id	sid	tid	token	lemma	pos
ejpam-2951	1	1	european	european	PROPN
ejpam-2951	1	2	journal	journal	PROPN
ejpam-2951	1	3	of	of	ADP
ejpam-2951	1	4	pure	pure	ADJ
ejpam-2951	1	5	and	and	CCONJ
ejpam-2951	1	6	applied	apply	VERB
ejpam-2951	1	7	mathematics	mathematic	NOUN
ejpam-2951	1	8	vol	vol	NOUN
ejpam-2951	1	9	.	.	PROPN
ejpam-2951	2	1	10	10	NUM
ejpam-2951	2	2	,	,	PUNCT
ejpam-2951	2	3	no	no	INTJ
ejpam-2951	2	4	.	.	NOUN
ejpam-2951	2	5	1	1	NUM
ejpam-2951	2	6	,	,	PUNCT
ejpam-2951	2	7	2017	2017	NUM
ejpam-2951	2	8	,	,	PUNCT
ejpam-2951	2	9	82	82	NUM
ejpam-2951	2	10	-	-	SYM
ejpam-2951	2	11	103	103	NUM
ejpam-2951	2	12	issn	issn	PROPN
ejpam-2951	2	13	1307	1307	NUM
ejpam-2951	2	14	-	-	SYM
ejpam-2951	2	15	5543	5543	NUM
ejpam-2951	2	16	–	–	PUNCT
ejpam-2951	2	17	www.ejpam.com	www.ejpam.com	X
ejpam-2951	2	18	published	publish	VERB
ejpam-2951	2	19	by	by	ADP
ejpam-2951	2	20	new	new	PROPN
ejpam-2951	2	21	york	york	PROPN
ejpam-2951	2	22	business	business	PROPN
ejpam-2951	2	23	global	global	PROPN
ejpam-2951	2	24	sir	sir	PROPN
ejpam-2951	2	25	clive	clive	PROPN
ejpam-2951	2	26	w.j	w.j	PROPN
ejpam-2951	2	27	.	.	PROPN
ejpam-2951	3	1	granger	granger	PROPN
ejpam-2951	3	2	memorial	memorial	ADJ
ejpam-2951	3	3	special	special	ADJ
ejpam-2951	3	4	issue	issue	NOUN
ejpam-2951	3	5	on	on	ADP
ejpam-2951	3	6	econometrics	econometrics	NOUN
ejpam-2951	3	7	long	long	ADJ
ejpam-2951	3	8	memory	memory	NOUN
ejpam-2951	3	9	and	and	CCONJ
ejpam-2951	3	10	fractional	fractional	ADJ
ejpam-2951	3	11	differencing	differencing	NOUN
ejpam-2951	3	12	:	:	PUNCT
ejpam-2951	3	13	revisiting	revisit	VERB
ejpam-2951	3	14	clive	clive	PROPN
ejpam-2951	3	15	w.	w.	PROPN
ejpam-2951	3	16	j.	j.	PROPN
ejpam-2951	3	17	granger	granger	PROPN
ejpam-2951	3	18	’s	’s	PART
ejpam-2951	3	19	contributions	contribution	NOUN
ejpam-2951	3	20	and	and	CCONJ
ejpam-2951	3	21	further	further	ADJ
ejpam-2951	3	22	developments	development	NOUN
ejpam-2951	3	23	ryoko	ryoko	PROPN
ejpam-2951	3	24	ito	ito	PROPN
ejpam-2951	3	25	nuffield	nuffield	PROPN
ejpam-2951	3	26	college	college	PROPN
ejpam-2951	3	27	and	and	CCONJ
ejpam-2951	3	28	the	the	DET
ejpam-2951	3	29	department	department	NOUN
ejpam-2951	3	30	of	of	ADP
ejpam-2951	3	31	economics	economic	NOUN
ejpam-2951	3	32	,	,	PUNCT
ejpam-2951	3	33	oxford	oxford	PROPN
ejpam-2951	3	34	university	university	PROPN
ejpam-2951	3	35	,	,	PUNCT
ejpam-2951	3	36	oxford	oxford	PROPN
ejpam-2951	3	37	,	,	PUNCT
ejpam-2951	3	38	uk	uk	PROPN
ejpam-2951	3	39	.	.	PROPN
ejpam-2951	3	40	abstract	abstract	PROPN
ejpam-2951	3	41	.	.	PUNCT
ejpam-2951	4	1	in	in	ADP
ejpam-2951	4	2	1980	1980	NUM
ejpam-2951	4	3	,	,	PUNCT
ejpam-2951	4	4	sir	sir	PROPN
ejpam-2951	4	5	clive	clive	PROPN
ejpam-2951	4	6	w.	w.	PROPN
ejpam-2951	4	7	j.	j.	PROPN
ejpam-2951	4	8	granger	granger	PROPN
ejpam-2951	4	9	discovered	discover	VERB
ejpam-2951	4	10	the	the	DET
ejpam-2951	4	11	fractional	fractional	ADJ
ejpam-2951	4	12	differencing	differencing	NOUN
ejpam-2951	4	13	operator	operator	NOUN
ejpam-2951	4	14	and	and	CCONJ
ejpam-2951	4	15	its	its	PRON
ejpam-2951	4	16	fundamental	fundamental	ADJ
ejpam-2951	4	17	properties	property	NOUN
ejpam-2951	4	18	in	in	ADP
ejpam-2951	4	19	discrete	discrete	ADJ
ejpam-2951	4	20	-	-	PUNCT
ejpam-2951	4	21	time	time	NOUN
ejpam-2951	4	22	mathematics	mathematic	NOUN
ejpam-2951	4	23	,	,	PUNCT
ejpam-2951	4	24	which	which	PRON
ejpam-2951	4	25	sparked	spark	VERB
ejpam-2951	4	26	an	an	DET
ejpam-2951	4	27	enormous	enormous	ADJ
ejpam-2951	4	28	literature	literature	NOUN
ejpam-2951	4	29	concerning	concern	VERB
ejpam-2951	4	30	the	the	DET
ejpam-2951	4	31	fractionally	fractionally	ADV
ejpam-2951	4	32	integrated	integrate	VERB
ejpam-2951	4	33	autoregressive	autoregressive	ADJ
ejpam-2951	4	34	moving	move	VERB
ejpam-2951	4	35	average	average	ADJ
ejpam-2951	4	36	models	model	NOUN
ejpam-2951	4	37	.	.	PUNCT
ejpam-2951	5	1	fractionally	fractionally	ADV
ejpam-2951	5	2	integrated	integrate	VERB
ejpam-2951	5	3	models	model	NOUN
ejpam-2951	5	4	capture	capture	VERB
ejpam-2951	5	5	a	a	DET
ejpam-2951	5	6	type	type	NOUN
ejpam-2951	5	7	of	of	ADP
ejpam-2951	5	8	long	long	ADJ
ejpam-2951	5	9	memory	memory	NOUN
ejpam-2951	5	10	and	and	CCONJ
ejpam-2951	5	11	have	have	VERB
ejpam-2951	5	12	useful	useful	ADJ
ejpam-2951	5	13	theoretical	theoretical	ADJ
ejpam-2951	5	14	properties	property	NOUN
ejpam-2951	5	15	,	,	PUNCT
ejpam-2951	5	16	although	although	SCONJ
ejpam-2951	5	17	scientists	scientist	NOUN
ejpam-2951	5	18	can	can	AUX
ejpam-2951	5	19	find	find	VERB
ejpam-2951	5	20	them	they	PRON
ejpam-2951	5	21	difficult	difficult	ADJ
ejpam-2951	5	22	to	to	PART
ejpam-2951	5	23	estimate	estimate	VERB
ejpam-2951	5	24	or	or	CCONJ
ejpam-2951	5	25	intuitively	intuitively	ADV
ejpam-2951	5	26	interpret	interpret	VERB
ejpam-2951	5	27	.	.	PUNCT
ejpam-2951	6	1	his	his	PRON
ejpam-2951	6	2	introductory	introductory	ADJ
ejpam-2951	6	3	papers	paper	NOUN
ejpam-2951	6	4	from	from	ADP
ejpam-2951	6	5	1980	1980	NUM
ejpam-2951	6	6	,	,	PUNCT
ejpam-2951	6	7	one	one	NUM
ejpam-2951	6	8	of	of	ADP
ejpam-2951	6	9	which	which	PRON
ejpam-2951	6	10	with	with	ADP
ejpam-2951	6	11	roselyne	roselyne	PROPN
ejpam-2951	6	12	joyeux	joyeux	PROPN
ejpam-2951	6	13	,	,	PUNCT
ejpam-2951	6	14	show	show	VERB
ejpam-2951	6	15	his	his	PRON
ejpam-2951	6	16	early	early	ADJ
ejpam-2951	6	17	and	and	CCONJ
ejpam-2951	6	18	deep	deep	ADJ
ejpam-2951	6	19	understanding	understanding	NOUN
ejpam-2951	6	20	of	of	ADP
ejpam-2951	6	21	this	this	DET
ejpam-2951	6	22	subject	subject	NOUN
ejpam-2951	6	23	by	by	ADP
ejpam-2951	6	24	showing	show	VERB
ejpam-2951	6	25	that	that	SCONJ
ejpam-2951	6	26	familiar	familiar	ADJ
ejpam-2951	6	27	short	short	ADJ
ejpam-2951	6	28	memory	memory	NOUN
ejpam-2951	6	29	processes	process	NOUN
ejpam-2951	6	30	can	can	AUX
ejpam-2951	6	31	produce	produce	VERB
ejpam-2951	6	32	long	long	ADJ
ejpam-2951	6	33	memory	memory	NOUN
ejpam-2951	6	34	effects	effect	NOUN
ejpam-2951	6	35	under	under	ADP
ejpam-2951	6	36	certain	certain	ADJ
ejpam-2951	6	37	conditions	condition	NOUN
ejpam-2951	6	38	.	.	PUNCT
ejpam-2951	7	1	moreover	moreover	ADV
ejpam-2951	7	2	,	,	PUNCT
ejpam-2951	7	3	fractional	fractional	ADJ
ejpam-2951	7	4	differencing	differencing	NOUN
ejpam-2951	7	5	advanced	advance	VERB
ejpam-2951	7	6	our	our	PRON
ejpam-2951	7	7	understanding	understanding	NOUN
ejpam-2951	7	8	of	of	ADP
ejpam-2951	7	9	cointegration	cointegration	NOUN
ejpam-2951	7	10	and	and	CCONJ
ejpam-2951	7	11	the	the	DET
ejpam-2951	7	12	properties	property	NOUN
ejpam-2951	7	13	of	of	ADP
ejpam-2951	7	14	traditional	traditional	ADJ
ejpam-2951	7	15	dickey	dickey	NOUN
ejpam-2951	7	16	-	-	PUNCT
ejpam-2951	7	17	fuller	full	ADJ
ejpam-2951	7	18	tests	test	NOUN
ejpam-2951	7	19	,	,	PUNCT
ejpam-2951	7	20	and	and	CCONJ
ejpam-2951	7	21	motivated	motivate	VERB
ejpam-2951	7	22	the	the	DET
ejpam-2951	7	23	development	development	NOUN
ejpam-2951	7	24	of	of	ADP
ejpam-2951	7	25	new	new	ADJ
ejpam-2951	7	26	unit	unit	NOUN
ejpam-2951	7	27	-	-	PUNCT
ejpam-2951	7	28	root	root	NOUN
ejpam-2951	7	29	tests	test	NOUN
ejpam-2951	7	30	against	against	ADP
ejpam-2951	7	31	fractional	fractional	ADJ
ejpam-2951	7	32	alternatives	alternative	NOUN
ejpam-2951	7	33	.	.	PUNCT
ejpam-2951	8	1	this	this	DET
ejpam-2951	8	2	article	article	NOUN
ejpam-2951	8	3	honors	honor	VERB
ejpam-2951	8	4	his	his	PRON
ejpam-2951	8	5	significant	significant	ADJ
ejpam-2951	8	6	contributions	contribution	NOUN
ejpam-2951	8	7	by	by	ADP
ejpam-2951	8	8	identifying	identify	VERB
ejpam-2951	8	9	key	key	ADJ
ejpam-2951	8	10	areas	area	NOUN
ejpam-2951	8	11	of	of	ADP
ejpam-2951	8	12	research	research	NOUN
ejpam-2951	8	13	he	he	PRON
ejpam-2951	8	14	inspired	inspire	VERB
ejpam-2951	8	15	and	and	CCONJ
ejpam-2951	8	16	surveying	survey	VERB
ejpam-2951	8	17	recent	recent	ADJ
ejpam-2951	8	18	developments	development	NOUN
ejpam-2951	8	19	in	in	ADP
ejpam-2951	8	20	them	they	PRON
ejpam-2951	8	21	.	.	PUNCT
ejpam-2951	9	1	2010	2010	NUM
ejpam-2951	9	2	mathematics	mathematic	NOUN
ejpam-2951	9	3	subject	subject	NOUN
ejpam-2951	9	4	classifications	classification	NOUN
ejpam-2951	9	5	:	:	PUNCT
ejpam-2951	9	6	62m10	62m10	NUM
ejpam-2951	9	7	,	,	PUNCT
ejpam-2951	9	8	62m15	62m15	NUM
ejpam-2951	9	9	,	,	PUNCT
ejpam-2951	9	10	62m20	62m20	NUM
ejpam-2951	9	11	,	,	PUNCT
ejpam-2951	9	12	62p20	62p20	NOUN
ejpam-2951	9	13	,	,	PUNCT
ejpam-2951	9	14	91b84	91b84	NUM
ejpam-2951	9	15	,	,	PUNCT
ejpam-2951	9	16	37m10	37m10	NUM
ejpam-2951	9	17	key	key	ADJ
ejpam-2951	9	18	words	word	NOUN
ejpam-2951	9	19	and	and	CCONJ
ejpam-2951	9	20	phrases	phrase	NOUN
ejpam-2951	9	21	:	:	PUNCT
ejpam-2951	9	22	cointegration	cointegration	NOUN
ejpam-2951	9	23	,	,	PUNCT
ejpam-2951	9	24	long	long	ADJ
ejpam-2951	9	25	-	-	PUNCT
ejpam-2951	9	26	range	range	NOUN
ejpam-2951	9	27	dependence	dependence	NOUN
ejpam-2951	9	28	,	,	PUNCT
ejpam-2951	9	29	unit	unit	NOUN
ejpam-2951	9	30	-	-	PUNCT
ejpam-2951	9	31	root	root	NOUN
ejpam-2951	9	32	,	,	PUNCT
ejpam-2951	9	33	frequency	frequency	NOUN
ejpam-2951	9	34	domain	domain	NOUN
ejpam-2951	9	35	1	1	NUM
ejpam-2951	9	36	.	.	PUNCT
ejpam-2951	9	37	introduction	introduction	NOUN
ejpam-2951	9	38	to	to	ADP
ejpam-2951	9	39	fractional	fractional	ADJ
ejpam-2951	9	40	differencing	difference	VERB
ejpam-2951	9	41	a	a	DET
ejpam-2951	9	42	stationary	stationary	ADJ
ejpam-2951	9	43	process	process	NOUN
ejpam-2951	9	44	is	be	AUX
ejpam-2951	9	45	said	say	VERB
ejpam-2951	9	46	to	to	PART
ejpam-2951	9	47	have	have	VERB
ejpam-2951	9	48	long	long	ADJ
ejpam-2951	9	49	memory	memory	NOUN
ejpam-2951	9	50	(	(	PUNCT
ejpam-2951	9	51	or	or	CCONJ
ejpam-2951	9	52	long	long	ADJ
ejpam-2951	9	53	-	-	PUNCT
ejpam-2951	9	54	range	range	NOUN
ejpam-2951	9	55	dependence	dependence	NOUN
ejpam-2951	9	56	)	)	PUNCT
ejpam-2951	9	57	if	if	SCONJ
ejpam-2951	9	58	its	its	PRON
ejpam-2951	9	59	autocorrelation	autocorrelation	NOUN
ejpam-2951	9	60	decays	decay	VERB
ejpam-2951	9	61	slower	slow	ADJ
ejpam-2951	9	62	than	than	ADP
ejpam-2951	9	63	the	the	DET
ejpam-2951	9	64	exponential	exponential	ADJ
ejpam-2951	9	65	rate	rate	NOUN
ejpam-2951	9	66	.	.	PUNCT
ejpam-2951	10	1	hurst	hurst	PROPN
ejpam-2951	11	1	[	[	X
ejpam-2951	11	2	76	76	NUM
ejpam-2951	11	3	]	]	PUNCT
ejpam-2951	11	4	noticed	notice	VERB
ejpam-2951	11	5	this	this	DET
ejpam-2951	11	6	phenomenon	phenomenon	NOUN
ejpam-2951	11	7	in	in	ADP
ejpam-2951	11	8	the	the	DET
ejpam-2951	11	9	streamflow	streamflow	NOUN
ejpam-2951	11	10	of	of	ADP
ejpam-2951	11	11	the	the	DET
ejpam-2951	11	12	nile	nile	NOUN
ejpam-2951	11	13	,	,	PUNCT
ejpam-2951	11	14	when	when	SCONJ
ejpam-2951	11	15	he	he	PRON
ejpam-2951	11	16	was	be	AUX
ejpam-2951	11	17	studying	study	VERB
ejpam-2951	11	18	the	the	DET
ejpam-2951	11	19	storage	storage	NOUN
ejpam-2951	11	20	capacity	capacity	NOUN
ejpam-2951	11	21	of	of	ADP
ejpam-2951	11	22	reservoirs	reservoir	NOUN
ejpam-2951	11	23	along	along	ADP
ejpam-2951	11	24	the	the	DET
ejpam-2951	11	25	river	river	NOUN
ejpam-2951	11	26	.	.	PUNCT
ejpam-2951	12	1	his	his	PRON
ejpam-2951	12	2	work	work	NOUN
ejpam-2951	12	3	resulted	result	VERB
ejpam-2951	12	4	in	in	ADP
ejpam-2951	12	5	a	a	DET
ejpam-2951	12	6	measure	measure	NOUN
ejpam-2951	12	7	of	of	ADP
ejpam-2951	12	8	long	long	ADJ
ejpam-2951	12	9	-	-	PUNCT
ejpam-2951	12	10	range	range	NOUN
ejpam-2951	12	11	dependence	dependence	NOUN
ejpam-2951	12	12	called	call	VERB
ejpam-2951	12	13	the	the	DET
ejpam-2951	12	14	hurst	hurst	PROPN
ejpam-2951	12	15	exponent	exponent	NOUN
ejpam-2951	12	16	and	and	CCONJ
ejpam-2951	12	17	the	the	DET
ejpam-2951	12	18	development	development	NOUN
ejpam-2951	12	19	of	of	ADP
ejpam-2951	12	20	certain	certain	ADJ
ejpam-2951	12	21	long	long	ADJ
ejpam-2951	12	22	memory	memory	NOUN
ejpam-2951	12	23	processes	process	NOUN
ejpam-2951	12	24	in	in	ADP
ejpam-2951	12	25	continuous	continuous	ADJ
ejpam-2951	12	26	-	-	PUNCT
ejpam-2951	12	27	time	time	NOUN
ejpam-2951	12	28	mathematics	mathematic	NOUN
ejpam-2951	12	29	by	by	ADP
ejpam-2951	12	30	mandelbrot	mandelbrot	PROPN
ejpam-2951	12	31	and	and	CCONJ
ejpam-2951	12	32	van	van	PROPN
ejpam-2951	12	33	ness	ness	NOUN
ejpam-2951	12	34	[	[	X
ejpam-2951	12	35	96	96	NUM
ejpam-2951	12	36	]	]	PUNCT
ejpam-2951	12	37	and	and	CCONJ
ejpam-2951	12	38	mandelbrot	mandelbrot	NOUN
ejpam-2951	12	39	[	[	X
ejpam-2951	12	40	95	95	NUM
ejpam-2951	12	41	]	]	PUNCT
ejpam-2951	12	42	.	.	PUNCT
ejpam-2951	13	1	also	also	ADV
ejpam-2951	13	2	see	see	VERB
ejpam-2951	13	3	lawrence	lawrence	NOUN
ejpam-2951	13	4	and	and	CCONJ
ejpam-2951	13	5	kottegoda	kottegoda	VERB
ejpam-2951	14	1	[	[	X
ejpam-2951	14	2	87	87	NUM
ejpam-2951	14	3	]	]	PUNCT
ejpam-2951	14	4	and	and	CCONJ
ejpam-2951	14	5	hipel	hipel	PROPN
ejpam-2951	14	6	and	and	CCONJ
ejpam-2951	14	7	mcleod	mcleod	PROPN
ejpam-2951	15	1	[	[	X
ejpam-2951	15	2	73	73	NUM
ejpam-2951	15	3	]	]	PUNCT
ejpam-2951	15	4	.	.	PUNCT
ejpam-2951	16	1	email	email	NOUN
ejpam-2951	16	2	address	address	NOUN
ejpam-2951	16	3	:	:	PUNCT
ejpam-2951	16	4	ryoko.ito@economics.ox.ac.uk	ryoko.ito@economics.ox.ac.uk	NOUN
ejpam-2951	16	5	(	(	PUNCT
ejpam-2951	16	6	r.	r.	PROPN
ejpam-2951	16	7	ito	ito	PROPN
ejpam-2951	16	8	)	)	PUNCT
ejpam-2951	16	9	http://www.ejpam.com	http://www.ejpam.com	X
ejpam-2951	17	1	82	82	NUM
ejpam-2951	18	1	c	c	X
ejpam-2951	18	2	©	©	PROPN
ejpam-2951	18	3	2017	2017	NUM
ejpam-2951	18	4	ejpam	ejpam	VERB
ejpam-2951	18	5	all	all	DET
ejpam-2951	18	6	rights	right	NOUN
ejpam-2951	18	7	reserved	reserve	VERB
ejpam-2951	18	8	.	.	PUNCT
ejpam-2951	19	1	r.	r.	PROPN
ejpam-2951	19	2	ito	ito	PROPN
ejpam-2951	19	3	/	/	SYM
ejpam-2951	19	4	eur	eur	PROPN
ejpam-2951	19	5	.	.	PUNCT
ejpam-2951	20	1	j.	j.	PROPN
ejpam-2951	20	2	pure	pure	PROPN
ejpam-2951	20	3	appl	appl	PROPN
ejpam-2951	20	4	.	.	PROPN
ejpam-2951	20	5	math	math	PROPN
ejpam-2951	20	6	,	,	PUNCT
ejpam-2951	20	7	10	10	NUM
ejpam-2951	20	8	(	(	PUNCT
ejpam-2951	20	9	1	1	NUM
