id	sid	eid	entity	type
ejpam-2952	1	1	european journal	ORG
ejpam-2952	2	1	10	CARDINAL
ejpam-2952	2	2	1	CARDINAL
ejpam-2952	2	3	2017	DATE
ejpam-2952	2	4	104	CARDINAL
ejpam-2952	2	5	1307-5543	DATE
ejpam-2952	2	6	new york	GPE
ejpam-2952	2	7	clive w.j	PERSON
ejpam-2952	3	1	granger	PERSON
ejpam-2952	3	2	clive granger	PERSON
ejpam-2952	3	3	1	CARDINAL
ejpam-2952	3	4	aarhus university	ORG
ejpam-2952	3	5	c.a.s.e.	GPE
ejpam-2952	3	6	humboldt	GPE
ejpam-2952	3	7	berlin	GPE
ejpam-2952	3	8	germany	GPE
ejpam-2952	4	1	clive granger	PERSON
ejpam-2952	6	1	granger	PERSON
ejpam-2952	7	1	2010	DATE
ejpam-2952	7	2	62m10;91b84	CARDINAL
ejpam-2952	7	3	1	CARDINAL
ejpam-2952	8	1	clive granger	PERSON
ejpam-2952	9	1	49	CARDINAL
ejpam-2952	9	2	granger	PERSON
ejpam-2952	10	1	two	CARDINAL
ejpam-2952	10	2	granger	PERSON
ejpam-2952	10	3	17	CARDINAL
ejpam-2952	10	4	two	CARDINAL
ejpam-2952	12	1	granger	PERSON
ejpam-2952	13	1	granger	PERSON
ejpam-2952	14	1	two	CARDINAL
ejpam-2952	14	2	45	CARDINAL
ejpam-2952	14	3	73	CARDINAL
ejpam-2952	15	1	72	CARDINAL
ejpam-2952	17	1	granger	PERSON
ejpam-2952	17	2	section 2	LAW
ejpam-2952	17	3	tterasvirta@econ.au.dk	NORP
ejpam-2952	17	4	timo teräsvirta)k http://www.ejpam.com 104	ORG
ejpam-2952	17	5	2017	CARDINAL
ejpam-2952	18	1	timo teräsvirta	PERSON
ejpam-2952	19	1	j. pure	PERSON
ejpam-2952	19	2	10	CARDINAL
ejpam-2952	19	3	1	CARDINAL
ejpam-2952	19	4	2017	CARDINAL
ejpam-2952	19	5	104	CARDINAL
ejpam-2952	19	6	105	CARDINAL
ejpam-2952	19	7	section 4	LAW
ejpam-2952	19	8	granger	PERSON
ejpam-2952	20	1	section 5	LAW
ejpam-2952	20	2	granger	PERSON
ejpam-2952	21	1	section 6	LAW
ejpam-2952	21	2	two	CARDINAL
ejpam-2952	22	1	granger	PERSON
ejpam-2952	22	2	section 7	LAW
ejpam-2952	22	3	section 8	LAW
ejpam-2952	23	1	section 9. 2	DATE
ejpam-2952	23	2	clive granger	PERSON
ejpam-2952	24	1	three	CARDINAL
ejpam-2952	25	1	first	ORDINAL
ejpam-2952	25	2	26	CARDINAL
ejpam-2952	25	3	1992	DATE
ejpam-2952	26	1	second	ORDINAL
ejpam-2952	26	2	29	CARDINAL
ejpam-2952	27	1	30	CARDINAL
ejpam-2952	28	1	granger	PERSON
ejpam-2952	28	2	section 8	LAW
ejpam-2952	29	1	26	CARDINAL
ejpam-2952	34	1	+md lnt	PERSON
ejpam-2952	35	1	1	CARDINAL
ejpam-2952	35	2	1	CARDINAL
ejpam-2952	35	3	66	CARDINAL
ejpam-2952	35	4	67	CARDINAL
ejpam-2952	36	1	granger	PERSON
ejpam-2952	36	2	1	CARDINAL
ejpam-2952	37	1	granger	PERSON
ejpam-2952	38	1	one	CARDINAL
ejpam-2952	38	2	two	CARDINAL
ejpam-2952	39	1	first	ORDINAL
ejpam-2952	40	1	granger	PERSON
ejpam-2952	40	2	section 3	DATE
ejpam-2952	42	1	granger	PERSON
ejpam-2952	42	2	econometricians	NORP
ejpam-2952	42	3	at least 20%	PERCENT
ejpam-2952	43	1	one	CARDINAL
ejpam-2952	44	1	granger	PERSON
ejpam-2952	44	2	granger noncausality	PERSON
ejpam-2952	44	3	2	CARDINAL
ejpam-2952	46	1	j. pure	PERSON
ejpam-2952	46	2	10	CARDINAL
ejpam-2952	46	3	1	CARDINAL
ejpam-2952	46	4	2017	CARDINAL
ejpam-2952	46	5	104	CARDINAL
ejpam-2952	47	1	granger	PERSON
ejpam-2952	48	1	granger	PERSON
ejpam-2952	48	2	73	CARDINAL
ejpam-2952	48	3	chapter 9	LAW
ejpam-2952	48	4	73	CARDINAL
ejpam-2952	48	5	chapter 16	LAW
ejpam-2952	49	1	29	CARDINAL
ejpam-2952	51	1	section 8.2	LAW
ejpam-2952	52	1	granger	PERSON
ejpam-2952	52	2	seasonal	DATE
ejpam-2952	54	1	68	CARDINAL
ejpam-2952	55	1	214	CARDINAL
ejpam-2952	55	2	first	ORDINAL
ejpam-2952	55	3	four	CARDINAL
ejpam-2952	57	1	granger highlights	PERSON
ejpam-2952	58	1	73	CARDINAL
ejpam-2952	58	2	chapter 9	LAW
ejpam-2952	60	1	section 5	LAW
ejpam-2952	62	1	one	CARDINAL
ejpam-2952	63	1	26	CARDINAL
ejpam-2952	64	1	30	CARDINAL
ejpam-2952	68	1	eyt	ORG
ejpam-2952	68	2	0	CARDINAL
ejpam-2952	68	3	ft−1	NORP
ejpam-2952	68	4	ft−1	NORP
ejpam-2952	68	5	σ(	PERSON
ejpam-2952	68	6	yt−2	GPE
ejpam-2952	70	1	e{yt|ft−1}+	CARDINAL
ejpam-2952	72	1	granger	PERSON
ejpam-2952	75	1	j. pure	PERSON
ejpam-2952	75	2	10	CARDINAL
ejpam-2952	75	3	1	CARDINAL
ejpam-2952	75	4	2017	CARDINAL
ejpam-2952	75	5	104	CARDINAL
ejpam-2952	75	6	132 107	CARDINAL
ejpam-2952	76	1	73	CARDINAL
ejpam-2952	76	2	chapter 3. 3	LAW
ejpam-2952	76	3	linear	ORG
ejpam-2952	79	1	granger	PERSON
ejpam-2952	79	2	26	CARDINAL
ejpam-2952	80	1	clive granger	PERSON
ejpam-2952	80	2	two	CARDINAL
ejpam-2952	81	1	53	CARDINAL
ejpam-2952	81	2	77	CARDINAL
ejpam-2952	84	1	2	CARDINAL
ejpam-2952	84	2	zero	CARDINAL
ejpam-2952	87	1	1	CARDINAL
ejpam-2952	89	1	1	CARDINAL
ejpam-2952	90	1	j = 1	PERSON
ejpam-2952	91	1	first	ORDINAL
ejpam-2952	91	2	11	CARDINAL
ejpam-2952	92	1	73	CARDINAL
ejpam-2952	92	2	chapter 5	LAW
ejpam-2952	93	1	53	CARDINAL
ejpam-2952	93	2	2	CARDINAL
ejpam-2952	94	1	1	CARDINAL
ejpam-2952	95	1	granger	PERSON
ejpam-2952	99	1	section 4.1	LAW
ejpam-2952	99	2	section 3	LAW
ejpam-2952	100	1	first	ORDINAL
