id	sid	eid	entity	type
ejpam-2951	1	1	european journal	ORG
ejpam-2951	2	1	10	CARDINAL
ejpam-2951	2	2	1	CARDINAL
ejpam-2951	2	3	2017	DATE
ejpam-2951	2	4	82	CARDINAL
ejpam-2951	2	5	103	CARDINAL
ejpam-2951	2	6	new york	GPE
ejpam-2951	2	7	clive w.j	PERSON
ejpam-2951	3	1	granger	PERSON
ejpam-2951	3	2	clive w. j. granger	PERSON
ejpam-2951	3	3	ryoko ito nuffield college	ORG
ejpam-2951	3	4	the department of economics	ORG
ejpam-2951	3	5	oxford university	ORG
ejpam-2951	3	6	oxford	NORP
ejpam-2951	3	7	uk	GPE
ejpam-2951	4	1	1980	DATE
ejpam-2951	4	2	clive w. j. granger	PERSON
ejpam-2951	6	1	1980	DATE
ejpam-2951	6	2	one	CARDINAL
ejpam-2951	6	3	roselyne joyeux	PERSON
ejpam-2951	9	1	2010	DATE
ejpam-2951	9	2	62m10	CARDINAL
ejpam-2951	9	3	62m15	DATE
ejpam-2951	9	4	62m20	CARDINAL
ejpam-2951	9	5	62p20	CARDINAL
ejpam-2951	9	6	37m10	CARDINAL
ejpam-2951	9	7	1	CARDINAL
ejpam-2951	10	1	hurst	ORG
ejpam-2951	11	1	76	CARDINAL
ejpam-2951	11	2	nile	LOC
ejpam-2951	12	1	hurst	ORG
ejpam-2951	12	2	van ness	PERSON
ejpam-2951	12	3	96	CARDINAL
ejpam-2951	12	4	95	CARDINAL
ejpam-2951	13	1	lawrence	PERSON
ejpam-2951	14	1	87	CARDINAL
ejpam-2951	14	2	mcleod	PERSON
ejpam-2951	15	1	73	CARDINAL
ejpam-2951	16	1	r. ito	PERSON
ejpam-2951	17	1	82	CARDINAL
ejpam-2951	18	1	2017	CARDINAL
ejpam-2951	19	1	r. ito	PERSON
ejpam-2951	20	1	j. pure	PERSON
ejpam-2951	20	2	10	CARDINAL
ejpam-2951	20	3	1	CARDINAL
ejpam-2951	20	4	2017	CARDINAL
ejpam-2951	20	5	82	CARDINAL
ejpam-2951	22	1	46	CARDINAL
ejpam-2951	22	2	mikkelsen	PERSON
ejpam-2951	22	3	19	CARDINAL
ejpam-2951	23	1	chortareas et al	PERSON
ejpam-2951	24	1	27	CARDINAL
ejpam-2951	25	1	fleming	ORG
ejpam-2951	25	2	kirby	PERSON
ejpam-2951	26	1	52	CARDINAL
ejpam-2951	26	2	twenty	CARDINAL
ejpam-2951	27	1	degiannakis et al	PERSON
ejpam-2951	28	1	39	CARDINAL
ejpam-2951	28	2	gil-alana	ORG
ejpam-2951	29	1	22	CARDINAL
ejpam-2951	30	1	first	ORDINAL
ejpam-2951	31	1	n ∈ n and l	ORG
ejpam-2951	32	1	hylleberg	PERSON
ejpam-2951	32	2	granger	PERSON
ejpam-2951	35	1	granger	PERSON
ejpam-2951	35	2	65	CARDINAL
ejpam-2951	36	1	granger	PERSON
ejpam-2951	37	1	60	CARDINAL
ejpam-2951	37	2	granger	PERSON
ejpam-2951	38	1	65	CARDINAL
ejpam-2951	39	1	74	CARDINAL
ejpam-2951	41	1	1	CARDINAL
ejpam-2951	41	2	l)dyt	NORP
ejpam-2951	42	1	0	CARDINAL
ejpam-2951	42	2	1	CARDINAL
ejpam-2951	45	1	one	CARDINAL
ejpam-2951	45	2	l)dyt	NORP
ejpam-2951	45	3	1	CARDINAL
ejpam-2951	45	4	εt	ORG
ejpam-2951	45	5	φ(z	ORG
ejpam-2951	45	6	θ(z	PRODUCT
ejpam-2951	46	1	granger	PERSON
ejpam-2951	47	1	65	CARDINAL
ejpam-2951	48	1	74	CARDINAL
ejpam-2951	48	2	∈	ORG
ejpam-2951	48	3	1/2	CARDINAL
ejpam-2951	49	1	1	CARDINAL
ejpam-2951	49	2	1− l	DATE
ejpam-2951	50	1	0	CARDINAL
ejpam-2951	50	2	1/2	CARDINAL
ejpam-2951	51	1	st = ∑t t=1 yt	PERSON
ejpam-2951	51	2	lim	PERSON
ejpam-2951	51	3	t−(2d+1)var(st	PERSON
ejpam-2951	53	1	2	CARDINAL
ejpam-2951	53	2	ln(var(st	PERSON
ejpam-2951	54	1	1	CARDINAL
ejpam-2951	54	2	daily	DATE
ejpam-2951	54	3	|rt|	CARDINAL
ejpam-2951	55	1	yahoo	ORG
ejpam-2951	55	2	uk & ireland	ORG
ejpam-2951	56	1	r. ito	PERSON
ejpam-2951	57	1	j. pure	PERSON
ejpam-2951	57	2	10	CARDINAL
ejpam-2951	57	3	1	CARDINAL
ejpam-2951	57	4	2017	CARDINAL
ejpam-2951	57	5	82	CARDINAL
ejpam-2951	57	6	0	CARDINAL
ejpam-2951	60	1	o	DATE
ejpam-2951	61	1	95%	PERCENT
ejpam-2951	61	2	1	CARDINAL
ejpam-2951	62	1	|rt|	CARDINAL
ejpam-2951	63	1	4 january 1978	DATE
ejpam-2951	63	2	18 november 2016	DATE
ejpam-2951	64	1	2476th	NORP
ejpam-2951	64	2	19	CARDINAL
ejpam-2951	64	3	october 1987	DATE
ejpam-2951	64	4	|rt|	CARDINAL
ejpam-2951	64	5	23.0%	PERCENT
ejpam-2951	66	1	0 1 2 3 4 5	QUANTITY
ejpam-2951	66	2	106	CARDINAL
ejpam-2951	66	3	2	CARDINAL
ejpam-2951	66	4	st = ∑t t=1	PERSON