ejpam-2951	20	10	)	)	PUNCT
ejpam-2951	20	11	(	(	PUNCT
ejpam-2951	20	12	2017	2017	NUM
ejpam-2951	20	13	)	)	PUNCT
ejpam-2951	20	14	,	,	PUNCT
ejpam-2951	20	15	82	82	NUM
ejpam-2951	20	16	-	-	SYM
ejpam-2951	20	17	103	103	NUM
ejpam-2951	20	18	83	83	NUM
ejpam-2951	20	19	long	long	ADJ
ejpam-2951	20	20	memory	memory	NOUN
ejpam-2951	20	21	processes	process	NOUN
ejpam-2951	20	22	have	have	AUX
ejpam-2951	20	23	been	be	AUX
ejpam-2951	20	24	documented	document	VERB
ejpam-2951	20	25	in	in	ADP
ejpam-2951	20	26	many	many	ADJ
ejpam-2951	20	27	scientific	scientific	ADJ
ejpam-2951	20	28	fields	field	NOUN
ejpam-2951	20	29	.	.	PUNCT
ejpam-2951	21	1	finance	finance	NOUN
ejpam-2951	21	2	and	and	CCONJ
ejpam-2951	21	3	economics	economic	NOUN
ejpam-2951	21	4	are	be	AUX
ejpam-2951	21	5	no	no	DET
ejpam-2951	21	6	exceptions	exception	NOUN
ejpam-2951	21	7	:	:	PUNCT
ejpam-2951	21	8	ding	de	VERB
ejpam-2951	21	9	et	et	PROPN
ejpam-2951	21	10	al	al	PROPN
ejpam-2951	21	11	.	.	PUNCT
ejpam-2951	22	1	[	[	X
ejpam-2951	22	2	46	46	NUM
ejpam-2951	22	3	]	]	PUNCT
ejpam-2951	22	4	and	and	CCONJ
ejpam-2951	22	5	bollerslev	bollerslev	ADJ
ejpam-2951	22	6	and	and	CCONJ
ejpam-2951	22	7	mikkelsen	mikkelsen	NOUN
ejpam-2951	22	8	[	[	X
ejpam-2951	22	9	19	19	NUM
ejpam-2951	22	10	]	]	PUNCT
ejpam-2951	22	11	,	,	PUNCT
ejpam-2951	22	12	for	for	ADP
ejpam-2951	22	13	instance	instance	NOUN
ejpam-2951	22	14	,	,	PUNCT
ejpam-2951	22	15	illustrated	illustrate	VERB
ejpam-2951	22	16	that	that	SCONJ
ejpam-2951	22	17	stock	stock	NOUN
ejpam-2951	22	18	market	market	NOUN
ejpam-2951	22	19	volatility	volatility	NOUN
ejpam-2951	22	20	can	can	AUX
ejpam-2951	22	21	be	be	AUX
ejpam-2951	22	22	described	describe	VERB
ejpam-2951	22	23	by	by	ADP
ejpam-2951	22	24	a	a	DET
ejpam-2951	22	25	long	long	ADJ
ejpam-2951	22	26	memory	memory	NOUN
ejpam-2951	22	27	process	process	NOUN
ejpam-2951	22	28	.	.	PUNCT
ejpam-2951	23	1	chortareas	chortareas	PRON
ejpam-2951	23	2	et	et	PROPN
ejpam-2951	23	3	al	al	PROPN
ejpam-2951	23	4	.	.	PUNCT
ejpam-2951	24	1	[	[	X
ejpam-2951	24	2	27	27	NUM
ejpam-2951	24	3	]	]	PUNCT
ejpam-2951	24	4	made	make	VERB
ejpam-2951	24	5	similar	similar	ADJ
ejpam-2951	24	6	findings	finding	NOUN
ejpam-2951	24	7	in	in	ADP
ejpam-2951	24	8	the	the	DET
ejpam-2951	24	9	volatility	volatility	NOUN
ejpam-2951	24	10	of	of	ADP
ejpam-2951	24	11	chosen	choose	VERB
ejpam-2951	24	12	exchange	exchange	NOUN
ejpam-2951	24	13	rates	rate	NOUN
ejpam-2951	24	14	with	with	ADP
ejpam-2951	24	15	the	the	DET
ejpam-2951	24	16	euro	euro	NOUN
ejpam-2951	24	17	.	.	PUNCT
ejpam-2951	25	1	fleming	fleming	NOUN
ejpam-2951	25	2	and	and	CCONJ
ejpam-2951	25	3	kirby	kirby	PROPN
ejpam-2951	26	1	[	[	X
ejpam-2951	26	2	52	52	NUM
ejpam-2951	26	3	]	]	PUNCT
ejpam-2951	26	4	found	find	VERB
ejpam-2951	26	5	that	that	SCONJ
ejpam-2951	26	6	both	both	PRON
ejpam-2951	26	7	return	return	VERB
ejpam-2951	26	8	volatility	volatility	NOUN
ejpam-2951	26	9	and	and	CCONJ
ejpam-2951	26	10	trading	trading	NOUN
ejpam-2951	26	11	volume	volume	NOUN
ejpam-2951	26	12	of	of	ADP
ejpam-2951	26	13	a	a	DET
ejpam-2951	26	14	selected	select	VERB
ejpam-2951	26	15	set	set	NOUN
ejpam-2951	26	16	of	of	ADP
ejpam-2951	26	17	twenty	twenty	NUM
ejpam-2951	26	18	equities	equity	NOUN
ejpam-2951	26	19	display	display	VERB
ejpam-2951	26	20	long	long	ADJ
ejpam-2951	26	21	memory	memory	NOUN
ejpam-2951	26	22	.	.	PUNCT
ejpam-2951	27	1	degiannakis	degiannaki	NOUN
ejpam-2951	27	2	et	et	PROPN
ejpam-2951	27	3	al	al	PROPN
ejpam-2951	27	4	.	.	PUNCT
ejpam-2951	28	1	[	[	X
ejpam-2951	28	2	39	39	NUM
ejpam-2951	28	3	]	]	PUNCT
ejpam-2951	28	4	,	,	PUNCT
ejpam-2951	28	5	caporale	caporale	NOUN
ejpam-2951	28	6	and	and	CCONJ
ejpam-2951	28	7	gil	gil	PROPN
ejpam-2951	28	8	-	-	PROPN
ejpam-2951	28	9	alana	alana	PROPN
ejpam-2951	29	1	[	[	X
ejpam-2951	29	2	22	22	NUM
ejpam-2951	29	3	]	]	PUNCT
ejpam-2951	29	4	,	,	PUNCT
ejpam-2951	29	5	and	and	CCONJ
ejpam-2951	29	6	many	many	ADJ
ejpam-2951	29	7	others	other	NOUN
ejpam-2951	29	8	found	find	VERB
ejpam-2951	29	9	more	more	ADV
ejpam-2951	29	10	empirical	empirical	ADJ
ejpam-2951	29	11	evidence	evidence	NOUN
ejpam-2951	29	12	of	of	ADP
ejpam-2951	29	13	long	long	ADJ
ejpam-2951	29	14	memory	memory	NOUN
ejpam-2951	29	15	in	in	ADP
ejpam-2951	29	16	finance	finance	NOUN
ejpam-2951	29	17	and	and	CCONJ
ejpam-2951	29	18	economics	economic	NOUN
ejpam-2951	29	19	.	.	PUNCT
ejpam-2951	30	1	when	when	SCONJ
ejpam-2951	30	2	scientists	scientist	NOUN
ejpam-2951	30	3	apply	apply	VERB
ejpam-2951	30	4	standard	standard	ADJ
ejpam-2951	30	5	regression	regression	NOUN
ejpam-2951	30	6	frameworks	framework	NOUN
ejpam-2951	30	7	to	to	ADP
ejpam-2951	30	8	nonstationary	nonstationary	ADJ
ejpam-2951	30	9	time	time	NOUN
ejpam-2951	30	10	series	series	NOUN
ejpam-2951	30	11	,	,	PUNCT
ejpam-2951	30	12	it	it	PRON
ejpam-2951	30	13	is	be	AUX
ejpam-2951	30	14	common	common	ADJ
ejpam-2951	30	15	to	to	PART
ejpam-2951	30	16	difference	difference	VERB
ejpam-2951	30	17	the	the	DET
ejpam-2951	30	18	series	series	NOUN
ejpam-2951	30	19	first	first	ADV
ejpam-2951	30	20	to	to	PART
ejpam-2951	30	21	remove	remove	VERB
ejpam-2951	30	22	a	a	DET
ejpam-2951	30	23	unit	unit	NOUN
ejpam-2951	30	24	root	root	NOUN
ejpam-2951	30	25	.	.	PUNCT
ejpam-2951	31	1	a	a	DET
ejpam-2951	31	2	popular	popular	ADJ
ejpam-2951	31	3	differencing	differencing	NOUN
ejpam-2951	31	4	filter	filter	NOUN
ejpam-2951	31	5	is	be	AUX
ejpam-2951	31	6	the	the	DET
ejpam-2951	31	7	n	n	ADV
ejpam-2951	31	8	-	-	PUNCT
ejpam-2951	31	9	th	th	VERB
ejpam-2951	31	10	difference	difference	NOUN
ejpam-2951	31	11	filter	filter	NOUN
ejpam-2951	31	12	,	,	PUNCT
ejpam-2951	31	13	(	(	PUNCT
ejpam-2951	31	14	1	1	NUM
ejpam-2951	31	15	−	−	PROPN
ejpam-2951	31	16	ln	ln	NOUN
ejpam-2951	31	17	)	)	PUNCT
ejpam-2951	31	18	,	,	PUNCT
ejpam-2951	31	19	where	where	SCONJ
ejpam-2951	31	20	n	n	X
ejpam-2951	31	21	∈	∈	PROPN
ejpam-2951	31	22	n	n	NOUN
ejpam-2951	31	23	and	and	CCONJ
ejpam-2951	31	24	l	l	NOUN
ejpam-2951	31	25	is	be	AUX
ejpam-2951	31	26	the	the	DET
ejpam-2951	31	27	lag	lag	NOUN
ejpam-2951	31	28	operator	operator	NOUN
ejpam-2951	31	29	.	.	PUNCT
ejpam-2951	32	1	hylleberg	hylleberg	PROPN
ejpam-2951	32	2	and	and	CCONJ
ejpam-2951	32	3	granger	granger	PROPN
ejpam-2951	33	1	[	[	X
ejpam-2951	33	2	77	77	NUM
ejpam-2951	33	3	]	]	PUNCT
ejpam-2951	33	4	developed	develop	VERB
ejpam-2951	33	5	tests	test	NOUN
ejpam-2951	33	6	for	for	ADP
ejpam-2951	33	7	roots	root	NOUN
ejpam-2951	33	8	of	of	ADP
ejpam-2951	33	9	this	this	DET
ejpam-2951	33	10	type	type	NOUN
ejpam-2951	33	11	.	.	PUNCT
ejpam-2951	34	1	this	this	DET
ejpam-2951	34	2	filter	filter	NOUN
ejpam-2951	34	3	is	be	AUX
ejpam-2951	34	4	one	one	NUM
ejpam-2951	34	5	of	of	ADP
ejpam-2951	34	6	the	the	DET
ejpam-2951	34	7	simplest	simple	ADJ
ejpam-2951	34	8	methods	method	NOUN
ejpam-2951	34	9	of	of	ADP
ejpam-2951	34	10	adjusting	adjust	VERB
ejpam-2951	34	11	for	for	ADP
ejpam-2951	34	12	either	either	PRON
ejpam-2951	34	13	unit	unit	NOUN
ejpam-2951	34	14	roots	root	NOUN
ejpam-2951	34	15	or	or	CCONJ
ejpam-2951	34	16	seasonality	seasonality	NOUN
ejpam-2951	34	17	,	,	PUNCT
ejpam-2951	34	18	and	and	CCONJ
ejpam-2951	34	19	is	be	AUX
ejpam-2951	34	20	frequently	frequently	ADV
ejpam-2951	34	21	viewed	view	VERB
ejpam-2951	34	22	as	as	ADP
ejpam-2951	34	23	a	a	DET
ejpam-2951	34	24	practical	practical	ADJ
ejpam-2951	34	25	response	response	NOUN
ejpam-2951	34	26	to	to	ADP
ejpam-2951	34	27	time	time	NOUN
ejpam-2951	34	28	series	series	NOUN
ejpam-2951	34	29	with	with	ADP
ejpam-2951	34	30	persistence	persistence	NOUN
ejpam-2951	34	31	that	that	PRON
ejpam-2951	34	32	is	be	AUX
ejpam-2951	34	33	incompatible	incompatible	ADJ
ejpam-2951	34	34	with	with	ADP
ejpam-2951	34	35	the	the	DET
ejpam-2951	34	36	standard	standard	ADJ
ejpam-2951	34	37	autoregressive	autoregressive	ADJ
ejpam-2951	34	38	moving	move	VERB
ejpam-2951	34	39	average	average	ADJ
ejpam-2951	34	40	(	(	PUNCT
ejpam-2951	34	41	arma	arma	NOUN
ejpam-2951	34	42	)	)	PUNCT
ejpam-2951	34	43	models	model	NOUN
ejpam-2951	34	44	.	.	PUNCT
ejpam-2951	35	1	from	from	ADP
ejpam-2951	35	2	the	the	DET
ejpam-2951	35	3	viewpoint	viewpoint	NOUN
ejpam-2951	35	4	of	of	ADP
ejpam-2951	35	5	granger	granger	PROPN
ejpam-2951	35	6	and	and	CCONJ
ejpam-2951	35	7	joyeux	joyeux	X
ejpam-2951	35	8	[	[	X
ejpam-2951	35	9	65	65	NUM
ejpam-2951	35	10	]	]	X
ejpam-2951	35	11	,	,	PUNCT
ejpam-2951	35	12	a	a	DET
ejpam-2951	35	13	major	major	ADJ
ejpam-2951	35	14	concern	concern	NOUN
ejpam-2951	35	15	here	here	ADV
ejpam-2951	35	16	was	be	AUX
ejpam-2951	35	17	that	that	SCONJ
ejpam-2951	35	18	this	this	DET
ejpam-2951	35	19	form	form	NOUN
ejpam-2951	35	20	of	of	ADP
ejpam-2951	35	21	differencing	differencing	NOUN
ejpam-2951	35	22	can	can	AUX
ejpam-2951	35	23	lead	lead	VERB
ejpam-2951	35	24	to	to	ADP
ejpam-2951	35	25	over	over	ADP
ejpam-2951	35	26	-	-	PUNCT
ejpam-2951	35	27	differencing	differencing	NOUN
ejpam-2951	35	28	,	,	PUNCT
ejpam-2951	35	29	in	in	ADP
ejpam-2951	35	30	the	the	DET
ejpam-2951	35	31	sense	sense	NOUN
ejpam-2951	35	32	that	that	SCONJ
ejpam-2951	35	33	it	it	PRON
ejpam-2951	35	34	can	can	AUX
ejpam-2951	35	35	distort	distort	VERB
ejpam-2951	35	36	interesting	interesting	ADJ
ejpam-2951	35	37	short	short	ADJ
ejpam-2951	35	38	-	-	PUNCT
ejpam-2951	35	39	run	run	NOUN
ejpam-2951	35	40	dynamics	dynamic	NOUN
ejpam-2951	35	41	and	and	CCONJ
ejpam-2951	35	42	lead	lead	VERB
ejpam-2951	35	43	to	to	ADP
ejpam-2951	35	44	misleading	mislead	VERB
ejpam-2951	35	45	conclusions	conclusion	NOUN
ejpam-2951	35	46	,	,	PUNCT
ejpam-2951	35	47	just	just	ADV
ejpam-2951	35	48	like	like	ADP
ejpam-2951	35	49	any	any	DET
ejpam-2951	35	50	method	method	NOUN
ejpam-2951	35	51	of	of	ADP
ejpam-2951	35	52	de	de	NOUN
ejpam-2951	35	53	-	-	ADJ
ejpam-2951	35	54	trending	trending	ADJ
ejpam-2951	35	55	or	or	CCONJ
ejpam-2951	35	56	de	de	NOUN
ejpam-2951	35	57	-	-	NOUN
ejpam-2951	35	58	seasonalizing	seasonalizing	NOUN
ejpam-2951	35	59	.	.	PUNCT
ejpam-2951	36	1	the	the	DET
ejpam-2951	36	2	fractional	fractional	ADJ
ejpam-2951	36	3	differencing	differencing	NOUN
ejpam-2951	36	4	operator	operator	NOUN
ejpam-2951	36	5	formally	formally	ADV
ejpam-2951	36	6	introduced	introduce	VERB
ejpam-2951	36	7	in	in	ADP
ejpam-2951	36	8	the	the	DET
ejpam-2951	36	9	arma	arma	PROPN
ejpam-2951	36	10	context	context	NOUN
ejpam-2951	36	11	by	by	ADP
ejpam-2951	36	12	granger	granger	PROPN
ejpam-2951	37	1	[	[	X
ejpam-2951	37	2	60	60	NUM
ejpam-2951	37	3	]	]	PUNCT
ejpam-2951	37	4	,	,	PUNCT
ejpam-2951	37	5	granger	granger	PROPN
ejpam-2951	37	6	and	and	CCONJ
ejpam-2951	37	7	joyeux	joyeux	X
ejpam-2951	38	1	[	[	X
ejpam-2951	38	2	65	65	NUM
ejpam-2951	38	3	]	]	PUNCT
ejpam-2951	38	4	,	,	PUNCT
ejpam-2951	38	5	and	and	CCONJ
ejpam-2951	38	6	hosking	hoske	VERB
ejpam-2951	39	1	[	[	X
ejpam-2951	39	2	74	74	NUM
ejpam-2951	39	3	]	]	PUNCT
ejpam-2951	39	4	deepened	deepen	VERB
ejpam-2951	39	5	our	our	PRON
ejpam-2951	39	6	understanding	understanding	NOUN
ejpam-2951	39	7	of	of	ADP
ejpam-2951	39	8	the	the	DET
ejpam-2951	39	9	concept	concept	NOUN
ejpam-2951	39	10	of	of	ADP
ejpam-2951	39	11	differencing	differencing	NOUN
ejpam-2951	39	12	,	,	PUNCT
ejpam-2951	39	13	and	and	CCONJ
ejpam-2951	39	14	allowed	allow	VERB
ejpam-2951	39	15	scientists	scientist	NOUN
ejpam-2951	39	16	to	to	PART
ejpam-2951	39	17	model	model	VERB
ejpam-2951	39	18	long	long	ADJ
ejpam-2951	39	19	memory	memory	NOUN
ejpam-2951	39	20	processes	process	NOUN
ejpam-2951	39	21	using	use	VERB
ejpam-2951	39	22	the	the	DET
ejpam-2951	39	23	language	language	NOUN
ejpam-2951	39	24	of	of	ADP
ejpam-2951	39	25	discrete	discrete	ADJ
ejpam-2951	39	26	-	-	PUNCT
ejpam-2951	39	27	time	time	NOUN
ejpam-2951	39	28	mathematics	mathematic	NOUN
ejpam-2951	39	29	.	.	PUNCT
ejpam-2951	40	1	a	a	DET
ejpam-2951	40	2	process	process	NOUN
ejpam-2951	40	3	yt	yt	NOUN
ejpam-2951	40	4	is	be	AUX
ejpam-2951	40	5	said	say	VERB
ejpam-2951	40	6	to	to	PART
ejpam-2951	40	7	be	be	AUX
ejpam-2951	40	8	integrated	integrate	VERB
ejpam-2951	40	9	of	of	ADP
ejpam-2951	40	10	order	order	NOUN
ejpam-2951	40	11	d	d	NOUN
ejpam-2951	40	12	(	(	PUNCT
ejpam-2951	40	13	denoted	denote	VERB
ejpam-2951	40	14	by	by	ADP
ejpam-2951	40	15	i(d	i(d	NOUN
ejpam-2951	40	16	)	)	PUNCT
ejpam-2951	40	17	)	)	PUNCT
ejpam-2951	41	1	if	if	SCONJ
ejpam-2951	41	2	the	the	DET
ejpam-2951	41	3	differenced	differenced	ADJ
ejpam-2951	41	4	process	process	NOUN
ejpam-2951	41	5	,	,	PUNCT
ejpam-2951	41	6	(	(	PUNCT
ejpam-2951	41	7	1	1	NUM
ejpam-2951	41	8	−	−	NOUN
ejpam-2951	41	9	l)dyt	l)dyt	PROPN
ejpam-2951	41	10	,	,	PUNCT
ejpam-2951	41	11	is	be	AUX
ejpam-2951	41	12	stationary	stationary	ADJ
ejpam-2951	41	13	.	.	PUNCT
ejpam-2951	42	1	d	d	X
ejpam-2951	42	2	=	=	SYM
ejpam-2951	42	3	0	0	PUNCT
ejpam-2951	42	4	if	if	SCONJ
ejpam-2951	42	5	yt	yt	PROPN
ejpam-2951	42	6	is	be	AUX
ejpam-2951	42	7	an	an	DET
ejpam-2951	42	8	arma	arma	NOUN
ejpam-2951	42	9	process	process	NOUN
ejpam-2951	42	10	and	and	CCONJ
ejpam-2951	42	11	d	d	NOUN
ejpam-2951	42	12	=	=	SYM
ejpam-2951	42	13	1	1	NUM
ejpam-2951	42	14	if	if	SCONJ
ejpam-2951	42	15	yt	yt	PRON
ejpam-2951	42	16	has	have	VERB
ejpam-2951	42	17	a	a	DET
ejpam-2951	42	18	unit	unit	NOUN
ejpam-2951	42	19	-	-	PUNCT
ejpam-2951	42	20	root	root	NOUN
ejpam-2951	42	21	.	.	PUNCT
ejpam-2951	43	1	in	in	ADP
ejpam-2951	43	2	fractional	fractional	ADJ
ejpam-2951	43	3	differencing	differencing	NOUN
ejpam-2951	43	4	,	,	PUNCT
ejpam-2951	43	5	d	d	NOUN
ejpam-2951	43	6	can	can	AUX
ejpam-2951	43	7	be	be	AUX
ejpam-2951	43	8	a	a	DET
ejpam-2951	43	9	fraction	fraction	NOUN
ejpam-2951	43	10	.	.	PUNCT
ejpam-2951	44	1	then	then	ADV
ejpam-2951	44	2	we	we	PRON
ejpam-2951	44	3	may	may	AUX
ejpam-2951	44	4	say	say	VERB
ejpam-2951	44	5	that	that	SCONJ
ejpam-2951	44	6	yt	yt	PROPN
ejpam-2951	44	7	is	be	AUX
ejpam-2951	44	8	fractionally	fractionally	ADV
ejpam-2951	44	9	integrated	integrate	VERB
