{"id":"W4321374892","doi":"10.1017/s0022109023000169","title":"The Impact of Uncertainty on Investment: Empirical Challenges and a New Estimator","year":2023,"lang":"en","type":"article","venue":"Journal of Financial and Quantitative Analysis","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":13,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Guelph","funders":"","keywords":"Endogeneity; Econometrics; Estimator; Economics; Volatility (finance); Nonparametric statistics; Investment (military); Stock (firearms); Mathematics; Statistics","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":[0.0273278,0.0006615934,0.001787587,0.002837115,0.0006219975,0.004828567,0.002387008,0.00187209,0.001934233],"category_scores_gemma":[0.1588982,0.0006851167,0.001145948,0.002802499,0.002898479,0.006065609,0.003305247,0.004131017,0.0003316503],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001109649,"about_ca_system_score_gemma":0.001779578,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003266817,"about_ca_topic_score_gemma":0.001942185,"domain_scores_codex":[0.9851801,0.01004549,0.0007540181,0.001541184,0.002260632,0.0002185473],"domain_scores_gemma":[0.8252984,0.1524349,0.006952412,0.009512841,0.005258617,0.0005429193],"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":[0.0001455354,0.0002967569,0.09369889,0.0005826904,0.001084934,0.0003454801,0.0007701286,0.08294496,0.001537736,0.5763615,0.006491947,0.2357394],"study_design_scores_gemma":[0.00008255761,0.0001512896,0.01476938,0.0003720502,0.0002222109,0.0002791114,0.0003578862,0.5711025,0.00176019,0.400432,0.01031562,0.0001552653],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.02805391,0.003408865,0.9582645,0.005375191,0.0002559454,0.00008527035,0.0002819629,0.0001730587,0.004101333],"genre_scores_gemma":[0.6429316,0.003290816,0.3471596,0.00122245,0.001701529,0.0003151786,0.0004078057,0.0001425684,0.002828403],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.0273278,"threshold_uncertainty_score":0.144525,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.1123376902056862,"score_gpt":0.343766391725661,"score_spread":0.2314287015199748,"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."}}