Analyzing Integration between Stock Market of Turkey and G8 Nations with Maki Cointegration Test
Bibliographic record
Abstract
In this study, long-term relationship between Turkey and G8 countries which represent 65% of the world economy is examined by Kapetanios (2002) unit root test and Maki (2012) cointegration test that allow more than two breaks and structural breaks can be determined as endogenous. Furthermore, before unit root and cointegration tests, all series are concluded as linear by Harvey et al. (2008) linearity test. As a conclusion, while each stock market of US, UK, Japan, and France are cointegrated in long-term with BIST (Istanbul Stock Market), stock markets of Germany and Canada are not cointegrated with BIST for this study, in the interval period from Nov 1990 to Dec 2012. So, an investor deciding to make portfolio diversification, can both decrease risk and increase income by investing on Germany or Canada stock markets together with BIST.
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How this classification was reachedexpand
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 | 0.001 | 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 | 0.000 |
| 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 itClassification
machine, unvalidatedMachine predicted; a candidate call from one teacher head, 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".