ejpam-2951	44	10	(	(	PUNCT
ejpam-2951	44	11	or	or	CCONJ
ejpam-2951	44	12	,	,	PUNCT
ejpam-2951	44	13	simply	simply	ADV
ejpam-2951	44	14	,	,	PUNCT
ejpam-2951	44	15	fractional	fractional	ADJ
ejpam-2951	44	16	)	)	PUNCT
ejpam-2951	44	17	.	.	PUNCT
ejpam-2951	45	1	one	one	NUM
ejpam-2951	45	2	example	example	NOUN
ejpam-2951	45	3	is	be	AUX
ejpam-2951	45	4	the	the	DET
ejpam-2951	45	5	autoregressive	autoregressive	ADJ
ejpam-2951	45	6	fractionally	fractionally	ADV
ejpam-2951	45	7	integrated	integrate	VERB
ejpam-2951	45	8	moving	move	VERB
ejpam-2951	45	9	average	average	ADJ
ejpam-2951	45	10	(	(	PUNCT
ejpam-2951	45	11	arfima	arfima	PROPN
ejpam-2951	45	12	)	)	PUNCT
ejpam-2951	45	13	model	model	NOUN
ejpam-2951	45	14	of	of	ADP
ejpam-2951	45	15	the	the	DET
ejpam-2951	45	16	following	follow	VERB
ejpam-2951	45	17	form	form	NOUN
ejpam-2951	45	18	:	:	PUNCT
ejpam-2951	45	19	φ(l)(1−	φ(l)(1−	NUM
ejpam-2951	45	20	l)dyt	l)dyt	PROPN
ejpam-2951	45	21	=	=	SYM
ejpam-2951	45	22	θ(l)εt	θ(l)εt	PROPN
ejpam-2951	45	23	,	,	PUNCT
ejpam-2951	45	24	(	(	PUNCT
ejpam-2951	45	25	1	1	X
ejpam-2951	45	26	)	)	PUNCT
ejpam-2951	45	27	where	where	SCONJ
ejpam-2951	45	28	t	t	PROPN
ejpam-2951	45	29	∈	∈	PROPN
ejpam-2951	45	30	z	z	PROPN
ejpam-2951	45	31	,	,	PUNCT
ejpam-2951	45	32	εt	εt	PROPN
ejpam-2951	45	33	is	be	AUX
ejpam-2951	45	34	white	white	ADJ
ejpam-2951	45	35	noise	noise	NOUN
ejpam-2951	45	36	,	,	PUNCT
ejpam-2951	45	37	and	and	CCONJ
ejpam-2951	45	38	φ(z	φ(z	NOUN
ejpam-2951	45	39	)	)	PUNCT
ejpam-2951	45	40	and	and	CCONJ
ejpam-2951	45	41	θ(z	θ(z	NOUN
ejpam-2951	45	42	)	)	PUNCT
ejpam-2951	45	43	are	be	AUX
ejpam-2951	45	44	finite	finite	ADJ
ejpam-2951	45	45	-	-	ADJ
ejpam-2951	45	46	order	order	NOUN
ejpam-2951	45	47	polynomials	polynomial	NOUN
ejpam-2951	45	48	.	.	PUNCT
ejpam-2951	46	1	granger	granger	PROPN
ejpam-2951	46	2	and	and	CCONJ
ejpam-2951	46	3	joyeux	joyeux	X
ejpam-2951	47	1	[	[	X
ejpam-2951	47	2	65	65	NUM
ejpam-2951	47	3	]	]	PUNCT
ejpam-2951	47	4	and	and	CCONJ
ejpam-2951	47	5	hosking	hoske	VERB
ejpam-2951	48	1	[	[	X
ejpam-2951	48	2	74	74	NUM
ejpam-2951	48	3	]	]	PUNCT
ejpam-2951	48	4	showed	show	VERB
ejpam-2951	48	5	that	that	SCONJ
ejpam-2951	48	6	d	d	PROPN
ejpam-2951	48	7	∈	∈	PROPN
ejpam-2951	48	8	(	(	PUNCT
ejpam-2951	48	9	−1/2	−1/2	ADJ
ejpam-2951	48	10	,	,	PUNCT
ejpam-2951	48	11	1/2	1/2	NUM
ejpam-2951	48	12	)	)	PUNCT
ejpam-2951	48	13	is	be	AUX
ejpam-2951	48	14	required	require	VERB
ejpam-2951	48	15	for	for	SCONJ
ejpam-2951	48	16	this	this	DET
ejpam-2951	48	17	process	process	NOUN
ejpam-2951	48	18	to	to	PART
ejpam-2951	48	19	be	be	AUX
ejpam-2951	48	20	stationary	stationary	ADJ
ejpam-2951	48	21	and	and	CCONJ
ejpam-2951	48	22	invertible	invertible	ADJ
ejpam-2951	48	23	.	.	PUNCT
ejpam-2951	49	1	if	if	SCONJ
ejpam-2951	49	2	d	d	PROPN
ejpam-2951	49	3	in	in	ADP
ejpam-2951	49	4	(	(	PUNCT
ejpam-2951	49	5	1	1	NUM
ejpam-2951	49	6	)	)	PUNCT
ejpam-2951	49	7	is	be	AUX
ejpam-2951	49	8	greater	great	ADJ
ejpam-2951	49	9	than	than	ADP
ejpam-2951	49	10	one	one	NUM
ejpam-2951	49	11	,	,	PUNCT
ejpam-2951	49	12	d	d	NOUN
ejpam-2951	49	13	can	can	AUX
ejpam-2951	49	14	be	be	AUX
ejpam-2951	49	15	re	re	VERB
ejpam-2951	49	16	-	-	VERB
ejpam-2951	49	17	centered	center	VERB
ejpam-2951	49	18	to	to	PART
ejpam-2951	49	19	be	be	AUX
ejpam-2951	49	20	inside	inside	ADP
ejpam-2951	49	21	the	the	DET
ejpam-2951	49	22	unit	unit	NOUN
ejpam-2951	49	23	-	-	PUNCT
ejpam-2951	49	24	circle	circle	NOUN
ejpam-2951	49	25	by	by	ADP
ejpam-2951	49	26	applying	apply	VERB
ejpam-2951	49	27	(	(	PUNCT
ejpam-2951	49	28	1−	1−	NUM
ejpam-2951	49	29	l	l	NOUN
ejpam-2951	49	30	)	)	PUNCT
ejpam-2951	49	31	a	a	DET
ejpam-2951	49	32	sufficient	sufficient	ADJ
ejpam-2951	49	33	number	number	NOUN
ejpam-2951	49	34	of	of	ADP
ejpam-2951	49	35	times	time	NOUN
ejpam-2951	49	36	to	to	ADP
ejpam-2951	49	37	yt	yt	PROPN
ejpam-2951	49	38	.	.	PUNCT
ejpam-2951	50	1	the	the	DET
ejpam-2951	50	2	autocorrelation	autocorrelation	NOUN
ejpam-2951	50	3	functions	function	NOUN
ejpam-2951	50	4	of	of	ADP
ejpam-2951	50	5	fractionally	fractionally	ADV
ejpam-2951	50	6	integrated	integrate	VERB
ejpam-2951	50	7	processes	process	NOUN
ejpam-2951	50	8	decay	decay	VERB
ejpam-2951	50	9	at	at	ADP
ejpam-2951	50	10	a	a	DET
ejpam-2951	50	11	hyperbolic	hyperbolic	ADJ
ejpam-2951	50	12	rate	rate	NOUN
ejpam-2951	50	13	for	for	ADP
ejpam-2951	50	14	d	d	PROPN
ejpam-2951	50	15	∈	∈	PROPN
ejpam-2951	50	16	(	(	PUNCT
ejpam-2951	50	17	0	0	NUM
ejpam-2951	50	18	,	,	PUNCT
ejpam-2951	50	19	1/2	1/2	NUM
ejpam-2951	50	20	)	)	PUNCT
ejpam-2951	50	21	.	.	PUNCT
ejpam-2951	51	1	if	if	SCONJ
ejpam-2951	51	2	we	we	PRON
ejpam-2951	51	3	write	write	VERB
ejpam-2951	51	4	st	st	PROPN
ejpam-2951	51	5	=	=	PROPN
ejpam-2951	51	6	∑t	∑t	PROPN
ejpam-2951	51	7	t=1	t=1	PROPN
ejpam-2951	51	8	yt	yt	PROPN
ejpam-2951	51	9	,	,	PUNCT
ejpam-2951	51	10	it	it	PRON
ejpam-2951	51	11	can	can	AUX
ejpam-2951	51	12	be	be	AUX
ejpam-2951	51	13	shown	show	VERB
ejpam-2951	51	14	that	that	SCONJ
ejpam-2951	51	15	lim	lim	PROPN
ejpam-2951	51	16	t→∞	t→∞	ADP
ejpam-2951	51	17	t−(2d+1)var(st	t−(2d+1)var(st	NOUN
ejpam-2951	51	18	)	)	PUNCT
ejpam-2951	52	1	=	=	PUNCT
ejpam-2951	52	2	a	a	DET
ejpam-2951	52	3	positive	positive	ADJ
ejpam-2951	52	4	constant	constant	NOUN
ejpam-2951	52	5	.	.	PUNCT
ejpam-2951	53	1	(	(	PUNCT
ejpam-2951	53	2	2	2	X
ejpam-2951	53	3	)	)	PUNCT
ejpam-2951	53	4	this	this	PRON
ejpam-2951	53	5	means	mean	VERB
ejpam-2951	53	6	that	that	SCONJ
ejpam-2951	53	7	ln(var(st	ln(var(st	NOUN
ejpam-2951	53	8	)	)	PUNCT
ejpam-2951	53	9	)	)	PUNCT
ejpam-2951	53	10	should	should	AUX
ejpam-2951	53	11	be	be	AUX
ejpam-2951	53	12	a	a	DET
ejpam-2951	53	13	linear	linear	ADJ
ejpam-2951	53	14	function	function	NOUN
ejpam-2951	53	15	of	of	ADP
ejpam-2951	53	16	ln(t	ln(t	PUNCT
ejpam-2951	53	17	)	)	PUNCT
ejpam-2951	53	18	when	when	SCONJ
ejpam-2951	53	19	t	t	PROPN
ejpam-2951	53	20	is	be	AUX
ejpam-2951	53	21	large	large	ADJ
ejpam-2951	53	22	.	.	PUNCT
ejpam-2951	54	1	as	as	ADP
ejpam-2951	54	2	an	an	DET
ejpam-2951	54	3	example	example	NOUN
ejpam-2951	54	4	,	,	PUNCT
ejpam-2951	54	5	figure	figure	NOUN
ejpam-2951	54	6	1	1	NUM
ejpam-2951	54	7	shows	show	VERB
ejpam-2951	54	8	the	the	DET
ejpam-2951	54	9	daily	daily	ADJ
ejpam-2951	54	10	absolute	absolute	ADJ
ejpam-2951	54	11	logarithmic	logarithmic	ADJ
ejpam-2951	54	12	return	return	NOUN
ejpam-2951	54	13	series	series	NOUN
ejpam-2951	54	14	,	,	PUNCT
ejpam-2951	54	15	denoted	denote	VERB
ejpam-2951	54	16	by	by	ADP
ejpam-2951	54	17	|rt|	|rt|	PROPN
ejpam-2951	54	18	,	,	PUNCT
ejpam-2951	54	19	of	of	ADP
ejpam-2951	54	20	the	the	DET
ejpam-2951	54	21	s&p500	s&p500	NOUN
ejpam-2951	54	22	index,∗	index,∗	PROPN
ejpam-2951	54	23	where	where	SCONJ
ejpam-2951	54	24	the	the	DET
ejpam-2951	54	25	logarithmic	logarithmic	ADJ
ejpam-2951	54	26	returns	return	NOUN
ejpam-2951	54	27	are	be	AUX
ejpam-2951	54	28	defined	define	VERB
ejpam-2951	54	29	by	by	ADP
ejpam-2951	54	30	rt	rt	PROPN
ejpam-2951	54	31	=	=	SYM
ejpam-2951	54	32	100(ln(pt	100(ln(pt	NUM
ejpam-2951	54	33	)	)	PUNCT
ejpam-2951	54	34	−	−	PROPN
ejpam-2951	54	35	ln(pt−1	ln(pt−1	PROPN
ejpam-2951	54	36	)	)	PUNCT
ejpam-2951	54	37	)	)	PUNCT
ejpam-2951	55	1	∗the	∗the	DET
ejpam-2951	55	2	data	datum	NOUN
ejpam-2951	55	3	source	source	NOUN
ejpam-2951	55	4	is	be	AUX
ejpam-2951	55	5	yahoo	yahoo	PROPN
ejpam-2951	55	6	!	!	PUNCT
ejpam-2951	55	7	uk	uk	PROPN
ejpam-2951	55	8	&	&	CCONJ
ejpam-2951	55	9	ireland	ireland	PROPN
ejpam-2951	55	10	finance	finance	PROPN
ejpam-2951	55	11	(	(	PUNCT
ejpam-2951	55	12	uk.finance.yahoo.com	uk.finance.yahoo.com	PROPN
ejpam-2951	55	13	)	)	PUNCT
ejpam-2951	55	14	.	.	PUNCT
ejpam-2951	56	1	r.	r.	PROPN
ejpam-2951	56	2	ito	ito	PROPN
ejpam-2951	56	3	/	/	SYM
ejpam-2951	56	4	eur	eur	PROPN
ejpam-2951	56	5	.	.	PUNCT
ejpam-2951	57	1	j.	j.	PROPN
ejpam-2951	57	2	pure	pure	PROPN
ejpam-2951	57	3	appl	appl	PROPN
ejpam-2951	57	4	.	.	PROPN
ejpam-2951	57	5	math	math	PROPN
ejpam-2951	57	6	,	,	PUNCT
ejpam-2951	57	7	10	10	NUM
ejpam-2951	57	8	(	(	PUNCT
ejpam-2951	57	9	1	1	NUM
ejpam-2951	57	10	)	)	PUNCT
ejpam-2951	57	11	(	(	PUNCT
ejpam-2951	57	12	2017	2017	NUM
ejpam-2951	57	13	)	)	PUNCT
ejpam-2951	57	14	,	,	PUNCT
ejpam-2951	57	15	82	82	NUM
ejpam-2951	57	16	-	-	SYM
ejpam-2951	57	17	103	103	NUM
ejpam-2951	57	18	84	84	NUM
ejpam-2951	57	19	0	0	NUM
ejpam-2951	57	20	2000	2000	NUM
ejpam-2951	57	21	4000	4000	NUM
ejpam-2951	57	22	6000	6000	NUM
ejpam-2951	57	23	8000	8000	NUM
ejpam-2951	57	24	time	time	NOUN
ejpam-2951	57	25	0	0	NUM
ejpam-2951	57	26	2	2	NUM
ejpam-2951	57	27	4	4	NUM
ejpam-2951	57	28	6	6	NUM
ejpam-2951	57	29	8	8	NUM
ejpam-2951	57	30	10	10	NUM
ejpam-2951	58	1	d	d	NOUN
ejpam-2951	58	2	ai	ai	VERB
ejpam-2951	58	3	ly	ly	ADP
ejpam-2951	58	4	a	a	DET
ejpam-2951	58	5	bs	bs	NOUN
ejpam-2951	58	6	ol	ol	PROPN
ejpam-2951	58	7	ut	ut	PROPN
ejpam-2951	58	8	e	e	PROPN
ejpam-2951	58	9	lo	lo	PROPN
ejpam-2951	58	10	g	g	PROPN
ejpam-2951	58	11	re	re	VERB
ejpam-2951	58	12	tu	tu	PROPN
ejpam-2951	58	13	rn	rn	PROPN
ejpam-2951	58	14	s	s	PROPN
ejpam-2951	58	15	|r	|r	PROPN
ejpam-2951	58	16	t	t	PROPN
ejpam-2951	59	1	|	|	ADV
ejpam-2951	59	2	0	0	NUM
ejpam-2951	59	3	100	100	NUM
ejpam-2951	59	4	200	200	NUM
ejpam-2951	59	5	300	300	NUM
ejpam-2951	59	6	400	400	NUM
ejpam-2951	59	7	lag	lag	NOUN
ejpam-2951	59	8	-0.1	-0.1	PROPN
ejpam-2951	59	9	0	0	NUM
ejpam-2951	59	10	0.1	0.1	NUM
ejpam-2951	59	11	0.2	0.2	NUM
ejpam-2951	59	12	0.3	0.3	NUM
ejpam-2951	59	13	0.4	0.4	NUM
ejpam-2951	59	14	s	s	NOUN
ejpam-2951	59	15	am	be	AUX
ejpam-2951	59	16	pl	pl	PROPN
ejpam-2951	59	17	e	e	NOUN
ejpam-2951	59	18	au	au	VERB
ejpam-2951	59	19	to	to	PART
ejpam-2951	59	20	co	co	VERB
ejpam-2951	59	21	rr	rr	PROPN
ejpam-2951	59	22	.	.	PUNCT
ejpam-2951	60	1	o	o	X
ejpam-2951	60	2	f	f	X
ejpam-2951	61	1	|	|	ADV
ejpam-2951	61	2	r	r	PROPN
ejpam-2951	61	3	t|	t|	PROPN
ejpam-2951	61	4	95	95	NUM
ejpam-2951	61	5	%	%	NOUN
ejpam-2951	61	6	confidence	confidence	NOUN
ejpam-2951	61	7	interval	interval	NOUN
ejpam-2951	61	8	figure	figure	NOUN
ejpam-2951	61	9	1	1	NUM
ejpam-2951	61	10	:	:	PUNCT
ejpam-2951	61	11	left	leave	VERB
ejpam-2951	61	12	:	:	PUNCT
ejpam-2951	61	13	|rt|	|rt|	VERB
ejpam-2951	61	14	for	for	ADP
ejpam-2951	61	15	t	t	PROPN
ejpam-2951	61	16	∈	∈	PROPN
ejpam-2951	61	17	n	n	CCONJ
ejpam-2951	61	18	,	,	PUNCT
ejpam-2951	61	19	where	where	SCONJ
ejpam-2951	61	20	rt	rt	PROPN
ejpam-2951	61	21	is	be	AUX
ejpam-2951	61	22	the	the	DET
ejpam-2951	61	23	log	log	NOUN
ejpam-2951	61	24	-	-	PUNCT
ejpam-2951	61	25	return	return	NOUN
ejpam-2951	61	26	series	series	NOUN
ejpam-2951	61	27	of	of	ADP
ejpam-2951	61	28	s&p500	s&p500	NOUN
ejpam-2951	61	29	.	.	PUNCT
ejpam-2951	62	1	right	right	ADJ
ejpam-2951	62	2	:	:	PUNCT
ejpam-2951	62	3	the	the	DET
ejpam-2951	62	4	sample	sample	NOUN
ejpam-2951	62	5	autocorrelation	autocorrelation	NOUN
ejpam-2951	62	6	of	of	ADP
ejpam-2951	62	7	|rt|	|rt|	PROPN
ejpam-2951	62	8	.	.	PUNCT
ejpam-2951	63	1	the	the	DET
ejpam-2951	63	2	sample	sample	NOUN
ejpam-2951	63	3	period	period	NOUN
ejpam-2951	63	4	is	be	AUX
ejpam-2951	63	5	between	between	ADP
ejpam-2951	63	6	4	4	NUM
ejpam-2951	63	7	january	january	NOUN
ejpam-2951	63	8	1978	1978	NUM
ejpam-2951	63	9	and	and	CCONJ
ejpam-2951	63	10	18	18	NUM
ejpam-2951	63	11	november	november	PROPN
ejpam-2951	63	12	2016	2016	NUM
ejpam-2951	63	13	.	.	PUNCT
ejpam-2951	64	1	the	the	DET
ejpam-2951	64	2	2476th	2476th	ADJ
ejpam-2951	64	3	observation	observation	NOUN
ejpam-2951	64	4	(	(	PUNCT
ejpam-2951	64	5	which	which	PRON
ejpam-2951	64	6	corresponds	correspond	VERB
ejpam-2951	64	7	to	to	ADP
ejpam-2951	64	8	19	19	NUM
ejpam-2951	64	9	october	october	PROPN
ejpam-2951	64	10	1987	1987	NUM
ejpam-2951	64	11	)	)	PUNCT
ejpam-2951	64	12	of	of	ADP
ejpam-2951	64	13	|rt|	|rt|	NOUN
ejpam-2951	64	14	was	be	AUX
ejpam-2951	64	15	removed	remove	VERB
ejpam-2951	64	16	from	from	ADP
ejpam-2951	64	17	the	the	DET
ejpam-2951	64	18	analysis	analysis	NOUN
ejpam-2951	64	19	since	since	SCONJ
ejpam-2951	64	20	it	it	PRON
ejpam-2951	64	21	was	be	AUX
ejpam-2951	64	22	23.0	23.0	NUM
ejpam-2951	64	23	%	%	NOUN
ejpam-2951	64	24	and	and	CCONJ
ejpam-2951	64	25	appeared	appear	VERB
ejpam-2951	64	26	to	to	PART
ejpam-2951	64	27	be	be	AUX
ejpam-2951	64	28	an	an	DET
ejpam-2951	64	29	outlier	outlier	NOUN
ejpam-2951	64	30	.	.	PUNCT
ejpam-2951	65	1	0	0	NUM
ejpam-2951	66	1	2000	2000	NUM
ejpam-2951	66	2	4000	4000	NUM
ejpam-2951	66	3	6000	6000	NUM
ejpam-2951	66	4	8000	8000	NUM
ejpam-2951	66	5	t	t	NOUN
ejpam-2951	66	6	0	0	NUM
ejpam-2951	66	7	1	1	NUM
ejpam-2951	66	8	2	2	NUM
ejpam-2951	66	9	3	3	NUM
ejpam-2951	66	10	4	4	NUM
ejpam-2951	66	11	5	5	NUM
ejpam-2951	66	12	v	v	NOUN
ejpam-2951	66	13	ar	ar	PROPN
ejpam-2951	66	14	(	(	PUNCT
ejpam-2951	66	15	s	s	PROPN
ejpam-2951	66	16	t	t	PROPN
ejpam-2951	66	17	)	)	PUNCT
ejpam-2951	66	18	106	106	NUM
ejpam-2951	66	19	0	0	NUM
ejpam-2951	66	20	2	2	NUM
ejpam-2951	66	21	4	4	NUM
ejpam-2951	66	22	6	6	NUM
ejpam-2951	66	23	8	8	NUM
ejpam-2951	66	24	10	10	NUM
ejpam-2951	66	25	ln(t	ln(t	PUNCT
ejpam-2951	66	26	)	)	PUNCT
ejpam-2951	66	27	-5	-5	PUNCT
ejpam-2951	66	28	0	0	NUM
ejpam-2951	66	29	5	5	NUM
ejpam-2951	66	30	10	10	NUM
ejpam-2951	66	31	15	15	NUM
ejpam-2951	66	32	20	20	NUM
ejpam-2951	66	33	ln	ln	ADJ
ejpam-2951	66	34	(	(	PUNCT
ejpam-2951	66	35	v	v	NOUN
ejpam-2951	66	36	ar	ar	PROPN
ejpam-2951	66	37	(	(	PUNCT
ejpam-2951	66	38	s	s	PROPN
ejpam-2951	66	39	t	t	PROPN
ejpam-2951	66	40	)	)	PUNCT
ejpam-2951	66	41	)	)	PUNCT
ejpam-2951	66	42	figure	figure	NOUN
ejpam-2951	66	43	2	2	NUM
ejpam-2951	66	44	:	:	PUNCT
ejpam-2951	66	45	left	left	ADJ
ejpam-2951	66	46	:	:	PUNCT
ejpam-2951	66	47	var(st	var(st	NOUN
ejpam-2951	66	48	)	)	PUNCT
ejpam-2951	66	49	as	as	SCONJ
ejpam-2951	66	50	t	t	PROPN
ejpam-2951	66	51	becomes	become	VERB
ejpam-2951	66	52	large	large	ADJ
ejpam-2951	66	53	,	,	PUNCT
ejpam-2951	66	54	where	where	SCONJ
ejpam-2951	66	55	st	st	PROPN
