{"id":"W3124128148","doi":"","title":"A Semiparametric Two-Factor Term Structure Model","year":2008,"lang":"en","type":"article","venue":"Oxford University Research Archive (ORA) (University of Oxford)","topic":"Innovation Diffusion and Forecasting","field":"Decision Sciences","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"Bank of Canada; Western University","funders":"","keywords":"Estimator; Nonparametric statistics; Discretization; Term (time); Applied mathematics; Diffusion; Mathematics; Function (biology); Short rate; Mathematical optimization; Econometrics; Yield curve; Statistics; Physics; Mathematical analysis","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":[0.00308161,0.0008426444,0.001803919,0.001074965,0.0003920567,0.002423431,0.002574845,0.002522575,0.00540025],"category_scores_gemma":[0.00871416,0.000682182,0.001270135,0.001220179,0.001180222,0.002545317,0.001341273,0.00202141,0.001091985],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001017406,"about_ca_system_score_gemma":0.001007399,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.004694928,"about_ca_topic_score_gemma":0.003131666,"domain_scores_codex":[0.9981959,0.0008189831,0.00008199916,0.0004188954,0.0002647811,0.000219466],"domain_scores_gemma":[0.9956017,0.002604057,0.0007283459,0.0003827016,0.0004977511,0.0001854624],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.00020362,0.0001505788,0.004707641,0.0001233583,0.0001730629,0.0004099842,0.0002288718,0.7396621,0.00110086,0.2271695,0.001975311,0.0240951],"study_design_scores_gemma":[0.00003974752,0.00005960587,0.0009053855,0.00001139251,0.00003429454,0.00008908291,0.00002389936,0.9495488,0.0001120852,0.04828168,0.0008669732,0.00002698703],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"methods","genre_scores_codex":[0.09628166,0.0005580536,0.8950522,0.001125586,0.00007580649,0.00009892377,0.0008618527,0.0003359691,0.00561006],"genre_scores_gemma":[0.9266005,0.0005469443,0.05769662,0.000176618,0.0001174144,0.0002015364,0.0007279416,0.00005965364,0.01387267],"genre_candidate":"methods","genre_consensus":"methods","teacher_disagreement_score":0.00540025,"threshold_uncertainty_score":0.01806563,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.1198054288922729,"score_gpt":0.3327831482234251,"score_spread":0.2129777193311522,"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."}}