ejpam-2952	103	1	70	CARDINAL
ejpam-2952	103	2	53	CARDINAL
ejpam-2952	104	1	71	CARDINAL
ejpam-2952	105	1	third	ORDINAL
ejpam-2952	106	1	j. pure	PERSON
ejpam-2952	106	2	10	CARDINAL
ejpam-2952	106	3	1	CARDINAL
ejpam-2952	106	4	2017	CARDINAL
ejpam-2952	106	5	104	CARDINAL
ejpam-2952	106	6	1	CARDINAL
ejpam-2952	106	7	∗ + p∑	ORG
ejpam-2952	106	8	i=1 ∑ j≤i δijyt−iyt−j + p∑	PERSON
ejpam-2952	106	9	i=1 ∑ j≤i ∑ k≤j	PERSON
ejpam-2952	106	10	δijkyt−iyt−jyt−k + ε∗t	ORG
ejpam-2952	106	11	3	CARDINAL
ejpam-2952	106	12	1	CARDINAL
ejpam-2952	106	13	j = 1	PERSON
ejpam-2952	106	14	1	CARDINAL
ejpam-2952	106	15	j = 1	PERSON
ejpam-2952	106	16	1	CARDINAL
ejpam-2952	106	17	j.	PERSON
ejpam-2952	107	1	teräsvirta	GPE
ejpam-2952	107	2	lee	PERSON
ejpam-2952	107	3	granger	PERSON
ejpam-2952	107	4	tlg	ORG
ejpam-2952	108	1	third	ORDINAL
ejpam-2952	108	2	3	CARDINAL
ejpam-2952	108	3	76	CARDINAL
ejpam-2952	109	1	tlg	ORG
ejpam-2952	111	1	tlg	ORG
ejpam-2952	112	1	two	CARDINAL
ejpam-2952	112	2	53	CARDINAL
ejpam-2952	115	1	5	CARDINAL
ejpam-2952	116	1	37	CARDINAL
ejpam-2952	118	1	73	CARDINAL
ejpam-2952	118	2	chapter 3	LAW
ejpam-2952	119	1	4	CARDINAL
ejpam-2952	119	2	εt	ORG
ejpam-2952	119	3	zero	CARDINAL
ejpam-2952	119	4	0	CARDINAL
ejpam-2952	120	1	4	CARDINAL
ejpam-2952	120	2	0	CARDINAL
ejpam-2952	121	1	one	CARDINAL
ejpam-2952	122	1	4	CARDINAL
ejpam-2952	122	2	linear	ORG
ejpam-2952	122	3	two	CARDINAL
ejpam-2952	123	1	four	CARDINAL
ejpam-2952	123	2	four	CARDINAL
ejpam-2952	126	1	aic	PERSON
ejpam-2952	131	1	50	CARDINAL
ejpam-2952	131	2	51	CARDINAL
ejpam-2952	132	1	timo teräsvirta	PERSON
ejpam-2952	133	1	j. pure	PERSON
ejpam-2952	133	2	10	CARDINAL
ejpam-2952	133	3	1	CARDINAL
ejpam-2952	133	4	2017	CARDINAL
ejpam-2952	133	5	104	CARDINAL
ejpam-2952	133	6	4	CARDINAL
ejpam-2952	133	7	4.1	CARDINAL
ejpam-2952	134	1	first	ORDINAL
ejpam-2952	134	2	clive granger	PERSON
ejpam-2952	134	3	31	CARDINAL
ejpam-2952	136	1	5	CARDINAL
ejpam-2952	136	2	1	CARDINAL
ejpam-2952	137	1	5	CARDINAL
ejpam-2952	137	2	0	CARDINAL
ejpam-2952	138	1	granger	PERSON
ejpam-2952	138	2	andersen	PERSON
ejpam-2952	138	3	two	CARDINAL
ejpam-2952	141	1	+ q∑ k=0	PERSON
ejpam-2952	142	1	1	CARDINAL
ejpam-2952	142	2	6	CARDINAL
ejpam-2952	142	3	εt	ORG
ejpam-2952	142	4	zero	CARDINAL
ejpam-2952	143	1	0	CARDINAL
ejpam-2952	143	2	6	CARDINAL
ejpam-2952	144	1	1	CARDINAL
ejpam-2952	144	2	1	CARDINAL
ejpam-2952	147	1	one	CARDINAL
ejpam-2952	148	1	one	CARDINAL
ejpam-2952	150	1	clive granger	PERSON
ejpam-2952	151	1	31	CARDINAL
ejpam-2952	153	1	6	CARDINAL
ejpam-2952	154	1	53	CARDINAL
ejpam-2952	154	2	62	CARDINAL
ejpam-2952	158	1	0	CARDINAL
ejpam-2952	159	1	32	CARDINAL
ejpam-2952	159	2	1	CARDINAL
ejpam-2952	160	1	2	CARDINAL
ejpam-2952	163	1	j. pure	PERSON
ejpam-2952	163	2	10	CARDINAL
ejpam-2952	163	3	1	CARDINAL
ejpam-2952	163	4	2017	CARDINAL
ejpam-2952	163	5	104	CARDINAL
ejpam-2952	164	1	64	CARDINAL
ejpam-2952	165	1	0	CARDINAL
ejpam-2952	166	1	bilinear	ORG
ejpam-2952	166	2	21	CARDINAL
ejpam-2952	167	1	granger	PERSON
ejpam-2952	168	1	θ12εt−1yt−2	DATE
ejpam-2952	168	2	7	CARDINAL
ejpam-2952	168	3	εt	ORG
ejpam-2952	168	4	granger	PERSON
ejpam-2952	168	5	εt	PERSON
ejpam-2952	168	6	k. gaussian	PERSON
ejpam-2952	169	1	εt	ORG
ejpam-2952	169	2	7	CARDINAL
ejpam-2952	169	3	eyt	ORG
ejpam-2952	169	4	0	CARDINAL
ejpam-2952	170	1	7	CARDINAL
ejpam-2952	170	2	1/	CARDINAL
ejpam-2952	171	1	2	CARDINAL
ejpam-2952	172	1	1/ √ 2	DATE
ejpam-2952	172	2	r2 → 1/2	ORG
ejpam-2952	173	1	granger	PERSON
ejpam-2952	173	2	one	CARDINAL
ejpam-2952	174	1	69	CARDINAL
ejpam-2952	177	1	59	CARDINAL
ejpam-2952	179	1	73	CARDINAL
ejpam-2952	179	2	3	CARDINAL
ejpam-2952	180	1	granger	PERSON
ejpam-2952	180	2	andersen	PERSON
ejpam-2952	181	1	7	CARDINAL
ejpam-2952	181	2	first	ORDINAL
ejpam-2952	183	1	granger	PERSON
ejpam-2952	184	1	4.2	CARDINAL
ejpam-2952	185	1	section 2	LAW
ejpam-2952	185	2	granger	PERSON
ejpam-2952	186	1	35	CARDINAL
ejpam-2952	187	1	xt+1	ORG
ejpam-2952	191	1	δyt + d	PERSON
ejpam-2952	191	2	9	CARDINAL
ejpam-2952	192	1	j. pure	PERSON
ejpam-2952	192	2	10	CARDINAL
ejpam-2952	192	3	1	CARDINAL
ejpam-2952	192	4	2017	CARDINAL
ejpam-2952	192	5	104	CARDINAL
ejpam-2952	192	6	zero	CARDINAL
ejpam-2952	193	1	max-max	PERSON
ejpam-2952	193	2	8)	CARDINAL
ejpam-2952	193	3	9	CARDINAL
ejpam-2952	194	1	1	CARDINAL
ejpam-2952	198	1	8)	CARDINAL
ejpam-2952	198	2	9	CARDINAL
ejpam-2952	198	3	granger noncausality	PERSON
ejpam-2952	198	4	hendry	ORG
ejpam-2952	199	1	35	CARDINAL
ejpam-2952	200	1	0	CARDINAL
ejpam-2952	203	1	xt+1	ORG
ejpam-2952	204	1	xt−yt	PERSON
ejpam-2952	204	2	ergodic	ORG
ejpam-2952	206	1	ergodic	ORG
ejpam-2952	208	1	granger	PERSON
ejpam-2952	208	2	hyung	PERSON