ejpam-2951	66	56	=	=	PROPN
ejpam-2951	66	57	∑t	∑t	PROPN
ejpam-2951	66	58	t=1	t=1	PROPN
ejpam-2951	66	59	|rt|	|rt|	PROPN
ejpam-2951	66	60	and	and	CCONJ
ejpam-2951	66	61	rt	rt	PROPN
ejpam-2951	66	62	is	be	AUX
ejpam-2951	66	63	the	the	DET
ejpam-2951	66	64	log	log	NOUN
ejpam-2951	66	65	-	-	PUNCT
ejpam-2951	66	66	return	return	NOUN
ejpam-2951	66	67	series	series	NOUN
ejpam-2951	66	68	of	of	ADP
ejpam-2951	66	69	s&p500	s&p500	PROPN
ejpam-2951	66	70	displayed	display	VERB
ejpam-2951	66	71	in	in	ADP
ejpam-2951	66	72	figure	figure	NOUN
ejpam-2951	66	73	1	1	NUM
ejpam-2951	66	74	.	.	PUNCT
ejpam-2951	67	1	right	right	ADJ
ejpam-2951	67	2	:	:	PUNCT
ejpam-2951	67	3	ln(t	ln(t	PUNCT
ejpam-2951	67	4	)	)	PUNCT
ejpam-2951	67	5	against	against	ADP
ejpam-2951	67	6	ln(var(st	ln(var(st	NOUN
ejpam-2951	67	7	)	)	PUNCT
ejpam-2951	67	8	)	)	PUNCT
ejpam-2951	67	9	.	.	PUNCT
ejpam-2951	68	1	the	the	DET
ejpam-2951	68	2	variance	variance	NOUN
ejpam-2951	68	3	is	be	AUX
ejpam-2951	68	4	computed	compute	VERB
ejpam-2951	68	5	using	use	VERB
ejpam-2951	68	6	a	a	DET
ejpam-2951	68	7	common	common	ADJ
ejpam-2951	68	8	sample	sample	NOUN
ejpam-2951	68	9	variance	variance	NOUN
ejpam-2951	68	10	formula	formula	NOUN
ejpam-2951	68	11	.	.	PUNCT
ejpam-2951	69	1	and	and	CCONJ
ejpam-2951	69	2	pt	pt	PROPN
ejpam-2951	69	3	is	be	AUX
ejpam-2951	69	4	the	the	DET
ejpam-2951	69	5	level	level	NOUN
ejpam-2951	69	6	of	of	ADP
ejpam-2951	69	7	the	the	DET
ejpam-2951	69	8	index	index	NOUN
ejpam-2951	69	9	at	at	ADP
ejpam-2951	69	10	time	time	NOUN
ejpam-2951	69	11	t	t	PROPN
ejpam-2951	69	12	∈	∈	PROPN
ejpam-2951	69	13	n.	n.	NOUN
ejpam-2951	69	14	the	the	DET
ejpam-2951	69	15	sample	sample	NOUN
ejpam-2951	69	16	autocorrelation	autocorrelation	NOUN
ejpam-2951	69	17	of	of	ADP
ejpam-2951	69	18	|rt|	|rt|	NOUN
ejpam-2951	69	19	decays	decay	NOUN
ejpam-2951	69	20	very	very	ADV
ejpam-2951	69	21	slowly	slowly	ADV
ejpam-2951	69	22	.	.	PUNCT
ejpam-2951	70	1	figure	figure	NOUN
ejpam-2951	70	2	2	2	NUM
ejpam-2951	70	3	gives	give	VERB
ejpam-2951	70	4	the	the	DET
ejpam-2951	70	5	appearance	appearance	NOUN
ejpam-2951	70	6	of	of	ADP
ejpam-2951	70	7	a	a	DET
ejpam-2951	70	8	linear	linear	ADJ
ejpam-2951	70	9	relationship	relationship	NOUN
ejpam-2951	70	10	between	between	ADP
ejpam-2951	70	11	ln(var(st	ln(var(st	NOUN
ejpam-2951	70	12	)	)	PUNCT
ejpam-2951	70	13	)	)	PUNCT
ejpam-2951	70	14	and	and	CCONJ
ejpam-2951	70	15	ln(t	ln(t	PUNCT
ejpam-2951	70	16	)	)	PUNCT
ejpam-2951	70	17	for	for	ADP
ejpam-2951	70	18	large	large	ADJ
ejpam-2951	70	19	t	t	NOUN
ejpam-2951	70	20	.	.	PUNCT
ejpam-2951	71	1	hence	hence	ADV
ejpam-2951	71	2	one	one	PRON
ejpam-2951	71	3	might	might	AUX
ejpam-2951	71	4	speculate	speculate	VERB
ejpam-2951	71	5	that	that	SCONJ
ejpam-2951	71	6	the	the	DET
ejpam-2951	71	7	absolute	absolute	ADJ
ejpam-2951	71	8	logarithmic	logarithmic	ADJ
ejpam-2951	71	9	returns	return	NOUN
ejpam-2951	71	10	of	of	ADP
ejpam-2951	71	11	s&p500	s&p500	NOUN
ejpam-2951	71	12	could	could	AUX
ejpam-2951	71	13	have	have	VERB
ejpam-2951	71	14	long	long	ADJ
ejpam-2951	71	15	memory	memory	NOUN
ejpam-2951	71	16	.	.	PUNCT
ejpam-2951	72	1	areal	areal	PROPN
ejpam-2951	72	2	and	and	CCONJ
ejpam-2951	72	3	taylor	taylor	PROPN
ejpam-2951	73	1	[	[	X
ejpam-2951	73	2	9	9	NUM
ejpam-2951	73	3	]	]	PUNCT
ejpam-2951	73	4	gave	give	VERB
ejpam-2951	73	5	a	a	DET
ejpam-2951	73	6	similar	similar	ADJ
ejpam-2951	73	7	example	example	NOUN
ejpam-2951	73	8	.	.	PUNCT
ejpam-2951	74	1	a	a	DET
ejpam-2951	74	2	graphical	graphical	ADJ
ejpam-2951	74	3	illustration	illustration	NOUN
ejpam-2951	74	4	of	of	ADP
ejpam-2951	74	5	this	this	DET
ejpam-2951	74	6	kind	kind	NOUN
ejpam-2951	74	7	,	,	PUNCT
ejpam-2951	74	8	where	where	SCONJ
ejpam-2951	74	9	both	both	DET
ejpam-2951	74	10	axes	axis	NOUN
ejpam-2951	74	11	are	be	AUX
ejpam-2951	74	12	in	in	ADP
ejpam-2951	74	13	the	the	DET
ejpam-2951	74	14	logarithmic	logarithmic	ADJ
ejpam-2951	74	15	scale	scale	NOUN
ejpam-2951	74	16	,	,	PUNCT
ejpam-2951	74	17	should	should	AUX
ejpam-2951	74	18	be	be	AUX
ejpam-2951	74	19	interpreted	interpret	VERB
ejpam-2951	74	20	with	with	ADP
ejpam-2951	74	21	caution	caution	NOUN
ejpam-2951	74	22	because	because	SCONJ
ejpam-2951	74	23	the	the	DET
ejpam-2951	74	24	logarithmic	logarithmic	ADJ
ejpam-2951	74	25	transformation	transformation	NOUN
ejpam-2951	74	26	can	can	AUX
ejpam-2951	74	27	obfuscate	obfuscate	VERB
ejpam-2951	74	28	the	the	DET
ejpam-2951	74	29	behavior	behavior	NOUN
ejpam-2951	74	30	of	of	ADP
ejpam-2951	74	31	the	the	DET
ejpam-2951	74	32	argument	argument	NOUN
ejpam-2951	74	33	when	when	SCONJ
ejpam-2951	74	34	it	it	PRON
ejpam-2951	74	35	is	be	AUX
ejpam-2951	74	36	large	large	ADJ
ejpam-2951	74	37	.	.	PUNCT
ejpam-2951	75	1	hence	hence	ADV
ejpam-2951	75	2	,	,	PUNCT
ejpam-2951	75	3	although	although	SCONJ
ejpam-2951	75	4	these	these	DET
ejpam-2951	75	5	pictures	picture	NOUN
ejpam-2951	75	6	might	might	AUX
ejpam-2951	75	7	tempt	tempt	VERB
ejpam-2951	75	8	us	we	PRON
ejpam-2951	75	9	to	to	PART
ejpam-2951	75	10	view	view	VERB
ejpam-2951	75	11	(	(	PUNCT
ejpam-2951	75	12	2	2	NUM
ejpam-2951	75	13	)	)	PUNCT
ejpam-2951	75	14	as	as	ADP
ejpam-2951	75	15	a	a	DET
ejpam-2951	75	16	favorable	favorable	ADJ
ejpam-2951	75	17	description	description	NOUN
ejpam-2951	75	18	in	in	ADP
ejpam-2951	75	19	this	this	DET
ejpam-2951	75	20	case	case	NOUN
ejpam-2951	75	21	,	,	PUNCT
ejpam-2951	75	22	formal	formal	ADJ
ejpam-2951	75	23	estimation	estimation	NOUN
ejpam-2951	75	24	and	and	CCONJ
ejpam-2951	75	25	testing	testing	NOUN
ejpam-2951	75	26	procedures	procedure	NOUN
ejpam-2951	75	27	are	be	AUX
ejpam-2951	75	28	needed	need	VERB
ejpam-2951	75	29	to	to	PART
ejpam-2951	75	30	conclude	conclude	VERB
ejpam-2951	75	31	that	that	SCONJ
ejpam-2951	75	32	there	there	PRON
ejpam-2951	75	33	is	be	VERB
ejpam-2951	75	34	long	long	ADJ
ejpam-2951	75	35	memory	memory	NOUN
ejpam-2951	75	36	.	.	PUNCT
ejpam-2951	76	1	the	the	DET
ejpam-2951	76	2	fractional	fractional	ADJ
ejpam-2951	76	3	differencing	differencing	NOUN
ejpam-2951	76	4	operator	operator	NOUN
ejpam-2951	76	5	,	,	PUNCT
ejpam-2951	76	6	(	(	PUNCT
ejpam-2951	76	7	1−	1−	NUM
ejpam-2951	76	8	l)d	l)d	NOUN
ejpam-2951	76	9	,	,	PUNCT
ejpam-2951	76	10	introduces	introduce	VERB
ejpam-2951	76	11	a	a	DET
ejpam-2951	76	12	type	type	NOUN
ejpam-2951	76	13	of	of	ADP
ejpam-2951	76	14	long	long	ADJ
ejpam-2951	76	15	memory	memory	NOUN
ejpam-2951	76	16	in	in	ADP
ejpam-2951	76	17	a	a	DET
ejpam-2951	76	18	r.	r.	PROPN
ejpam-2951	76	19	ito	ito	PROPN
ejpam-2951	76	20	/	/	SYM
ejpam-2951	76	21	eur	eur	PROPN
ejpam-2951	76	22	.	.	PUNCT
ejpam-2951	77	1	j.	j.	PROPN
ejpam-2951	77	2	pure	pure	PROPN
ejpam-2951	77	3	appl	appl	PROPN
ejpam-2951	77	4	.	.	PROPN
ejpam-2951	77	5	math	math	PROPN
ejpam-2951	77	6	,	,	PUNCT
ejpam-2951	77	7	10	10	NUM
ejpam-2951	77	8	(	(	PUNCT
ejpam-2951	77	9	1	1	NUM
ejpam-2951	77	10	)	)	PUNCT
ejpam-2951	77	11	(	(	PUNCT
ejpam-2951	77	12	2017	2017	NUM
ejpam-2951	77	13	)	)	PUNCT
ejpam-2951	77	14	,	,	PUNCT
ejpam-2951	77	15	82	82	NUM
ejpam-2951	77	16	-	-	SYM
ejpam-2951	77	17	103	103	NUM
ejpam-2951	77	18	85	85	NUM
ejpam-2951	77	19	5	5	NUM
ejpam-2951	77	20	10	10	NUM
ejpam-2951	77	21	15	15	NUM
ejpam-2951	77	22	20	20	NUM
ejpam-2951	77	23	25	25	NUM
ejpam-2951	77	24	30	30	NUM
ejpam-2951	77	25	k	k	NOUN
ejpam-2951	77	26	0	0	NUM
ejpam-2951	77	27	0.1	0.1	NUM
ejpam-2951	77	28	0.2	0.2	NUM
ejpam-2951	77	29	0.3	0.3	NUM
ejpam-2951	77	30	0.4	0.4	NUM
ejpam-2951	77	31	|a	|a	VERB
ejpam-2951	77	32	k|	k|	NOUN
ejpam-2951	77	33	|a	|a	VERB
ejpam-2951	77	34	k	k	PROPN
ejpam-2951	78	1	|	|	ADV
ejpam-2951	78	2	(	(	PUNCT
ejpam-2951	78	3	d=	d=	NUM
ejpam-2951	78	4	0.45	0.45	NUM
ejpam-2951	78	5	)	)	PUNCT
ejpam-2951	78	6	50	50	NUM
ejpam-2951	78	7	100	100	NUM
ejpam-2951	78	8	150	150	NUM
ejpam-2951	78	9	200	200	NUM
ejpam-2951	78	10	k	k	NOUN
ejpam-2951	78	11	0	0	NUM
ejpam-2951	78	12	0.2	0.2	NUM
ejpam-2951	78	13	0.4	0.4	NUM
ejpam-2951	78	14	0.6	0.6	NUM
ejpam-2951	78	15	0.8	0.8	NUM
ejpam-2951	78	16	b	b	X
ejpam-2951	78	17	k	k	PROPN
ejpam-2951	79	1	a	a	PRON
ejpam-2951	79	2	nd	nd	INTJ
ejpam-2951	79	3	p	p	X
ejpam-2951	80	1	hi	hi	INTJ
ejpam-2951	81	1	k	k	PROPN
ejpam-2951	81	2	b	b	PROPN
ejpam-2951	81	3	k	k	X
ejpam-2951	81	4	(	(	PUNCT
ejpam-2951	81	5	d=	d=	NUM
ejpam-2951	81	6	0.45	0.45	NUM
ejpam-2951	81	7	)	)	PUNCT
ejpam-2951	81	8	phik	phik	NOUN
ejpam-2951	81	9	(	(	PUNCT
ejpam-2951	81	10	phi=	phi=	VERB
ejpam-2951	81	11	0.95	0.95	NUM
ejpam-2951	81	12	)	)	PUNCT
ejpam-2951	81	13	figure	figure	NOUN
ejpam-2951	81	14	3	3	NUM
ejpam-2951	81	15	:	:	PUNCT
ejpam-2951	81	16	|ak|	|ak|	PROPN
ejpam-2951	81	17	and	and	CCONJ
ejpam-2951	81	18	bk	bk	VERB
ejpam-2951	81	19	when	when	SCONJ
ejpam-2951	81	20	d	d	PROPN
ejpam-2951	81	21	=	=	NOUN
ejpam-2951	81	22	0.45	0.45	NUM
ejpam-2951	81	23	,	,	PUNCT
ejpam-2951	81	24	compared	compare	VERB
ejpam-2951	81	25	with	with	ADP
ejpam-2951	81	26	φk	φk	ADP
ejpam-2951	81	27	when	when	SCONJ
ejpam-2951	81	28	φ	φ	PROPN
ejpam-2951	81	29	=	=	SYM
ejpam-2951	81	30	0.95	0.95	NUM
ejpam-2951	81	31	.	.	PUNCT
ejpam-2951	81	32	model	model	NOUN
ejpam-2951	81	33	because	because	SCONJ
ejpam-2951	81	34	it	it	PRON
ejpam-2951	81	35	translates	translate	VERB
ejpam-2951	81	36	to	to	ADP
ejpam-2951	81	37	an	an	DET
ejpam-2951	81	38	infinite	infinite	ADJ
ejpam-2951	81	39	number	number	NOUN
ejpam-2951	81	40	of	of	ADP
ejpam-2951	81	41	very	very	ADV
ejpam-2951	81	42	slowly	slowly	ADV
ejpam-2951	81	43	decaying	decay	VERB
ejpam-2951	81	44	coefficients	coefficient	NOUN
ejpam-2951	81	45	on	on	ADP
ejpam-2951	81	46	the	the	DET
ejpam-2951	81	47	lags	lag	NOUN
ejpam-2951	81	48	of	of	ADP
ejpam-2951	81	49	the	the	DET
ejpam-2951	81	50	variable	variable	NOUN
ejpam-2951	81	51	to	to	PART
ejpam-2951	81	52	which	which	PRON
ejpam-2951	81	53	it	it	PRON
ejpam-2951	81	54	is	be	AUX
ejpam-2951	81	55	applied	apply	VERB
ejpam-2951	81	56	.	.	PUNCT
ejpam-2951	82	1	to	to	PART
ejpam-2951	82	2	see	see	VERB
ejpam-2951	82	3	this	this	PRON
ejpam-2951	82	4	,	,	PUNCT
ejpam-2951	82	5	note	note	VERB
ejpam-2951	82	6	that	that	SCONJ
ejpam-2951	82	7	one	one	NUM
ejpam-2951	82	8	version	version	NOUN
ejpam-2951	82	9	of	of	ADP
ejpam-2951	82	10	the	the	DET
ejpam-2951	82	11	binomial	binomial	ADJ
ejpam-2951	82	12	formula	formula	NOUN
ejpam-2951	82	13	permits	permit	VERB
ejpam-2951	82	14	the	the	DET
ejpam-2951	82	15	following	follow	VERB
ejpam-2951	82	16	expansion	expansion	NOUN
ejpam-2951	82	17	:	:	PUNCT
ejpam-2951	82	18	(	(	PUNCT
ejpam-2951	82	19	1−	1−	NUM
ejpam-2951	82	20	l)d	l)d	X
ejpam-2951	82	21	=	=	PUNCT
ejpam-2951	82	22	∞∑	∞∑	PROPN
ejpam-2951	82	23	k=0	k=0	PUNCT
ejpam-2951	82	24	γ(k	γ(k	PROPN
ejpam-2951	82	25	−	−	PROPN
ejpam-2951	83	1	d	d	NOUN
ejpam-2951	83	2	)	)	PUNCT
ejpam-2951	83	3	γ(−d)γ(k	γ(−d)γ(k	PUNCT
ejpam-2951	84	1	+	+	CCONJ
ejpam-2951	84	2	1	1	X
ejpam-2951	84	3	)	)	PUNCT
ejpam-2951	84	4	lk	lk	NOUN
ejpam-2951	84	5	=	=	NOUN
ejpam-2951	85	1	∞∑	∞∑	PROPN
ejpam-2951	85	2	k=0	k=0	PUNCT
ejpam-2951	85	3	akl	akl	PROPN
ejpam-2951	85	4	k	k	NOUN
ejpam-2951	85	5	,	,	PUNCT
ejpam-2951	85	6	(	(	PUNCT
ejpam-2951	85	7	3	3	X
ejpam-2951	85	8	)	)	PUNCT
ejpam-2951	85	9	where	where	SCONJ
ejpam-2951	85	10	γ	γ	X
ejpam-2951	85	11	(	(	PUNCT
ejpam-2951	85	12	·	·	PUNCT
ejpam-2951	85	13	)	)	PUNCT
ejpam-2951	85	14	is	be	AUX
ejpam-2951	85	15	the	the	DET
ejpam-2951	85	16	gamma	gamma	PROPN
ejpam-2951	85	17	function	function	NOUN
ejpam-2951	85	18	,	,	PUNCT
ejpam-2951	85	19	ak	ak	PROPN
ejpam-2951	85	20	≡	≡	PROPN
ejpam-2951	85	21	∏k−1	∏k−1	PROPN
ejpam-2951	85	22	j=0(j	j=0(j	PROPN
ejpam-2951	86	1	−	−	PROPN
ejpam-2951	86	2	d)/(j	d)/(j	PROPN
ejpam-2951	86	3	+	+	CCONJ
ejpam-2951	86	4	1	1	NUM
ejpam-2951	86	5	)	)	PUNCT
ejpam-2951	86	6	,	,	PUNCT
ejpam-2951	86	7	and	and	CCONJ
ejpam-2951	86	8	∏−1	∏−1	VERB
ejpam-2951	86	9	0	0	NUM
ejpam-2951	86	10	·	·	PUNCT
ejpam-2951	87	1	=	=	SYM
ejpam-2951	87	2	1	1	X
ejpam-2951	87	3	.	.	PUNCT
ejpam-2951	88	1	in	in	ADP
ejpam-2951	88	2	an	an	DET
ejpam-2951	88	3	infinite	infinite	ADJ
ejpam-2951	88	4	moving	move	VERB
ejpam-2951	88	5	average	average	ADJ
ejpam-2951	88	6	representation	representation	NOUN
ejpam-2951	88	7	,	,	PUNCT
ejpam-2951	88	8	the	the	DET
ejpam-2951	88	9	following	follow	VERB
ejpam-2951	88	10	expansion	expansion	NOUN
ejpam-2951	88	11	may	may	AUX
ejpam-2951	88	12	be	be	AUX
ejpam-2951	88	13	used	use	VERB
ejpam-2951	88	14	:	:	PUNCT
ejpam-2951	88	15	(	(	PUNCT
ejpam-2951	88	16	1−	1−	NUM
ejpam-2951	88	17	l)−d	l)−d	NOUN
ejpam-2951	88	18	=	=	PUNCT
ejpam-2951	88	19	∞∑	∞∑	DET
ejpam-2951	88	20	k=0	k=0	PUNCT
ejpam-2951	88	21	γ(k	γ(k	PROPN
ejpam-2951	88	22	+	+	CCONJ
ejpam-2951	88	23	d	d	X
ejpam-2951	88	24	)	)	PUNCT
ejpam-2951	88	25	γ(d)γ(k	γ(d)γ(k	NOUN
ejpam-2951	88	26	+	+	CCONJ
ejpam-2951	88	27	1	1	X
ejpam-2951	88	28	)	)	PUNCT
ejpam-2951	88	29	lk	lk	NOUN
ejpam-2951	88	30	=	=	NOUN
ejpam-2951	88	31	∞∑	∞∑	PROPN
ejpam-2951	88	32	k=0	k=0	PROPN
ejpam-2951	88	33	bkl	bkl	NOUN
ejpam-2951	88	34	k	k	NOUN
ejpam-2951	88	35	,	,	PUNCT
ejpam-2951	88	36	(	(	PUNCT
ejpam-2951	88	37	4	4	X
ejpam-2951	88	38	)	)	PUNCT
ejpam-2951	88	39	where	where	SCONJ
ejpam-2951	88	40	bk	bk	VERB
ejpam-2951	88	41	≡	≡	PROPN
ejpam-2951	88	42	∏k−1	∏k−1	PROPN
ejpam-2951	88	43	j=0(j	j=0(j	PROPN
ejpam-2951	88	44	+	+	CCONJ
ejpam-2951	88	45	d)/(j	d)/(j	NOUN
ejpam-2951	88	46	+	+	NOUN
ejpam-2951	88	47	1	1	NUM
ejpam-2951	88	48	)	)	PUNCT
ejpam-2951	88	49	.	.	PUNCT
ejpam-2951	89	1	although	although	SCONJ
ejpam-2951	89	2	|ak|	|ak|	PROPN
ejpam-2951	89	3	→	→	SYM
ejpam-2951	89	4	0	0	NUM
ejpam-2951	89	5	and	and	CCONJ
ejpam-2951	89	6	|bk|	|bk|	PROPN
ejpam-2951	89	7	→	→	SYM
ejpam-2951	89	8	0	0	PUNCT
ejpam-2951	89	9	as	as	ADP
ejpam-2951	89	10	k	k	PROPN
ejpam-2951	89	11	→∞	→∞	PROPN
ejpam-2951	89	12	,	,	PUNCT
ejpam-2951	89	13	the	the	DET
ejpam-2951	89	14	speed	speed	NOUN
ejpam-2951	89	15	of	of	ADP
ejpam-2951	89	16	convergence	convergence	NOUN
