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Record W3118893415 · doi:10.22215/etd/2015-11155

Four Essays on Dynamic Panel Models

2015· dissertation· en· W3118893415 on OpenAlex
Charles Saunders

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.
fundA Canadian funder is recorded on the work.

Bibliographic record

Venuenot available
Typedissertation
Languageen
FieldEconomics, Econometrics and Finance
TopicSpatial and Panel Data Analysis
Canadian institutionsCarleton University
FundersMcGill University
KeywordsMathematicsInferenceConfidence intervalParametric statisticsClassification of discontinuitiesNuisance parameterMonte Carlo methodApplied mathematicsStatisticsEconometricsComputer scienceEstimator

Abstract

fetched live from OpenAlex

Dynamic panel data models can suffer greatly from incidental parameter bias due to correlation between past realizations of the data and the unobserved heterogeneity, and this bias is a function of included regressors. This paper uses simulation-based methods that require explicit models and sets of assumptions to obtain consistent point estimates and exact confidence sets. A parametric discontinuous starting value is assumed for simulated series that jointly allows for stationary and unit root processes, where only the stationary case was considered in This discontinuous assumption leads to least squared dummy variable (LSDV) estimator that are nuisance parameter free and location-scale invariant. These properties are conferred to the indirect inference objective function (IIOF) used to obtain bias-corrected estimates.

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.

Full frame distilled prediction

Teacher imitation

Not 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.

metaresearch head score (Codex)0.000
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow), Insufficient payload (model declined to judge)
Consensus categoriesInsufficient payload (model declined to judge)
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Other · Consensus signal: none
Teacher disagreement score0.774
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0000.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0020.005

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 head0.125
GPT teacher head0.263
Teacher spread0.138 · 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

Quick stats

Citations0
Published2015
Admission routes2
Has abstractyes

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