Fractional Integration and Structural Breaks: Evidence from International Monthly Arrivals in the USA
Why this work is in the frame
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Bibliographic record
Abstract
This paper proposes a new modelling approach for the total number of international monthly arrivals in the USA using fractional integration with a structural break that is endogenously determined by the model. As expected, the results show that the break date occurs at September 2001. Disaggregating the data according to the location of origin for the arrivals, the break at September 2001 is also found in most cases, the only exceptions being Canada (February 1998) and the Middle East (September 2000). More importantly, the fact that the orders of integration of all series are strictly smaller than one implies that the series are mean reverting. Thus, the negative shock produced by the 9/11 terrorist attacks should be transitory and no strong policies should be implemented to recover the number of arrivals in the USA.
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Full frame distilled prediction
Teacher imitationNot calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.
Codex and Gemma teacher scores by category
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.000 | 0.000 |
| Meta-epidemiology (narrow) | 0.000 | 0.000 |
| Meta-epidemiology (broad) | 0.000 | 0.000 |
| Bibliometrics | 0.000 | 0.000 |
| Science and technology studies | 0.000 | 0.000 |
| Scholarly communication | 0.000 | 0.001 |
| Open science | 0.000 | 0.000 |
| Research integrity | 0.000 | 0.000 |
| Insufficient payload (model declined to judge) | 0.000 | 0.000 |
Machine scores (provisional)
The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.
Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it