ejpam-2952	209	1	8)	CARDINAL
ejpam-2952	209	2	9	CARDINAL
ejpam-2952	210	1	35	CARDINAL
ejpam-2952	211	1	1 s log(es(αxt+a	DATE
ejpam-2952	212	1	10	CARDINAL
ejpam-2952	212	2	−1	DATE
ejpam-2952	212	3	+ es(δyt+d	PERCENT
ejpam-2952	213	1	11	CARDINAL
ejpam-2952	213	2	10	CARDINAL
ejpam-2952	213	3	11	CARDINAL
ejpam-2952	213	4	8)	CARDINAL
ejpam-2952	213	5	9	CARDINAL
ejpam-2952	216	1	73	CARDINAL
ejpam-2952	216	2	chapter 12	LAW
ejpam-2952	217	1	35	CARDINAL
ejpam-2952	218	1	53	CARDINAL
ejpam-2952	220	1	four	CARDINAL
ejpam-2952	221	1	62	CARDINAL
ejpam-2952	224	1	j. pure	PERSON
ejpam-2952	224	2	10	CARDINAL
ejpam-2952	224	3	1	CARDINAL
ejpam-2952	224	4	2017	CARDINAL
ejpam-2952	224	5	104	CARDINAL
ejpam-2952	224	6	sixmonth	ORDINAL
ejpam-2952	224	7	three-month	DATE
ejpam-2952	224	8	treasury	ORG
ejpam-2952	225	1	january 1947	DATE
ejpam-2952	225	2	december 1986	DATE
ejpam-2952	225	3	480	CARDINAL
ejpam-2952	225	4	january 1987 to	DATE
ejpam-2952	225	5	september 1997	DATE
ejpam-2952	225	6	129	CARDINAL
ejpam-2952	226	1	monthly	DATE
ejpam-2952	227	1	62	CARDINAL
ejpam-2952	228	1	monthly	DATE
ejpam-2952	229	1	3	CARDINAL
ejpam-2952	232	1	4.3	CARDINAL
ejpam-2952	234	1	18	CARDINAL
ejpam-2952	234	2	chapter 9	LAW
ejpam-2952	234	3	two	CARDINAL
ejpam-2952	235	1	74	CARDINAL
ejpam-2952	236	1	75	CARDINAL
ejpam-2952	237	1	15	CARDINAL
ejpam-2952	238	1	ρyt−1 + εt	PRODUCT
ejpam-2952	238	2	εt	ORG
ejpam-2952	239	1	1	CARDINAL
ejpam-2952	239	2	around zero	CARDINAL
ejpam-2952	243	1	12	CARDINAL
ejpam-2952	244	1	1	CARDINAL
ejpam-2952	244	2	zero	CARDINAL
ejpam-2952	245	1	around zero	CARDINAL
ejpam-2952	245	2	15	CARDINAL
ejpam-2952	245	3	0	CARDINAL
ejpam-2952	245	4	12	CARDINAL
ejpam-2952	249	1	12	CARDINAL
ejpam-2952	252	1	13	CARDINAL
ejpam-2952	255	1	j. pure	PERSON
ejpam-2952	255	2	10	CARDINAL
ejpam-2952	255	3	1	CARDINAL
ejpam-2952	255	4	2017	CARDINAL
ejpam-2952	255	5	104	CARDINAL
ejpam-2952	256	1	12	CARDINAL
ejpam-2952	256	2	13	CARDINAL
ejpam-2952	257	1	12	CARDINAL
ejpam-2952	258	1	granger	PERSON
ejpam-2952	258	2	zero	CARDINAL
ejpam-2952	261	1	section 3	LAW
ejpam-2952	262	1	zero	CARDINAL
ejpam-2952	262	2	one	CARDINAL
ejpam-2952	262	3	12	CARDINAL
ejpam-2952	262	4	13	CARDINAL
ejpam-2952	263	1	one	CARDINAL
ejpam-2952	263	2	14	CARDINAL
ejpam-2952	263	3	chapter 1	LAW
ejpam-2952	266	1	14	CARDINAL
ejpam-2952	266	2	g(yt−1	ORG
ejpam-2952	266	3	1 +	DATE
ejpam-2952	266	4	0	CARDINAL
ejpam-2952	266	5	15	CARDINAL
ejpam-2952	266	6	73	CARDINAL
ejpam-2952	266	7	chapter 3	LAW
ejpam-2952	267	1	12	CARDINAL
ejpam-2952	267	2	two	CARDINAL
ejpam-2952	268	1	0	CARDINAL
ejpam-2952	268	2	1	DATE
ejpam-2952	268	3	γ →∞	ORG
ejpam-2952	268	4	15	CARDINAL
ejpam-2952	268	5	14	CARDINAL
ejpam-2952	268	6	12	CARDINAL
ejpam-2952	269	1	14	CARDINAL
ejpam-2952	269	2	1	CARDINAL
ejpam-2952	269	3	0	CARDINAL
ejpam-2952	270	1	58	CARDINAL
ejpam-2952	271	1	14	CARDINAL
ejpam-2952	271	2	first	ORDINAL
ejpam-2952	271	3	around zero	CARDINAL
ejpam-2952	274	1	16	CARDINAL
ejpam-2952	277	1	0	CARDINAL
ejpam-2952	277	2	1	CARDINAL
ejpam-2952	279	1	0	CARDINAL
ejpam-2952	279	2	16	CARDINAL
ejpam-2952	279	3	one	CARDINAL
ejpam-2952	280	1	15	CARDINAL
ejpam-2952	280	2	γ	GPE
ejpam-2952	281	1	15	CARDINAL
ejpam-2952	282	1	5	CARDINAL
ejpam-2952	282	2	5.1	CARDINAL
ejpam-2952	285	1	j. pure	PERSON
ejpam-2952	285	2	10	CARDINAL
ejpam-2952	285	3	1	CARDINAL
ejpam-2952	285	4	2017	CARDINAL
ejpam-2952	285	5	104	CARDINAL
ejpam-2952	285	6	132 114	CARDINAL
ejpam-2952	286	1	16	CARDINAL
ejpam-2952	287	1	j = 1	PERSON
ejpam-2952	287	2	0	CARDINAL
ejpam-2952	289	1	xt−k	PRODUCT
ejpam-2952	291	1	εt	ORG
ejpam-2952	295	1	1	CARDINAL
ejpam-2952	296	1	dzjt	PERSON
ejpam-2952	297	1	17	CARDINAL
ejpam-2952	297	2	16	CARDINAL
ejpam-2952	299	1	first	ORDINAL
ejpam-2952	300	1	17	CARDINAL
ejpam-2952	301	1	1 2	CARDINAL
ejpam-2952	302	1	eyt =	ORG
ejpam-2952	302	2	+ σ2ε/2	PERSON
ejpam-2952	307	1	1	CARDINAL
ejpam-2952	307	2	0	CARDINAL
ejpam-2952	310	1	16	CARDINAL
ejpam-2952	311	1	2π	CARDINAL
ejpam-2952	312	1	2 2	CARDINAL
ejpam-2952	313	1	18	CARDINAL
ejpam-2952	314	1	j. pure	PERSON
ejpam-2952	314	2	10	CARDINAL
ejpam-2952	314	3	1	CARDINAL
ejpam-2952	314	4	2017	CARDINAL
ejpam-2952	314	5	104	CARDINAL
ejpam-2952	318	1	√ 2π	CARDINAL
ejpam-2952	319	1	2σ2j	TIME
ejpam-2952	320	1	granger	PERSON
ejpam-2952	321	1	28	CARDINAL
ejpam-2952	322	1	two	CARDINAL
ejpam-2952	323	1	19	CARDINAL
ejpam-2952	323	2	εt	ORG
ejpam-2952	324	1	19	CARDINAL
ejpam-2952	326	1	19	CARDINAL
ejpam-2952	328	1	one	CARDINAL
ejpam-2952	329	1	28	CARDINAL
ejpam-2952	330	1	13	CARDINAL
ejpam-2952	334	1	1/2	CARDINAL
ejpam-2952	338	1	dittmann	ORG
ejpam-2952	338	2	granger	PERSON
ejpam-2952	338	3	18	CARDINAL
ejpam-2952	338	4	1 +	DATE
