id	sid	eid	entity	type
ejpam-462	1	1	3_xxx_howe.dvi	CARDINAL
ejpam-462	1	2	european	NORP
ejpam-462	2	1	3	CARDINAL
ejpam-462	2	2	3, 2010	DATE
ejpam-462	2	3	382	CARDINAL
ejpam-462	2	4	granger	PERSON
ejpam-462	3	1	clive w.j	PERSON
ejpam-462	4	1	j. andrew howe1∗	PERSON
ejpam-462	4	2	bozdogan2 1	FAC
ejpam-462	4	3	chattanooga	GPE
ejpam-462	4	4	tennessee	GPE
ejpam-462	4	5	usa 2 university of tennessee	ORG
ejpam-462	4	6	knoxville	GPE
ejpam-462	4	7	department of statistics	ORG
ejpam-462	4	8	stokely management center	ORG
ejpam-462	4	9	knoxville	GPE
ejpam-462	4	10	tennessee	GPE
ejpam-462	4	11	37996	DATE
ejpam-462	8	1	more than 15%	PERCENT
ejpam-462	8	2	17%	PERCENT
ejpam-462	9	1	half	CARDINAL
ejpam-462	11	1	2000	CARDINAL
ejpam-462	11	2	62hxx,62mxx,91bxx	CARDINAL
ejpam-462	11	3	1	CARDINAL
ejpam-462	13	1	2	CARDINAL
ejpam-462	17	1	a. howe	PERSON
ejpam-462	17	2	bozdogan�utk.edu	PERSON
ejpam-462	17	3	h. bozdogan	PERSON
ejpam-462	18	1	382	CARDINAL
ejpam-462	19	1	2010	DATE
ejpam-462	20	1	a. howe	PERSON
ejpam-462	20	2	h. bozdogan	PERSON
ejpam-462	21	1	j. pure	PERSON
ejpam-462	21	2	3	CARDINAL
ejpam-462	21	3	2010	DATE
ejpam-462	21	4	382	CARDINAL
ejpam-462	21	5	1	CARDINAL
ejpam-462	23	1	1	CARDINAL
ejpam-462	26	1	φi11 φi12	PRODUCT
ejpam-462	26	2	φi21	PRODUCT
ejpam-462	26	3	φi21	PRODUCT
ejpam-462	27	1	1	CARDINAL
ejpam-462	30	1	2	CARDINAL
ejpam-462	30	2	one	CARDINAL
ejpam-462	30	3	four	CARDINAL
ejpam-462	30	4	two	CARDINAL
ejpam-462	30	5	eight	CARDINAL
ejpam-462	31	1	262,143	CARDINAL
ejpam-462	34	1	0	CARDINAL
ejpam-462	37	1	ga	ORG
ejpam-462	39	1	aic	PERSON
ejpam-462	39	2	sbc criteria	ORG
ejpam-462	40	1	icom p	ORG
ejpam-462	40	2	5	CARDINAL
ejpam-462	41	1	first	ORDINAL
ejpam-462	41	2	monte carlo simulation study	ORG
ejpam-462	42	1	secondly	ORDINAL
ejpam-462	44	1	dj20	NORP
ejpam-462	44	2	20	CARDINAL
ejpam-462	44	3	amex	ORG
ejpam-462	44	4	400	CARDINAL
ejpam-462	44	5	nasdaq 100	CARDINAL
ejpam-462	44	6	russell 2000	LAW
ejpam-462	44	7	spx: standard & poor’s	ORG
ejpam-462	44	8	xau	ORG
ejpam-462	44	9	amex	ORG
ejpam-462	46	1	section 2	LAW
ejpam-462	47	1	section 3	LAW
ejpam-462	47	2	a. howe	PERSON
ejpam-462	47	3	h. bozdogan	PERSON
ejpam-462	48	1	j. pure	PERSON
ejpam-462	48	2	3	CARDINAL
ejpam-462	48	3	2010	DATE
ejpam-462	48	4	382	CARDINAL
ejpam-462	49	1	section 4	DATE
ejpam-462	50	1	section 5	LAW
ejpam-462	50	2	monte carlo simulation study	ORG
ejpam-462	51	1	section 6	LAW
ejpam-462	52	1	2	CARDINAL
ejpam-462	54	1	2	CARDINAL
ejpam-462	57	1	2	CARDINAL
ejpam-462	58	1	0	CARDINAL
ejpam-462	58	2	0	CARDINAL
ejpam-462	61	1	3	CARDINAL
ejpam-462	63	1	2.1	CARDINAL
ejpam-462	63	2	the years	DATE
ejpam-462	65	1	14	CARDINAL
ejpam-462	65	2	18	CARDINAL
ejpam-462	67	1	8	CARDINAL
ejpam-462	67	2	engle	PERSON
ejpam-462	67	3	granger	PERSON
ejpam-462	69	1	1	CARDINAL
ejpam-462	69	2	1	CARDINAL
ejpam-462	70	1	t .	DATE
ejpam-462	71	1	0	CARDINAL
ejpam-462	73	1	a. howe	PERSON
ejpam-462	73	2	h. bozdogan	PERSON
ejpam-462	74	1	j. pure	PERSON
ejpam-462	74	2	3	CARDINAL
ejpam-462	74	3	2010	DATE
ejpam-462	74	4	382	CARDINAL
ejpam-462	75	1	2	CARDINAL
ejpam-462	75	2	13	CARDINAL
ejpam-462	80	1	granger causality	PERSON
ejpam-462	80	2	9	CARDINAL
ejpam-462	80	3	23	CARDINAL
ejpam-462	81	1	18	CARDINAL
ejpam-462	81	2	φ	ORG
ejpam-462	83	1	2.2	CARDINAL
ejpam-462	83	2	y ∈ rn×p	ORG
ejpam-462	84	1	∈	ORG
ejpam-462	85	1	σ	CARDINAL
