{"id":"W4379255922","doi":"10.48550/arxiv.2306.00296","title":"Inference in Predictive Quantile Regressions","year":2023,"lang":"en","type":"preprint","venue":"arXiv (Cornell University)","topic":"Monetary Policy and Economic Impact","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"Social Sciences and Humanities Research Council of Canada","keywords":"Econometrics; Quantile; Mathematics; Statistics; Predictability; Quantile regression; Heteroscedasticity; Estimator; Kurtosis; Predictive power","routes":{"ca_aff":false,"ca_fund":true,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.02366062,0.0008014281,0.001608631,0.001860768,0.0007340148,0.002126651,0.003676905,0.001746192,0.003683958],"category_scores_gemma":[0.1586454,0.0007241392,0.001220254,0.002162971,0.003334404,0.004117415,0.002105284,0.003244436,0.000431331],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001322759,"about_ca_system_score_gemma":0.001165271,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.004244055,"about_ca_topic_score_gemma":0.001769912,"domain_scores_codex":[0.9897022,0.006380296,0.0003943049,0.001691891,0.001300258,0.0005310934],"domain_scores_gemma":[0.8303603,0.1525752,0.006662733,0.006900435,0.00283265,0.0006687238],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.0005350718,0.0002113739,0.0498991,0.0003523212,0.0004750729,0.0005709269,0.000404098,0.5387331,0.001567204,0.2654485,0.002590267,0.139213],"study_design_scores_gemma":[0.00003957658,0.00006001002,0.002981177,0.00003551176,0.00003438682,0.00006438608,0.0000328777,0.8811604,0.001024809,0.1141288,0.0004175619,0.00002043166],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"methods","genre_scores_codex":[0.05774706,0.0004306055,0.9388537,0.0005019293,0.00006429757,0.00005304365,0.0001661214,0.000491955,0.00169132],"genre_scores_gemma":[0.9284269,0.0004309171,0.06823898,0.000380802,0.0003113052,0.0001202294,0.0005711291,0.0001331123,0.001386704],"genre_candidate":"methods","genre_consensus":"methods","teacher_disagreement_score":0.02366062,"threshold_uncertainty_score":0.1251308,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.3157004357096151,"score_gpt":0.2183518836695384,"score_spread":0.09734855204007667,"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."}}