Bibliographic record
Abstract
The selection of the truncation lag for covariate unit root tests is analyzed using Monte Carlo simulation. It is shown that standard information criteria such as the BIC or the AIC select lag orders that are too small and can result in tests with large size distortions. Modified information criteria select higher lag orders and can be used to construct covariate unit root tests with good size and power. A strategy to select the lead and lag orders that yields tests with better power is discussed. When unit root tests are constructed for the United States inflation rate using macroeconomic variables as covariates and the BIC to select the lag order, the unit root hypothesis can be rejected. On the other hand, when modified information criteria are used, the unit root hypothesis cannot be rejected.
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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 | 0.046 | 0.370 |
| Meta-epidemiology (narrow) | 0.001 | 0.001 |
| Meta-epidemiology (broad) | 0.003 | 0.002 |
| Bibliometrics | 0.002 | 0.004 |
| Science and technology studies | 0.001 | 0.002 |
| Scholarly communication | 0.003 | 0.005 |
| Open science | 0.002 | 0.003 |
| Research integrity | 0.002 | 0.003 |
| Insufficient payload (model declined to judge) | 0.008 | 0.001 |
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".