{"id":"W4362574957","doi":"10.22215/etd/2023-15355","title":"Three Essays in Econometrics","year":2023,"lang":"en","type":"dissertation","venue":"","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"Carleton University","funders":"","keywords":"Multivariate statistics; Bootstrapping (finance); Infimum and supremum; Model selection; Sample size determination; Inference; Econometrics; Mathematics; Monte Carlo method; Statistical hypothesis testing; Statistics; Computer science; Artificial intelligence","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":"codex-gemma-dda1882f352a","candidate_categories":["metaepi_narrow","insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0007187803,0.000265892,0.0007051902,0.001721565,0.00006337017,0.00007846447,0.0003253131,0.0005118065,0.0005779855],"category_scores_gemma":[0.0003682792,0.0003469124,0.0001929742,0.00111274,0.00001160138,0.0001590621,0.00003344603,0.0004454224,0.00395814],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0001825607,"about_ca_system_score_gemma":0.00005514385,"about_ca_topic_candidate":true,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.004522474,"about_ca_topic_score_gemma":0.03051691,"domain_scores_codex":[0.9977536,0.000003681474,0.001112367,0.0006911349,0.00004090568,0.0003983782],"domain_scores_gemma":[0.9990613,0.0000865183,0.0003622339,0.000395851,0.00003252463,0.00006150427],"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":[0.00005015042,0.0001323376,0.2031017,0.0003246826,0.0000483924,0.00001523381,0.001183517,0.0003581198,9.509932e-7,0.7720121,0.003970557,0.01880226],"study_design_scores_gemma":[0.0004413537,0.0000369297,0.2978661,0.00007576618,0.000005737092,2.326115e-7,0.000316483,0.03090904,0.000007859887,0.6627662,0.006861959,0.000712305],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.5659122,0.00479024,0.003489172,0.0001110995,0.004086481,0.000537028,0.0002157226,0.0002254943,0.4206326],"genre_scores_gemma":[0.9409275,0.002536326,0.001201671,0.0000947528,0.0003650645,0.0001537572,0.001511415,0.0002191302,0.05299036],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.3750153,"threshold_uncertainty_score":0.9998983,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.0812622364671265,"score_gpt":0.2570193227653558,"score_spread":0.1757570862982293,"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."}}