ejpam-2951	66	5	1	CARDINAL
ejpam-2951	67	1	ln(var(st	PERSON
ejpam-2951	70	1	2	CARDINAL
ejpam-2951	70	2	ln(var(st	PERSON
ejpam-2951	72	1	taylor	PERSON
ejpam-2951	73	1	9	CARDINAL
ejpam-2951	75	1	2	CARDINAL
ejpam-2951	76	1	1−	TIME
ejpam-2951	77	1	j. pure	PERSON
ejpam-2951	77	2	10	CARDINAL
ejpam-2951	77	3	1	CARDINAL
ejpam-2951	77	4	2017	CARDINAL
ejpam-2951	77	5	82	CARDINAL
ejpam-2951	77	6	30	CARDINAL
ejpam-2951	77	7	0.1 0.2 0.3 0.4	QUANTITY
ejpam-2951	78	1	50	CARDINAL
ejpam-2951	78	2	150 200	QUANTITY
ejpam-2951	78	3	0.2 0.4 0.6 0.8	QUANTITY
ejpam-2951	81	1	k b k	PERSON
ejpam-2951	81	2	0.95	CARDINAL
ejpam-2951	81	3	3	CARDINAL
ejpam-2951	81	4	0.45	CARDINAL
ejpam-2951	81	5	0.95	CARDINAL
ejpam-2951	82	1	one	CARDINAL
ejpam-2951	82	2	1−	TIME
ejpam-2951	82	3	∞∑ k=0	PERSON
ejpam-2951	84	1	+ 1	DATE
ejpam-2951	85	1	∞∑ k=0 akl k	PERSON
ejpam-2951	85	2	3	CARDINAL
ejpam-2951	85	3	ak ≡ ∏k−1	ORG
ejpam-2951	87	1	1	CARDINAL
ejpam-2951	88	1	1−	ORDINAL
ejpam-2951	88	2	∞∑ k=0	PERSON
ejpam-2951	88	3	+ 1	DATE
ejpam-2951	88	4	4	CARDINAL
ejpam-2951	88	5	≡ ∏k−1 j=0(j	GPE
ejpam-2951	89	1	0	DATE
ejpam-2951	89	2	k →∞	ORG
ejpam-2951	90	1	bk)k∈n	PRODUCT
ejpam-2951	90	2	today	DATE
ejpam-2951	91	1	3	CARDINAL
ejpam-2951	93	1	75	CARDINAL
ejpam-2951	94	1	section 2. 2	LAW
ejpam-2951	94	2	two	CARDINAL
ejpam-2951	94	3	first	ORDINAL
ejpam-2951	95	1	harvey	PERSON
ejpam-2951	96	1	67	CARDINAL
ejpam-2951	98	1	56	CARDINAL
ejpam-2951	99	1	1−	LANGUAGE
ejpam-2951	99	2	5	CARDINAL
ejpam-2951	99	3	r. ito	PERSON
ejpam-2951	100	1	j. pure	PERSON
ejpam-2951	100	2	10	CARDINAL
ejpam-2951	100	3	1	CARDINAL
ejpam-2951	100	4	2017	CARDINAL
ejpam-2951	100	5	82	CARDINAL
ejpam-2951	100	6	103 86	CARDINAL
ejpam-2951	100	7	∈	ORG
ejpam-2951	102	1	εt	ORG
ejpam-2951	102	2	0	CARDINAL
ejpam-2951	103	1	around zero	CARDINAL
ejpam-2951	104	1	|1− e−iλ|−2dfε(λ	PERSON
ejpam-2951	105	1	2−d(1− cosλ)−dfε(λ	GPE
ejpam-2951	106	1	4−d	CARDINAL
ejpam-2951	106	2	sin2	CARDINAL
ejpam-2951	106	3	2	CARDINAL
ejpam-2951	107	1	density,† i(λ	ORG
ejpam-2951	107	2	i(λ	ORG
ejpam-2951	109	1	4 sin2	TIME
ejpam-2951	109	2	2	CARDINAL
ejpam-2951	115	1	4 sin2	TIME
ejpam-2951	115	2	2	CARDINAL
ejpam-2951	116	1	6	CARDINAL
ejpam-2951	116	2	vj ≡	ORG
ejpam-2951	117	1	zero	CARDINAL
ejpam-2951	117	2	π2/6	GPE
ejpam-2951	118	1	2πj	ORDINAL
ejpam-2951	121	1	0	CARDINAL
ejpam-2951	123	1	1	CARDINAL
ejpam-2951	126	1	56	CARDINAL
ejpam-2951	126	2	109	CARDINAL
ejpam-2951	126	3	d̂	GPE
ejpam-2951	128	1	d̂	GPE
ejpam-2951	129	1	between 0.5 and 0.8	CARDINAL
ejpam-2951	130	1	diebold	PERSON
ejpam-2951	130	2	i(λ	ORG
ejpam-2951	131	1	1 2π	CARDINAL
ejpam-2951	131	2	c(0	NORP
ejpam-2951	131	3	+ 2	DATE
ejpam-2951	131	4	1	CARDINAL
ejpam-2951	131	5	τ+1	ORDINAL
ejpam-2951	131	6	− ȳ	PERSON
ejpam-2951	131	7	1	CARDINAL
ejpam-2951	131	8	2	DATE
ejpam-2951	132	1	ȳ	ORG
ejpam-2951	133	1	i(λ	ORG
ejpam-2951	133	2	j = 1	WORK_OF_ART
ejpam-2951	134	1	m.	PERSON
ejpam-2951	134	2	0	CARDINAL
ejpam-2951	134	3	2πj	ORDINAL
ejpam-2951	134	4	j = 1	WORK_OF_ART
ejpam-2951	135	1	bt/2c	PERSON
ejpam-2951	136	1	r. ito	PERSON
ejpam-2951	137	1	j. pure	PERSON
ejpam-2951	137	2	10	CARDINAL
ejpam-2951	137	3	1	CARDINAL
ejpam-2951	137	4	2017	CARDINAL
ejpam-2951	137	5	82	CARDINAL
ejpam-2951	137	6	103 87	CARDINAL
ejpam-2951	137	7	t 1/2	CARDINAL
ejpam-2951	138	1	d̂	GPE
ejpam-2951	138	2	εt	ORG
ejpam-2951	139	1	6	CARDINAL
ejpam-2951	139	2	zero	CARDINAL
ejpam-2951	140	1	1− l)dyt	NORP
ejpam-2951	141	1	agiakloglou et al	PERSON
ejpam-2951	142	1	3	CARDINAL
ejpam-2951	143	1	2.1	CARDINAL
ejpam-2951	147	1	davidson	PERSON
ejpam-2951	147	2	36	CARDINAL
ejpam-2951	147	3	5	CARDINAL
ejpam-2951	147	4	one	CARDINAL
ejpam-2951	147	5	two	CARDINAL
ejpam-2951	148	1	two	CARDINAL
