{"id":"W3081731416","doi":"10.1016/j.ijforecast.2024.08.006","title":"Time-varying parameters as ridge regressions","year":2025,"lang":"en","type":"preprint","venue":"International Journal of Forecasting","topic":"Monetary Policy and Economic Impact","field":"Economics, Econometrics and Finance","cited_by":4,"is_retracted":false,"has_abstract":false,"ca_institutions":"Université du Québec à Montréal","funders":"","keywords":"Ridge; Computation; Regression; Volatility (finance); Variation (astronomy); Computer science; Dual (grammatical number); Econometrics; Mathematical optimization; Mathematics; Algorithm; Applied mathematics; Statistics; Geology","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":[0.006701749,0.001015038,0.001848435,0.001587996,0.000389808,0.002363918,0.002139268,0.002272479,0.003290284],"category_scores_gemma":[0.02631061,0.001437498,0.001330149,0.002243198,0.002013521,0.003849095,0.001726068,0.003453364,0.001055915],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0007870151,"about_ca_system_score_gemma":0.0007382671,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00357378,"about_ca_topic_score_gemma":0.002774544,"domain_scores_codex":[0.9981343,0.001078813,0.00008764928,0.0003022074,0.0002692424,0.000127784],"domain_scores_gemma":[0.9843841,0.01129543,0.001222398,0.002086839,0.0006910109,0.0003201923],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.0001564677,0.00009169041,0.003060661,0.0001808555,0.0003036154,0.0002076308,0.000258238,0.6424509,0.003041131,0.2822601,0.004227073,0.06376171],"study_design_scores_gemma":[0.000006875891,0.00000520954,0.000291826,0.000009950089,0.00001395635,0.00001310219,0.000007539592,0.9495453,0.0001869308,0.04941133,0.0004979888,0.000009974687],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"methods","genre_scores_codex":[0.04188818,0.001946833,0.9521672,0.0007962173,0.0001421761,0.00002803135,0.0003081449,0.0009754336,0.001747788],"genre_scores_gemma":[0.759672,0.003914573,0.2067563,0.0003883836,0.0007500192,0.0002184864,0.001601038,0.00174199,0.02495727],"genre_candidate":"methods","genre_consensus":"methods","teacher_disagreement_score":0.006701749,"threshold_uncertainty_score":0.03544265,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.1448460943910487,"score_gpt":0.2962258197600307,"score_spread":0.151379725368982,"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."}}