ejpam-2951	89	17	can	can	AUX
ejpam-2951	89	18	be	be	AUX
ejpam-2951	89	19	very	very	ADV
ejpam-2951	89	20	slow	slow	ADJ
ejpam-2951	89	21	.	.	PUNCT
ejpam-2951	90	1	(	(	PUNCT
ejpam-2951	90	2	bk)k∈n	bk)k∈n	NUM
ejpam-2951	90	3	are	be	AUX
ejpam-2951	90	4	the	the	DET
ejpam-2951	90	5	weights	weight	NOUN
ejpam-2951	90	6	on	on	ADP
ejpam-2951	90	7	(	(	PUNCT
ejpam-2951	90	8	εt−k)k∈n	εt−k)k∈n	X
ejpam-2951	90	9	that	that	PRON
ejpam-2951	90	10	can	can	AUX
ejpam-2951	90	11	be	be	AUX
ejpam-2951	90	12	very	very	ADV
ejpam-2951	90	13	slow	slow	ADJ
ejpam-2951	90	14	to	to	PART
ejpam-2951	90	15	decay	decay	VERB
ejpam-2951	90	16	,	,	PUNCT
ejpam-2951	90	17	and	and	CCONJ
ejpam-2951	90	18	they	they	PRON
ejpam-2951	90	19	induce	induce	VERB
ejpam-2951	90	20	long	long	ADV
ejpam-2951	90	21	-	-	PUNCT
ejpam-2951	90	22	lasting	last	VERB
ejpam-2951	90	23	effects	effect	NOUN
ejpam-2951	90	24	of	of	ADP
ejpam-2951	90	25	shocks	shock	NOUN
ejpam-2951	90	26	on	on	ADP
ejpam-2951	90	27	today	today	NOUN
ejpam-2951	90	28	’s	’s	PART
ejpam-2951	90	29	outcome	outcome	NOUN
ejpam-2951	90	30	.	.	PUNCT
ejpam-2951	91	1	see	see	VERB
ejpam-2951	91	2	figure	figure	NOUN
ejpam-2951	91	3	3	3	NUM
ejpam-2951	91	4	.	.	PUNCT
ejpam-2951	92	1	these	these	DET
ejpam-2951	92	2	features	feature	NOUN
ejpam-2951	92	3	illustrate	illustrate	VERB
ejpam-2951	92	4	how	how	SCONJ
ejpam-2951	92	5	d	d	NOUN
ejpam-2951	92	6	governs	govern	VERB
ejpam-2951	92	7	the	the	DET
ejpam-2951	92	8	long	long	ADJ
ejpam-2951	92	9	-	-	PUNCT
ejpam-2951	92	10	term	term	NOUN
ejpam-2951	92	11	behavior	behavior	NOUN
ejpam-2951	92	12	of	of	ADP
ejpam-2951	92	13	the	the	DET
ejpam-2951	92	14	process	process	NOUN
ejpam-2951	92	15	.	.	PUNCT
ejpam-2951	93	1	(	(	PUNCT
ejpam-2951	93	2	also	also	ADV
ejpam-2951	93	3	see	see	VERB
ejpam-2951	93	4	hosking	hoske	VERB
ejpam-2951	93	5	[	[	X
ejpam-2951	93	6	75	75	NUM
ejpam-2951	93	7	]	]	PUNCT
ejpam-2951	93	8	.	.	PUNCT
ejpam-2951	93	9	)	)	PUNCT
ejpam-2951	94	1	but	but	CCONJ
ejpam-2951	94	2	these	these	DET
ejpam-2951	94	3	features	feature	NOUN
ejpam-2951	94	4	also	also	ADV
ejpam-2951	94	5	make	make	VERB
ejpam-2951	94	6	fractionally	fractionally	ADV
ejpam-2951	94	7	integrated	integrate	VERB
ejpam-2951	94	8	models	model	NOUN
ejpam-2951	94	9	a	a	DET
ejpam-2951	94	10	challenge	challenge	NOUN
ejpam-2951	94	11	to	to	PART
ejpam-2951	94	12	estimate	estimate	VERB
ejpam-2951	94	13	,	,	PUNCT
ejpam-2951	94	14	as	as	SCONJ
ejpam-2951	94	15	we	we	PRON
ejpam-2951	94	16	discuss	discuss	VERB
ejpam-2951	94	17	in	in	ADP
ejpam-2951	94	18	section	section	NOUN
ejpam-2951	94	19	2	2	NUM
ejpam-2951	94	20	.	.	NOUN
ejpam-2951	94	21	2	2	NUM
ejpam-2951	94	22	.	.	X
ejpam-2951	94	23	estimating	estimate	VERB
ejpam-2951	94	24	fractionally	fractionally	ADV
ejpam-2951	94	25	integrated	integrate	VERB
ejpam-2951	94	26	models	model	NOUN
ejpam-2951	94	27	it	it	PRON
ejpam-2951	94	28	is	be	AUX
ejpam-2951	94	29	common	common	ADJ
ejpam-2951	94	30	to	to	PART
ejpam-2951	94	31	estimate	estimate	VERB
ejpam-2951	94	32	fractionally	fractionally	ADV
ejpam-2951	94	33	integrated	integrate	VERB
ejpam-2951	94	34	models	model	NOUN
ejpam-2951	94	35	in	in	ADP
ejpam-2951	94	36	two	two	NUM
ejpam-2951	94	37	stages	stage	NOUN
ejpam-2951	94	38	by	by	ADP
ejpam-2951	94	39	first	first	ADV
ejpam-2951	94	40	estimating	estimate	VERB
ejpam-2951	94	41	d	d	PROPN
ejpam-2951	94	42	to	to	ADP
ejpam-2951	94	43	fractionally	fractionally	ADJ
ejpam-2951	94	44	difference	difference	NOUN
ejpam-2951	94	45	(	(	PUNCT
ejpam-2951	94	46	or	or	CCONJ
ejpam-2951	94	47	filter	filter	NOUN
ejpam-2951	94	48	)	)	PUNCT
ejpam-2951	94	49	the	the	DET
ejpam-2951	94	50	series	series	NOUN
ejpam-2951	94	51	,	,	PUNCT
ejpam-2951	94	52	and	and	CCONJ
ejpam-2951	94	53	then	then	ADV
ejpam-2951	94	54	use	use	VERB
ejpam-2951	94	55	the	the	DET
ejpam-2951	94	56	filtered	filter	VERB
ejpam-2951	94	57	series	series	NOUN
ejpam-2951	94	58	to	to	PART
ejpam-2951	94	59	estimate	estimate	VERB
ejpam-2951	94	60	the	the	DET
ejpam-2951	94	61	short	short	ADJ
ejpam-2951	94	62	memory	memory	NOUN
ejpam-2951	94	63	(	(	PUNCT
ejpam-2951	94	64	arma	arma	NOUN
ejpam-2951	94	65	)	)	PUNCT
ejpam-2951	94	66	dynamics	dynamic	NOUN
ejpam-2951	94	67	.	.	PUNCT
ejpam-2951	95	1	see	see	VERB
ejpam-2951	95	2	,	,	PUNCT
ejpam-2951	95	3	for	for	ADP
ejpam-2951	95	4	instance	instance	NOUN
ejpam-2951	95	5	,	,	PUNCT
ejpam-2951	95	6	harvey	harvey	PROPN
ejpam-2951	96	1	[	[	X
ejpam-2951	96	2	67	67	NUM
ejpam-2951	96	3	]	]	X
ejpam-2951	96	4	for	for	ADP
ejpam-2951	96	5	discussions	discussion	NOUN
ejpam-2951	96	6	.	.	PUNCT
ejpam-2951	97	1	a	a	DET
ejpam-2951	97	2	famous	famous	ADJ
ejpam-2951	97	3	example	example	NOUN
ejpam-2951	97	4	we	we	PRON
ejpam-2951	97	5	outline	outline	VERB
ejpam-2951	97	6	below	below	ADV
ejpam-2951	97	7	was	be	AUX
ejpam-2951	97	8	by	by	ADP
ejpam-2951	97	9	geweke	geweke	NOUN
ejpam-2951	97	10	and	and	CCONJ
ejpam-2951	97	11	porter	porter	NOUN
ejpam-2951	97	12	-	-	PUNCT
ejpam-2951	97	13	hudak	hudak	PROPN
ejpam-2951	98	1	[	[	X
ejpam-2951	98	2	56	56	NUM
ejpam-2951	98	3	]	]	PUNCT
ejpam-2951	98	4	,	,	PUNCT
ejpam-2951	98	5	who	who	PRON
ejpam-2951	98	6	proposed	propose	VERB
ejpam-2951	98	7	to	to	PART
ejpam-2951	98	8	estimate	estimate	VERB
ejpam-2951	98	9	d	d	PROPN
ejpam-2951	98	10	in	in	ADP
ejpam-2951	98	11	the	the	DET
ejpam-2951	98	12	frequency	frequency	NOUN
ejpam-2951	98	13	domain	domain	NOUN
ejpam-2951	98	14	.	.	PUNCT
ejpam-2951	99	1	consider	consider	VERB
ejpam-2951	99	2	the	the	DET
ejpam-2951	99	3	process	process	NOUN
ejpam-2951	99	4	,	,	PUNCT
ejpam-2951	99	5	(	(	PUNCT
ejpam-2951	99	6	1−	1−	NUM
ejpam-2951	99	7	l)dyt	l)dyt	ADJ
ejpam-2951	99	8	=	=	SYM
ejpam-2951	99	9	εt	εt	PROPN
ejpam-2951	99	10	(	(	PUNCT
ejpam-2951	99	11	5	5	NUM
ejpam-2951	99	12	)	)	PUNCT
ejpam-2951	99	13	r.	r.	PROPN
ejpam-2951	99	14	ito	ito	PROPN
ejpam-2951	99	15	/	/	SYM
ejpam-2951	99	16	eur	eur	PROPN
ejpam-2951	99	17	.	.	PUNCT
ejpam-2951	100	1	j.	j.	PROPN
ejpam-2951	100	2	pure	pure	PROPN
ejpam-2951	100	3	appl	appl	PROPN
ejpam-2951	100	4	.	.	PROPN
ejpam-2951	100	5	math	math	PROPN
ejpam-2951	100	6	,	,	PUNCT
ejpam-2951	100	7	10	10	NUM
ejpam-2951	100	8	(	(	PUNCT
ejpam-2951	100	9	1	1	NUM
ejpam-2951	100	10	)	)	PUNCT
ejpam-2951	100	11	(	(	PUNCT
ejpam-2951	100	12	2017	2017	NUM
ejpam-2951	100	13	)	)	PUNCT
ejpam-2951	100	14	,	,	PUNCT
ejpam-2951	100	15	82	82	NUM
ejpam-2951	100	16	-	-	SYM
ejpam-2951	100	17	103	103	NUM
ejpam-2951	100	18	86	86	NUM
ejpam-2951	100	19	for	for	ADP
ejpam-2951	100	20	t	t	PROPN
ejpam-2951	100	21	∈	∈	PROPN
ejpam-2951	100	22	z.	z.	PROPN
ejpam-2951	100	23	suppose	suppose	VERB
ejpam-2951	100	24	we	we	PRON
ejpam-2951	100	25	observe	observe	VERB
ejpam-2951	100	26	y1	y1	PROPN
ejpam-2951	100	27	,	,	PUNCT
ejpam-2951	100	28	.	.	PUNCT
ejpam-2951	100	29	.	.	PUNCT
ejpam-2951	101	1	.	.	PUNCT
ejpam-2951	102	1	,	,	PUNCT
ejpam-2951	102	2	yt	yt	VERB
ejpam-2951	102	3	for	for	ADP
ejpam-2951	102	4	some	some	DET
ejpam-2951	102	5	t	t	NOUN
ejpam-2951	102	6	∈	∈	PROPN
ejpam-2951	102	7	n.	n.	PROPN
ejpam-2951	102	8	here	here	ADV
ejpam-2951	102	9	,	,	PUNCT
ejpam-2951	102	10	εt	εt	PROPN
ejpam-2951	102	11	is	be	AUX
ejpam-2951	102	12	a	a	DET
ejpam-2951	102	13	stationary	stationary	ADJ
ejpam-2951	102	14	and	and	CCONJ
ejpam-2951	102	15	invertible	invertible	ADJ
ejpam-2951	102	16	process	process	NOUN
ejpam-2951	102	17	with	with	ADP
ejpam-2951	102	18	the	the	DET
ejpam-2951	102	19	power	power	NOUN
ejpam-2951	102	20	spectrum	spectrum	NOUN
ejpam-2951	102	21	,	,	PUNCT
ejpam-2951	102	22	fε(λ	fε(λ	NOUN
ejpam-2951	102	23	)	)	PUNCT
ejpam-2951	102	24	,	,	PUNCT
ejpam-2951	102	25	where	where	SCONJ
ejpam-2951	102	26	λ	λ	PROPN
ejpam-2951	102	27	∈	∈	PROPN
ejpam-2951	102	28	[	[	X
ejpam-2951	102	29	0	0	NUM
ejpam-2951	102	30	,	,	PUNCT
ejpam-2951	102	31	π	π	X
ejpam-2951	102	32	]	]	X
ejpam-2951	102	33	is	be	AUX
ejpam-2951	102	34	frequency	frequency	NOUN
ejpam-2951	102	35	.	.	PUNCT
ejpam-2951	103	1	λ	λ	NOUN
ejpam-2951	103	2	in	in	ADP
ejpam-2951	103	3	the	the	DET
ejpam-2951	103	4	negative	negative	ADJ
ejpam-2951	103	5	range	range	NOUN
ejpam-2951	103	6	is	be	AUX
ejpam-2951	103	7	not	not	PART
ejpam-2951	103	8	considered	consider	VERB
ejpam-2951	103	9	since	since	SCONJ
ejpam-2951	103	10	the	the	DET
ejpam-2951	103	11	power	power	NOUN
ejpam-2951	103	12	spectrum	spectrum	NOUN
ejpam-2951	103	13	is	be	AUX
ejpam-2951	103	14	symmetric	symmetric	ADJ
ejpam-2951	103	15	around	around	ADP
ejpam-2951	103	16	zero	zero	NUM
ejpam-2951	103	17	.	.	PUNCT
ejpam-2951	104	1	the	the	DET
ejpam-2951	104	2	power	power	NOUN
ejpam-2951	104	3	spectrum	spectrum	NOUN
ejpam-2951	104	4	of	of	ADP
ejpam-2951	104	5	yt	yt	PROPN
ejpam-2951	104	6	,	,	PUNCT
ejpam-2951	104	7	denoted	denote	VERB
ejpam-2951	104	8	by	by	ADP
ejpam-2951	104	9	fy(λ	fy(λ	NOUN
ejpam-2951	104	10	)	)	PUNCT
ejpam-2951	104	11	,	,	PUNCT
ejpam-2951	104	12	is	be	AUX
ejpam-2951	104	13	fy(λ	fy(λ	PUNCT
ejpam-2951	104	14	)	)	PUNCT
ejpam-2951	104	15	=	=	PUNCT
ejpam-2951	104	16	|1−	|1−	VERB
ejpam-2951	104	17	e−iλ|−2dfε(λ	e−iλ|−2dfε(λ	NOUN
ejpam-2951	104	18	)	)	PUNCT
ejpam-2951	104	19	=	=	PUNCT
ejpam-2951	105	1	2−d(1−	2−d(1−	NUM
ejpam-2951	105	2	cosλ)−dfε(λ	cosλ)−dfε(λ	NUM
ejpam-2951	105	3	)	)	PUNCT
ejpam-2951	106	1	=	=	SYM
ejpam-2951	106	2	4−d	4−d	NUM
ejpam-2951	106	3	(	(	PUNCT
ejpam-2951	106	4	sin2	sin2	NOUN
ejpam-2951	106	5	λ	λ	PROPN
ejpam-2951	106	6	2	2	NUM
ejpam-2951	106	7	)	)	PUNCT
ejpam-2951	106	8	−d	−d	PROPN
ejpam-2951	106	9	fε(λ	fε(λ	NOUN
ejpam-2951	106	10	)	)	PUNCT
ejpam-2951	106	11	.	.	PUNCT
ejpam-2951	107	1	taking	take	VERB
ejpam-2951	107	2	the	the	DET
ejpam-2951	107	3	logarithm	logarithm	NOUN
ejpam-2951	107	4	of	of	ADP
ejpam-2951	107	5	this	this	DET
ejpam-2951	107	6	equation	equation	NOUN
ejpam-2951	107	7	and	and	CCONJ
ejpam-2951	107	8	rearranging	rearrange	VERB
ejpam-2951	107	9	both	both	DET
ejpam-2951	107	10	sides	side	NOUN
ejpam-2951	107	11	using	use	VERB
ejpam-2951	107	12	the	the	DET
ejpam-2951	107	13	sample	sample	NOUN
ejpam-2951	107	14	spectral	spectral	ADJ
ejpam-2951	107	15	density,†	density,†	PROPN
ejpam-2951	107	16	i(λ	i(λ	PROPN
ejpam-2951	107	17	)	)	PUNCT
ejpam-2951	107	18	,	,	PUNCT
ejpam-2951	107	19	gives	give	VERB
ejpam-2951	107	20	log	log	NOUN
ejpam-2951	107	21	i(λ	i(λ	PROPN
ejpam-2951	107	22	)	)	PUNCT
ejpam-2951	108	1	=	=	PUNCT
ejpam-2951	108	2	log	log	NOUN
ejpam-2951	108	3	fε(0)−	fε(0)−	NOUN
ejpam-2951	109	1	d	d	X
ejpam-2951	109	2	log	log	X
ejpam-2951	109	3	[	[	PUNCT
ejpam-2951	109	4	4	4	NUM
ejpam-2951	109	5	sin2	sin2	NOUN
ejpam-2951	109	6	(	(	PUNCT
ejpam-2951	109	7	λ	λ	PROPN
ejpam-2951	109	8	2	2	NUM
ejpam-2951	109	9	)	)	PUNCT
ejpam-2951	109	10	]	]	PUNCT
ejpam-2951	110	1	+	+	CCONJ
ejpam-2951	110	2	log	log	NOUN
ejpam-2951	110	3	(	(	PUNCT
ejpam-2951	110	4	fε(λ	fε(λ	NOUN
ejpam-2951	110	5	)	)	PUNCT
ejpam-2951	110	6	fε(0	fε(0	PROPN
ejpam-2951	110	7	)	)	PUNCT
ejpam-2951	110	8	)	)	PUNCT
ejpam-2951	111	1	+	+	CCONJ
ejpam-2951	111	2	log	log	NOUN
ejpam-2951	111	3	[	[	PUNCT
ejpam-2951	111	4	i(λ	i(λ	PROPN
ejpam-2951	111	5	)	)	PUNCT
ejpam-2951	111	6	fy(λ	fy(λ	X
ejpam-2951	111	7	)	)	PUNCT
ejpam-2951	111	8	]	]	PUNCT
ejpam-2951	111	9	.	.	PUNCT
ejpam-2951	112	1	suppose	suppose	VERB
ejpam-2951	112	2	the	the	DET
ejpam-2951	112	3	last	last	ADJ
ejpam-2951	112	4	term	term	NOUN
ejpam-2951	112	5	can	can	AUX
ejpam-2951	112	6	be	be	AUX
ejpam-2951	112	7	considered	consider	VERB
ejpam-2951	112	8	to	to	PART
ejpam-2951	112	9	be	be	AUX
ejpam-2951	112	10	negligible	negligible	ADJ
ejpam-2951	112	11	.	.	PUNCT
ejpam-2951	113	1	then	then	ADV
ejpam-2951	113	2	based	base	VERB
ejpam-2951	113	3	on	on	ADP
ejpam-2951	113	4	this	this	DET
ejpam-2951	113	5	equation	equation	NOUN
ejpam-2951	113	6	,	,	PUNCT
ejpam-2951	113	7	we	we	PRON
ejpam-2951	113	8	have	have	VERB
ejpam-2951	113	9	a	a	DET
ejpam-2951	113	10	regression	regression	NOUN
ejpam-2951	113	11	model	model	NOUN
ejpam-2951	113	12	:	:	PUNCT
ejpam-2951	113	13	log	log	VERB
ejpam-2951	113	14	i(λj	i(λj	NOUN
ejpam-2951	113	15	)	)	PUNCT
ejpam-2951	114	1	=	=	SYM
ejpam-2951	114	2	β0	β0	NOUN
ejpam-2951	115	1	+	+	CCONJ
ejpam-2951	115	2	β1	β1	PROPN
ejpam-2951	115	3	log	log	NOUN
ejpam-2951	115	4	[	[	PUNCT
ejpam-2951	115	5	4	4	NUM
ejpam-2951	115	6	sin2	sin2	NOUN
ejpam-2951	115	7	(	(	PUNCT
ejpam-2951	115	8	λj	λj	PROPN
ejpam-2951	115	9	2	2	NUM
ejpam-2951	115	10	)	)	PUNCT
ejpam-2951	115	11	]	]	PUNCT
ejpam-2951	116	1	+	+	CCONJ
ejpam-2951	116	2	vj	vj	INTJ
ejpam-2951	116	3	,	,	PUNCT
ejpam-2951	116	4	(	(	PUNCT
ejpam-2951	116	5	6	6	NUM
ejpam-2951	116	6	)	)	PUNCT
ejpam-2951	116	7	where	where	SCONJ
ejpam-2951	116	8	vj	vj	PROPN
ejpam-2951	116	9	≡	≡	PROPN
ejpam-2951	116	10	log	log	PROPN
ejpam-2951	116	11	(	(	PUNCT
ejpam-2951	116	12	fε(λj)/fε(0	fε(λj)/fε(0	NUM
ejpam-2951	116	13	)	)	PUNCT
ejpam-2951	116	14	)	)	PUNCT
ejpam-2951	116	15	is	be	AUX
ejpam-2951	116	16	assumed	assume	VERB
ejpam-2951	116	17	to	to	PART
ejpam-2951	116	18	be	be	AUX
ejpam-2951	116	19	independently	independently	ADV
ejpam-2951	116	20	and	and	CCONJ
ejpam-2951	116	21	identically	identically	ADV
ejpam-2951	116	22	distributed	distribute	VERB
ejpam-2951	116	23	(	(	PUNCT
ejpam-2951	116	24	i.i.d	i.i.d	PROPN
ejpam-2951	116	25	.	.	PUNCT
ejpam-2951	116	26	)	)	PUNCT
ejpam-2951	117	1	with	with	ADP
ejpam-2951	117	2	zero	zero	NUM
ejpam-2951	117	3	mean	mean	NOUN
ejpam-2951	117	4	and	and	CCONJ
ejpam-2951	117	5	variance	variance	NOUN
ejpam-2951	117	6	,	,	PUNCT
ejpam-2951	117	7	π2/6	π2/6	PROPN
ejpam-2951	117	8	.	.	PUNCT
ejpam-2951	118	1	we	we	PRON
ejpam-2951	118	2	typically	typically	ADV
ejpam-2951	118	3	set	set	VERB
ejpam-2951	118	4	λj	λj	NOUN
ejpam-2951	118	5	=	=	PUNCT
ejpam-2951	118	6	2πj	2πj	NOUN
ejpam-2951	118	7	/	/	SYM
ejpam-2951	118	8	t	t	PROPN
ejpam-2951	118	9	for	for	ADP
ejpam-2951	118	10	j	j	PROPN
ejpam-2951	118	11	=	=	SYM
ejpam-2951	118	12	0	0	PROPN
ejpam-2951	118	13	,	,	PUNCT