ejpam-2951	149	1	the end of section 1	DATE
ejpam-2951	150	1	5	CARDINAL
ejpam-2951	150	2	1−	ORDINAL
ejpam-2951	151	1	∞∑ k=0	PERSON
ejpam-2951	151	2	7	CARDINAL
ejpam-2951	151	3	0	CARDINAL
ejpam-2951	151	4	1/2	CARDINAL
ejpam-2951	151	5	1−	ORDINAL
ejpam-2951	151	6	k=0	PERSON
ejpam-2951	151	7	0	CARDINAL
ejpam-2951	152	1	7	CARDINAL
ejpam-2951	155	1	7	CARDINAL
ejpam-2951	156	1	davidson	PERSON
ejpam-2951	157	1	37	CARDINAL
ejpam-2951	158	1	i.	PERSON
ejpam-2951	158	2	8)	CARDINAL
ejpam-2951	158	3	1	CARDINAL
ejpam-2951	158	4	zero	CARDINAL
ejpam-2951	159	1	r. ito	PERSON
ejpam-2951	160	1	j. pure	PERSON
ejpam-2951	160	2	10	CARDINAL
ejpam-2951	160	3	1	CARDINAL
ejpam-2951	160	4	2017	CARDINAL
ejpam-2951	160	5	82	CARDINAL
ejpam-2951	160	6	103 88	CARDINAL
ejpam-2951	163	1	harvey	PERSON
ejpam-2951	164	1	67	CARDINAL
ejpam-2951	166	1	48	CARDINAL
ejpam-2951	167	1	zero	CARDINAL
ejpam-2951	168	1	johansen	PERSON
ejpam-2951	168	2	nielsen	PERSON
ejpam-2951	169	1	80	CARDINAL
ejpam-2951	169	2	81	DATE
ejpam-2951	171	1	johansen	PERSON
ejpam-2951	171	2	nielsen	PERSON
ejpam-2951	172	1	83	CARDINAL
ejpam-2951	173	1	5	CARDINAL
ejpam-2951	173	2	1/2	CARDINAL
ejpam-2951	173	3	εt	ORG
ejpam-2951	174	1	zero	CARDINAL
ejpam-2951	175	1	0	CARDINAL
ejpam-2951	176	1	1	CARDINAL
ejpam-2951	177	1	first	ORDINAL
ejpam-2951	179	1	second	ORDINAL
ejpam-2951	179	2	second	ORDINAL
ejpam-2951	182	1	31	CARDINAL
ejpam-2951	184	1	3.1	CARDINAL
ejpam-2951	185	1	60	CARDINAL
ejpam-2951	185	2	granger	PERSON
ejpam-2951	185	3	65	CARDINAL
ejpam-2951	187	1	i=1 xi	PERSON
ejpam-2951	187	2	9	CARDINAL
ejpam-2951	187	3	k →∞	ORG
ejpam-2951	189	1	r. ito	PERSON
ejpam-2951	190	1	j. pure	PERSON
ejpam-2951	190	2	10	CARDINAL
ejpam-2951	190	3	1	CARDINAL
ejpam-2951	190	4	2017	CARDINAL
ejpam-2951	190	5	82	CARDINAL
ejpam-2951	190	6	0.2 0.4 0.6 0.8 1	QUANTITY
ejpam-2951	190	7	la tio n acf	FAC
ejpam-2951	190	8	1	CARDINAL
ejpam-2951	190	9	2	MONEY
ejpam-2951	190	10	0.2 0.4 0.6 0.8 1	QUANTITY
ejpam-2951	190	11	la tio n acf	FAC
ejpam-2951	190	12	4	CARDINAL
ejpam-2951	190	13	x1,t	GPE
ejpam-2951	190	14	x2,t	GPE
ejpam-2951	190	15	2	CARDINAL
ejpam-2951	190	16	0.995	CARDINAL
ejpam-2951	190	17	0.45	CARDINAL
ejpam-2951	190	18	0.81	CARDINAL
ejpam-2951	191	1	30.25	CARDINAL
ejpam-2951	192	1	1−	LANGUAGE
ejpam-2951	193	1	0.45	CARDINAL
ejpam-2951	193	2	εt	ORG
ejpam-2951	196	1	91	CARDINAL
ejpam-2951	198	1	128	CARDINAL
ejpam-2951	199	1	robinson	PERSON
ejpam-2951	200	1	107	CARDINAL
ejpam-2951	200	2	granger	PERSON
ejpam-2951	201	1	60	CARDINAL
ejpam-2951	202	1	granger	PERSON
ejpam-2951	203	1	60	CARDINAL
ejpam-2951	204	1	granger	PERSON
ejpam-2951	205	1	63	CARDINAL
ejpam-2951	206	1	almost three decades later	DATE
ejpam-2951	207	1	101	CARDINAL
ejpam-2951	210	1	andersen	PERSON
ejpam-2951	210	2	5	CARDINAL
ejpam-2951	211	1	123	CARDINAL
ejpam-2951	212	1	9	CARDINAL
ejpam-2951	212	2	two to four	CARDINAL
ejpam-2951	213	1	gallant et al	PERSON
ejpam-2951	214	1	54	CARDINAL
ejpam-2951	214	2	only two	CARDINAL
ejpam-2951	215	1	4	CARDINAL
ejpam-2951	217	1	engle	PERSON
ejpam-2951	217	2	lee	PERSON
ejpam-2951	218	1	50	CARDINAL
ejpam-2951	219	1	68	CARDINAL
ejpam-2951	219	2	69	CARDINAL
ejpam-2951	220	1	4	CARDINAL
ejpam-2951	220	2	shephard	GPE
ejpam-2951	221	1	16	CARDINAL
ejpam-2951	221	2	17	CARDINAL
ejpam-2951	221	3	lebaron	ORG
ejpam-2951	222	1	88	CARDINAL
ejpam-2951	223	1	104	CARDINAL
ejpam-2951	223	2	andersen et al	PERSON
ejpam-2951	224	1	6	CARDINAL
ejpam-2951	225	1	r. ito	PERSON
ejpam-2951	226	1	j. pure	PERSON
ejpam-2951	226	2	10	CARDINAL
ejpam-2951	226	3	1	CARDINAL
ejpam-2951	226	4	2017	CARDINAL
ejpam-2951	226	5	82	CARDINAL
ejpam-2951	227	1	about twenty years	DATE
ejpam-2951	227	2	granger	PERSON
ejpam-2951	227	3	60	CARDINAL