ejpam-462	89	1	3	CARDINAL
ejpam-462	89	2	first	ORDINAL
ejpam-462	89	3	1	CARDINAL
ejpam-462	90	1	secondly	ORDINAL
ejpam-462	90	2	two	CARDINAL
ejpam-462	90	3	⊗ x	PERSON
ejpam-462	90	4	xsup	GPE
ejpam-462	90	5	1	CARDINAL
ejpam-462	92	1	np×1	ORG
ejpam-462	94	1	np×1	ORG
ejpam-462	95	1	4	CARDINAL
ejpam-462	96	1	2	CARDINAL
ejpam-462	96	2	3	CARDINAL
ejpam-462	96	3	1st & 2nd	DATE
ejpam-462	97	1	1	CARDINAL
ejpam-462	97	2	ga	ORG
ejpam-462	98	1	14	CARDINAL
ejpam-462	99	1	two	CARDINAL
ejpam-462	99	2	1	CARDINAL
ejpam-462	99	3	a. howe	PERSON
ejpam-462	99	4	h. bozdogan	PERSON
ejpam-462	100	1	j. pure	PERSON
ejpam-462	100	2	3	CARDINAL
ejpam-462	100	3	2010	DATE
ejpam-462	100	4	382	CARDINAL
ejpam-462	100	5	•	CARDINAL
ejpam-462	100	6	•	CARDINAL
ejpam-462	100	7	⊗	CARDINAL
ejpam-462	101	1	2	CARDINAL
ejpam-462	101	2	β̂fgls	PERSON
ejpam-462	102	1	5	CARDINAL
ejpam-462	102	2	ǫ̂fgls	DATE
ejpam-462	102	3	− xsupβ̂fgls	ORG
ejpam-462	102	4	6	CARDINAL
ejpam-462	102	5	1 n ǫ̂′fglsǫ̂fgls	DATE
ejpam-462	103	1	7	CARDINAL
ejpam-462	103	2	3	CARDINAL
ejpam-462	105	1	one	CARDINAL
ejpam-462	105	2	3rd	ORDINAL
ejpam-462	108	1	1	CARDINAL
ejpam-462	108	2	daily	DATE
ejpam-462	108	3	first	ORDINAL
ejpam-462	108	4	five	CARDINAL
ejpam-462	109	1	1	CARDINAL
ejpam-462	110	1	dj20	PRODUCT
ejpam-462	110	2	ndx rut spx xau	ORG
ejpam-462	110	3	dj20 1.000 0.736	PRODUCT
ejpam-462	110	4	1.000 0.881	CARDINAL
ejpam-462	110	5	1.000 0.886 0.877 −0.231 rut 1.000 0.869	MONEY
ejpam-462	110	6	spx 1.000	ORG
ejpam-462	110	7	1.000	CARDINAL
ejpam-462	110	8	σ̂.	DATE
ejpam-462	114	1	a. howe	PERSON
ejpam-462	114	2	h. bozdogan	PERSON
ejpam-462	115	1	j. pure	PERSON
ejpam-462	115	2	3	CARDINAL
ejpam-462	115	3	2010	DATE
ejpam-462	115	4	382	CARDINAL
ejpam-462	116	1	bayes covariance	ORG
ejpam-462	116	2	1	CARDINAL
ejpam-462	117	1	22	CARDINAL
ejpam-462	117	2	19	DATE
ejpam-462	117	3	7	DATE
ejpam-462	117	4	25	DATE
ejpam-462	117	5	12	CARDINAL
ejpam-462	118	1	1	CARDINAL
ejpam-462	120	1	two	CARDINAL
ejpam-462	121	1	1	CARDINAL
ejpam-462	121	2	κ−1(σ̂)≤ 1e−10	CARDINAL
ejpam-462	122	1	2	CARDINAL
ejpam-462	123	1	2.3	CARDINAL
ejpam-462	124	1	21	CARDINAL
ejpam-462	124	2	econometricians	NORP
ejpam-462	127	1	24	CARDINAL
ejpam-462	131	1	four	CARDINAL
ejpam-462	131	2	1	CARDINAL
ejpam-462	131	3	ǫ̂fgls	DATE
ejpam-462	132	1	ǫ̂fgls	PRODUCT
ejpam-462	133	1	2	CARDINAL
ejpam-462	133	2	ǫ̂fgls	DATE
ejpam-462	133	3	4	CARDINAL
ejpam-462	134	1	3	CARDINAL
ejpam-462	134	2	b. 4	PERSON
ejpam-462	137	1	100	CARDINAL
ejpam-462	138	1	a. howe	PERSON
ejpam-462	138	2	h. bozdogan	PERSON
ejpam-462	139	1	j. pure	PERSON
ejpam-462	139	2	3	CARDINAL
ejpam-462	139	3	2010	DATE
ejpam-462	139	4	382	CARDINAL
ejpam-462	139	5	2000	DATE
ejpam-462	140	1	two	CARDINAL
ejpam-462	140	2	mse	ORG
ejpam-462	140	3	one	CARDINAL
ejpam-462	141	1	msesub	PERSON
ejpam-462	141	2	1	CARDINAL
ejpam-462	141	3	1	CARDINAL
ejpam-462	142	1	9	CARDINAL
ejpam-462	145	1	ols	ORG
ejpam-462	148	1	3	CARDINAL
ejpam-462	148	2	ga	ORG
ejpam-462	149	1	newton	ORG
ejpam-462	150	1	one	CARDINAL
ejpam-462	153	1	second	ORDINAL
ejpam-462	158	1	ga	ORG
ejpam-462	158	2	10	CARDINAL
ejpam-462	158	3	11	CARDINAL
ejpam-462	159	1	ga	ORG
ejpam-462	159	2	17	CARDINAL
ejpam-462	159	3	20	DATE
ejpam-462	159	4	26	CARDINAL
ejpam-462	160	1	ga	ORG
ejpam-462	162	1	1	CARDINAL
ejpam-462	163	1	10011001	DATE
ejpam-462	163	2	1,4,5,8	DATE
ejpam-462	163	3	2,3,6,7	CARDINAL
