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Record W2506717398 · doi:10.1080/07350015.2016.1191500

Rejoinder: In-Sample Inference and Forecasting in Misspecified Factor Models

2016· article· en· W2506717398 on OpenAlexaff
Marine Carrasco, Barbara Rossi

Bibliographic record

VenueJournal of Business and Economic Statistics · 2016
Typearticle
Languageen
FieldDecision Sciences
TopicForecasting Techniques and Applications
Canadian institutionsUniversité de MontréalCenter for Interuniversity Research and Analysis on OrganizationsUniversité du Québec à Montréal
Fundersnot available
KeywordsInferenceConstructiveSample (material)EconometricsFactor (programming language)Computer sciencePsychologyEconomicsArtificial intelligenceProcess (computing)

Abstract

fetched live from OpenAlex

We thank all the discussants for their constructive comments and stimulating discussions of our article. Each of them raised interesting and insightful issues on various themes, which we discuss in...

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 imitation

Not 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.

metaresearch head score (Codex)0.036
metaresearch head score (Gemma)0.225
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: none
GenreCandidate signal: Methods · Consensus signal: none
Teacher disagreement score0.036
Threshold uncertainty score0.189

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0360.225
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0030.002
Bibliometrics0.0020.002
Science and technology studies0.0040.007
Scholarly communication0.0050.009
Open science0.0050.004
Research integrity0.0110.027
Insufficient payload (model declined to judge)0.0080.004

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.

Opus teacher head0.274
GPT teacher head0.368
Teacher spread0.094 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
Domainnot available
GenreMethods

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".

Quick stats

Citations1
Published2016
Admission routes1
Has abstractyes

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