ejpam-2951	227	4	43	CARDINAL
ejpam-2951	230	1	granger	PERSON
ejpam-2951	230	2	hyung	PERSON
ejpam-2951	230	3	64	CARDINAL
ejpam-2951	233	1	granger	PERSON
ejpam-2951	234	1	60	CARDINAL
ejpam-2951	234	2	d∗	DATE
ejpam-2951	235	1	watson	PERSON
ejpam-2951	236	1	121	CARDINAL
ejpam-2951	238	1	campos et al	PERSON
ejpam-2951	239	1	21	CARDINAL
ejpam-2951	240	1	72	CARDINAL
ejpam-2951	240	2	hendry	ORG
ejpam-2951	241	1	30	CARDINAL
ejpam-2951	242	1	102	CARDINAL
ejpam-2951	242	2	103	CARDINAL
ejpam-2951	243	1	100	CARDINAL
ejpam-2951	244	1	23	CARDINAL
ejpam-2951	245	1	24	CARDINAL
ejpam-2951	248	1	98	CARDINAL
ejpam-2951	248	2	kuan	PERSON
ejpam-2951	248	3	hsu	PERSON
ejpam-2951	249	1	86	CARDINAL
ejpam-2951	250	1	today	DATE
ejpam-2951	252	1	26	CARDINAL
ejpam-2951	252	2	daily	DATE
ejpam-2951	252	3	rv	GPE
ejpam-2951	252	4	rv	GPE
ejpam-2951	252	5	garvey	ORG
ejpam-2951	252	6	gallagher	PERSON
ejpam-2951	253	1	55	CARDINAL
ejpam-2951	253	2	sixteen	CARDINAL
ejpam-2951	253	3	between 1997 and 2003	DATE
ejpam-2951	255	1	99	CARDINAL
ejpam-2951	255	2	wang	PERSON
ejpam-2951	256	1	125	CARDINAL
ejpam-2951	256	2	ho	PERSON
ejpam-2951	257	1	116	CARDINAL
ejpam-2951	258	1	4.	CARDINAL
ejpam-2951	258	2	granger	PERSON
ejpam-2951	259	1	62	CARDINAL
ejpam-2951	260	1	granger	PERSON
ejpam-2951	261	1	49	CARDINAL
ejpam-2951	261	2	jennifer l. castle	PERSON
ejpam-2951	261	3	david f. hendry	PERSON
ejpam-2951	262	1	two	CARDINAL
ejpam-2951	262	2	∈	ORG
ejpam-2951	262	3	r. ito	PERSON
ejpam-2951	263	1	j. pure	PERSON
ejpam-2951	263	2	10	CARDINAL
ejpam-2951	263	3	1	CARDINAL
ejpam-2951	263	4	2017	CARDINAL
ejpam-2951	263	5	82	CARDINAL
ejpam-2951	263	6	103 91	CARDINAL
ejpam-2951	263	7	0	CARDINAL
ejpam-2951	265	1	1/2	CARDINAL
ejpam-2951	266	1	granger	PERSON
ejpam-2951	267	1	62	CARDINAL
ejpam-2951	267	2	1−	ORDINAL
ejpam-2951	267	3	10	CARDINAL
ejpam-2951	267	4	φ∗(1	ORG
ejpam-2951	267	5	εt	ORG
ejpam-2951	267	6	zero	CARDINAL
ejpam-2951	268	1	d. johansen	PERSON
ejpam-2951	269	1	79	CARDINAL
ejpam-2951	269	2	10	CARDINAL
ejpam-2951	269	3	φ∗(l	PERSON
ejpam-2951	269	4	1	CARDINAL
ejpam-2951	271	1	granger	PERSON
ejpam-2951	272	1	62	CARDINAL
ejpam-2951	273	1	79	CARDINAL
ejpam-2951	275	1	johansen	PERSON
ejpam-2951	275	2	nielsen	PERSON
ejpam-2951	275	3	81	CARDINAL
ejpam-2951	275	4	φ∗(l	PERSON
ejpam-2951	275	5	1−l)b	CARDINAL
ejpam-2951	278	1	1/2	CARDINAL
ejpam-2951	279	1	johansen	PERSON
ejpam-2951	279	2	nielsen	PERSON
ejpam-2951	280	1	80	CARDINAL
ejpam-2951	281	1	section 2.1	LAW
ejpam-2951	282	1	davidson	PERSON
ejpam-2951	283	1	33	CARDINAL
ejpam-2951	283	2	34	CARDINAL
ejpam-2951	284	1	one	CARDINAL
ejpam-2951	285	1	robinson	PERSON
ejpam-2951	285	2	111	CARDINAL
ejpam-2951	287	1	93	CARDINAL
ejpam-2951	288	1	113	CARDINAL
ejpam-2951	288	2	114	CARDINAL
ejpam-2951	288	3	christensen	PERSON
ejpam-2951	288	4	nielsen	PERSON
ejpam-2951	289	1	28	CARDINAL
ejpam-2951	293	1	baillie	PERSON
ejpam-2951	293	2	11	CARDINAL
ejpam-2951	294	1	rv	GPE
ejpam-2951	294	2	scholes	PERSON
ejpam-2951	294	3	18	CARDINAL
ejpam-2951	295	1	rv	GPE
ejpam-2951	295	2	r. ito	PERSON
ejpam-2951	296	1	j. pure	PERSON
ejpam-2951	296	2	10	CARDINAL
ejpam-2951	296	3	1	CARDINAL
ejpam-2951	296	4	2017	CARDINAL
ejpam-2951	296	5	82	CARDINAL
ejpam-2951	296	6	103 92	CARDINAL
ejpam-2951	296	7	rv	GPE
ejpam-2951	298	1	rv	GPE
ejpam-2951	300	1	84	CARDINAL
ejpam-2951	301	1	97	CARDINAL
ejpam-2951	301	2	bandi	ORG
ejpam-2951	302	1	15	CARDINAL
ejpam-2951	302	2	christensen	PERSON
ejpam-2951	302	3	nielsen	PERSON
ejpam-2951	303	1	28	CARDINAL
ejpam-2951	305	1	baillie	PERSON
ejpam-2951	305	2	10	CARDINAL
ejpam-2951	306	1	51	CARDINAL
ejpam-2951	307	1	126	CARDINAL
ejpam-2951	308	1	25	CARDINAL
ejpam-2951	309	1	5	CARDINAL