ejpam-462	164	1	one	CARDINAL
ejpam-462	164	2	ga	ORG
ejpam-462	165	1	ga	ORG
ejpam-462	166	1	a. howe	PERSON
ejpam-462	166	2	h. bozdogan	PERSON
ejpam-462	167	1	j. pure	PERSON
ejpam-462	167	2	3	CARDINAL
ejpam-462	167	3	2010	DATE
ejpam-462	167	4	382	CARDINAL
ejpam-462	168	1	ga	ORG
ejpam-462	169	1	1	CARDINAL
ejpam-462	169	2	2	CARDINAL
ejpam-462	169	3	3	CARDINAL
ejpam-462	169	4	next generation 4	DATE
ejpam-462	169	5	5	CARDINAL
ejpam-462	169	6	2	CARDINAL
ejpam-462	169	7	2	CARDINAL
ejpam-462	169	8	appli ation	ORG
ejpam-462	170	1	100	CARDINAL
ejpam-462	170	2	100	CARDINAL
ejpam-462	170	3	0.75	CARDINAL
ejpam-462	170	4	0.25	CARDINAL
ejpam-462	171	1	2	CARDINAL
ejpam-462	171	2	eight	CARDINAL
ejpam-462	172	1	ga	ORG
ejpam-462	173	1	4	CARDINAL
ejpam-462	173	2	5	CARDINAL
ejpam-462	173	3	akaike	GPE
ejpam-462	173	4	aic	ORG
ejpam-462	174	1	1	CARDINAL
ejpam-462	175	1	aic	PERSON
ejpam-462	176	1	aic = np	PERSON
ejpam-462	176	2	2π)+	CARDINAL
ejpam-462	176	3	2	CARDINAL
ejpam-462	176	4	10	CARDINAL
ejpam-462	176	5	1)+	CARDINAL
ejpam-462	176	6	1	CARDINAL
ejpam-462	176	7	2	CARDINAL
ejpam-462	177	1	first	ORDINAL
ejpam-462	177	2	second	ORDINAL
ejpam-462	178	1	schwartz	ORG
ejpam-462	180	1	aic	PERSON
ejpam-462	180	2	sbc	PERSON
ejpam-462	180	3	two	CARDINAL
ejpam-462	182	1	a. howe	PERSON
ejpam-462	182	2	h. bozdogan	PERSON
ejpam-462	183	1	j. pure	PERSON
ejpam-462	183	2	3	CARDINAL
ejpam-462	183	3	2010	DATE
ejpam-462	183	4	382	CARDINAL
ejpam-462	183	5	first	ORDINAL
ejpam-462	183	6	fisher	ORG
ejpam-462	185	1	4	CARDINAL
ejpam-462	185	2	icom p	ORG
ejpam-462	185	3	netherlands	GPE
ejpam-462	186	1	11	CARDINAL
ejpam-462	187	1	2π)+	CARDINAL
ejpam-462	187	2	2c1(f̂	CARDINAL
ejpam-462	187	3	11	CARDINAL
ejpam-462	187	4	icom	ORG
ejpam-462	188	1	2π)+	CARDINAL
ejpam-462	188	2	2b+	DATE
ejpam-462	188	3	−1	DATE
ejpam-462	188	4	12	CARDINAL
ejpam-462	188	5	6	CARDINAL
ejpam-462	190	1	13	CARDINAL
ejpam-462	191	1	13	CARDINAL
ejpam-462	191	2	1	CARDINAL
ejpam-462	191	3	moore-penrose	ORG
ejpam-462	192	1	15	CARDINAL
ejpam-462	193	1	2	CARDINAL
ejpam-462	193	2	1 2	CARDINAL
ejpam-462	193	3	14	CARDINAL
ejpam-462	194	1	fisher	ORG
ejpam-462	194	2	15	CARDINAL
ejpam-462	195	1	−1	DATE
ejpam-462	195	2	2	CARDINAL
ejpam-462	195	3	 	ORG
ejpam-462	196	1	+ 1 2n	DATE
ejpam-462	196	2		PERSON
ejpam-462	198	1	1 2	CARDINAL
ejpam-462	198	2	2	CARDINAL
ejpam-462	198	3	2	CARDINAL
ejpam-462	198	4	1	CARDINAL
ejpam-462	199	1	1	CARDINAL
ejpam-462	200	1	15	CARDINAL
ejpam-462	200	2	a. howe	PERSON
ejpam-462	200	3	h. bozdogan	PERSON
ejpam-462	201	1	j. pure	PERSON
ejpam-462	201	2	3	CARDINAL
ejpam-462	201	3	2010	DATE
ejpam-462	201	4	382	CARDINAL
ejpam-462	202	1	2	CARDINAL
ejpam-462	209	1	one	CARDINAL
ejpam-462	213	1	f̂−1r̂f̂−1	CARDINAL
ejpam-462	214	1	f̂	LOC
ejpam-462	214	2	fim	ORG
ejpam-462	214	3	r̂	PERSON
ejpam-462	214	4	16	CARDINAL
ejpam-462	214	5	17	CARDINAL
ejpam-462	216	1	2	CARDINAL
ejpam-462	216	2	16	CARDINAL
ejpam-462	216	3	17	CARDINAL
ejpam-462	216	4	r̂	PERSON
ejpam-462	217	1	r̂	ORG
ejpam-462	219	1	nonnormal	NORP
ejpam-462	221	1	2π)+	CARDINAL
ejpam-462	223	1	2	CARDINAL
ejpam-462	223	2	n−m− 2	LAW
ejpam-462	223	3	−1	DATE
ejpam-462	224	1	18	CARDINAL
ejpam-462	224	2	icom	ORG
ejpam-462	224	3	2b̂.	CARDINAL
ejpam-462	227	1	one	CARDINAL
ejpam-462	229	1	5	CARDINAL
ejpam-462	231	1	a. howe	PERSON
ejpam-462	231	2	h. bozdogan	PERSON
