{"id":"W2775504097","doi":"10.1016/j.rfe.2017.11.002","title":"Is there a missing factor? A canonical correlation approach to factor models","year":2017,"lang":"en","type":"article","venue":"Review of Financial Economics","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"ca_institutions":"Wilfrid Laurier University","funders":"","keywords":"Canonical correlation; Novelty; Econometrics; Factor analysis; Observable; Variation (astronomy); Set (abstract data type); Capital asset pricing model; Correlation; Mathematics; Computer science; Statistics","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":[0.01844715,0.002055747,0.002689811,0.00386827,0.001352571,0.003857441,0.002054889,0.00162377,0.005456572],"category_scores_gemma":[0.05536539,0.001175502,0.003647194,0.005440939,0.004588976,0.00451117,0.002626786,0.003759074,0.001137082],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001473735,"about_ca_system_score_gemma":0.002913893,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.009668801,"about_ca_topic_score_gemma":0.00807562,"domain_scores_codex":[0.9869522,0.009432587,0.000434021,0.001730387,0.0009807963,0.0004700718],"domain_scores_gemma":[0.9505839,0.03553415,0.004048134,0.005680863,0.003420809,0.0007320659],"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":[0.00007314802,0.000101718,0.0158877,0.0002078024,0.0007040513,0.0001871113,0.0006215199,0.04448317,0.0002484744,0.8961687,0.002920353,0.03839627],"study_design_scores_gemma":[0.00002708201,0.00005849719,0.002897715,0.0001317299,0.0001319,0.00007953205,0.0001586078,0.2249482,0.0001318526,0.7678745,0.003506175,0.00005410436],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.02118475,0.001358014,0.9723744,0.001185131,0.0001295716,0.0001310503,0.0004082861,0.000155991,0.003072744],"genre_scores_gemma":[0.7083637,0.004259923,0.2774822,0.0006724562,0.0008852017,0.001128458,0.001592532,0.0001837177,0.005431865],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.01844715,"threshold_uncertainty_score":0.09755898,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.0946841226459937,"score_gpt":0.2814320359170663,"score_spread":0.1867479132710727,"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."}}