ejpam-2951	309	2	granger	PERSON
ejpam-2951	309	3	60	CARDINAL
ejpam-2951	309	4	61	DATE
ejpam-2951	309	5	62	CARDINAL
ejpam-2951	309	6	dickey	PERSON
ejpam-2951	309	7	41	CARDINAL
ejpam-2951	309	8	42	CARDINAL
ejpam-2951	310	1	clive granger	PERSON
ejpam-2951	311	1	sowell	ORG
ejpam-2951	311	2	120	CARDINAL
ejpam-2951	312	1	sowell	ORG
ejpam-2951	313	1	120	CARDINAL
ejpam-2951	313	2	ols	ORG
ejpam-2951	313	3	first	ORDINAL
ejpam-2951	313	4	i(1 + d′	ORG
ejpam-2951	313	5	d′ ∈	PERSON
ejpam-2951	313	6	1/2	CARDINAL
ejpam-2951	313	7	d′ ∈	PERSON
ejpam-2951	313	8	0	CARDINAL
ejpam-2951	313	9	d′ ∈	PERSON
ejpam-2951	313	10	0	CARDINAL
ejpam-2951	313	11	1/2	CARDINAL
ejpam-2951	313	12	d′	PERSON
ejpam-2951	314	1	0	CARDINAL
ejpam-2951	315	1	sowell	ORG
ejpam-2951	315	2	120	CARDINAL
ejpam-2951	315	3	d′	PERSON
ejpam-2951	315	4	0	CARDINAL
ejpam-2951	316	1	dickey	PERSON
ejpam-2951	317	1	45	CARDINAL
ejpam-2951	317	2	70	CARDINAL
ejpam-2951	318	1	robinson	PERSON
ejpam-2951	319	1	108	CARDINAL
ejpam-2951	319	2	110	CARDINAL
ejpam-2951	319	3	lagrange	GPE
ejpam-2951	321	1	agiakloglou	PERSON
ejpam-2951	322	1	2	CARDINAL
ejpam-2951	323	1	breitung	PERSON
ejpam-2951	324	1	20	CARDINAL
ejpam-2951	325	1	johansen	PERSON
ejpam-2951	325	2	78	CARDINAL
ejpam-2951	325	3	df	ORG
ejpam-2951	326	1	johansen	PERSON
ejpam-2951	326	2	nielsen	PERSON
ejpam-2951	327	1	80	CARDINAL
ejpam-2951	327	2	81	DATE
ejpam-2951	327	3	section 2.1	LAW
ejpam-2951	329	1	r. ito	PERSON
ejpam-2951	330	1	j. pure	PERSON
ejpam-2951	330	2	10	CARDINAL
ejpam-2951	330	3	1	CARDINAL
ejpam-2951	330	4	2017	CARDINAL
ejpam-2951	330	5	82	CARDINAL
ejpam-2951	330	6	103 93	CARDINAL
ejpam-2951	331	1	cavaliere et al	PERSON
ejpam-2951	332	1	25	CARDINAL
ejpam-2951	333	1	baillie et al	PERSON
ejpam-2951	334	1	12	CARDINAL
ejpam-2951	334	2	li	PERSON
ejpam-2951	335	1	92	CARDINAL
ejpam-2951	336	1	40	CARDINAL
ejpam-2951	337	1	71	CARDINAL
ejpam-2951	337	2	85	CARDINAL
ejpam-2951	339	1	6	CARDINAL
ejpam-2951	339	2	section 2.1	LAW
ejpam-2951	339	3	davidson	PERSON
ejpam-2951	340	1	38	CARDINAL
ejpam-2951	341	1	davidson	PERSON
ejpam-2951	342	1	38	CARDINAL
ejpam-2951	344	1	li	PERSON
ejpam-2951	344	2	mcleod [	PERSON
ejpam-2951	344	3	89	CARDINAL
ejpam-2951	345	1	110	CARDINAL
ejpam-2951	346	1	chung	PERSON
ejpam-2951	347	1	29	CARDINAL
ejpam-2951	348	1	sowell	ORG
ejpam-2951	348	2	119	CARDINAL
ejpam-2951	349	1	lieberman	PERSON
ejpam-2951	349	2	phillips	PERSON
ejpam-2951	350	1	90	CARDINAL
ejpam-2951	351	1	tieslau et al	PERSON
ejpam-2951	352	1	124	CARDINAL
ejpam-2951	354	1	fox	ORG
ejpam-2951	355	1	53	CARDINAL
ejpam-2951	356	1	58	CARDINAL
ejpam-2951	357	1	robinson	PERSON
ejpam-2951	358	1	112	CARDINAL
ejpam-2951	359	1	whittle	PERSON
ejpam-2951	360	1	127	CARDINAL
ejpam-2951	362	1	robinson	PERSON
ejpam-2951	363	1	57	CARDINAL
ejpam-2951	363	2	dalla et al	PERSON
ejpam-2951	364	1	32	CARDINAL
ejpam-2951	364	2	shimotsu	ORG
ejpam-2951	364	3	phillips	PERSON
ejpam-2951	364	4	117	CARDINAL
ejpam-2951	364	5	118	CARDINAL
ejpam-2951	365	1	66	CARDINAL
ejpam-2951	366	1	1	CARDINAL
ejpam-2951	367	1	115	CARDINAL
ejpam-2951	368	1	baillie et al	PERSON
ejpam-2951	369	1	13	CARDINAL
ejpam-2951	372	1	andrews	PERSON
ejpam-2951	372	2	lieberman	PERSON
ejpam-2951	373	1	andrews et al	PERSON
ejpam-2951	374	1	8	CARDINAL
ejpam-2951	375	1	105	CARDINAL
ejpam-2951	375	2	poskitt et al	PERSON
ejpam-2951	376	1	106	CARDINAL
ejpam-2951	377	1	section 2	LAW
ejpam-2951	380	1	baillie et al	PERSON
ejpam-2951	381	1	14	CARDINAL
ejpam-2951	381	2	94	CARDINAL
ejpam-2951	383	1	47	CARDINAL
ejpam-2951	384	1	gourieroux et al	PERSON
ejpam-2951	385	1	59	CARDINAL
ejpam-2951	385	2	de jong	PERSON
ejpam-2951	386	1	35	CARDINAL
ejpam-2951	388	1	johansen	PERSON
ejpam-2951	389	1	82	CARDINAL