ejpam-462	232	1	j. pure	PERSON
ejpam-462	232	2	3	CARDINAL
ejpam-462	232	3	2010	DATE
ejpam-462	232	4	382	CARDINAL
ejpam-462	233	1	2	CARDINAL
ejpam-462	233	2	19	CARDINAL
ejpam-462	234	1	y ′t−2 x ′t−2	PERSON
ejpam-462	234	2	19	CARDINAL
ejpam-462	234	3	0.0215	MONEY
ejpam-462	235	1	0.1809	PRODUCT
ejpam-462	235	2	0.00 0.00	CARDINAL
ejpam-462	235	3	0.09 0.05 0.05 0.04	MONEY
ejpam-462	237	1	1000	CARDINAL
ejpam-462	237	2	200	CARDINAL
ejpam-462	238	1	1	CARDINAL
ejpam-462	238	2	4	CARDINAL
ejpam-462	238	3	262,143	CARDINAL
ejpam-462	239	1	one	CARDINAL
ejpam-462	239	2	1	CARDINAL
ejpam-462	241	1	50 100	CARDINAL
ejpam-462	241	2	150 200	CARDINAL
ejpam-462	241	3	0 0.5 1	QUANTITY
ejpam-462	241	4	1	CARDINAL
ejpam-462	241	5	150 200	CARDINAL
ejpam-462	241	6	−0.6	NORP
ejpam-462	242	1	0.2 0.4 0.6	QUANTITY
ejpam-462	242	2	2	CARDINAL
ejpam-462	242	3	1	CARDINAL
ejpam-462	245	1	ga	ORG
ejpam-462	246	1	3rd	ORDINAL
ejpam-462	246	2	4th	ORDINAL
ejpam-462	246	3	0	CARDINAL
ejpam-462	246	4	the 1st and 2nd	DATE
ejpam-462	247	1	a. howe	PERSON
ejpam-462	247	2	h. bozdogan	PERSON
ejpam-462	248	1	j. pure	PERSON
ejpam-462	248	2	3	CARDINAL
ejpam-462	248	3	2010	DATE
ejpam-462	248	4	382	CARDINAL
ejpam-462	249	1	first	ORDINAL
ejpam-462	249	2	200	CARDINAL
ejpam-462	249	3	1000	CARDINAL
ejpam-462	250	1	3	CARDINAL
ejpam-462	250	2	3	CARDINAL
ejpam-462	250	3	φ matri es	PERSON
ejpam-462	250	4	n. n φ̂1	PERSON
ejpam-462	250	5	|φ̂1−φ1|	NORP
ejpam-462	250	6	|φ̂2−φ2|	ORG
ejpam-462	250	7	200	CARDINAL
ejpam-462	250	8	0.13	CARDINAL
ejpam-462	250	9	0.36	CARDINAL
ejpam-462	250	10	18.86 493.02	CARDINAL
ejpam-462	250	11	25.33	PRODUCT
ejpam-462	250	12	0.01 0.22	CARDINAL
ejpam-462	250	13	46.14	CARDINAL
ejpam-462	250	14	1000	CARDINAL
ejpam-462	250	15	0.084	CARDINAL
ejpam-462	250	16	0.33	CARDINAL
ejpam-462	250	17	13.04 291.16	CARDINAL
ejpam-462	251	1	0.05 0.14	CARDINAL
ejpam-462	251	2	25.03	CARDINAL
ejpam-462	253	1	1000	CARDINAL
ejpam-462	255	1	first	ORDINAL
ejpam-462	257	1	18	CARDINAL
ejpam-462	257	2	262,143	CARDINAL
ejpam-462	257	3	511	CARDINAL
ejpam-462	258	1	five	CARDINAL
ejpam-462	258	2	aic	GPE
ejpam-462	258	3	sbc	ORG
ejpam-462	258	4	icom	ORG
ejpam-462	259	1	more than necessary”(william of	DATE
ejpam-462	259	2	bayes estimator	ORG
ejpam-462	260	1	4	CARDINAL
ejpam-462	260	2	50	CARDINAL
ejpam-462	260	3	200	CARDINAL
ejpam-462	260	4	500	CARDINAL
ejpam-462	261	1	4	CARDINAL
ejpam-462	261	2	4	CARDINAL
ejpam-462	262	1	aic sbc	PERSON
ejpam-462	262	2	isp	ORG
ejpam-462	262	3	icom	ORG
ejpam-462	262	4	50	CARDINAL
ejpam-462	262	5	18.5	CARDINAL
ejpam-462	262	6	12.1	CARDINAL
ejpam-462	262	7	4.24	CARDINAL
ejpam-462	262	8	3.96 2.45 3.27	CARDINAL
ejpam-462	262	9	200	CARDINAL
ejpam-462	262	10	49.5	CARDINAL
ejpam-462	262	11	59.80 84.8 77.6	QUANTITY
ejpam-462	262	12	4.67 3.95	CARDINAL
ejpam-462	262	13	3.99 4.13	CARDINAL
ejpam-462	262	14	49.7 99.2	CARDINAL
ejpam-462	262	15	94.7 84.8	CARDINAL
ejpam-462	262	16	4.68	CARDINAL
ejpam-462	262	17	4.17	CARDINAL
ejpam-462	263	1	aic	ORG
ejpam-462	263	2	less than 50%	PERCENT
ejpam-462	264	1	2nd	ORDINAL
ejpam-462	264	2	a. howe	PERSON
ejpam-462	264	3	h. bozdogan	PERSON
ejpam-462	265	1	j. pure	PERSON
ejpam-462	265	2	3	CARDINAL
ejpam-462	265	3	2010	DATE
ejpam-462	265	4	382	CARDINAL
ejpam-462	266	1	sbc	PERSON
ejpam-462	270	1	•	CARDINAL
ejpam-462	270	2	•	CARDINAL
ejpam-462	270	3	•	CARDINAL
ejpam-462	270	4	this later	DATE
