{"id":"W7019431310","doi":"","title":"Fully modified narrow-band least squares estimation of stationary fractional cointegration","year":2008,"lang":"en","type":"other","venue":"Econstor (Econstor)","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"ca_institutions":"Queen's University","funders":"Danmarks Grundforskningsfond; National Research Foundation","keywords":"Estimator; Cointegration; Asymptotic distribution; Series (stratigraphy); Asymptotic analysis; Delta method; Variance (accounting); Least-squares function approximation","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":[0.0008829029,0.0005023686,0.0006508652,0.0005713628,0.0001867275,0.0007531059,0.0006364159,0.0007187106,0.001759042],"category_scores_gemma":[0.005702435,0.0002094221,0.0003957975,0.0009271451,0.0004246061,0.0009610041,0.0005717747,0.0004404603,0.0003644568],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0002642991,"about_ca_system_score_gemma":0.0004952701,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002836611,"about_ca_topic_score_gemma":0.003210674,"domain_scores_codex":[0.9995269,0.0002360767,0.00002038757,0.00009180468,0.00009567531,0.00002927138],"domain_scores_gemma":[0.9990879,0.0005292919,0.0001676778,0.000122935,0.00007767646,0.00001446687],"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":[0.00007117636,0.00007630861,0.004286943,0.0001359316,0.0001255463,0.0002497669,0.0001962822,0.7498556,0.008146303,0.08869245,0.001079545,0.1470842],"study_design_scores_gemma":[0.000004002104,0.00001537119,0.0007432326,0.000008138335,0.000009448074,0.00001851559,0.00001083961,0.9768115,0.001043235,0.02056247,0.0007628668,0.00001036255],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"methods","genre_scores_codex":[0.05660645,0.0003152145,0.9408544,0.0001514386,0.00002603135,0.00001355794,0.00007578744,0.0001412904,0.001815802],"genre_scores_gemma":[0.7325191,0.0008157649,0.2600122,0.0001096915,0.00009027357,0.0000554305,0.0003035862,0.00007388756,0.00601998],"genre_candidate":"methods","genre_consensus":"methods","teacher_disagreement_score":0.002836611,"threshold_uncertainty_score":0.005884588,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.0266332006985827,"score_gpt":0.2326209111540881,"score_spread":0.2059877104555053,"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."}}