ejpam-2951	118	14	.	.	PUNCT
ejpam-2951	118	15	.	.	PUNCT
ejpam-2951	119	1	.	.	PUNCT
ejpam-2951	120	1	,	,	PUNCT
ejpam-2951	120	2	m	m	VERB
ejpam-2951	120	3	and	and	CCONJ
ejpam-2951	120	4	m	m	PROPN
ejpam-2951	120	5	�	�	PROPN
ejpam-2951	120	6	t	t	PROPN
ejpam-2951	120	7	such	such	ADJ
ejpam-2951	120	8	that	that	SCONJ
ejpam-2951	120	9	λj	λj	PROPN
ejpam-2951	120	10	∈	∈	PROPN
ejpam-2951	121	1	[	[	X
ejpam-2951	121	2	0	0	NUM
ejpam-2951	121	3	,	,	PUNCT
ejpam-2951	121	4	π	π	X
ejpam-2951	121	5	]	]	X
ejpam-2951	121	6	for	for	ADP
ejpam-2951	121	7	each	each	DET
ejpam-2951	121	8	j.	j.	PROPN
ejpam-2951	121	9	we	we	PRON
ejpam-2951	121	10	denote	denote	VERB
ejpam-2951	121	11	estimated	estimate	VERB
ejpam-2951	121	12	quantities	quantity	NOUN
ejpam-2951	121	13	by	by	ADP
ejpam-2951	121	14	·	·	PUNCT
ejpam-2951	121	15	̂	̂	X
ejpam-2951	121	16	.	.	PUNCT
ejpam-2951	122	1	regressing	regress	VERB
ejpam-2951	122	2	log	log	NOUN
ejpam-2951	122	3	i(λj	i(λj	NOUN
ejpam-2951	122	4	)	)	PUNCT
ejpam-2951	122	5	on	on	ADP
ejpam-2951	122	6	log[4	log[4	PROPN
ejpam-2951	122	7	sin2(λj/2	sin2(λj/2	NOUN
ejpam-2951	122	8	)	)	PUNCT
ejpam-2951	122	9	]	]	PUNCT
ejpam-2951	122	10	and	and	CCONJ
ejpam-2951	122	11	taking	take	VERB
ejpam-2951	122	12	minus	minus	ADP
ejpam-2951	123	1	β̂1	β̂1	PUNCT
ejpam-2951	123	2	yields	yield	NOUN
ejpam-2951	123	3	d̂.	d̂.	VERB
ejpam-2951	123	4	for	for	ADP
ejpam-2951	123	5	some	some	DET
ejpam-2951	123	6	appropriate	appropriate	ADJ
ejpam-2951	123	7	choice	choice	NOUN
ejpam-2951	123	8	of	of	ADP
ejpam-2951	123	9	m	m	PROPN
ejpam-2951	123	10	,	,	PUNCT
ejpam-2951	123	11	we	we	PRON
ejpam-2951	123	12	have	have	VERB
ejpam-2951	123	13	(	(	PUNCT
ejpam-2951	123	14	d̂	d̂	NUM
ejpam-2951	123	15	−	−	NOUN
ejpam-2951	123	16	d)/	d)/	NOUN
ejpam-2951	123	17	√	√	NUM
ejpam-2951	123	18	var(d̂	var(d̂	NOUN
ejpam-2951	123	19	)	)	PUNCT
ejpam-2951	123	20	d→	d→	PROPN
ejpam-2951	123	21	n(0	n(0	PROPN
ejpam-2951	123	22	,	,	PUNCT
ejpam-2951	123	23	1	1	NUM
ejpam-2951	123	24	)	)	PUNCT
ejpam-2951	123	25	,	,	PUNCT
ejpam-2951	123	26	where	where	SCONJ
ejpam-2951	123	27	var(d̂	var(d̂	NOUN
ejpam-2951	123	28	)	)	PUNCT
ejpam-2951	123	29	is	be	AUX
ejpam-2951	123	30	obtained	obtain	VERB
ejpam-2951	123	31	from	from	ADP
ejpam-2951	123	32	the	the	DET
ejpam-2951	123	33	regression	regression	NOUN
ejpam-2951	123	34	.	.	PUNCT
ejpam-2951	124	1	it	it	PRON
ejpam-2951	124	2	is	be	AUX
ejpam-2951	124	3	common	common	ADJ
ejpam-2951	124	4	to	to	PART
ejpam-2951	124	5	use	use	VERB
ejpam-2951	124	6	a	a	DET
ejpam-2951	124	7	rule	rule	NOUN
ejpam-2951	124	8	-	-	PUNCT
ejpam-2951	124	9	of	of	ADP
ejpam-2951	124	10	-	-	PUNCT
ejpam-2951	124	11	thumb	thumb	NOUN
ejpam-2951	124	12	that	that	PRON
ejpam-2951	124	13	sets	set	VERB
ejpam-2951	124	14	m	m	PRON
ejpam-2951	124	15	as	as	ADP
ejpam-2951	124	16	a	a	DET
ejpam-2951	124	17	simple	simple	ADJ
ejpam-2951	124	18	function	function	NOUN
ejpam-2951	124	19	of	of	ADP
ejpam-2951	124	20	the	the	DET
ejpam-2951	124	21	sample	sample	NOUN
ejpam-2951	124	22	size	size	NOUN
ejpam-2951	124	23	,	,	PUNCT
ejpam-2951	124	24	t	t	PROPN
ejpam-2951	124	25	.	.	PUNCT
ejpam-2951	125	1	see	see	VERB
ejpam-2951	125	2	geweke	geweke	NOUN
ejpam-2951	125	3	and	and	CCONJ
ejpam-2951	125	4	porter	porter	NOUN
ejpam-2951	125	5	-	-	PUNCT
ejpam-2951	125	6	hudak	hudak	PROPN
ejpam-2951	126	1	[	[	X
ejpam-2951	126	2	56	56	NUM
ejpam-2951	126	3	]	]	PUNCT
ejpam-2951	126	4	and	and	CCONJ
ejpam-2951	126	5	robinson	robinson	PROPN
ejpam-2951	126	6	[	[	X
ejpam-2951	126	7	109	109	NUM
ejpam-2951	126	8	]	]	PUNCT
ejpam-2951	126	9	for	for	ADP
ejpam-2951	126	10	consistency	consistency	NOUN
ejpam-2951	126	11	and	and	CCONJ
ejpam-2951	126	12	asymptotic	asymptotic	ADJ
ejpam-2951	126	13	normality	normality	NOUN
ejpam-2951	126	14	of	of	ADP
ejpam-2951	126	15	d̂	d̂	PRON
ejpam-2951	126	16	and	and	CCONJ
ejpam-2951	126	17	the	the	DET
ejpam-2951	126	18	conditions	condition	NOUN
ejpam-2951	126	19	m	m	AUX
ejpam-2951	126	20	needs	need	VERB
ejpam-2951	126	21	to	to	PART
ejpam-2951	126	22	satisfy	satisfy	VERB
ejpam-2951	126	23	to	to	PART
ejpam-2951	126	24	get	get	VERB
ejpam-2951	126	25	these	these	DET
ejpam-2951	126	26	results	result	NOUN
ejpam-2951	126	27	.	.	PUNCT
ejpam-2951	127	1	the	the	DET
ejpam-2951	127	2	choice	choice	NOUN
ejpam-2951	127	3	of	of	ADP
ejpam-2951	127	4	m	m	VERB
ejpam-2951	127	5	also	also	ADV
ejpam-2951	127	6	affects	affect	VERB
ejpam-2951	127	7	the	the	DET
ejpam-2951	127	8	bias	bias	NOUN
ejpam-2951	127	9	-	-	PUNCT
ejpam-2951	127	10	variance	variance	NOUN
ejpam-2951	127	11	trade	trade	NOUN
ejpam-2951	127	12	-	-	PUNCT
ejpam-2951	127	13	off	off	NOUN
ejpam-2951	127	14	.	.	PUNCT
ejpam-2951	128	1	bias	bias	NOUN
ejpam-2951	128	2	in	in	ADP
ejpam-2951	128	3	d̂	d̂	PROPN
ejpam-2951	128	4	can	can	AUX
ejpam-2951	128	5	be	be	AUX
ejpam-2951	128	6	large	large	ADJ
ejpam-2951	128	7	if	if	SCONJ
ejpam-2951	128	8	m	m	NOUN
ejpam-2951	128	9	is	be	AUX
ejpam-2951	128	10	too	too	ADV
ejpam-2951	128	11	large	large	ADJ
ejpam-2951	128	12	.	.	PUNCT
ejpam-2951	129	1	a	a	DET
ejpam-2951	129	2	popular	popular	ADJ
ejpam-2951	129	3	choice	choice	NOUN
ejpam-2951	129	4	is	be	AUX
ejpam-2951	129	5	m	m	NOUN
ejpam-2951	129	6	=	=	PROPN
ejpam-2951	129	7	t	t	PROPN
ejpam-2951	129	8	δ	δ	PROPN
ejpam-2951	129	9	,	,	PUNCT
ejpam-2951	129	10	where	where	SCONJ
ejpam-2951	129	11	δ	δ	PROPN
ejpam-2951	129	12	is	be	AUX
ejpam-2951	129	13	between	between	ADP
ejpam-2951	129	14	0.5	0.5	NUM
ejpam-2951	129	15	and	and	CCONJ
ejpam-2951	129	16	0.8	0.8	NUM
ejpam-2951	129	17	.	.	PUNCT
ejpam-2951	130	1	diebold	diebold	VERB
ejpam-2951	130	2	and	and	CCONJ
ejpam-2951	130	3	rudebusch	rudebusch	VERB
ejpam-2951	130	4	[	[	X
ejpam-2951	130	5	44	44	NUM
ejpam-2951	130	6	]	]	PUNCT
ejpam-2951	130	7	†the	†the	DET
ejpam-2951	130	8	sample	sample	NOUN
ejpam-2951	130	9	spectral	spectral	ADJ
ejpam-2951	130	10	density	density	NOUN
ejpam-2951	130	11	is	be	AUX
ejpam-2951	130	12	given	give	VERB
ejpam-2951	130	13	by	by	ADP
ejpam-2951	130	14	i(λ	i(λ	NOUN
ejpam-2951	130	15	)	)	PUNCT
ejpam-2951	130	16	=	=	SYM
ejpam-2951	131	1	1	1	NUM
ejpam-2951	131	2	2π	2π	NOUN
ejpam-2951	131	3	[	[	PUNCT
ejpam-2951	131	4	c(0	c(0	NOUN
ejpam-2951	131	5	)	)	PUNCT
ejpam-2951	131	6	+	+	CCONJ
ejpam-2951	131	7	2	2	NUM
ejpam-2951	131	8	t−1∑	t−1∑	NUM
ejpam-2951	131	9	τ=1	τ=1	SYM
ejpam-2951	131	10	c(τ	c(τ	PROPN
ejpam-2951	131	11	)	)	PUNCT
ejpam-2951	131	12	cos(λτ	cos(λτ	NOUN
ejpam-2951	131	13	)	)	PUNCT
ejpam-2951	131	14	]	]	PUNCT
ejpam-2951	131	15	,	,	PUNCT
ejpam-2951	131	16	where	where	SCONJ
ejpam-2951	131	17	c(τ	c(τ	PROPN
ejpam-2951	131	18	)	)	PUNCT
ejpam-2951	131	19	is	be	AUX
ejpam-2951	131	20	the	the	DET
ejpam-2951	131	21	sample	sample	NOUN
ejpam-2951	131	22	autocovariance	autocovariance	NOUN
ejpam-2951	131	23	formula	formula	NOUN
ejpam-2951	131	24	given	give	VERB
ejpam-2951	131	25	by	by	ADP
ejpam-2951	131	26	c(τ	c(τ	PROPN
ejpam-2951	131	27	)	)	PUNCT
ejpam-2951	131	28	=	=	PUNCT
ejpam-2951	131	29	1	1	NUM
ejpam-2951	131	30	t	t	PROPN
ejpam-2951	131	31	t∑	t∑	PROPN
ejpam-2951	131	32	t	t	PROPN
ejpam-2951	131	33	=	=	SYM
ejpam-2951	131	34	τ+1	τ+1	PROPN
ejpam-2951	131	35	(	(	PUNCT
ejpam-2951	131	36	yt	yt	VERB
ejpam-2951	131	37	−	−	NOUN
ejpam-2951	131	38	ȳ)(yt−τ	ȳ)(yt−τ	ADP
ejpam-2951	131	39	−	−	PROPN
ejpam-2951	131	40	ȳ	ȳ	NOUN
ejpam-2951	131	41	)	)	PUNCT
ejpam-2951	131	42	,	,	PUNCT
ejpam-2951	131	43	τ	τ	PROPN
ejpam-2951	131	44	=	=	SYM
ejpam-2951	131	45	1	1	NUM
ejpam-2951	131	46	,	,	PUNCT
ejpam-2951	131	47	2	2	NUM
ejpam-2951	131	48	,	,	PUNCT
ejpam-2951	131	49	.	.	PUNCT
ejpam-2951	131	50	.	.	PUNCT
ejpam-2951	131	51	.	.	PUNCT
ejpam-2951	132	1	,	,	PUNCT
ejpam-2951	132	2	with	with	ADP
ejpam-2951	132	3	ȳ	ȳ	NOUN
ejpam-2951	132	4	=	=	SYM
ejpam-2951	132	5	t−1	t−1	PROPN
ejpam-2951	132	6	∑t	∑t	PROPN
ejpam-2951	132	7	t=1	t=1	PROPN
ejpam-2951	132	8	yt	yt	PROPN
ejpam-2951	132	9	.	.	PUNCT
ejpam-2951	133	1	the	the	DET
ejpam-2951	133	2	sample	sample	NOUN
ejpam-2951	133	3	spectrum	spectrum	NOUN
ejpam-2951	133	4	computes	compute	VERB
ejpam-2951	133	5	i(λ	i(λ	PROPN
ejpam-2951	133	6	)	)	PUNCT
ejpam-2951	133	7	at	at	ADP
ejpam-2951	133	8	chosen	choose	VERB
ejpam-2951	133	9	frequencies	frequency	NOUN
ejpam-2951	133	10	,	,	PUNCT
ejpam-2951	133	11	denoted	denote	VERB
ejpam-2951	133	12	by	by	ADP
ejpam-2951	133	13	λj	λj	PROPN
ejpam-2951	133	14	for	for	ADP
ejpam-2951	133	15	j	j	PROPN
ejpam-2951	133	16	=	=	SYM
ejpam-2951	133	17	1	1	PROPN
ejpam-2951	133	18	,	,	PUNCT
ejpam-2951	133	19	.	.	PUNCT
ejpam-2951	133	20	.	.	PUNCT
ejpam-2951	133	21	.	.	PUNCT
ejpam-2951	134	1	,	,	PUNCT
ejpam-2951	134	2	m.	m.	NOUN
ejpam-2951	134	3	although	although	SCONJ
ejpam-2951	134	4	λj	λj	PROPN
ejpam-2951	134	5	can	can	AUX
ejpam-2951	134	6	be	be	AUX
ejpam-2951	134	7	any	any	DET
ejpam-2951	134	8	number	number	NOUN
ejpam-2951	134	9	in	in	ADP
ejpam-2951	134	10	[	[	X
ejpam-2951	134	11	0	0	NUM
ejpam-2951	134	12	,	,	PUNCT
ejpam-2951	134	13	π	π	PROPN
ejpam-2951	134	14	]	]	X
ejpam-2951	134	15	,	,	PUNCT
ejpam-2951	134	16	it	it	PRON
ejpam-2951	134	17	is	be	AUX
ejpam-2951	134	18	typically	typically	ADV
ejpam-2951	134	19	computed	compute	VERB
ejpam-2951	134	20	at	at	ADP
ejpam-2951	134	21	λj	λj	PROPN
ejpam-2951	134	22	=	=	PROPN
ejpam-2951	134	23	2πj	2πj	PROPN
ejpam-2951	134	24	/	/	SYM
ejpam-2951	134	25	t	t	PROPN
ejpam-2951	134	26	for	for	ADP
ejpam-2951	134	27	j	j	PROPN
ejpam-2951	134	28	=	=	SYM
ejpam-2951	134	29	1	1	PROPN
ejpam-2951	134	30	,	,	PUNCT
ejpam-2951	134	31	.	.	PUNCT
ejpam-2951	134	32	.	.	PUNCT
ejpam-2951	134	33	.	.	PUNCT
ejpam-2951	135	1	,	,	PUNCT
ejpam-2951	135	2	bt/2c	bt/2c	NOUN
ejpam-2951	135	3	.	.	PUNCT
ejpam-2951	136	1	r.	r.	PROPN
ejpam-2951	136	2	ito	ito	PROPN
ejpam-2951	136	3	/	/	SYM
ejpam-2951	136	4	eur	eur	PROPN
ejpam-2951	136	5	.	.	PUNCT
ejpam-2951	137	1	j.	j.	PROPN
ejpam-2951	137	2	pure	pure	PROPN
ejpam-2951	137	3	appl	appl	PROPN
ejpam-2951	137	4	.	.	PROPN
ejpam-2951	137	5	math	math	PROPN
ejpam-2951	137	6	,	,	PUNCT
ejpam-2951	137	7	10	10	NUM
ejpam-2951	137	8	(	(	PUNCT
ejpam-2951	137	9	1	1	NUM
ejpam-2951	137	10	)	)	PUNCT
ejpam-2951	137	11	(	(	PUNCT
ejpam-2951	137	12	2017	2017	NUM
ejpam-2951	137	13	)	)	PUNCT
ejpam-2951	137	14	,	,	PUNCT
ejpam-2951	137	15	82	82	NUM
ejpam-2951	137	16	-	-	SYM
ejpam-2951	137	17	103	103	NUM
ejpam-2951	137	18	87	87	NUM
ejpam-2951	137	19	used	use	VERB
ejpam-2951	137	20	m	m	NOUN
ejpam-2951	137	21	=	=	PUNCT
ejpam-2951	137	22	⌊	⌊	VERB
ejpam-2951	137	23	t	t	NOUN
ejpam-2951	137	24	1/2	1/2	NUM
ejpam-2951	137	25	⌋	⌋	NOUN
ejpam-2951	137	26	.	.	PUNCT
ejpam-2951	138	1	whether	whether	SCONJ
ejpam-2951	138	2	d̂	d̂	PRON
ejpam-2951	138	3	is	be	AUX
ejpam-2951	138	4	a	a	DET
ejpam-2951	138	5	good	good	ADJ
ejpam-2951	138	6	estimator	estimator	NOUN
ejpam-2951	138	7	also	also	ADV
ejpam-2951	138	8	depends	depend	VERB
ejpam-2951	138	9	on	on	ADP
ejpam-2951	138	10	the	the	DET
ejpam-2951	138	11	serial	serial	ADJ
ejpam-2951	138	12	dependence	dependence	NOUN
ejpam-2951	138	13	of	of	ADP
ejpam-2951	138	14	the	the	DET
ejpam-2951	138	15	short	short	ADJ
ejpam-2951	138	16	memory	memory	NOUN
ejpam-2951	138	17	process	process	NOUN
ejpam-2951	138	18	,	,	PUNCT
ejpam-2951	138	19	εt	εt	PROPN
ejpam-2951	138	20	.	.	PUNCT
ejpam-2951	139	1	if	if	SCONJ
ejpam-2951	139	2	it	it	PRON
ejpam-2951	139	3	is	be	AUX
ejpam-2951	139	4	very	very	ADV
ejpam-2951	139	5	persistent	persistent	ADJ
ejpam-2951	139	6	,	,	PUNCT
ejpam-2951	139	7	(	(	PUNCT
ejpam-2951	139	8	6	6	NUM
ejpam-2951	139	9	)	)	PUNCT
ejpam-2951	139	10	may	may	AUX
ejpam-2951	139	11	hold	hold	VERB
ejpam-2951	139	12	only	only	ADV
ejpam-2951	139	13	for	for	ADP
ejpam-2951	139	14	λj	λj	PROPN
ejpam-2951	139	15	near	near	ADP
ejpam-2951	139	16	zero	zero	NUM
ejpam-2951	139	17	.	.	PUNCT
ejpam-2951	140	1	alternative	alternative	ADJ
ejpam-2951	140	2	estimators	estimator	NOUN
ejpam-2951	140	3	of	of	ADP
ejpam-2951	140	4	d	d	NOUN
ejpam-2951	140	5	can	can	AUX
ejpam-2951	140	6	be	be	AUX
ejpam-2951	140	7	also	also	ADV
ejpam-2951	140	8	sensitive	sensitive	ADJ
ejpam-2951	140	9	to	to	ADP
ejpam-2951	140	10	the	the	DET
ejpam-2951	140	11	degree	degree	NOUN
ejpam-2951	140	12	of	of	ADP
ejpam-2951	140	13	autocorrelation	autocorrelation	NOUN
ejpam-2951	140	14	in	in	ADP
ejpam-2951	140	15	the	the	DET
ejpam-2951	140	16	fractionally	fractionally	ADV
ejpam-2951	140	17	differenced	difference	VERB
ejpam-2951	140	18	series	series	NOUN
ejpam-2951	140	19	,	,	PUNCT
ejpam-2951	140	20	(	(	PUNCT
ejpam-2951	140	21	1−	1−	NUM
ejpam-2951	140	22	l)dyt	l)dyt	ADJ
ejpam-2951	140	23	.	.	PUNCT
ejpam-2951	141	1	see	see	VERB
ejpam-2951	141	2	agiakloglou	agiakloglou	PROPN
ejpam-2951	141	3	et	et	PROPN
ejpam-2951	141	4	al	al	PROPN
ejpam-2951	141	5	.	.	PUNCT
ejpam-2951	142	1	[	[	X
ejpam-2951	142	2	3	3	NUM
ejpam-2951	142	3	]	]	PUNCT
ejpam-2951	142	4	.	.	PUNCT
ejpam-2951	143	1	2.1	2.1	NUM
ejpam-2951	143	2	.	.	PUNCT
ejpam-2951	144	1	how	how	SCONJ
ejpam-2951	144	2	to	to	PART
ejpam-2951	144	3	treat	treat	VERB
ejpam-2951	144	4	initial	initial	ADJ
ejpam-2951	144	5	values	value	NOUN
ejpam-2951	144	6	the	the	DET
ejpam-2951	144	7	above	above	ADJ
ejpam-2951	144	8	estimation	estimation	NOUN
ejpam-2951	144	9	procedure	procedure	NOUN
ejpam-2951	144	10	handles	handle	VERB
ejpam-2951	144	11	the	the	DET
ejpam-2951	144	12	fractional	fractional	ADJ
ejpam-2951	144	13	difference	difference	NOUN
ejpam-2951	144	14	operator	operator	NOUN
ejpam-2951	144	15	in	in	ADP
ejpam-2951	144	16	the	the	DET
ejpam-2951	144	17	frequency	frequency	NOUN
ejpam-2951	144	18	domain	domain	NOUN
ejpam-2951	144	19	.	.	PUNCT
ejpam-2951	145	1	in	in	ADP
ejpam-2951	145	2	fact	fact	NOUN
ejpam-2951	145	3	,	,	PUNCT
ejpam-2951	145	4	it	it	PRON
ejpam-2951	145	5	is	be	AUX
ejpam-2951	145	6	common	common	ADJ
ejpam-2951	145	7	in	in	ADP
ejpam-2951	145	8	this	this	DET
ejpam-2951	145	9	literature	literature	NOUN
ejpam-2951	145	10	to	to	PART
ejpam-2951	145	11	transform	transform	VERB