ejpam-2952	339	1	1/2	CARDINAL
ejpam-2952	339	2	1/2	CARDINAL
ejpam-2952	339	3	1	CARDINAL
ejpam-2952	342	1	granger	PERSON
ejpam-2952	345	1	j. pure	PERSON
ejpam-2952	345	2	10	CARDINAL
ejpam-2952	345	3	1	CARDINAL
ejpam-2952	345	4	2017	CARDINAL
ejpam-2952	345	5	104	CARDINAL
ejpam-2952	345	6	granger	PERSON
ejpam-2952	346	1	19	CARDINAL
ejpam-2952	348	1	two	CARDINAL
ejpam-2952	348	2	section 6	LAW
ejpam-2952	348	3	5.2	CARDINAL
ejpam-2952	350	1	44	CARDINAL
ejpam-2952	352	1	20	CARDINAL
ejpam-2952	352	2	21	CARDINAL
ejpam-2952	352	3	0, σ2η	PERCENT
ejpam-2952	352	4	εt	ORG
ejpam-2952	352	5	iid(0	ORG
ejpam-2952	353	1	− ρ	PERSON
ejpam-2952	353	2	one	CARDINAL
ejpam-2952	353	3	0	CARDINAL
ejpam-2952	354	1	stur a.	PERSON
ejpam-2952	355	1	16	CARDINAL
ejpam-2952	356	1	20	CARDINAL
ejpam-2952	356	2	21	CARDINAL
ejpam-2952	357	1	21	CARDINAL
ejpam-2952	358	1	44	CARDINAL
ejpam-2952	358	2	stur	GPE
ejpam-2952	359	1	21	CARDINAL
ejpam-2952	359	2	55	CARDINAL
ejpam-2952	359	3	20	CARDINAL
ejpam-2952	362	1	61	CARDINAL
ejpam-2952	362	2	81	CARDINAL
ejpam-2952	362	3	0	CARDINAL
ejpam-2952	363	1	stur	GPE
ejpam-2952	365	1	20	CARDINAL
ejpam-2952	365	2	21	CARDINAL
ejpam-2952	366	1	44	CARDINAL
ejpam-2952	367	1	54	CARDINAL
ejpam-2952	367	2	81	CARDINAL
ejpam-2952	368	1	44	CARDINAL
ejpam-2952	370	1	54	CARDINAL
ejpam-2952	371	1	16	CARDINAL
ejpam-2952	373	1	80	CARDINAL
ejpam-2952	375	1	yoon	PERSON
ejpam-2952	376	1	j. pure	PERSON
ejpam-2952	376	2	10	CARDINAL
ejpam-2952	376	3	1	CARDINAL
ejpam-2952	376	4	2017	CARDINAL
ejpam-2952	376	5	104	CARDINAL
ejpam-2952	376	6	stur	GPE
ejpam-2952	377	1	73	CARDINAL
ejpam-2952	377	2	chapter 11	LAW
ejpam-2952	378	1	5.3	CARDINAL
ejpam-2952	379	1	clive granger	PERSON
ejpam-2952	379	2	hendry	ORG
ejpam-2952	380	1	first	ORDINAL
ejpam-2952	380	2	22	CARDINAL
ejpam-2952	380	3	38	CARDINAL
ejpam-2952	382	1	granger	PERSON
ejpam-2952	383	1	first	ORDINAL
ejpam-2952	383	2	tvp-i(0	ORG
ejpam-2952	384	1	first	ORDINAL
ejpam-2952	384	2	10	CARDINAL
ejpam-2952	384	3	eyt	ORG
ejpam-2952	384	4	0	CARDINAL
ejpam-2952	385	1	2 jt	MONEY
ejpam-2952	385	2	εt	ORG
ejpam-2952	385	3	zero	CARDINAL
ejpam-2952	387	1	1 2π | ∞∑	TIME
ejpam-2952	387	2	63	CARDINAL
ejpam-2952	387	3	ω	GPE
ejpam-2952	388	1	20	CARDINAL
ejpam-2952	390	1	22	CARDINAL
ejpam-2952	390	2	εt	ORG
ejpam-2952	391	1	ω	CARDINAL
ejpam-2952	391	2	tvp-i(1	PRODUCT
ejpam-2952	395	1	22	CARDINAL
ejpam-2952	395	2	0′	CARDINAL
ejpam-2952	397	1	j. pure	PERSON
ejpam-2952	397	2	10	CARDINAL
ejpam-2952	397	3	1	CARDINAL
ejpam-2952	397	4	2017	CARDINAL
ejpam-2952	397	5	104	CARDINAL
ejpam-2952	397	6	39	CARDINAL
ejpam-2952	398	1	two	CARDINAL
ejpam-2952	398	2	x−t	DATE
ejpam-2952	399	1	∆pt	EVENT
ejpam-2952	400	1	33	CARDINAL
ejpam-2952	402	1	33	CARDINAL
ejpam-2952	404	1	two	CARDINAL
ejpam-2952	408	1	εt	ORG
ejpam-2952	412	1	zero	CARDINAL
ejpam-2952	412	2	g(yt)−	PERSON
ejpam-2952	413	1	1 or	CARDINAL
ejpam-2952	414	1	27	CARDINAL
ejpam-2952	418	1	two	CARDINAL
ejpam-2952	418	2	1	CARDINAL
ejpam-2952	418	3	0	DATE
ejpam-2952	418	4	39	CARDINAL
ejpam-2952	419	1	granger	PERSON
ejpam-2952	422	1	43	CARDINAL
ejpam-2952	424	1	one	CARDINAL
ejpam-2952	425	1	|λt|	ORG
ejpam-2952	425	2	1 (	CARDINAL
ejpam-2952	425	3	23	CARDINAL
ejpam-2952	426	1	j. pure	PERSON
ejpam-2952	426	2	10	CARDINAL
ejpam-2952	426	3	1	CARDINAL
ejpam-2952	426	4	2017	CARDINAL
ejpam-2952	426	5	104	CARDINAL
ejpam-2952	426	6	1	CARDINAL
ejpam-2952	426	7	24	CARDINAL
ejpam-2952	428	1	1−	TIME
ejpam-2952	429	1	25	CARDINAL
ejpam-2952	429	2	−c1zt	CARDINAL
ejpam-2952	429	3	26	CARDINAL
ejpam-2952	431	1	23	CARDINAL
ejpam-2952	431	2	24	CARDINAL
ejpam-2952	431	3	25	CARDINAL
ejpam-2952	431	4	26	CARDINAL
ejpam-2952	431	5	1−	LANGUAGE
ejpam-2952	431	6	1−	TIME
ejpam-2952	434	1	at−1(=	GPE
ejpam-2952	435	1	23	CARDINAL
ejpam-2952	435	2	24	CARDINAL
ejpam-2952	436	1	granger	PERSON
ejpam-2952	436	2	swanson	PERSON
ejpam-2952	439	1	48	CARDINAL
ejpam-2952	442	1	εt	ORG
ejpam-2952	442	2	zero	CARDINAL
ejpam-2952	446	1	60	CARDINAL
ejpam-2952	447	1	65	CARDINAL
ejpam-2952	448	1	43	CARDINAL
ejpam-2952	448	2	g(t	NORP
ejpam-2952	449	1	56	CARDINAL
ejpam-2952	449	2	g(t	NORP
ejpam-2952	450	1	1 +	CARDINAL
ejpam-2952	450	2	0	CARDINAL
ejpam-2952	450	3	g(t	NORP
ejpam-2952	450	4	1−	TIME
ejpam-2952	450	5	0	CARDINAL
ejpam-2952	451	1	timo teräsvirta	PERSON
ejpam-2952	452	1	j. pure	PERSON
ejpam-2952	452	2	10	CARDINAL
ejpam-2952	452	3	1	CARDINAL
ejpam-2952	452	4	2017	CARDINAL
ejpam-2952	452	5	104	CARDINAL
ejpam-2952	455	1	43	CARDINAL
ejpam-2952	460	1	27	CARDINAL
ejpam-2952	460	2	′ 1zt	DATE
ejpam-2952	460	3	27	CARDINAL
ejpam-2952	461	1	granger	PERSON
ejpam-2952	461	2	swanson	PERSON
ejpam-2952	462	1	0	CARDINAL
ejpam-2952	463	1	0	CARDINAL
