Four Essays on Identification-Robust Numerical and Statistical Tools with Applications to Dynamic Stochastic General Equilibrium Models
Bibliographic record
Abstract
In this thesis, we propose identification-robust numerical and statistical confidence-set estimation tools for Dynamic Stochastic General Equilibrium [DSGE] models.The first chapter introduces Particle Swarm Optimization [PSO] to econometrics with focus on test inversion and numerical projections.Empirically, the paper analyzes a three-equation New-Keynesian model.In contrast to PSO, the genetic algorithm, simulated annealing and even grid searches converge to local optima that suggest misleading economic decisions on: (i) the nature of the New-Keynesian Phillips Curve [NKPC], (ii) determinacy of monetary policies, and (iii) the persistence of the Taylor rule.Given this evidence and using PSO, the next three chapters introduce new and improved econometric methods for inference on DSGEs.
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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 | 0.013 | 0.062 |
| Meta-epidemiology (narrow) | 0.002 | 0.001 |
| Meta-epidemiology (broad) | 0.001 | 0.002 |
| Bibliometrics | 0.002 | 0.002 |
| Science and technology studies | 0.001 | 0.007 |
| Scholarly communication | 0.004 | 0.006 |
| Open science | 0.002 | 0.004 |
| Research integrity | 0.004 | 0.007 |
| Insufficient payload (model declined to judge) | 0.009 | 0.003 |
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".