ejpam-462	271	1	second	ORDINAL
ejpam-462	271	2	100	CARDINAL
ejpam-462	271	3	monte carlo	PERSON
ejpam-462	271	4	icom p	ORG
ejpam-462	271	5	11	CARDINAL
ejpam-462	272	1	5	CARDINAL
ejpam-462	273	1	first	ORDINAL
ejpam-462	273	2	two	CARDINAL
ejpam-462	273	3	5	CARDINAL
ejpam-462	274	1	five	CARDINAL
ejpam-462	275	1	two	CARDINAL
ejpam-462	276	1	5	CARDINAL
ejpam-462	276	2	five	CARDINAL
ejpam-462	276	3	ga	ORG
ejpam-462	276	4	1	CARDINAL
ejpam-462	276	5	0.245	CARDINAL
ejpam-462	277	1	0.071	CARDINAL
ejpam-462	277	2	−299.83	PERSON
ejpam-462	277	3	61.1	CARDINAL
ejpam-462	277	4	9.9	CARDINAL
ejpam-462	277	5	2	CARDINAL
ejpam-462	277	6	0.118	CARDINAL
ejpam-462	277	7	−295.08	ORG
ejpam-462	277	8	44.5	CARDINAL
ejpam-462	277	9	8.3	CARDINAL
ejpam-462	277	10	3	CARDINAL
ejpam-462	277	11	0.327	CARDINAL
ejpam-462	277	12	0.142	CARDINAL
ejpam-462	277	13	61.1	CARDINAL
ejpam-462	277	14	11.5	CARDINAL
ejpam-462	277	15	4	CARDINAL
ejpam-462	277	16	0.167	CARDINAL
ejpam-462	277	17	−256.56	PERSON
ejpam-462	277	18	61.1	CARDINAL
ejpam-462	277	19	10.8	CARDINAL
ejpam-462	277	20	5	CARDINAL
ejpam-462	277	21	−266.46	PERSON
ejpam-462	277	22	61.1	CARDINAL
ejpam-462	277	23	10.6	CARDINAL
ejpam-462	277	24	4th	ORDINAL
ejpam-462	279	1	a. howe	PERSON
ejpam-462	279	2	h. bozdogan	PERSON
ejpam-462	280	1	j. pure	PERSON
ejpam-462	280	2	3	CARDINAL
ejpam-462	280	3	2010	DATE
ejpam-462	280	4	382	CARDINAL
ejpam-462	281	1	6	CARDINAL
ejpam-462	283	1	10	CARDINAL
ejpam-462	284	1	0.0325	MONEY
ejpam-462	285	1	0.0330	CARDINAL
ejpam-462	285	2	0.0339 40	CARDINAL
ejpam-462	285	3	0.0699	CARDINAL
ejpam-462	285	4	0.0341	CARDINAL
ejpam-462	285	5	0.0696 0.0334	CARDINAL
ejpam-462	285	6	0.0690 0.0320	CARDINAL
ejpam-462	285	7	0.0335	CARDINAL
ejpam-462	285	8	0.0349 80	CARDINAL
ejpam-462	285	9	0.0669	CARDINAL
ejpam-462	285	10	0.0327 90	MONEY
ejpam-462	285	11	0.0670	CARDINAL
ejpam-462	288	1	6	CARDINAL
ejpam-462	289	1	2000	CARDINAL
ejpam-462	289	2	approximately 4.5 minutes	TIME
ejpam-462	289	3	100 days	DATE
ejpam-462	290	1	9	CARDINAL
ejpam-462	291	1	mse	ORG
ejpam-462	292	1	0.30	CARDINAL
ejpam-462	292	2	0.76	CARDINAL
ejpam-462	292	3	0.05 0.1 0.15 0.2	MONEY
ejpam-462	292	4	3.97	CARDINAL
ejpam-462	292	5	0.41	CARDINAL
ejpam-462	292	6	2	CARDINAL
ejpam-462	294	1	16	CARDINAL
ejpam-462	294	2	the a. howe	ORG
ejpam-462	294	3	h. bozdogan	PERSON
ejpam-462	295	1	j. pure	PERSON
ejpam-462	295	2	3	CARDINAL
ejpam-462	295	3	2010	DATE
ejpam-462	295	4	382	CARDINAL
ejpam-462	295	5	2	CARDINAL
ejpam-462	296	1	one to	CARDINAL
ejpam-462	296	2	five	CARDINAL
ejpam-462	297	1	3	CARDINAL
ejpam-462	299	1	150 200	QUANTITY
ejpam-462	299	2	0.5 1	CARDINAL
ejpam-462	299	3	1	CARDINAL
ejpam-462	299	4	50	CARDINAL
ejpam-462	299	5	150 200	CARDINAL
ejpam-462	299	6	0 0.5	CARDINAL
ejpam-462	299	7	2	CARDINAL
ejpam-462	299	8	3	CARDINAL
ejpam-462	300	1	first	ORDINAL
ejpam-462	303	1	5.2	CARDINAL
ejpam-462	303	2	the first 3 months of 2002	DATE
ejpam-462	303	3	approximately 60	CARDINAL
ejpam-462	303	4	3 months	DATE
ejpam-462	304	1	standard & poor’s s&p 500	ORG
ejpam-462	304	2	−0.40%	PERCENT
ejpam-462	305	1	15.28%	PERCENT
ejpam-462	306	1	4	CARDINAL
ejpam-462	306	2	spx	ORG
ejpam-462	306	3	daily	DATE
ejpam-462	307	1	daily	DATE
ejpam-462	310	1	a. howe	PERSON
ejpam-462	310	2	h. bozdogan	PERSON
ejpam-462	311	1	j. pure	PERSON
ejpam-462	311	2	3	CARDINAL
ejpam-462	311	3	2010	DATE