ejpam-2952	465	1	3	CARDINAL
ejpam-2952	466	1	73	CARDINAL
ejpam-2952	466	2	chapter 11	LAW
ejpam-2952	467	1	6	CARDINAL
ejpam-2952	467	2	16	CARDINAL
ejpam-2952	468	1	granger	PERSON
ejpam-2952	468	2	46	CARDINAL
ejpam-2952	470	1	28	CARDINAL
ejpam-2952	470	2	εt	ORG
ejpam-2952	470	3	0	CARDINAL
ejpam-2952	470	4	1	CARDINAL
ejpam-2952	470	5	0	CARDINAL
ejpam-2952	471	1	−1	DATE
ejpam-2952	471	2	zero	CARDINAL
ejpam-2952	472	1	53	CARDINAL
ejpam-2952	474	1	first	ORDINAL
ejpam-2952	475	1	2000	DATE
ejpam-2952	475	2	20000	CARDINAL
ejpam-2952	476	1	1	CARDINAL
ejpam-2952	478	1	1	CARDINAL
ejpam-2952	478	2	20000	CARDINAL
ejpam-2952	478	3	0.251	CARDINAL
ejpam-2952	478	4	0.01	CARDINAL
ejpam-2952	478	5	0.749	CARDINAL
ejpam-2952	478	6	0.001	CARDINAL
ejpam-2952	480	1	t = 2000	DATE
ejpam-2952	481	1	0.742	CARDINAL
ejpam-2952	481	2	0.01	CARDINAL
ejpam-2952	483	1	j. pure	PERSON
ejpam-2952	483	2	10	CARDINAL
ejpam-2952	483	3	1	CARDINAL
ejpam-2952	483	4	2017	CARDINAL
ejpam-2952	483	5	104	CARDINAL
ejpam-2952	483	6	linear	ORG
ejpam-2952	485	1	52	CARDINAL
ejpam-2952	485	2	linear ar models	ORG
ejpam-2952	486	1	granger	PERSON
ejpam-2952	487	1	250000	CARDINAL
ejpam-2952	488	1	granger	PERSON
ejpam-2952	488	2	34	CARDINAL
ejpam-2952	489	1	46	CARDINAL
ejpam-2952	490	1	29	CARDINAL
ejpam-2952	490	2	εt	ORG
ejpam-2952	491	1	mt = mt−1 + qtηt	ORG
ejpam-2952	491	2	30	CARDINAL
ejpam-2952	492	1	29	CARDINAL
ejpam-2952	492	2	30	CARDINAL
ejpam-2952	493	1	31	CARDINAL
ejpam-2952	495	1	31	CARDINAL
ejpam-2952	495	2	28	CARDINAL
ejpam-2952	496	1	34	CARDINAL
ejpam-2952	496	2	0	CARDINAL
ejpam-2952	498	1	2000	DATE
ejpam-2952	498	2	1	CARDINAL
ejpam-2952	498	3	1	CARDINAL
ejpam-2952	498	4	0.0025	CARDINAL
ejpam-2952	498	5	five	CARDINAL
ejpam-2952	498	6	0.005	CARDINAL
ejpam-2952	498	7	0.076	CARDINAL
ejpam-2952	499	1	0.05	CARDINAL
ejpam-2952	499	2	100	CARDINAL
ejpam-2952	499	3	0.1	CARDINAL
ejpam-2952	499	4	d̂	NORP
ejpam-2952	499	5	0.825	CARDINAL
ejpam-2952	501	1	13	CARDINAL
ejpam-2952	503	1	7	CARDINAL
ejpam-2952	503	2	7.1	CARDINAL
ejpam-2952	504	1	clive granger	PERSON
ejpam-2952	505	1	clements	PERSON
ejpam-2952	506	1	45	CARDINAL
ejpam-2952	506	2	73	CARDINAL
ejpam-2952	506	3	chapter 14	LAW
ejpam-2952	507	1	j. pure	PERSON
ejpam-2952	507	2	10	CARDINAL
ejpam-2952	507	3	1	CARDINAL
ejpam-2952	507	4	2017	CARDINAL
ejpam-2952	507	5	104	CARDINAL
ejpam-2952	507	6	132 122	CARDINAL
ejpam-2952	509	1	one	CARDINAL
ejpam-2952	510	1	granger	PERSON
ejpam-2952	510	2	73	CARDINAL
ejpam-2952	510	3	chapter 14	LAW
ejpam-2952	511	1	32	CARDINAL
ejpam-2952	511	2	εt	ORG
ejpam-2952	511	3	zero	CARDINAL
ejpam-2952	513	1	33	CARDINAL
ejpam-2952	514	1	1	CARDINAL
ejpam-2952	514	2	zero	CARDINAL
ejpam-2952	514	3	0	CARDINAL
ejpam-2952	515	1	two	CARDINAL
ejpam-2952	516	1	xt+1	ORG
ejpam-2952	516	2	ar(1)-process	PRODUCT
ejpam-2952	517	1	four	CARDINAL
ejpam-2952	517	2	two	CARDINAL
ejpam-2952	518	1	34	CARDINAL
ejpam-2952	518	2	34	CARDINAL
ejpam-2952	518	3	zero	CARDINAL
ejpam-2952	526	1	monte carlo	PERSON
ejpam-2952	526	2	1	CARDINAL
ejpam-2952	526	3	zj	ORG
ejpam-2952	526	4	j = 1	PERSON
ejpam-2952	531	1	j. pure	PERSON
ejpam-2952	531	2	10	CARDINAL
ejpam-2952	531	3	1	CARDINAL
ejpam-2952	531	4	2017	CARDINAL
ejpam-2952	531	5	104	CARDINAL
ejpam-2952	531	6	η̂	PERSON
ejpam-2952	531	7	1	CARDINAL
ejpam-2952	533	1	nb	ORG
ejpam-2952	533	2	nb	ORG
ejpam-2952	534	1	33	CARDINAL
ejpam-2952	534	2	four	CARDINAL
ejpam-2952	534	3	t + σ2η	DATE
ejpam-2952	534	4	t + σ̂2η	DATE
ejpam-2952	534	5	η̂	PERSON
ejpam-2952	534	6	zero	CARDINAL
ejpam-2952	536	1	32	CARDINAL
ejpam-2952	537	1	four	CARDINAL
ejpam-2952	538	1	7.2	CARDINAL
ejpam-2952	539	1	4	CARDINAL
ejpam-2952	540	1	the years	DATE
ejpam-2952	542	1	12	CARDINAL
ejpam-2952	543	1	two	CARDINAL
ejpam-2952	543	2	1,t	CARDINAL
ejpam-2952	543	3	fyc	ORG
ejpam-2952	543	4	fyc	PERSON
ejpam-2952	544	1	2,t	CARDINAL
ejpam-2952	545	1	1−	CARDINAL
ejpam-2952	546	1	2,t	CARDINAL
ejpam-2952	546	2	35	CARDINAL
ejpam-2952	546	3	1 + exp{−γxt	DATE
ejpam-2952	546	4	−1	DATE
ejpam-2952	546	5	0	CARDINAL
ejpam-2952	547	1	α1 and α2	CARDINAL
ejpam-2952	548	1	γ → ∞	ORG
ejpam-2952	550	1	35	CARDINAL
ejpam-2952	550	2	1	CARDINAL
ejpam-2952	550	3	0	CARDINAL
ejpam-2952	551	1	two	CARDINAL
ejpam-2952	551	2	uk	GPE
ejpam-2952	553	1	one	CARDINAL
ejpam-2952	553	2	one	CARDINAL
ejpam-2952	555	1	j. pure	PERSON
ejpam-2952	555	2	10	CARDINAL
ejpam-2952	555	3	1	CARDINAL
ejpam-2952	555	4	2017	CARDINAL
ejpam-2952	555	5	104	CARDINAL
ejpam-2952	556	1	8.1	CARDINAL
ejpam-2952	560	1	granger	PERSON
ejpam-2952	560	2	24	CARDINAL
ejpam-2952	561	1	57	CARDINAL
ejpam-2952	564	1	granger	PERSON
ejpam-2952	565	1	1	CARDINAL
ejpam-2952	567	1	6=	CARDINAL
ejpam-2952	568	1	− yt+j	PERSON
