Bibliographic record
Abstract
One of the approaches to compare forecasting methods is to test whether the risk from a benchmark prediction is smaller than the others. The test can be embedded into a general problem of testing inequality constraints using a one-sided sup functional. Hansen showed that such tests suffer from asymptotic bias. This article generalizes this observation, and proposes a hybrid method to robustify the power properties by coupling a one-sided sup test with a complementary test. The method can also be applied to testing stochastic dominance or moment inequalities. Simulation studies demonstrate that the new test performs well relative to the existing methods. For illustration, the new test was applied to analyze the forecastability of stock returns using technical indicators employed by White.
Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.
How this classification was reachedexpand
Full frame machine prediction
Teacher imitationNot calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.
Distilled classifier scores by category (both heads)
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.077 | 0.418 |
| Meta-epidemiology (narrow) | 0.003 | 0.001 |
| Meta-epidemiology (broad) | 0.004 | 0.004 |
| Bibliometrics | 0.007 | 0.005 |
| Science and technology studies | 0.001 | 0.008 |
| Scholarly communication | 0.004 | 0.012 |
| Open science | 0.004 | 0.005 |
| Research integrity | 0.005 | 0.005 |
| Insufficient payload (model declined to judge) | 0.006 | 0.001 |
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 itClassification
machine, unvalidatedMachine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.
How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".