ejpam-462	311	4	382	CARDINAL
ejpam-462	311	5	5 00	CARDINAL
ejpam-462	311	6	1	CARDINAL
ejpam-462	311	7	4	CARDINAL
ejpam-462	311	8	500	CARDINAL
ejpam-462	311	9	ben hmark	PERSON
ejpam-462	311	10	daily	DATE
ejpam-462	312	1	begun six days	DATE
ejpam-462	312	2	the 1st day of 2002	DATE
ejpam-462	313	1	five	CARDINAL
ejpam-462	313	2	first	ORDINAL
ejpam-462	320	1	ga	ORG
ejpam-462	320	2	2	CARDINAL
ejpam-462	320	3	100	CARDINAL
ejpam-462	321	1	eval0	GPE
ejpam-462	321	2	ga	ORG
ejpam-462	322	1	100 200	CARDINAL
ejpam-462	322	2	5	CARDINAL
ejpam-462	322	3	ga	ORG
ejpam-462	323	1	15,000	CARDINAL
ejpam-462	323	2	approximately 15 minutes	TIME
ejpam-462	324	1	a. howe	PERSON
ejpam-462	324	2	h. bozdogan	PERSON
ejpam-462	325	1	j. pure	PERSON
ejpam-462	325	2	3	CARDINAL
ejpam-462	325	3	2010	DATE
ejpam-462	325	4	382	CARDINAL
ejpam-462	325	5	ga	ORG
ejpam-462	327	1	ga	ORG
ejpam-462	327	2	5	CARDINAL
ejpam-462	327	3	40th	ORDINAL
ejpam-462	328	1	5	CARDINAL
ejpam-462	331	1	1st	ORDINAL
ejpam-462	331	2	6th	ORDINAL
ejpam-462	331	3	0.0016	CARDINAL
ejpam-462	331	4	0.1242	CARDINAL
ejpam-462	331	5	−0.0102,−0.0193	GPE
ejpam-462	332	1	ols	ORG
ejpam-462	333	1	approximately 80%	PERCENT
ejpam-462	334	1	38	CARDINAL
ejpam-462	334	2	186	CARDINAL
ejpam-462	334	3	7	CARDINAL
ejpam-462	335	1	100	CARDINAL
ejpam-462	335	2	aic	ORG
ejpam-462	336	1	aic	PERSON
ejpam-462	336	2	82	CARDINAL
ejpam-462	337	1	nine	CARDINAL
ejpam-462	337	2	four	CARDINAL
ejpam-462	337	3	•	CARDINAL
ejpam-462	337	4	5th	ORDINAL
ejpam-462	337	5	• rut 2nd	DATE
ejpam-462	337	6	0.386 •	CARDINAL
ejpam-462	337	7	spx 2nd	DATE
ejpam-462	337	8	xau	ORG
ejpam-462	337	9	4th	ORDINAL
ejpam-462	337	10	0.155	CARDINAL
ejpam-462	337	11	spx	ORG
ejpam-462	337	12	russell 2000	ORG
ejpam-462	338	1	daily	DATE
ejpam-462	339	1	the entire 6 month	DATE
ejpam-462	339	2	6	CARDINAL
ejpam-462	340	1	more than 3%	PERCENT
ejpam-462	341	1	more than 15%	PERCENT
ejpam-462	341	2	more than 17%	PERCENT
ejpam-462	342	1	+17%	PERCENT
ejpam-462	343	1	100	CARDINAL
ejpam-462	343	2	90	CARDINAL
ejpam-462	344	1	only 15%	PERCENT
ejpam-462	345	1	8	CARDINAL
ejpam-462	345	2	seven	CARDINAL
ejpam-462	345	3	seven	CARDINAL
ejpam-462	348	1	icom p	ORG
ejpam-462	349	1	first	ORDINAL
ejpam-462	349	2	two	CARDINAL
ejpam-462	351	1	section 2.2	LAW
ejpam-462	352	1	a. howe	PERSON
ejpam-462	352	2	h. bozdogan	PERSON
ejpam-462	353	1	j. pure	PERSON
ejpam-462	353	2	3	CARDINAL
ejpam-462	353	3	2010	DATE
ejpam-462	353	4	382	CARDINAL
ejpam-462	354	1	−0.40%	PERCENT
ejpam-462	354	2	0 20 40	MONEY
ejpam-462	354	3	140	CARDINAL
ejpam-462	354	4	0 10 20 day	DATE
ejpam-462	354	5	−15.68%	PERCENT
ejpam-462	354	6	14.00%	PERCENT
ejpam-462	354	7	6	CARDINAL
ejpam-462	355	1	10	CARDINAL
ejpam-462	356	1	9	CARDINAL
ejpam-462	356	2	mse	ORG
ejpam-462	356	3	spx	ORG
ejpam-462	357	1	100	CARDINAL
ejpam-462	357	2	2	CARDINAL
ejpam-462	358	1	7	CARDINAL
ejpam-462	362	1	•	CARDINAL
ejpam-462	362	2	•	CARDINAL
ejpam-462	362	3	•	CARDINAL
ejpam-462	362	4	a. howe	PERSON
ejpam-462	362	5	h. bozdogan	PERSON
ejpam-462	363	1	j. pure	PERSON
ejpam-462	363	2	3	CARDINAL
ejpam-462	363	3	2010	DATE
ejpam-462	363	4	382	CARDINAL
ejpam-462	363	5	90 100	CARDINAL
ejpam-462	363	6	7	CARDINAL
ejpam-462	364	1	a. howe	PERSON
ejpam-462	364	2	h. bozdogan	PERSON
ejpam-462	365	1	j. pure	PERSON
ejpam-462	365	2	3	CARDINAL
ejpam-462	365	3	2010	DATE
ejpam-462	365	4	382	CARDINAL