ejpam-2951	145	12	a	a	DET
ejpam-2951	145	13	problem	problem	NOUN
ejpam-2951	145	14	defined	define	VERB
ejpam-2951	145	15	in	in	ADP
ejpam-2951	145	16	the	the	DET
ejpam-2951	145	17	time	time	NOUN
ejpam-2951	145	18	domain	domain	NOUN
ejpam-2951	145	19	to	to	ADP
ejpam-2951	145	20	a	a	DET
ejpam-2951	145	21	problem	problem	NOUN
ejpam-2951	145	22	in	in	ADP
ejpam-2951	145	23	the	the	DET
ejpam-2951	145	24	frequency	frequency	NOUN
ejpam-2951	145	25	domain	domain	NOUN
ejpam-2951	145	26	.	.	PUNCT
ejpam-2951	146	1	for	for	ADP
ejpam-2951	146	2	instance	instance	NOUN
ejpam-2951	146	3	,	,	PUNCT
ejpam-2951	146	4	the	the	DET
ejpam-2951	146	5	harmonized	harmonized	ADJ
ejpam-2951	146	6	representations	representation	NOUN
ejpam-2951	146	7	defined	define	VERB
ejpam-2951	146	8	in	in	ADP
ejpam-2951	146	9	the	the	DET
ejpam-2951	146	10	frequency	frequency	NOUN
ejpam-2951	146	11	domain	domain	NOUN
ejpam-2951	146	12	of	of	ADP
ejpam-2951	146	13	the	the	DET
ejpam-2951	146	14	arfima	arfima	PROPN
ejpam-2951	146	15	models	model	NOUN
ejpam-2951	146	16	are	be	AUX
ejpam-2951	146	17	often	often	ADV
ejpam-2951	146	18	used	use	VERB
ejpam-2951	146	19	instead	instead	ADV
ejpam-2951	146	20	.	.	PUNCT
ejpam-2951	147	1	davidson	davidson	NOUN
ejpam-2951	147	2	and	and	CCONJ
ejpam-2951	147	3	hashimzade	hashimzade	VERB
ejpam-2951	147	4	[	[	X
ejpam-2951	147	5	36	36	NUM
ejpam-2951	147	6	]	]	PUNCT
ejpam-2951	147	7	would	would	AUX
ejpam-2951	147	8	describe	describe	VERB
ejpam-2951	147	9	(	(	PUNCT
ejpam-2951	147	10	5	5	NUM
ejpam-2951	147	11	)	)	PUNCT
ejpam-2951	147	12	a	a	DET
ejpam-2951	147	13	one	one	NUM
ejpam-2951	147	14	-	-	PUNCT
ejpam-2951	147	15	sided	sided	ADJ
ejpam-2951	147	16	(	(	PUNCT
ejpam-2951	147	17	or	or	CCONJ
ejpam-2951	147	18	causal	causal	NOUN
ejpam-2951	147	19	)	)	PUNCT
ejpam-2951	147	20	model	model	NOUN
ejpam-2951	147	21	that	that	PRON
ejpam-2951	147	22	depends	depend	VERB
ejpam-2951	147	23	on	on	ADP
ejpam-2951	147	24	lags	lag	NOUN
ejpam-2951	147	25	,	,	PUNCT
ejpam-2951	147	26	and	and	CCONJ
ejpam-2951	147	27	its	its	PRON
ejpam-2951	147	28	harmonized	harmonized	ADJ
ejpam-2951	147	29	representation	representation	NOUN
ejpam-2951	147	30	a	a	DET
ejpam-2951	147	31	two	two	NUM
ejpam-2951	147	32	-	-	PUNCT
ejpam-2951	147	33	sided	sided	ADJ
ejpam-2951	147	34	model	model	NOUN
ejpam-2951	147	35	that	that	PRON
ejpam-2951	147	36	depends	depend	VERB
ejpam-2951	147	37	on	on	ADP
ejpam-2951	147	38	both	both	DET
ejpam-2951	147	39	lags	lag	NOUN
ejpam-2951	147	40	and	and	CCONJ
ejpam-2951	147	41	leads	lead	NOUN
ejpam-2951	147	42	.	.	PUNCT
ejpam-2951	148	1	these	these	DET
ejpam-2951	148	2	authors	author	NOUN
ejpam-2951	148	3	cautioned	caution	VERB
ejpam-2951	148	4	against	against	ADP
ejpam-2951	148	5	viewing	view	VERB
ejpam-2951	148	6	the	the	DET
ejpam-2951	148	7	two	two	NUM
ejpam-2951	148	8	versions	version	NOUN
ejpam-2951	148	9	as	as	ADP
ejpam-2951	148	10	being	be	AUX
ejpam-2951	148	11	equivalent	equivalent	ADJ
ejpam-2951	148	12	because	because	SCONJ
ejpam-2951	148	13	their	their	PRON
ejpam-2951	148	14	limiting	limit	VERB
ejpam-2951	148	15	properties	property	NOUN
ejpam-2951	148	16	in	in	ADP
ejpam-2951	148	17	the	the	DET
ejpam-2951	148	18	time	time	NOUN
ejpam-2951	148	19	domain	domain	NOUN
ejpam-2951	148	20	and	and	CCONJ
ejpam-2951	148	21	the	the	DET
ejpam-2951	148	22	frequency	frequency	NOUN
ejpam-2951	148	23	domain	domain	NOUN
ejpam-2951	148	24	can	can	AUX
ejpam-2951	148	25	be	be	AUX
ejpam-2951	148	26	different	different	ADJ
ejpam-2951	148	27	.	.	PUNCT
ejpam-2951	149	1	the	the	DET
ejpam-2951	149	2	need	need	NOUN
ejpam-2951	149	3	to	to	PART
ejpam-2951	149	4	convert	convert	VERB
ejpam-2951	149	5	the	the	DET
ejpam-2951	149	6	domain	domain	NOUN
ejpam-2951	149	7	from	from	ADP
ejpam-2951	149	8	the	the	DET
ejpam-2951	149	9	time	time	NOUN
ejpam-2951	149	10	domain	domain	NOUN
ejpam-2951	149	11	to	to	ADP
ejpam-2951	149	12	the	the	DET
ejpam-2951	149	13	frequency	frequency	NOUN
ejpam-2951	149	14	domain	domain	NOUN
ejpam-2951	149	15	stems	stem	VERB
ejpam-2951	149	16	from	from	ADP
ejpam-2951	149	17	the	the	DET
ejpam-2951	149	18	long	long	ADJ
ejpam-2951	149	19	lag	lag	NOUN
ejpam-2951	149	20	structure	structure	NOUN
ejpam-2951	149	21	of	of	ADP
ejpam-2951	149	22	fractionally	fractionally	ADV
ejpam-2951	149	23	integrated	integrate	VERB
ejpam-2951	149	24	models	model	NOUN
ejpam-2951	149	25	we	we	PRON
ejpam-2951	149	26	noted	note	VERB
ejpam-2951	149	27	at	at	ADP
ejpam-2951	149	28	the	the	DET
ejpam-2951	149	29	end	end	NOUN
ejpam-2951	149	30	of	of	ADP
ejpam-2951	149	31	section	section	NOUN
ejpam-2951	149	32	1	1	NUM
ejpam-2951	149	33	.	.	PUNCT
ejpam-2951	150	1	although	although	SCONJ
ejpam-2951	150	2	the	the	DET
ejpam-2951	150	3	following	follow	VERB
ejpam-2951	150	4	representation	representation	NOUN
ejpam-2951	150	5	of	of	ADP
ejpam-2951	150	6	(	(	PUNCT
ejpam-2951	150	7	5	5	NUM
ejpam-2951	150	8	)	)	PUNCT
ejpam-2951	150	9	is	be	AUX
ejpam-2951	150	10	permitted	permit	VERB
ejpam-2951	150	11	:	:	PUNCT
ejpam-2951	150	12	yt	yt	X
ejpam-2951	150	13	=	=	SYM
ejpam-2951	150	14	(	(	PUNCT
ejpam-2951	150	15	1−	1−	NUM
ejpam-2951	150	16	l)−dεt	l)−dεt	NOUN
ejpam-2951	150	17	=	=	PUNCT
ejpam-2951	151	1	∞∑	∞∑	NUM
ejpam-2951	151	2	k=0	k=0	PROPN
ejpam-2951	151	3	bkεt−k	bkεt−k	ADJ
ejpam-2951	151	4	,	,	PUNCT
ejpam-2951	151	5	(	(	PUNCT
ejpam-2951	151	6	7	7	NUM
ejpam-2951	151	7	)	)	PUNCT
ejpam-2951	151	8	for	for	ADP
ejpam-2951	151	9	d	d	PROPN
ejpam-2951	151	10	∈	∈	PROPN
ejpam-2951	151	11	(	(	PUNCT
ejpam-2951	151	12	0	0	NUM
ejpam-2951	151	13	,	,	PUNCT
ejpam-2951	151	14	1/2	1/2	NUM
ejpam-2951	151	15	)	)	PUNCT
ejpam-2951	151	16	,	,	PUNCT
ejpam-2951	151	17	computational	computational	ADJ
ejpam-2951	151	18	limitations	limitation	NOUN
ejpam-2951	151	19	might	might	AUX
ejpam-2951	151	20	mean	mean	VERB
ejpam-2951	151	21	that	that	SCONJ
ejpam-2951	151	22	we	we	PRON
ejpam-2951	151	23	choose	choose	VERB
ejpam-2951	151	24	to	to	PART
ejpam-2951	151	25	simulate	simulate	VERB
ejpam-2951	151	26	from	from	ADP
ejpam-2951	151	27	y∗t	y∗t	PROPN
ejpam-2951	151	28	=	=	SYM
ejpam-2951	151	29	(	(	PUNCT
ejpam-2951	151	30	1−	1−	NUM
ejpam-2951	151	31	l)−dεt1{t>0	l)−dεt1{t>0	ADJ
ejpam-2951	151	32	}	}	PUNCT
ejpam-2951	151	33	=	=	PUNCT
ejpam-2951	151	34	t−1∑	t−1∑	NUM
ejpam-2951	151	35	k=0	k=0	PROPN
ejpam-2951	151	36	bkεt−k	bkεt−k	PROPN
ejpam-2951	151	37	,	,	PUNCT
ejpam-2951	151	38	(	(	PUNCT
ejpam-2951	151	39	8)	8)	NUM
ejpam-2951	151	40	where	where	SCONJ
ejpam-2951	151	41	the	the	DET
ejpam-2951	151	42	finite	finite	ADJ
ejpam-2951	151	43	sum	sum	NOUN
ejpam-2951	151	44	on	on	ADP
ejpam-2951	151	45	the	the	DET
ejpam-2951	151	46	right	right	ADJ
ejpam-2951	151	47	hand	hand	NOUN
ejpam-2951	151	48	side	side	NOUN
ejpam-2951	151	49	is	be	AUX
ejpam-2951	151	50	well	well	ADV
ejpam-2951	151	51	-	-	PUNCT
ejpam-2951	151	52	defined	define	VERB
ejpam-2951	151	53	for	for	ADP
ejpam-2951	151	54	any	any	DET
ejpam-2951	151	55	d	d	PROPN
ejpam-2951	151	56	>	>	X
ejpam-2951	151	57	0	0	NUM
ejpam-2951	151	58	.	.	PUNCT
ejpam-2951	152	1	(	(	PUNCT
ejpam-2951	152	2	7	7	X
ejpam-2951	152	3	)	)	PUNCT
ejpam-2951	152	4	is	be	AUX
ejpam-2951	152	5	a	a	DET
ejpam-2951	152	6	fractional	fractional	ADJ
ejpam-2951	152	7	model	model	NOUN
ejpam-2951	152	8	of	of	ADP
ejpam-2951	152	9	type	type	NOUN
ejpam-2951	152	10	i	i	PRON
ejpam-2951	152	11	,	,	PUNCT
ejpam-2951	152	12	which	which	PRON
ejpam-2951	152	13	is	be	AUX
ejpam-2951	152	14	a	a	DET
ejpam-2951	152	15	function	function	NOUN
ejpam-2951	152	16	of	of	ADP
ejpam-2951	152	17	an	an	DET
ejpam-2951	152	18	infinite	infinite	ADJ
ejpam-2951	152	19	number	number	NOUN
ejpam-2951	152	20	of	of	ADP
ejpam-2951	152	21	lags	lag	NOUN
ejpam-2951	152	22	.	.	PUNCT
ejpam-2951	153	1	(	(	PUNCT
ejpam-2951	153	2	8)	8)	NUM
ejpam-2951	153	3	is	be	AUX
ejpam-2951	153	4	a	a	DET
ejpam-2951	153	5	type	type	NOUN
ejpam-2951	153	6	ii	ii	NOUN
ejpam-2951	153	7	model	model	NOUN
ejpam-2951	153	8	,	,	PUNCT
ejpam-2951	153	9	which	which	PRON
ejpam-2951	153	10	truncates	truncate	VERB
ejpam-2951	153	11	lags	lag	NOUN
ejpam-2951	153	12	at	at	ADP
ejpam-2951	153	13	some	some	DET
ejpam-2951	153	14	point	point	NOUN
ejpam-2951	153	15	.	.	PUNCT
ejpam-2951	154	1	since	since	SCONJ
ejpam-2951	154	2	fractional	fractional	ADJ
ejpam-2951	154	3	models	model	NOUN
ejpam-2951	154	4	of	of	ADP
ejpam-2951	154	5	type	type	NOUN
ejpam-2951	154	6	i	i	PRON
ejpam-2951	154	7	tend	tend	VERB
ejpam-2951	154	8	to	to	PART
ejpam-2951	154	9	be	be	AUX
ejpam-2951	154	10	computationally	computationally	ADV
ejpam-2951	154	11	demanding	demand	VERB
ejpam-2951	154	12	to	to	PART
ejpam-2951	154	13	simulate	simulate	VERB
ejpam-2951	154	14	from	from	ADP
ejpam-2951	154	15	and	and	CCONJ
ejpam-2951	154	16	estimate	estimate	VERB
ejpam-2951	154	17	,	,	PUNCT
ejpam-2951	154	18	type	type	NOUN
ejpam-2951	154	19	ii	ii	NOUN
ejpam-2951	154	20	models	model	NOUN
ejpam-2951	154	21	are	be	AUX
ejpam-2951	154	22	often	often	ADV
ejpam-2951	154	23	used	use	VERB
ejpam-2951	154	24	in	in	ADP
ejpam-2951	154	25	simulation	simulation	NOUN
ejpam-2951	154	26	and	and	CCONJ
ejpam-2951	154	27	estimation	estimation	NOUN
ejpam-2951	154	28	exercises	exercise	NOUN
ejpam-2951	154	29	.	.	PUNCT
ejpam-2951	155	1	an	an	DET
ejpam-2951	155	2	alternative	alternative	ADJ
ejpam-2951	155	3	form	form	NOUN
ejpam-2951	155	4	of	of	ADP
ejpam-2951	155	5	truncation	truncation	NOUN
ejpam-2951	155	6	may	may	AUX
ejpam-2951	155	7	keep	keep	VERB
ejpam-2951	155	8	the	the	DET
ejpam-2951	155	9	length	length	NOUN
ejpam-2951	155	10	of	of	ADP
ejpam-2951	155	11	the	the	DET
ejpam-2951	155	12	summation	summation	NOUN
ejpam-2951	155	13	window	window	NOUN
ejpam-2951	155	14	fixed	fix	VERB
ejpam-2951	155	15	and	and	CCONJ
ejpam-2951	155	16	roll	roll	VERB
ejpam-2951	155	17	it	it	PRON
ejpam-2951	155	18	with	with	ADP
ejpam-2951	155	19	t.	t.	PROPN
ejpam-2951	155	20	if	if	SCONJ
ejpam-2951	155	21	we	we	PRON
ejpam-2951	155	22	assume	assume	VERB
ejpam-2951	155	23	that	that	SCONJ
ejpam-2951	155	24	the	the	DET
ejpam-2951	155	25	true	true	ADJ
ejpam-2951	155	26	model	model	NOUN
ejpam-2951	155	27	is	be	AUX
ejpam-2951	155	28	(	(	PUNCT
ejpam-2951	155	29	7	7	NUM
ejpam-2951	155	30	)	)	PUNCT
ejpam-2951	155	31	but	but	CCONJ
ejpam-2951	155	32	make	make	VERB
ejpam-2951	155	33	inferences	inference	NOUN
ejpam-2951	155	34	based	base	VERB
ejpam-2951	155	35	on	on	ADP
ejpam-2951	155	36	(	(	PUNCT
ejpam-2951	155	37	8)	8)	NUM
ejpam-2951	155	38	,	,	PUNCT
ejpam-2951	155	39	the	the	DET
ejpam-2951	155	40	effects	effect	NOUN
ejpam-2951	155	41	of	of	ADP
ejpam-2951	155	42	the	the	DET
ejpam-2951	155	43	truncation	truncation	NOUN
ejpam-2951	155	44	may	may	AUX
ejpam-2951	155	45	not	not	PART
ejpam-2951	155	46	be	be	AUX
ejpam-2951	155	47	inconsequential	inconsequential	ADJ
ejpam-2951	155	48	,	,	PUNCT
ejpam-2951	155	49	in	in	ADP
ejpam-2951	155	50	the	the	DET
ejpam-2951	155	51	sense	sense	NOUN
ejpam-2951	155	52	that	that	SCONJ
ejpam-2951	155	53	the	the	DET
ejpam-2951	155	54	critical	critical	ADJ
ejpam-2951	155	55	values	value	NOUN
ejpam-2951	155	56	of	of	ADP
ejpam-2951	155	57	test	test	NOUN
ejpam-2951	155	58	statistics	statistic	NOUN
ejpam-2951	155	59	that	that	PRON
ejpam-2951	155	60	correspond	correspond	VERB
ejpam-2951	155	61	to	to	PART
ejpam-2951	155	62	type	type	NOUN
ejpam-2951	155	63	ii	ii	NOUN
ejpam-2951	155	64	models	model	NOUN
ejpam-2951	155	65	are	be	AUX
ejpam-2951	155	66	different	different	ADJ
ejpam-2951	155	67	from	from	ADP
ejpam-2951	155	68	the	the	DET
ejpam-2951	155	69	ones	one	NOUN
ejpam-2951	155	70	that	that	PRON
ejpam-2951	155	71	correspond	correspond	VERB
ejpam-2951	155	72	to	to	PART
ejpam-2951	155	73	type	type	VERB
ejpam-2951	155	74	i	i	PRON
ejpam-2951	155	75	models	model	VERB
ejpam-2951	155	76	even	even	ADV
ejpam-2951	155	77	in	in	ADP
ejpam-2951	155	78	large	large	ADJ
ejpam-2951	155	79	sample	sample	NOUN
ejpam-2951	155	80	.	.	PUNCT
ejpam-2951	156	1	davidson	davidson	NOUN
ejpam-2951	156	2	and	and	CCONJ
ejpam-2951	156	3	hashimzade	hashimzade	VERB
ejpam-2951	157	1	[	[	X
ejpam-2951	157	2	37	37	NUM
ejpam-2951	157	3	]	]	PUNCT
ejpam-2951	157	4	studied	study	VERB
ejpam-2951	157	5	the	the	DET
ejpam-2951	157	6	distortions	distortion	NOUN
ejpam-2951	157	7	that	that	PRON
ejpam-2951	157	8	arise	arise	VERB
ejpam-2951	157	9	from	from	ADP
ejpam-2951	157	10	truncations	truncation	NOUN
ejpam-2951	157	11	and	and	CCONJ
ejpam-2951	157	12	suggested	suggest	VERB
ejpam-2951	157	13	a	a	DET
ejpam-2951	157	14	simulation	simulation	NOUN
ejpam-2951	157	15	method	method	NOUN
ejpam-2951	157	16	in	in	ADP
ejpam-2951	157	17	the	the	DET
ejpam-2951	157	18	time	time	NOUN
ejpam-2951	157	19	domain	domain	NOUN
ejpam-2951	157	20	to	to	PART
ejpam-2951	157	21	adjust	adjust	VERB
ejpam-2951	157	22	for	for	ADP
ejpam-2951	157	23	them	they	PRON
ejpam-2951	157	24	.	.	PUNCT
ejpam-2951	158	1	they	they	PRON
ejpam-2951	158	2	noted	note	VERB
ejpam-2951	158	3	that	that	SCONJ
ejpam-2951	158	4	the	the	DET
ejpam-2951	158	5	computational	computational	ADJ
ejpam-2951	158	6	techniques	technique	NOUN
ejpam-2951	158	7	they	they	PRON
ejpam-2951	158	8	investigated	investigate	VERB
ejpam-2951	158	9	can	can	AUX
ejpam-2951	158	10	be	be	AUX
ejpam-2951	158	11	useful	useful	ADJ
ejpam-2951	158	12	for	for	ADP
ejpam-2951	158	13	estimating	estimate	VERB
ejpam-2951	158	14	the	the	DET
ejpam-2951	158	15	arfima	arfima	PROPN
ejpam-2951	158	16	models	model	NOUN
ejpam-2951	158	17	of	of	ADP
ejpam-2951	158	18	type	type	NOUN
ejpam-2951	158	19	i.	i.	NOUN
ejpam-2951	158	20	the	the	DET
ejpam-2951	158	21	relation	relation	NOUN
ejpam-2951	158	22	(	(	PUNCT
ejpam-2951	158	23	8)	8)	NUM
ejpam-2951	158	24	assumes	assume	VERB
ejpam-2951	158	25	that	that	SCONJ
ejpam-2951	158	26	the	the	DET
ejpam-2951	158	27	value	value	NOUN
ejpam-2951	158	28	of	of	ADP
ejpam-2951	158	29	the	the	DET