ejpam-2951	389	2	de jong’s	PERSON
ejpam-2951	390	1	35	CARDINAL
ejpam-2951	391	1	lobato	PERSON
ejpam-2951	391	2	velasco	PERSON
ejpam-2951	392	1	94	CARDINAL
ejpam-2951	392	2	fdf	ORG
ejpam-2951	392	3	two	CARDINAL
ejpam-2951	392	4	robinson	PERSON
ejpam-2951	392	5	108	CARDINAL
ejpam-2951	392	6	110	CARDINAL
ejpam-2951	393	1	tanaka	PERSON
ejpam-2951	394	1	122	CARDINAL
ejpam-2951	395	1	7	CARDINAL
ejpam-2951	395	2	clive granger	PERSON
ejpam-2951	398	1	jennifer l. castle	PERSON
ejpam-2951	398	2	david f. hendry	PERSON
ejpam-2951	398	3	søren johansen	PERSON
ejpam-2951	399	1	nuffield college	ORG
ejpam-2951	399	2	the department of economics	ORG
ejpam-2951	399	3	oxford university	ORG
ejpam-2951	400	1	1	CARDINAL
ejpam-2951	400	2	k. m. abadir	PERSON
ejpam-2951	400	3	w. distaso	PERSON
ejpam-2951	400	4	l. giraitis	PERSON
ejpam-2951	402	1	econometrics	ORG
ejpam-2951	402	2	141:1353–1384,	DATE
ejpam-2951	402	3	2007	DATE
ejpam-2951	403	1	2	CARDINAL
ejpam-2951	403	2	c. agiakloglou	PERSON
ejpam-2951	404	1	lagrange	GPE
ejpam-2951	405	1	15:253–262, 1994	DATE
ejpam-2951	406	1	3	CARDINAL
ejpam-2951	406	2	c. agiakloglou	PERSON
ejpam-2951	406	3	m. wohar	PERSON
ejpam-2951	408	1	14:235–246, 1992	DATE
ejpam-2951	409	1	4	CARDINAL
ejpam-2951	409	2	s. alizadeh	PERSON
ejpam-2951	409	3	m. w. brandt	PERSON
ejpam-2951	409	4	f. x. diebold	PERSON
ejpam-2951	411	1	57(3):1047–1091, 2002	DATE
ejpam-2951	412	1	95	CARDINAL
ejpam-2951	413	1	5	CARDINAL
ejpam-2951	413	2	t. g. andersen	PERSON
ejpam-2951	413	3	t. bollerslev	GPE
ejpam-2951	415	1	52:975–1005, 1997	DATE
ejpam-2951	416	1	6	CARDINAL
ejpam-2951	416	2	t. g. andersen	PERSON
ejpam-2951	416	3	t. bollerslev	GPE
ejpam-2951	416	4	p. f. christoffersen	PERSON
ejpam-2951	416	5	f. x.	PERSON
ejpam-2951	418	1	g. elliott	PERSON
ejpam-2951	418	2	c. w. j. granger	PERSON
ejpam-2951	418	3	a. timmermann	PERSON
ejpam-2951	418	4	778–878	CARDINAL
ejpam-2951	418	5	2006	DATE
ejpam-2951	419	1	7	CARDINAL
ejpam-2951	419	2	d. w. andrews	PERSON
ejpam-2951	419	3	o. lieberman	PERSON
ejpam-2951	420	1	21:710–734, 2005	DATE
ejpam-2951	421	1	8	CARDINAL
ejpam-2951	421	2	d. w. andrews	PERSON
ejpam-2951	421	3	o. lieberman	PERSON
ejpam-2951	421	4	v. marmer	PERSON
ejpam-2951	423	1	econometrics	ORG
ejpam-2951	423	2	133:673–702, 2006	DATE
ejpam-2951	424	1	9	CARDINAL
ejpam-2951	424	2	n. m. p. c. areal	PERSON
ejpam-2951	424	3	s. j. taylor	PERSON
ejpam-2951	426	1	journal of futures markets	ORG
ejpam-2951	426	2	22:627–648, 2002	DATE
ejpam-2951	427	1	10	CARDINAL
ejpam-2951	427	2	r. t. baillie	PERSON
ejpam-2951	429	1	journal of international money	ORG
ejpam-2951	429	2	13:565–571, 1994	DATE
ejpam-2951	430	1	11	CARDINAL
ejpam-2951	430	2	r. t. baillie	PERSON
ejpam-2951	432	1	49:737–745	CARDINAL
ejpam-2951	432	2	1994	DATE
ejpam-2951	433	1	12	CARDINAL
ejpam-2951	433	2	r. t. baillie	PERSON
ejpam-2951	433	3	c. f. chung	PERSON
ejpam-2951	433	4	m. a. tieslau	PERSON
ejpam-2951	435	1	11:23–40, 1996	DATE
ejpam-2951	436	1	13	CARDINAL
ejpam-2951	436	2	richard t. baillie	PERSON
ejpam-2951	436	3	chaleampong kongcharoen	PERSON
ejpam-2951	436	4	george kapetanios	PERSON
ejpam-2951	437	1	mle	ORG
ejpam-2951	438	1	28:46–53	CARDINAL
ejpam-2951	438	2	2012	DATE
ejpam-2951	439	1	14	CARDINAL
ejpam-2951	439	2	richard t. baillie	PERSON
ejpam-2951	439	3	george kapetanios	PERSON
ejpam-2951	441	1	29:129–143	CARDINAL
ejpam-2951	441	2	2014	DATE
ejpam-2951	442	1	15	CARDINAL
ejpam-2951	442	2	f. m. bandi	PERSON
ejpam-2951	442	3	b. perron	PERSON
ejpam-2951	444	1	4:636–670, 2006	DATE
ejpam-2951	445	1	16	CARDINAL
ejpam-2951	445	2	o. e. barndorff-nielsen	PERSON
ejpam-2951	445	3	n. shephard	PERSON
ejpam-2951	446	1	non-gaussian ornstein	NORP
ejpam-2951	447	1	63:167–207, 2001	DATE