ejpam-2952	568	2	0	CARDINAL
ejpam-2952	568	3	1	DATE
ejpam-2952	568	4	1	CARDINAL
ejpam-2952	568	5	36	CARDINAL
ejpam-2952	568	6	36	CARDINAL
ejpam-2952	571	1	c(ε	PERSON
ejpam-2952	574	1	57	CARDINAL
ejpam-2952	575	1	two	CARDINAL
ejpam-2952	575	2	daily	DATE
ejpam-2952	575	3	ibm	ORG
ejpam-2952	575	4	500	CARDINAL
ejpam-2952	576	1	8	CARDINAL
ejpam-2952	576	2	1987	DATE
ejpam-2952	578	1	57	CARDINAL
ejpam-2952	579	1	four	CARDINAL
ejpam-2952	579	2	53	CARDINAL
ejpam-2952	579	3	200	CARDINAL
ejpam-2952	580	1	j = 1	PERSON
ejpam-2952	580	2	2	DATE
ejpam-2952	580	3	10	CARDINAL
ejpam-2952	581	1	j = 1	PERSON
ejpam-2952	581	2	2	DATE
ejpam-2952	581	3	j = 10	PERSON
ejpam-2952	585	1	57	CARDINAL
ejpam-2952	586	1	timo teräsvirta	PERSON
ejpam-2952	587	1	j. pure	PERSON
ejpam-2952	587	2	10	CARDINAL
ejpam-2952	587	3	1	CARDINAL
ejpam-2952	587	4	2017	CARDINAL
ejpam-2952	587	5	104	CARDINAL
ejpam-2952	588	1	25	CARDINAL
ejpam-2952	588	2	9	CARDINAL
ejpam-2952	590	1	8.2	CARDINAL
ejpam-2952	590	2	53	CARDINAL
ejpam-2952	590	3	40	CARDINAL
ejpam-2952	593	1	zero	CARDINAL
ejpam-2952	595	1	7	CARDINAL
ejpam-2952	595	2	θ12yj	DATE
ejpam-2952	596	1	37	CARDINAL
ejpam-2952	600	1	37	CARDINAL
ejpam-2952	600	2	two	CARDINAL
ejpam-2952	600	3	37	CARDINAL
ejpam-2952	601	1	two	CARDINAL
ejpam-2952	602	1	53	CARDINAL
ejpam-2952	605	1	8.3	CARDINAL
ejpam-2952	608	1	j. pure	PERSON
ejpam-2952	608	2	10	CARDINAL
ejpam-2952	608	3	1	CARDINAL
ejpam-2952	608	4	2017	CARDINAL
ejpam-2952	608	5	104	CARDINAL
ejpam-2952	609	1	41	CARDINAL
ejpam-2952	610	1	shannon entropy	ORG
ejpam-2952	610	2	between zero	CARDINAL
ejpam-2952	613	1	42	CARDINAL
ejpam-2952	616	1	41	CARDINAL
ejpam-2952	618	1	57	CARDINAL
ejpam-2952	620	1	73	CARDINAL
ejpam-2952	620	2	chapter 4	LAW
ejpam-2952	621	1	1	CARDINAL
ejpam-2952	621	2	first	ORDINAL
ejpam-2952	622	1	47	CARDINAL
ejpam-2952	625	1	granger	PERSON
ejpam-2952	626	1	23	CARDINAL
ejpam-2952	627	1	36	CARDINAL
ejpam-2952	628	1	79	CARDINAL
ejpam-2952	628	2	hal white	PERSON
ejpam-2952	630	1	9	CARDINAL
ejpam-2952	630	2	clive granger	PERSON
ejpam-2952	631	1	granger	PERSON
ejpam-2952	631	2	the years	DATE
ejpam-2952	633	1	the danish national research foundation	ORG
ejpam-2952	635	1	two	CARDINAL
ejpam-2952	637	1	127	CARDINAL
ejpam-2952	637	2	1	CARDINAL
ejpam-2952	637	3	m. anderson	PERSON
ejpam-2952	637	4	farshid vahid	PERSON
ejpam-2952	639	1	econometrics	ORG
ejpam-2952	639	2	84:1–36	CARDINAL
ejpam-2952	639	3	1998	DATE
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ejpam-2952	643	1	3	CARDINAL
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ejpam-2952	646	1	4	CARDINAL
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ejpam-2952	648	2	20:451–468	CARDINAL
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ejpam-2952	654	2	15:43–50, 1997	DATE
ejpam-2952	655	1	7	CARDINAL
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ejpam-2952	665	1	4th	ORDINAL
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ejpam-2952	666	2	1961	DATE
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ejpam-2952	672	1	10:47–57, 1994	DATE
ejpam-2952	673	1	13	CARDINAL
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ejpam-2952	675	2	110:113–133,	DATE
ejpam-2952	675	3	2002	DATE
ejpam-2952	676	1	14	CARDINAL
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ejpam-2952	678	2	stockholm	GPE
ejpam-2952	678	3	2003	DATE
ejpam-2952	679	1	128	CARDINAL
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ejpam-2952	681	2	16:304–331,	DATE
ejpam-2952	681	3	1998	DATE
ejpam-2952	682	1	16	CARDINAL
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ejpam-2952	685	1	17	CARDINAL
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ejpam-2952	688	2	1	CARDINAL
ejpam-2952	688	3	cambridge	GPE
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ejpam-2952	689	1	cambridge university press	ORG
ejpam-2952	690	1	18	CARDINAL
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ejpam-2952	692	3	1972	DATE
ejpam-2952	693	1	19	CARDINAL
ejpam-2952	693	2	clive w. j. granger	PERSON
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ejpam-2952	695	2	14:227–238, 1980	DATE
ejpam-2952	696	1	20	CARDINAL
ejpam-2952	696	2	clive w. j. granger	PERSON
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ejpam-2952	698	3	1981	DATE
ejpam-2952	699	1	21	CARDINAL
ejpam-2952	699	2	clive w. j. granger	PERSON
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ejpam-2952	701	3	arlington, va	GPE
ejpam-2952	701	4	308–314	DATE
ejpam-2952	701	5	washington	GPE
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ejpam-2952	702	1	u.s. department of commerce	ORG
ejpam-2952	703	1	22	CARDINAL
ejpam-2952	703	2	clive w. j. granger	PERSON
