{"id":"W4297242004","doi":"10.32920/ryerson.14640264.v2","title":"Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration","year":2022,"lang":"en","type":"preprint","venue":"","topic":"Monetary Policy and Economic Impact","field":"Economics, Econometrics and Finance","cited_by":21,"is_retracted":false,"has_abstract":true,"ca_institutions":"Toronto Metropolitan University; Queen's University","funders":"","keywords":"Cointegration; Quantile; Context (archaeology); Mathematics; Distribution (mathematics); Data set; Asymptotic analysis; Set (abstract data type); Econometrics; Applied mathematics; Statistics; Computer science; 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":[0.01603773,0.001110068,0.001256282,0.006793991,0.0006631804,0.002616059,0.002447365,0.002362049,0.02628047],"category_scores_gemma":[0.1837852,0.0006294511,0.00110473,0.003442776,0.002033622,0.004072974,0.001459574,0.002906181,0.00598094],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001348171,"about_ca_system_score_gemma":0.0008934129,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001047306,"about_ca_topic_score_gemma":0.0004380252,"domain_scores_codex":[0.9902719,0.006204756,0.000430108,0.000991539,0.001792982,0.0003087944],"domain_scores_gemma":[0.8317308,0.1513252,0.003539752,0.007931433,0.004982711,0.0004900902],"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":[0.000489416,0.0002315517,0.01504256,0.0009515412,0.000219781,0.0009471818,0.0008191576,0.2261596,0.003427884,0.4331599,0.0273375,0.291214],"study_design_scores_gemma":[0.0001358509,0.000169942,0.00615412,0.0004251548,0.00004855542,0.001443762,0.0003024201,0.6740837,0.00660072,0.2984823,0.01201749,0.0001360125],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"methods","genre_scores_codex":[0.02725337,0.0007683944,0.9528009,0.0006483411,0.0001000761,0.000200317,0.001374936,0.004815352,0.01203832],"genre_scores_gemma":[0.5443679,0.001022682,0.438646,0.0004213931,0.0001843032,0.001508615,0.005063878,0.003382498,0.005402823],"genre_candidate":"methods","genre_consensus":"methods","teacher_disagreement_score":0.02628047,"threshold_uncertainty_score":0.08791691,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.08505425059515048,"score_gpt":0.2648958357758953,"score_spread":0.1798415851807448,"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."}}