ejpam-462	365	5	7	CARDINAL
ejpam-462	365	6	coe	ORG
ejpam-462	366	1	ndx rut spx xau	ORG
ejpam-462	366	2	8.130	CARDINAL
ejpam-462	366	3	dj20(1	PERSON
ejpam-462	366	4	mid(1	PERSON
ejpam-462	366	5	0.459	CARDINAL
ejpam-462	367	1	−0.039 −0.008	GPE
ejpam-462	367	2	0.797	CARDINAL
ejpam-462	367	3	rut(1	PERSON
ejpam-462	368	1	−0.022	PERSON
ejpam-462	368	2	xau(1	PERSON
ejpam-462	368	3	dj20(2	PERSON
ejpam-462	368	4	mid(2	TIME
ejpam-462	368	5	ndx(2	PERSON
ejpam-462	369	1	0.049	TIME
ejpam-462	369	2	rut(2	PERSON
ejpam-462	370	1	0.133 0.386	CARDINAL
ejpam-462	370	2	spx(2	PERSON
ejpam-462	370	3	−0.347	LANGUAGE
ejpam-462	371	1	0.332 −0.022	MONEY
ejpam-462	371	2	dj20(3	PERSON
ejpam-462	371	3	0.157	TIME
ejpam-462	371	4	ndx(3	PERSON
ejpam-462	372	1	spx(3	PERSON
ejpam-462	373	1	xau(3	PERSON
ejpam-462	374	1	0.079	CARDINAL
ejpam-462	374	2	mid(4	PERSON
ejpam-462	374	3	4.454	CARDINAL
ejpam-462	374	4	0.401	CARDINAL
ejpam-462	374	5	0.025	CARDINAL
ejpam-462	374	6	xau(4	PERSON
ejpam-462	375	1	0.174	CARDINAL
ejpam-462	375	2	0.155 0.064 dj20(5	QUANTITY
ejpam-462	375	3	mid(5	TIME
ejpam-462	376	1	0.009	LANGUAGE
ejpam-462	376	2	ndx(5	PERSON
ejpam-462	376	3	rut(5	GPE
ejpam-462	376	4	0.322	CARDINAL
ejpam-462	376	5	−0.058	ORG
ejpam-462	376	6	0.021	TIME
ejpam-462	376	7	xau(5	ORG
ejpam-462	376	8	8	CARDINAL
ejpam-462	376	9	7	CARDINAL
ejpam-462	378	1	17.14	CARDINAL
ejpam-462	378	2	7.40 18.16	CARDINAL
ejpam-462	379	1	3.49 5.95	CARDINAL
ejpam-462	379	2	0.09 13.38	CARDINAL
ejpam-462	379	3	13.33	CARDINAL
ejpam-462	379	4	15.65	MONEY
ejpam-462	379	5	3.27	CARDINAL
ejpam-462	379	6	24.73	MONEY
ejpam-462	379	7	10.64	CARDINAL
ejpam-462	379	8	28.25	CARDINAL
ejpam-462	379	9	a. howe	PERSON
ejpam-462	379	10	h. bozdogan	PERSON
ejpam-462	380	1	j. pure	PERSON
ejpam-462	380	2	3	CARDINAL
ejpam-462	380	3	2010	DATE
ejpam-462	380	4	382	CARDINAL
ejpam-462	380	5	402	CARDINAL
ejpam-462	380	6	9	CARDINAL
ejpam-462	381	1	msesub	PERSON
ejpam-462	381	2	10 154.2658	CARDINAL
ejpam-462	381	3	303.9236	CARDINAL
ejpam-462	381	4	309.1208	CARDINAL
ejpam-462	381	5	305.8698	CARDINAL
ejpam-462	381	6	309.1991	CARDINAL
ejpam-462	381	7	60	CARDINAL
ejpam-462	381	8	151.9430	CARDINAL
ejpam-462	381	9	311.2008	CARDINAL
ejpam-462	381	10	70 155.3841	QUANTITY
ejpam-462	381	11	310.0720 80	CARDINAL
ejpam-462	381	12	311.3456	CARDINAL
ejpam-462	381	13	90 151.9360	TIME
ejpam-462	381	14	309.3476	CARDINAL
ejpam-462	381	15	153.6293	CARDINAL
ejpam-462	381	16	317.7458	CARDINAL
ejpam-462	381	17	a. howe	PERSON
ejpam-462	381	18	h. bozdogan	PERSON
ejpam-462	382	1	j. pure	PERSON
ejpam-462	382	2	3	CARDINAL
ejpam-462	382	3	2010	DATE
ejpam-462	382	4	382	CARDINAL
ejpam-462	383	1	icom p	ORG
ejpam-462	385	1	first	ORDINAL
ejpam-462	385	2	five	CARDINAL
ejpam-462	385	3	six	CARDINAL
ejpam-462	387	1	34	CARDINAL
ejpam-462	387	2	60day	CARDINAL
ejpam-462	388	1	at least two	CARDINAL
ejpam-462	389	1	daily	DATE
ejpam-462	391	1	one	CARDINAL
ejpam-462	392	1	1	CARDINAL
ejpam-462	394	1	two	CARDINAL
ejpam-462	394	2	xau	ORG
ejpam-462	394	3	spx	ORG
ejpam-462	398	1	1998-2002	DATE
ejpam-462	398	2	1	CARDINAL
ejpam-462	398	3	2	DATE
ejpam-462	398	4	3	CARDINAL
ejpam-462	398	5	daily	DATE
ejpam-462	398	6	daily	DATE
ejpam-462	400	1	weekly	DATE
ejpam-462	402	1	secondly	ORDINAL
ejpam-462	403	1	3 months	DATE
ejpam-462	408	1	as short as two weeks	DATE
ejpam-462	409	1	two	CARDINAL
