{"id":"W3125660056","doi":"","title":"Panel Cointegration: Asymptotic and Finite Sample Properties of Pooled Time Series Tests with an Application to the PPP Hypothesis","year":2004,"lang":"en","type":"preprint","venue":"RePEc: Research Papers in Economics","topic":"Global Financial Crisis and Policies","field":"Economics, Econometrics and Finance","cited_by":57,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Cointegration; Purchasing power parity; Econometrics; Null hypothesis; Residual; Monte Carlo method; Null (SQL); Mathematics; Series (stratigraphy); Sample (material); Economics; Statistics; Sample size determination; Asymptotic distribution; Dimension (graph theory); Computer science; Physics","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":false,"about_ca":true,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0009833943,0.0002697089,0.0006716565,0.0003347967,0.00017842,0.0001970073,0.000524487,0.0002184604,0.000029229],"category_scores_gemma":[0.0007224678,0.0002255726,0.00007521992,0.0002064217,0.0003224034,0.0001680953,0.0003405861,0.0004449998,0.00003715989],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0003404522,"about_ca_system_score_gemma":0.0002174408,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002123898,"about_ca_topic_score_gemma":0.002398256,"domain_scores_codex":[0.9980538,0.00006322631,0.0007130593,0.0006714253,0.00007057933,0.0004278453],"domain_scores_gemma":[0.9983303,0.0002593251,0.0003184895,0.0008588289,0.0001125347,0.0001205171],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"observational","study_design_scores_codex":[0.002362615,0.001767643,0.1225884,0.002484073,0.00112814,0.00001357376,0.02720747,0.3864872,0.0009255834,0.2948549,0.0002685652,0.1599119],"study_design_scores_gemma":[0.004037543,0.005363449,0.5208952,0.001806334,0.0002120744,0.00006268625,0.007712182,0.03915127,0.003944626,0.2648878,0.14666,0.005266953],"study_design_candidate":"observational","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9832503,0.0008211692,0.0001534153,0.002977524,0.0000861065,0.001779686,0.001021799,0.00003487911,0.009875144],"genre_scores_gemma":[0.9957837,0.001819552,0.001209568,0.0001636052,0.0001027346,0.0003386989,0.00004020358,0.000043961,0.0004979963],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.3983068,"threshold_uncertainty_score":0.9198583,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.04758456351646898,"score_gpt":0.255120845332503,"score_spread":0.207536281816034,"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."}}