ejpam-2951	448	1	17	CARDINAL
ejpam-2951	448	2	o. e. barndorff-nielsen	PERSON
ejpam-2951	448	3	n. shephard	PERSON
ejpam-2951	450	1	64:253–280, 2002	DATE
ejpam-2951	451	1	96	CARDINAL
ejpam-2951	452	1	18	CARDINAL
ejpam-2951	452	2	f. black	PERSON
ejpam-2951	452	3	m. scholes	PERSON
ejpam-2951	454	1	81:637–654	CARDINAL
ejpam-2951	454	2	1973	DATE
ejpam-2951	455	1	19	CARDINAL
ejpam-2951	455	2	hans ole mikkelsen	PERSON
ejpam-2951	457	1	73(1):151–184	ORG
ejpam-2951	457	2	july 1996	DATE
ejpam-2951	458	1	20	CARDINAL
ejpam-2951	458	2	j. breitung	PERSON
ejpam-2951	460	1	econometrics	ORG
ejpam-2951	460	2	110:167–185, 2002	DATE
ejpam-2951	461	1	21	CARDINAL
ejpam-2951	461	2	j. campos	PERSON
ejpam-2951	461	3	n. r. ericsson	PERSON
ejpam-2951	461	4	d. f. hendry	PERSON
ejpam-2951	463	1	70:187–220, 1996	DATE
ejpam-2951	464	1	22	CARDINAL
ejpam-2951	464	2	g. m. caporale	PERSON
ejpam-2951	464	3	l. a. gil-alana	PERSON
ejpam-2951	466	1	29:1–9	CARDINAL
ejpam-2951	466	2	2013	DATE
ejpam-2951	467	1	23	CARDINAL
ejpam-2951	467	2	j. l. castle	PERSON
ejpam-2951	467	3	n. w. p. fawcett	PERSON
ejpam-2951	467	4	d. f. hendry	PERSON
ejpam-2951	469	1	econometrics	ORG
ejpam-2951	469	2	158:25–36	CARDINAL
ejpam-2951	469	3	2010	DATE
ejpam-2951	470	1	24	CARDINAL
ejpam-2951	470	2	j. l. castle	PERSON
ejpam-2951	470	3	j. a. doornik	PERSON
ejpam-2951	470	4	d. f. hendry	PERSON
ejpam-2951	470	5	f. pretis	PERSON
ejpam-2951	472	1	3:240–264	CARDINAL
ejpam-2951	472	2	2015	DATE
ejpam-2951	473	1	25	CARDINAL
ejpam-2951	473	2	giuseppe cavaliere	PERSON
ejpam-2951	473	3	morten ørregaard nielsen	PERSON
ejpam-2951	473	4	a. m. r. taylor	PERSON
ejpam-2951	475	1	econometrics	ORG
ejpam-2951	475	2	187:557–579	DATE
ejpam-2951	475	3	2015	DATE
ejpam-2951	476	1	26	CARDINAL
ejpam-2951	476	2	k. choi	PERSON
ejpam-2951	476	3	w. c. yu	PERSON
ejpam-2951	476	4	e. zivot	PERSON
ejpam-2951	478	1	29	CARDINAL
ejpam-2951	478	2	857–875, 2010	DATE
ejpam-2951	479	1	27	CARDINAL
ejpam-2951	479	2	y. jiang	PERSON
ejpam-2951	479	3	j. c. nankervis	PERSON
ejpam-2951	480	1	euro	CARDINAL
ejpam-2951	481	1	27:1089–1107, 2011	DATE
ejpam-2951	482	1	28	CARDINAL
ejpam-2951	482	2	b. christensen	PERSON
ejpam-2951	482	3	m. nielsen	PERSON
ejpam-2951	484	1	133:343–371, 2006	DATE
ejpam-2951	485	1	29	CARDINAL
ejpam-2951	485	2	c. f. chung	PERSON
ejpam-2951	485	3	r. t. baillie	PERSON
ejpam-2951	487	1	806	CARDINAL
ejpam-2951	487	2	1993	DATE
ejpam-2951	488	1	30	CARDINAL
ejpam-2951	488	2	m. p. clements	PERSON
ejpam-2951	488	3	d. f. hendry	PERSON
ejpam-2951	490	1	cambridge university press	ORG
ejpam-2951	490	2	1998	DATE
ejpam-2951	491	1	97	CARDINAL
ejpam-2951	492	1	31	CARDINAL
ejpam-2951	492	2	f. corsi	PERSON
ejpam-2951	494	1	7:174–196, 2009	DATE
ejpam-2951	495	1	32	CARDINAL
ejpam-2951	495	2	v. dalla	PERSON
ejpam-2951	495	3	l. giraitis	PERSON
ejpam-2951	495	4	j. hidalgo	PERSON
ejpam-2951	497	1	27:211–251, 2006	DATE
ejpam-2951	498	1	33	CARDINAL
ejpam-2951	498	2	j. davidson	PERSON
ejpam-2951	500	1	econometrics	ORG
ejpam-2951	500	2	110:187–212, 2002	DATE
ejpam-2951	501	1	34	CARDINAL
ejpam-2951	501	2	j. davidson	PERSON
ejpam-2951	503	1	133:741–777, 2006	DATE
ejpam-2951	504	1	35	CARDINAL
ejpam-2951	504	2	j. davidson	PERSON
ejpam-2951	504	3	r. m. de jong	PERSON
ejpam-2951	506	1	2000	DATE
ejpam-2951	507	1	36	CARDINAL
ejpam-2951	507	2	j. davidson	PERSON
ejpam-2951	509	1	24:256–293, 2008	DATE
ejpam-2951	510	1	37	CARDINAL
ejpam-2951	510	2	j. davidson	PERSON
ejpam-2951	512	1	53:2089–2106	CARDINAL
ejpam-2951	512	2	2009	DATE
ejpam-2951	513	1	38	CARDINAL
ejpam-2951	513	2	j. davidson	PERSON
ejpam-2951	515	1	25:1589–1624	CARDINAL
ejpam-2951	515	2	2009	DATE
ejpam-2951	516	1	39	CARDINAL