ejpam-462	412	1	one	CARDINAL
ejpam-462	412	2	most 15 minutes	TIME
ejpam-462	412	3	9.808×1055	CARDINAL
ejpam-462	412	4	404	CARDINAL
ejpam-462	413	1	100	CARDINAL
ejpam-462	413	2	approximately 24-25 hours	TIME
ejpam-462	413	3	an estimated 1,500,000	CARDINAL
ejpam-462	416	1	1	CARDINAL
ejpam-462	418	1	b.n.	GPE
ejpam-462	418	2	petrox	GPE
ejpam-462	418	3	f. csaki	PERSON
ejpam-462	418	4	second	ORDINAL
ejpam-462	419	1	267–281	CARDINAL
ejpam-462	419	2	budapest	GPE
ejpam-462	419	3	1973	DATE
ejpam-462	420	1	academiai kiado	PERSON
ejpam-462	421	1	2	CARDINAL
ejpam-462	423	1	fomby	PERSON
ejpam-462	423	2	r. carter hill	PERSON
ejpam-462	424	1	11b	CARDINAL
ejpam-462	425	1	jai press	PERSON
ejpam-462	425	2	conneticut, usa, 1993	ORG
ejpam-462	426	1	3	CARDINAL
ejpam-462	428	1	31:61–91, 1998	DATE
ejpam-462	429	1	4	CARDINAL
ejpam-462	431	1	12:563–592, 1997	DATE
ejpam-462	432	1	5	CARDINAL
ejpam-462	435	1	north-holland	NORP
ejpam-462	435	2	1988	DATE
ejpam-462	436	1	6	CARDINAL
ejpam-462	438	1	28:51–76	CARDINAL
ejpam-462	438	2	1998	DATE
ejpam-462	439	1	chen	PERSON
ejpam-462	441	1	suny at albany	ORG
ejpam-462	441	2	1976	DATE
ejpam-462	442	1	8	CARDINAL
ejpam-462	443	1	cointegraion	PERSON
ejpam-462	444	1	econometrica	PERSON
ejpam-462	444	2	55:251–276	CARDINAL
ejpam-462	444	3	1987	DATE
ejpam-462	445	1	9	CARDINAL
ejpam-462	447	1	37:424–438	CARDINAL
ejpam-462	447	2	1969	DATE
ejpam-462	448	1	10	CARDINAL
ejpam-462	448	2	j holland	PERSON
ejpam-462	450	1	university of michigan press	ORG
ejpam-462	450	2	ann arbor	PERSON
ejpam-462	450	3	michigan	GPE
ejpam-462	450	4	1975	DATE
ejpam-462	451	1	11	CARDINAL
ejpam-462	451	2	j holland	PERSON
ejpam-462	453	1	american	NORP
ejpam-462	453	2	66–72, 1992	DATE
ejpam-462	454	1	12	CARDINAL
ejpam-462	454	2	wolf	PERSON
ejpam-462	456	1	2003	DATE
ejpam-462	457	1	13	CARDINAL
ejpam-462	458	1	five years	DATE
ejpam-462	459	1	4:25–38, 1986	DATE
ejpam-462	460	1	405	CARDINAL
ejpam-462	460	2	14	CARDINAL
ejpam-462	462	1	1993	DATE
ejpam-462	463	1	15	CARDINAL
ejpam-462	465	1	wiley	PERSON
ejpam-462	465	2	1988	DATE
ejpam-462	466	1	16	CARDINAL
ejpam-462	468	1	b36:115–128	GPE
ejpam-462	468	2	1974	DATE
ejpam-462	469	1	17	CARDINAL
ejpam-462	472	1	32(4):405–426, 1997	DATE
ejpam-462	473	1	18	CARDINAL
ejpam-462	475	1	3:43–59, 1982	DATE
ejpam-462	476	1	19	CARDINAL
ejpam-462	478	1	university of british columbia	ORG
ejpam-462	478	2	1975	DATE
ejpam-462	479	1	20	CARDINAL
ejpam-462	481	1	12	CARDINAL
ejpam-462	481	2	1165–1202	CARDINAL
ejpam-462	482	1	oxford university press	ORG
ejpam-462	482	2	1999	DATE
ejpam-462	483	1	21	CARDINAL
ejpam-462	485	1	5:437–442	CARDINAL
ejpam-462	485	2	1987	DATE
ejpam-462	486	1	22	CARDINAL
ejpam-462	487	1	fisher	ORG
ejpam-462	487	2	one	CARDINAL
ejpam-462	489	1	moscow	GPE
ejpam-462	489	2	russia	GPE
ejpam-462	489	3	1983	DATE
ejpam-462	490	1	23	CARDINAL
ejpam-462	492	1	american	NORP
ejpam-462	493	1	62:540–552	CARDINAL
ejpam-462	493	2	1972	DATE
ejpam-462	494	1	24	CARDINAL
ejpam-462	496	1	econometrica	PERSON
ejpam-462	496	2	48:1–48, 1980	DATE
ejpam-462	497	1	25	CARDINAL
ejpam-462	499	1	phd thesis	PERSON
ejpam-462	499	2	university of london	ORG
ejpam-462	499	3	2004	DATE
ejpam-462	500	1	26	CARDINAL
ejpam-462	500	2	linster	GPE
ejpam-462	501	1	two	CARDINAL
ejpam-462	502	1	southern economic journal	ORG
ejpam-462	502	2	69(3):705–717	CARDINAL
ejpam-462	502	3	2003	DATE