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ejpam-2952	705	2	48:213–228	CARDINAL
ejpam-2952	705	3	1986	DATE
ejpam-2952	706	1	23	CARDINAL
ejpam-2952	706	2	clive w. j. granger	PERSON
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ejpam-2952	709	1	24	CARDINAL
ejpam-2952	709	2	clive w. j. granger	PERSON
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ejpam-2952	711	2	93:263–276	CARDINAL
ejpam-2952	711	3	1991	DATE
ejpam-2952	712	1	25	CARDINAL
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ejpam-2952	715	1	26	CARDINAL
ejpam-2952	715	2	clive w. j. granger	PERSON
ejpam-2952	717	1	69:233–238, 1993	DATE
ejpam-2952	718	1	27	CARDINAL
ejpam-2952	718	2	clive w. j. granger	PERSON
ejpam-2952	720	1	13:345–350, 1994	DATE
ejpam-2952	721	1	28	CARDINAL
ejpam-2952	721	2	clive w. j. granger	PERSON
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ejpam-2952	723	2	63:265–279, 1995	DATE
ejpam-2952	724	1	129	CARDINAL
ejpam-2952	725	1	29	CARDINAL
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ejpam-2952	727	1	5:466–481, 2001	DATE
ejpam-2952	728	1	30	CARDINAL
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ejpam-2952	730	2	1	CARDINAL
ejpam-2952	730	3	3, 2008	DATE
ejpam-2952	731	1	31	CARDINAL
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ejpam-2952	734	2	clive w. j. granger	PERSON
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ejpam-2952	737	2	clive w. j. granger	PERSON
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ejpam-2952	739	2	1991	DATE
ejpam-2952	740	1	34	CARDINAL
ejpam-2952	740	2	clive w. j. granger	PERSON
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ejpam-2952	742	2	2004	DATE
ejpam-2952	743	1	35	CARDINAL
ejpam-2952	743	2	clive w. j. granger	PERSON
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ejpam-2952	745	2	130:143–164	CARDINAL
ejpam-2952	745	3	2006	DATE
ejpam-2952	746	1	36	CARDINAL
ejpam-2952	746	2	clive w. j. granger	PERSON
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ejpam-2952	748	2	81:65–92, 1997	DATE
ejpam-2952	749	1	37	CARDINAL
ejpam-2952	749	2	clive w. j. granger	PERSON
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ejpam-2952	752	1	38	CARDINAL
ejpam-2952	752	2	clive w. j. granger	PERSON
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ejpam-2952	759	1	4	CARDINAL
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ejpam-2952	762	1	18:259–269, 1999	DATE
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ejpam-2952	765	2	1994	DATE
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ejpam-2952	766	2	clive w. j. granger	PERSON
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ejpam-2952	768	2	2004	DATE
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ejpam-2952	769	2	43	CARDINAL
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ejpam-2952	772	1	oxford	NORP
ejpam-2952	772	2	58:537–553, 1996	DATE
ejpam-2952	773	1	44	CARDINAL
ejpam-2952	773	2	clive w. j. granger	PERSON
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ejpam-2952	775	1	80:35–62, 1997	DATE
ejpam-2952	776	1	45	CARDINAL
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ejpam-2952	777	2	oxford	GPE
ejpam-2952	777	3	1993	DATE
ejpam-2952	778	1	46	CARDINAL
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ejpam-2952	780	2	1999	DATE
ejpam-2952	781	1	47	CARDINAL
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ejpam-2952	783	2	57, 2006	DATE
ejpam-2952	784	1	48	CARDINAL
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ejpam-2952	786	1	econometrics	ORG
ejpam-2952	786	2	111:363–384, 2002	DATE
ejpam-2952	787	1	49	CARDINAL
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ejpam-2952	788	1	clive w.j. granger	PERSON
ejpam-2952	789	1	scandinavian journal of economics	ORG
ejpam-2952	789	2	106:187–213,	DATE
ejpam-2952	789	3	2004	DATE
ejpam-2952	790	1	50	CARDINAL
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ejpam-2952	790	5	2007-2009	DATE
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ejpam-2952	791	2	30:616–631	CARDINAL
ejpam-2952	791	3	2014	DATE
ejpam-2952	792	1	51	CARDINAL
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ejpam-2952	794	1	52	CARDINAL
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ejpam-2952	796	1	journal of business & economic statistics	ORG
ejpam-2952	796	2	20:282–289	CARDINAL
ejpam-2952	796	3	2002	DATE
ejpam-2952	797	1	53	CARDINAL
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ejpam-2952	797	4	clive w. j. granger	PERSON
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ejpam-2952	799	2	1993	DATE
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ejpam-2952	802	1	business & economic statistics	ORG