ejpam-2951	516	2	s. degiannakis	PERSON
ejpam-2951	518	1	27:21–33	CARDINAL
ejpam-2951	518	2	2013	DATE
ejpam-2951	519	1	40	CARDINAL
ejpam-2951	519	2	vladimir kuzin	PERSON
ejpam-2951	519	3	uwe hassler	PERSON
ejpam-2951	521	1	24:176–215, 2008	DATE
ejpam-2951	522	1	41	CARDINAL
ejpam-2951	522	2	d. a. dickey	PERSON
ejpam-2951	522	3	w. a.	PERSON
ejpam-2951	524	1	the american statistical association	ORG
ejpam-2951	524	2	74:427–431	CARDINAL
ejpam-2951	524	3	1979	DATE
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ejpam-2951	598	2	15–29, 1980	DATE
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ejpam-2951	625	1	1-3	CARDINAL
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ejpam-2951	661	2	2009	DATE
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ejpam-2951	682	2	92:1184–1194, 1997	DATE
ejpam-2951	683	1	93	CARDINAL
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ejpam-2951	709	3	2014	DATE
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ejpam-2951	715	2	137:134–161, 2007	DATE
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ejpam-2951	724	2	188:94–110, 2015	DATE
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ejpam-2951	727	2	1978	DATE
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ejpam-2951	730	2	47:67–84,	DATE
ejpam-2951	730	3	1991	DATE
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ejpam-2951	731	3	6th	ORDINAL
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ejpam-2951	732	2	cambridge	GPE
ejpam-2951	732	3	1994	DATE
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ejpam-2951	733	2	m. robinson	PERSON
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ejpam-2951	735	2	89:1420–1437	CARDINAL
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ejpam-2951	736	2	m. robinson	PERSON
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ejpam-2951	739	2	m. robinson	PERSON
ejpam-2951	740	1	gaussian semiparametric estimation	PERSON
ejpam-2951	741	1	23:1630–1661	CARDINAL
ejpam-2951	741	2	1995	DATE
ejpam-2951	742	1	113	CARDINAL
ejpam-2951	742	2	m. robinson	PERSON
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ejpam-2951	748	2	2003	DATE
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ejpam-2951	749	2	x. shao	PERSON
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ejpam-2951	753	3	2015	DATE
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ejpam-2951	760	2	f. sowell	PERSON
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ejpam-2951	762	2	53:165–188	CARDINAL
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ejpam-2951	763	3	f. b. sowell	PERSON
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ejpam-2951	765	2	58:495–505, 1990	DATE
ejpam-2951	766	1	121	CARDINAL
ejpam-2951	766	2	j. h. stock	ORG
ejpam-2951	766	3	m. w. watson	PERSON
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ejpam-2951	772	1	123	CARDINAL
ejpam-2951	772	2	s. j. taylor	PERSON
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ejpam-2951	773	2	princeton	GPE
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ejpam-2951	774	1	124	CARDINAL
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ejpam-2951	776	1	71:249–264, 1996	DATE
ejpam-2951	777	1	125	CARDINAL
ejpam-2951	777	2	s. h. wang	PERSON
ejpam-2951	779	1	118	CARDINAL
ejpam-2951	779	2	389–392	CARDINAL
ejpam-2951	779	3	2012	DATE
ejpam-2951	780	1	126	CARDINAL
ejpam-2951	782	1	journal of futures markets	ORG
ejpam-2951	782	2	33:1024–1045,	DATE
ejpam-2951	782	3	2013	DATE
ejpam-2951	783	1	127	CARDINAL
ejpam-2951	785	1	phd dissertation	PERSON
ejpam-2951	785	2	university of uppsala	ORG
ejpam-2951	785	3	1951	DATE
ejpam-2951	786	1	128	CARDINAL
ejpam-2951	788	1	econometrics	ORG
ejpam-2951	788	2	120:75–102, 2004	DATE