{"id":"W4241037498","doi":"10.1007/s11294-008-9169-4","title":"On Optimal Instrumental Variables Generators: An Application to Hedge Funds Returns","year":2008,"lang":"en","type":"article","venue":"International Advances in Economic Research","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"ca_institutions":"Université du Québec à Montréal; Université du Québec en Outaouais","funders":"","keywords":"Instrumental variable; Economics; Hedge fund; Hedge; Econometrics; Financial economics; Finance","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":[0.0135485,0.002599532,0.003978381,0.00203302,0.001038509,0.002808447,0.002841812,0.00508298,0.007716971],"category_scores_gemma":[0.05630071,0.002383748,0.001900152,0.002589288,0.005594451,0.004896834,0.005174573,0.005349428,0.0008893886],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001214656,"about_ca_system_score_gemma":0.003147481,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002347122,"about_ca_topic_score_gemma":0.002838249,"domain_scores_codex":[0.9963287,0.002704041,0.0001199195,0.0003567018,0.0003410644,0.0001495338],"domain_scores_gemma":[0.9583935,0.03816713,0.0009542668,0.001094554,0.001030414,0.0003602765],"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":[0.000161314,0.0001127383,0.0005678862,0.0002165494,0.0001559051,0.0002403343,0.0001959362,0.2640459,0.0006403866,0.6913328,0.004078564,0.03825168],"study_design_scores_gemma":[0.00009091396,0.00002593589,0.00009379738,0.00005020793,0.00002897096,0.00002946974,0.00001963559,0.4997092,0.0003352373,0.4979851,0.001602095,0.00002957867],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"methods","genre_scores_codex":[0.003953974,0.0006557738,0.9914978,0.000932291,0.0001347517,0.00005524876,0.00006266795,0.0001326553,0.002574781],"genre_scores_gemma":[0.3658517,0.005423607,0.6014059,0.00106521,0.001969439,0.0008043812,0.0004617433,0.0007420455,0.02227598],"genre_candidate":"methods","genre_consensus":"methods","teacher_disagreement_score":0.0135485,"threshold_uncertainty_score":0.07165211,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.0692061477979784,"score_gpt":0.3468663787278075,"score_spread":0.2776602309298291,"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."}}