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Record W3123877306 · doi:10.6084/m9.figshare.3199285

Structural change tests for GEL criteria

2016· preprint· en· W3123877306 on OpenAlexaff
Alain Guay

Bibliographic record

VenueRePEc: Research Papers in Economics · 2016
Typepreprint
Languageen
FieldEconomics, Econometrics and Finance
TopicMonetary Policy and Economic Impact
Canadian institutionsBrock UniversityUniversité du Québec à Montréal
Fundersnot available
KeywordsContext (archaeology)Empirical likelihoodEconometricsIdentification (biology)Stability (learning theory)Generalized method of momentsSeries (stratigraphy)Statistical hypothesis testingSample (material)Moment (physics)StatisticsMathematicsComputer scienceMachine learningGeographyPanel dataChromatography

Abstract

fetched live from OpenAlex

This article examines structural change tests based on generalized empirical likelihood methods in the time series context, allowing for dependent data. Standard structural change tests for the Generalized method of moments (GMM) are adapted to the generalized empirical likelihood (GEL) context. We show that when moment conditions are properly smoothed, these test statistics converge to the same asymptotic distribution as in the GMM, in cases with known and unknown breakpoints. New test statistics specific to GEL methods, and that are robust to weak identification, are also introduced. A simulation study examines the small sample properties of the tests and reveals that GEL-based robust tests performed well, both in terms of the presence and location of a structural change and in terms of the nature of identification.

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)0.030
metaresearch head score (Gemma)0.243
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.030
Threshold uncertainty score0.160

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0300.243
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0020.003
Bibliometrics0.0050.003
Science and technology studies0.0010.006
Scholarly communication0.0030.007
Open science0.0020.004
Research integrity0.0030.006
Insufficient payload (model declined to judge)0.0120.002

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 head0.225
GPT teacher head0.362
Teacher spread0.137 · 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 designTheoretical or conceptual
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

Citations4
Published2016
Admission routes1
Has abstractyes

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