00001595909,0.01149641],"genre_scores_gemma":[0.9943793,0.004695269,0.00005469272,0.00007601771,0.0002505196,0.00001203431,0.00001168979,0.00003200974,0.0004884795],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.1268517,"threshold_uncertainty_score":0.99501,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.04911085600554104,"score_gpt":0.2646967644246811,"score_spread":0.21558590841914,"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."}}