{"id":"W3099227813","doi":"10.3982/ecta17038","title":"Dynamic Noisy Rational Expectations Equilibrium With Insider Information","year":2020,"lang":"en","type":"article","venue":"Econometrica","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":11,"is_retracted":false,"has_abstract":true,"ca_institutions":"Quest University Canada","funders":"National Science Foundation","keywords":"Economics; Rational expectations; Information asymmetry; Asset (computer security); Private information retrieval; Insider trading; Insider; Microeconomics; Mathematical economics; Econometrics; Capital asset pricing model; Bounded function; Financial economics; Computer science; Finance; Mathematics","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":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.00006199804,0.0001335503,0.000247279,0.000386037,0.0001148348,0.0001222131,0.000200639,0.00005982538,0.0003791687],"category_scores_gemma":[0.0002535454,0.0001493683,0.00005946961,0.001458613,0.0000475356,0.0009388754,0.00004509576,0.0001111597,0.003346568],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00007857684,"about_ca_system_score_gemma":0.00005557375,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00002010082,"about_ca_topic_score_gemma":0.000004121293,"domain_scores_codex":[0.9989311,0.000001594467,0.0005414836,0.0002792575,0.000039905,0.000206692],"domain_scores_gemma":[0.9992219,0.00006438248,0.00032758,0.0001804877,0.00006716078,0.0001385428],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","study_design_scores_codex":[0.00002951584,0.0000620374,0.002081244,0.00002824773,0.00005594829,7.590282e-7,0.001413994,0.0006922123,0.000007448697,0.9925237,0.001073794,0.002031134],"study_design_scores_gemma":[0.004394046,0.001081707,0.1256899,0.00002103647,0.00005060509,0.00002804404,0.00195526,0.1687951,0.00010425,0.2852059,0.4104367,0.002237448],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.01294185,0.0006863294,0.9399108,0.008455945,0.0001086817,0.0003549475,0.0003665092,0.0001145378,0.03706037],"genre_scores_gemma":[0.9880028,0.00001170432,0.01016339,0.001352687,0.00007642648,0.000155042,0.0001566418,0.00001627644,0.0000649791],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.975061,"threshold_uncertainty_score":0.9974294,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02023016131546143,"score_gpt":0.20292564693625,"score_spread":0.1826954856207886,"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."}}