{"id":"W3035989566","doi":"10.1080/07350015.2021.1876712","title":"Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks","year":2021,"lang":"en","type":"article","venue":"Journal of Business and Economic Statistics","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":true,"ca_institutions":"Queen's University","funders":"Social Sciences and Humanities Research Council of Canada; Canada Research Chairs; Danmarks Grundforskningsfond; National Research Foundation","keywords":"Order (exchange); Econometrics; Mathematics; Statistics; Psychology; Economics","routes":{"ca_aff":true,"ca_fund":true,"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":[0.0239686,0.0008720002,0.002008609,0.003650676,0.000729046,0.003059324,0.003329454,0.002719652,0.006099255],"category_scores_gemma":[0.2000243,0.0005680443,0.002033157,0.002776753,0.003839141,0.007346807,0.003836655,0.003634726,0.0007052698],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0008790683,"about_ca_system_score_gemma":0.001038205,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0005278725,"about_ca_topic_score_gemma":0.0004229917,"domain_scores_codex":[0.9849939,0.007849318,0.00117989,0.002208076,0.003047769,0.0007210795],"domain_scores_gemma":[0.6649342,0.2836946,0.02411138,0.02129692,0.004302895,0.001660021],"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":[0.001704052,0.0007669388,0.1579483,0.0006738495,0.001675275,0.001318638,0.002333627,0.1183959,0.01029214,0.4646317,0.00281578,0.2374438],"study_design_scores_gemma":[0.0001797188,0.001028904,0.05184912,0.0001593769,0.0002560836,0.0009129509,0.0005997376,0.4842992,0.007683069,0.4505237,0.002295175,0.0002129998],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"methods","genre_scores_codex":[0.2057927,0.0002900859,0.78743,0.0003647933,0.00004522554,0.0001555014,0.0005026382,0.0005361672,0.004882772],"genre_scores_gemma":[0.9436496,0.0001018386,0.05449642,0.0001528331,0.00006222027,0.0002119353,0.0005184133,0.00006902477,0.0007376942],"genre_candidate":"methods","genre_consensus":"methods","teacher_disagreement_score":0.0239686,"threshold_uncertainty_score":0.1267595,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.08589193593765782,"score_gpt":0.2840204915060348,"score_spread":0.1981285555683769,"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."}}