ejpam-2952	802	2	14:435–446, 1996	DATE
ejpam-2952	803	1	55	CARDINAL
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ejpam-2952	808	2	62:211–228	CARDINAL
ejpam-2952	808	3	1994	DATE
ejpam-2952	809	1	57	CARDINAL
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ejpam-2952	811	1	7	CARDINAL
ejpam-2952	811	2	1992	DATE
ejpam-2952	812	1	58	CARDINAL
ejpam-2952	812	2	saikkonen	PERSON
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ejpam-2952	813	2	75:491–499	CARDINAL
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ejpam-2952	814	1	59	CARDINAL
ejpam-2952	814	2	agustin maravall	ORG
ejpam-2952	816	1	journal of business & economic statistics	ORG
ejpam-2952	816	2	1:66–74, 1983	DATE
ejpam-2952	817	1	60	CARDINAL
ejpam-2952	817	2	brendan mccabe	PERSON
ejpam-2952	817	3	stephen j. leybourne	PERSON
ejpam-2952	817	4	david harris	PERSON
ejpam-2952	819	1	22:429–456, 2006	DATE
ejpam-2952	820	1	61	CARDINAL
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ejpam-2952	823	1	62	CARDINAL
ejpam-2952	823	2	a. i. mcleod	PERSON
ejpam-2952	823	3	w. k. li	PERSON
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ejpam-2952	825	1	63	CARDINAL
ejpam-2952	825	2	maurice b. priestley	PERSON
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ejpam-2952	826	2	1965	DATE
ejpam-2952	827	1	64	CARDINAL
ejpam-2952	827	2	b. g. quinn	PERSON
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ejpam-2952	829	2	1982	DATE
ejpam-2952	830	1	65	CARDINAL
ejpam-2952	830	2	antti ripatti	GPE
ejpam-2952	830	3	saikkonen	PERSON
ejpam-2952	832	1	5:577–597, 2001	DATE
ejpam-2952	833	1	66	CARDINAL
ejpam-2952	833	2	jorma rissanen	PERSON
ejpam-2952	835	1	automatica	PERSON
ejpam-2952	835	2	14:465–471, 1978	DATE
ejpam-2952	836	1	67	CARDINAL
ejpam-2952	836	2	gideon schwarz	PERSON
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ejpam-2952	837	2	1978	DATE
ejpam-2952	838	1	68	CARDINAL
ejpam-2952	838	2	james h.	PERSON
ejpam-2952	838	3	mark w. watson	PERSON
ejpam-2952	839	1	linear	ORG
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ejpam-2952	841	1	clive w.j. granger	PERSON
ejpam-2952	841	2	oxford	NORP
ejpam-2952	841	3	1999	DATE
ejpam-2952	842	1	oxford university	ORG
ejpam-2952	843	1	69	CARDINAL
ejpam-2952	843	2	t. subba rao	PERSON
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ejpam-2952	845	2	1984	DATE
ejpam-2952	846	1	70	CARDINAL
ejpam-2952	847	1	1:3–10, 1996	DATE
ejpam-2952	848	1	132	CARDINAL
ejpam-2952	848	2	71	CARDINAL
ejpam-2952	848	3	chien-fu lin	PERSON
ejpam-2952	848	4	clive w. j. granger	PERSON
ejpam-2952	850	1	14:309–323	CARDINAL
ejpam-2952	850	2	1993	DATE
ejpam-2952	851	1	72	CARDINAL
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ejpam-2952	851	3	clive w. j. granger	PERSON
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ejpam-2952	853	3	4	CARDINAL
ejpam-2952	853	4	2919–2957	CARDINAL
ejpam-2952	853	5	amsterdam	GPE
ejpam-2952	853	6	1994	DATE
ejpam-2952	855	1	73	CARDINAL
ejpam-2952	855	2	timo teräsvirta	PERSON
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ejpam-2952	857	1	oxford university press	ORG
ejpam-2952	857	2	oxford	NORP
ejpam-2952	857	3	2010	DATE
ejpam-2952	858	1	74	CARDINAL
ejpam-2952	858	2	howell tong	ORG
ejpam-2952	860	1	chi-hau chen	GPE
ejpam-2952	860	2	29	CARDINAL
ejpam-2952	860	3	nato	ORG
ejpam-2952	860	4	sijthoff & noordhoff	ORG
ejpam-2952	860	5	1978	DATE
ejpam-2952	861	1	75	CARDINAL
ejpam-2952	861	2	howell tong	PERSON
ejpam-2952	862	1	non-linear	ORG
ejpam-2952	864	1	oxford university press	ORG
ejpam-2952	864	2	oxford	NORP
ejpam-2952	864	3	1990	DATE
ejpam-2952	865	1	76	CARDINAL
ejpam-2952	865	2	s. tsay	PERSON
ejpam-2952	867	1	biometrika	PERSON
ejpam-2952	867	2	73:461–466	CARDINAL
ejpam-2952	867	3	1986	DATE
ejpam-2952	868	1	77	CARDINAL
ejpam-2952	868	2	halbert white	PERSON
ejpam-2952	870	1	washington dc	GPE
ejpam-2952	870	2	1	CARDINAL
ejpam-2952	870	3	451–55	DATE
ejpam-2952	870	4	san diego	GPE
ejpam-2952	870	5	1989	DATE
ejpam-2952	871	1	sos printing	ORG
ejpam-2952	874	1	graham elliott	PERSON
ejpam-2952	874	2	clive w. j. granger	PERSON
ejpam-2952	874	3	allan timmermann	PERSON
ejpam-2952	874	4	1	CARDINAL
ejpam-2952	874	5	459–512	CARDINAL
ejpam-2952	874	6	amsterdam	GPE
ejpam-2952	874	7	2006	DATE
ejpam-2952	876	1	79	CARDINAL
ejpam-2952	876	2	clive w. j. granger	PERSON
ejpam-2952	878	1	3	CARDINAL
ejpam-2952	878	2	1	CARDINAL
ejpam-2952	878	3	article 2, 2011	LAW
ejpam-2952	879	1	80	CARDINAL
ejpam-2952	881	1	oxford bulletin of economics	ORG
ejpam-2952	881	2	68:253–260	CARDINAL
ejpam-2952	881	3	2006	DATE
ejpam-2952	882	1	81	CARDINAL
ejpam-2952	883	1	new lagrange	GPE
ejpam-2952	884	1	52:725–732	CARDINAL
ejpam-2952	884	2	2016	DATE