ejpam-2951	158	30	process	process	NOUN
ejpam-2951	158	31	before	before	ADP
ejpam-2951	158	32	time	time	NOUN
ejpam-2951	158	33	t	t	PROPN
ejpam-2951	158	34	=	=	SYM
ejpam-2951	158	35	1	1	NUM
ejpam-2951	158	36	is	be	AUX
ejpam-2951	158	37	zero	zero	NUM
ejpam-2951	158	38	.	.	PUNCT
ejpam-2951	159	1	it	it	PRON
ejpam-2951	159	2	is	be	AUX
ejpam-2951	159	3	a	a	DET
ejpam-2951	159	4	convenient	convenient	ADJ
ejpam-2951	159	5	assumption	assumption	NOUN
ejpam-2951	159	6	if	if	SCONJ
ejpam-2951	159	7	the	the	DET
ejpam-2951	159	8	model	model	NOUN
ejpam-2951	159	9	is	be	AUX
ejpam-2951	159	10	estimated	estimate	VERB
ejpam-2951	159	11	by	by	ADP
ejpam-2951	159	12	the	the	DET
ejpam-2951	159	13	least	least	ADJ
ejpam-2951	159	14	squares	square	NOUN
ejpam-2951	159	15	(	(	PUNCT
ejpam-2951	159	16	or	or	CCONJ
ejpam-2951	159	17	the	the	DET
ejpam-2951	159	18	conditional	conditional	PROPN
ejpam-2951	159	19	r.	r.	PROPN
ejpam-2951	159	20	ito	ito	PROPN
ejpam-2951	159	21	/	/	SYM
ejpam-2951	159	22	eur	eur	PROPN
ejpam-2951	159	23	.	.	PUNCT
ejpam-2951	160	1	j.	j.	PROPN
ejpam-2951	160	2	pure	pure	PROPN
ejpam-2951	160	3	appl	appl	PROPN
ejpam-2951	160	4	.	.	PROPN
ejpam-2951	160	5	math	math	PROPN
ejpam-2951	160	6	,	,	PUNCT
ejpam-2951	160	7	10	10	NUM
ejpam-2951	160	8	(	(	PUNCT
ejpam-2951	160	9	1	1	NUM
ejpam-2951	160	10	)	)	PUNCT
ejpam-2951	160	11	(	(	PUNCT
ejpam-2951	160	12	2017	2017	NUM
ejpam-2951	160	13	)	)	PUNCT
ejpam-2951	160	14	,	,	PUNCT
ejpam-2951	160	15	82	82	NUM
ejpam-2951	160	16	-	-	SYM
ejpam-2951	160	17	103	103	NUM
ejpam-2951	160	18	88	88	NUM
ejpam-2951	160	19	maximum	maximum	ADJ
ejpam-2951	160	20	likelihood	likelihood	NOUN
ejpam-2951	160	21	)	)	PUNCT
ejpam-2951	160	22	estimation	estimation	NOUN
ejpam-2951	160	23	procedure	procedure	NOUN
ejpam-2951	160	24	,	,	PUNCT
ejpam-2951	160	25	which	which	PRON
ejpam-2951	160	26	is	be	AUX
ejpam-2951	160	27	based	base	VERB
ejpam-2951	160	28	on	on	ADP
ejpam-2951	160	29	the	the	DET
ejpam-2951	160	30	gaussian	gaussian	ADJ
ejpam-2951	160	31	likelihood	likelihood	NOUN
ejpam-2951	160	32	.	.	PUNCT
ejpam-2951	161	1	since	since	SCONJ
ejpam-2951	161	2	it	it	PRON
ejpam-2951	161	3	minimizes	minimize	VERB
ejpam-2951	161	4	the	the	DET
ejpam-2951	161	5	sum	sum	NOUN
ejpam-2951	161	6	of	of	ADP
ejpam-2951	161	7	squared	square	VERB
ejpam-2951	161	8	residuals	residual	NOUN
ejpam-2951	161	9	,	,	PUNCT
ejpam-2951	161	10	this	this	DET
ejpam-2951	161	11	procedure	procedure	NOUN
ejpam-2951	161	12	is	be	AUX
ejpam-2951	161	13	also	also	ADV
ejpam-2951	161	14	called	call	VERB
ejpam-2951	161	15	the	the	DET
ejpam-2951	161	16	conditional	conditional	ADJ
ejpam-2951	161	17	sum	sum	NOUN
ejpam-2951	161	18	-	-	PUNCT
ejpam-2951	161	19	of	of	ADP
ejpam-2951	161	20	-	-	PUNCT
ejpam-2951	161	21	squares	square	NOUN
ejpam-2951	161	22	(	(	PUNCT
ejpam-2951	161	23	css	css	NOUN
ejpam-2951	161	24	)	)	PUNCT
ejpam-2951	161	25	.	.	PUNCT
ejpam-2951	162	1	in	in	ADP
ejpam-2951	162	2	the	the	DET
ejpam-2951	162	3	time	time	NOUN
ejpam-2951	162	4	domain	domain	NOUN
ejpam-2951	162	5	,	,	PUNCT
ejpam-2951	162	6	the	the	DET
ejpam-2951	162	7	css	css	PROPN
ejpam-2951	162	8	is	be	AUX
ejpam-2951	162	9	more	more	ADV
ejpam-2951	162	10	popular	popular	ADJ
ejpam-2951	162	11	and	and	CCONJ
ejpam-2951	162	12	computationally	computationally	ADV
ejpam-2951	162	13	easier	easy	ADJ
ejpam-2951	162	14	to	to	PART
ejpam-2951	162	15	implement	implement	VERB
ejpam-2951	162	16	than	than	ADP
ejpam-2951	162	17	the	the	DET
ejpam-2951	162	18	maximum	maximum	ADJ
ejpam-2951	162	19	likelihood	likelihood	NOUN
ejpam-2951	162	20	procedure	procedure	NOUN
ejpam-2951	162	21	that	that	PRON
ejpam-2951	162	22	is	be	AUX
ejpam-2951	162	23	based	base	VERB
ejpam-2951	162	24	on	on	ADP
ejpam-2951	162	25	the	the	DET
ejpam-2951	162	26	unconditional	unconditional	ADJ
ejpam-2951	162	27	gaussian	gaussian	ADJ
ejpam-2951	162	28	likelihood	likelihood	NOUN
ejpam-2951	162	29	function	function	NOUN
ejpam-2951	162	30	,	,	PUNCT
ejpam-2951	162	31	because	because	SCONJ
ejpam-2951	162	32	the	the	DET
ejpam-2951	162	33	latter	latter	ADJ
ejpam-2951	162	34	involves	involve	VERB
ejpam-2951	162	35	repeatedly	repeatedly	ADV
ejpam-2951	162	36	constructing	construct	VERB
ejpam-2951	162	37	and	and	CCONJ
ejpam-2951	162	38	inverting	invert	VERB
ejpam-2951	162	39	the	the	DET
ejpam-2951	162	40	covariance	covariance	NOUN
ejpam-2951	162	41	matrix	matrix	NOUN
ejpam-2951	162	42	.	.	PUNCT
ejpam-2951	163	1	(	(	PUNCT
ejpam-2951	163	2	see	see	VERB
ejpam-2951	163	3	,	,	PUNCT
ejpam-2951	163	4	for	for	ADP
ejpam-2951	163	5	instance	instance	NOUN
ejpam-2951	163	6	,	,	PUNCT
ejpam-2951	163	7	harvey	harvey	PROPN
ejpam-2951	164	1	[	[	X
ejpam-2951	164	2	67	67	NUM
ejpam-2951	164	3	,	,	PUNCT
ejpam-2951	164	4	p.149	p.149	VERB
ejpam-2951	164	5	]	]	X
ejpam-2951	164	6	.	.	PUNCT
ejpam-2951	164	7	)	)	PUNCT
ejpam-2951	165	1	doornik	doornik	NOUN
ejpam-2951	165	2	and	and	CCONJ
ejpam-2951	165	3	ooms	oom	NOUN
ejpam-2951	166	1	[	[	X
ejpam-2951	166	2	48	48	NUM
ejpam-2951	166	3	]	]	PUNCT
ejpam-2951	166	4	studied	study	VERB
ejpam-2951	166	5	the	the	DET
ejpam-2951	166	6	computational	computational	ADJ
ejpam-2951	166	7	properties	property	NOUN
ejpam-2951	166	8	of	of	ADP
ejpam-2951	166	9	the	the	DET
ejpam-2951	166	10	maximum	maximum	ADJ
ejpam-2951	166	11	likelihood	likelihood	NOUN
ejpam-2951	166	12	based	base	VERB
ejpam-2951	166	13	on	on	ADP
ejpam-2951	166	14	the	the	DET
ejpam-2951	166	15	unconditional	unconditional	ADJ
ejpam-2951	166	16	gaussian	gaussian	ADJ
ejpam-2951	166	17	likelihood	likelihood	NOUN
ejpam-2951	166	18	and	and	CCONJ
ejpam-2951	166	19	the	the	DET
ejpam-2951	166	20	css	css	PROPN
ejpam-2951	166	21	.	.	PUNCT
ejpam-2951	167	1	it	it	PRON
ejpam-2951	167	2	is	be	AUX
ejpam-2951	167	3	common	common	ADJ
ejpam-2951	167	4	to	to	PART
ejpam-2951	167	5	assume	assume	VERB
ejpam-2951	167	6	that	that	SCONJ
ejpam-2951	167	7	the	the	DET
ejpam-2951	167	8	initial	initial	ADJ
ejpam-2951	167	9	values	value	NOUN
ejpam-2951	167	10	are	be	AUX
ejpam-2951	167	11	zero	zero	NUM
ejpam-2951	167	12	in	in	ADP
ejpam-2951	167	13	the	the	DET
ejpam-2951	167	14	css	css	NOUN
ejpam-2951	167	15	procedure	procedure	NOUN
ejpam-2951	167	16	.	.	PUNCT
ejpam-2951	168	1	johansen	johansen	PROPN
ejpam-2951	168	2	and	and	CCONJ
ejpam-2951	168	3	nielsen	nielsen	PROPN
ejpam-2951	169	1	[	[	X
ejpam-2951	169	2	80	80	NUM
ejpam-2951	169	3	,	,	PUNCT
ejpam-2951	169	4	81	81	NUM
ejpam-2951	169	5	]	]	PUNCT
ejpam-2951	169	6	considered	consider	VERB
ejpam-2951	169	7	the	the	DET
ejpam-2951	169	8	use	use	NOUN
ejpam-2951	169	9	of	of	ADP
ejpam-2951	169	10	non	non	ADJ
ejpam-2951	169	11	-	-	ADJ
ejpam-2951	169	12	zero	zero	ADJ
ejpam-2951	169	13	initial	initial	ADJ
ejpam-2951	169	14	values	value	NOUN
ejpam-2951	169	15	when	when	SCONJ
ejpam-2951	169	16	fractional	fractional	ADJ
ejpam-2951	169	17	processes	process	NOUN
ejpam-2951	169	18	are	be	AUX
ejpam-2951	169	19	nonstationary	nonstationary	ADJ
ejpam-2951	169	20	.	.	PUNCT
ejpam-2951	170	1	the	the	DET
ejpam-2951	170	2	initial	initial	ADJ
ejpam-2951	170	3	values	value	NOUN
ejpam-2951	170	4	are	be	AUX
ejpam-2951	170	5	assumed	assume	VERB
ejpam-2951	170	6	to	to	PART
ejpam-2951	170	7	be	be	AUX
ejpam-2951	170	8	a	a	DET
ejpam-2951	170	9	deterministic	deterministic	ADJ
ejpam-2951	170	10	bounded	bound	VERB
ejpam-2951	170	11	sequence	sequence	NOUN
ejpam-2951	170	12	.	.	PUNCT
ejpam-2951	171	1	more	more	ADV
ejpam-2951	171	2	recently	recently	ADV
ejpam-2951	171	3	,	,	PUNCT
ejpam-2951	171	4	johansen	johansen	PROPN
ejpam-2951	171	5	and	and	CCONJ
ejpam-2951	171	6	nielsen	nielsen	PROPN
ejpam-2951	172	1	[	[	X
ejpam-2951	172	2	83	83	NUM
ejpam-2951	172	3	]	]	PUNCT
ejpam-2951	172	4	studied	study	VERB
ejpam-2951	172	5	the	the	DET
ejpam-2951	172	6	role	role	NOUN
ejpam-2951	172	7	of	of	ADP
ejpam-2951	172	8	initial	initial	ADJ
ejpam-2951	172	9	values	value	NOUN
ejpam-2951	172	10	in	in	ADP
ejpam-2951	172	11	the	the	DET
ejpam-2951	172	12	css	css	PROPN
ejpam-2951	172	13	estimator	estimator	NOUN
ejpam-2951	172	14	when	when	SCONJ
ejpam-2951	172	15	the	the	DET
ejpam-2951	172	16	true	true	ADJ
ejpam-2951	172	17	fractional	fractional	ADJ
ejpam-2951	172	18	process	process	NOUN
ejpam-2951	172	19	is	be	AUX
ejpam-2951	172	20	nonstationary	nonstationary	ADJ
ejpam-2951	172	21	.	.	PUNCT
ejpam-2951	173	1	they	they	PRON
ejpam-2951	173	2	considered	consider	VERB
ejpam-2951	173	3	a	a	DET
ejpam-2951	173	4	version	version	NOUN
ejpam-2951	173	5	of	of	ADP
ejpam-2951	173	6	(	(	PUNCT
ejpam-2951	173	7	5	5	NUM
ejpam-2951	173	8	)	)	PUNCT
ejpam-2951	173	9	in	in	ADP
ejpam-2951	173	10	which	which	PRON
ejpam-2951	173	11	d	d	X
ejpam-2951	173	12	>	>	X
ejpam-2951	173	13	1/2	1/2	NUM
ejpam-2951	173	14	,	,	PUNCT
ejpam-2951	173	15	yt	yt	PROPN
ejpam-2951	173	16	is	be	AUX
ejpam-2951	173	17	re	re	VERB
ejpam-2951	173	18	-	-	VERB
ejpam-2951	173	19	centered	center	VERB
ejpam-2951	173	20	around	around	ADP
ejpam-2951	173	21	µ	µ	PRON
ejpam-2951	173	22	∈	∈	NOUN
ejpam-2951	173	23	r	r	NOUN
ejpam-2951	173	24	,	,	PUNCT
ejpam-2951	173	25	and	and	CCONJ
ejpam-2951	173	26	εt	εt	PROPN
ejpam-2951	173	27	is	be	AUX
ejpam-2951	173	28	i.i.d	i.i.d	ADP
ejpam-2951	173	29	.	.	PUNCT
ejpam-2951	174	1	with	with	ADP
ejpam-2951	174	2	zero	zero	NUM
ejpam-2951	174	3	mean	mean	NOUN
ejpam-2951	174	4	and	and	CCONJ
ejpam-2951	174	5	variance	variance	NOUN
ejpam-2951	174	6	σ2	σ2	PROPN
ejpam-2951	174	7	.	.	PUNCT
ejpam-2951	175	1	they	they	PRON
ejpam-2951	175	2	assumed	assume	VERB
ejpam-2951	175	3	that	that	SCONJ
ejpam-2951	175	4	data	datum	NOUN
ejpam-2951	175	5	do	do	AUX
ejpam-2951	175	6	not	not	PART
ejpam-2951	175	7	exist	exist	VERB
ejpam-2951	175	8	before	before	ADP
ejpam-2951	175	9	time	time	NOUN
ejpam-2951	175	10	t	t	PROPN
ejpam-2951	175	11	=	=	SYM
ejpam-2951	175	12	−n0	−n0	PROPN
ejpam-2951	175	13	for	for	ADP
ejpam-2951	175	14	some	some	DET
ejpam-2951	175	15	n0	n0	PROPN
ejpam-2951	175	16	∈	∈	PROPN
ejpam-2951	175	17	n	n	CCONJ
ejpam-2951	175	18	,	,	PUNCT
ejpam-2951	175	19	that	that	SCONJ
ejpam-2951	175	20	unobservable	unobservable	ADJ
ejpam-2951	175	21	data	datum	NOUN
ejpam-2951	175	22	exist	exist	VERB
ejpam-2951	175	23	between	between	ADP
ejpam-2951	175	24	t	t	NOUN
ejpam-2951	175	25	=	=	SYM
ejpam-2951	175	26	−n0	−n0	NOUN
ejpam-2951	175	27	+1	+1	NOUN
ejpam-2951	175	28	and	and	CCONJ
ejpam-2951	175	29	t	t	NOUN
ejpam-2951	175	30	=	=	SYM
ejpam-2951	175	31	0	0	NUM
ejpam-2951	175	32	,	,	PUNCT
ejpam-2951	175	33	and	and	CCONJ
ejpam-2951	175	34	that	that	SCONJ
ejpam-2951	175	35	observable	observable	ADJ
ejpam-2951	175	36	data	datum	NOUN
ejpam-2951	175	37	exist	exist	VERB
ejpam-2951	175	38	from	from	ADP
ejpam-2951	175	39	t	t	PROPN
ejpam-2951	176	1	=	=	SYM
ejpam-2951	176	2	1	1	X
ejpam-2951	176	3	.	.	PUNCT
ejpam-2951	177	1	they	they	PRON
ejpam-2951	177	2	set	set	VERB
ejpam-2951	177	3	aside	aside	ADP
ejpam-2951	177	4	the	the	DET
ejpam-2951	177	5	first	first	ADJ
ejpam-2951	177	6	n	n	CCONJ
ejpam-2951	177	7	∈	∈	PROPN
ejpam-2951	177	8	n	n	PRON
ejpam-2951	177	9	observed	observe	VERB
ejpam-2951	177	10	data	datum	NOUN
ejpam-2951	177	11	as	as	ADP
ejpam-2951	177	12	the	the	DET
ejpam-2951	177	13	initial	initial	ADJ
ejpam-2951	177	14	values	value	NOUN
ejpam-2951	177	15	and	and	CCONJ
ejpam-2951	177	16	investigated	investigate	VERB
ejpam-2951	177	17	their	their	PRON
ejpam-2951	177	18	effects	effect	NOUN
ejpam-2951	177	19	.	.	PUNCT
ejpam-2951	178	1	they	they	PRON
ejpam-2951	178	2	showed	show	VERB
ejpam-2951	178	3	that	that	SCONJ
ejpam-2951	178	4	,	,	PUNCT
ejpam-2951	178	5	if	if	SCONJ
ejpam-2951	178	6	the	the	DET
ejpam-2951	178	7	css	css	PROPN
ejpam-2951	178	8	is	be	AUX
ejpam-2951	178	9	used	use	VERB
ejpam-2951	178	10	to	to	PART
ejpam-2951	178	11	estimate	estimate	VERB
ejpam-2951	178	12	(	(	PUNCT
ejpam-2951	178	13	d	d	NOUN
ejpam-2951	178	14	,	,	PUNCT
ejpam-2951	178	15	µ	µ	NOUN
ejpam-2951	178	16	,	,	PUNCT
ejpam-2951	178	17	σ2	σ2	NOUN
ejpam-2951	178	18	)	)	PUNCT
ejpam-2951	178	19	,	,	PUNCT
ejpam-2951	178	20	the	the	DET
ejpam-2951	178	21	estimator	estimator	NOUN
ejpam-2951	178	22	of	of	ADP
ejpam-2951	178	23	d	d	PROPN
ejpam-2951	178	24	is	be	AUX
ejpam-2951	178	25	consistent	consistent	ADJ
ejpam-2951	178	26	and	and	CCONJ
ejpam-2951	178	27	asymptotically	asymptotically	ADV
ejpam-2951	178	28	normal	normal	ADJ
ejpam-2951	178	29	,	,	PUNCT
ejpam-2951	178	30	but	but	CCONJ
ejpam-2951	178	31	the	the	DET
ejpam-2951	178	32	estimator	estimator	NOUN
ejpam-2951	178	33	of	of	ADP
ejpam-2951	178	34	µ	µ	PROPN
ejpam-2951	178	35	is	be	AUX
ejpam-2951	178	36	not	not	PART
ejpam-2951	178	37	consistent	consistent	ADJ
ejpam-2951	178	38	.	.	PUNCT
ejpam-2951	179	1	the	the	DET
ejpam-2951	179	2	bias	bias	NOUN
ejpam-2951	179	3	correction	correction	NOUN
ejpam-2951	179	4	procedure	procedure	NOUN
ejpam-2951	179	5	they	they	PRON
ejpam-2951	179	6	proposed	propose	VERB
ejpam-2951	179	7	eliminates	eliminate	VERB
ejpam-2951	179	8	the	the	DET
ejpam-2951	179	9	second	second	ADJ
ejpam-2951	179	10	-	-	PUNCT
ejpam-2951	179	11	order	order	NOUN
ejpam-2951	179	12	bias	bias	NOUN
ejpam-2951	179	13	completely	completely	ADV
ejpam-2951	179	14	if	if	SCONJ
ejpam-2951	179	15	n0	n0	ADJ
ejpam-2951	179	16	=	=	SYM
ejpam-2951	179	17	0	0	NUM
ejpam-2951	179	18	,	,	PUNCT
ejpam-2951	179	19	but	but	CCONJ
ejpam-2951	179	20	only	only	ADV
ejpam-2951	179	21	partly	partly	ADV
ejpam-2951	179	22	if	if	SCONJ
ejpam-2951	179	23	n0	n0	X
ejpam-2951	179	24	>	>	X
ejpam-2951	179	25	0	0	PUNCT
ejpam-2951	179	26	because	because	SCONJ
ejpam-2951	179	27	the	the	DET
ejpam-2951	179	28	second	second	ADJ
ejpam-2951	179	29	-	-	PUNCT
ejpam-2951	179	30	order	order	NOUN
ejpam-2951	179	31	bias	bias	NOUN
ejpam-2951	179	32	term	term	NOUN
ejpam-2951	179	33	can	can	AUX
ejpam-2951	179	34	be	be	AUX
ejpam-2951	179	35	only	only	ADV
ejpam-2951	179	36	diminished	diminish	VERB
ejpam-2951	179	37	by	by	ADP
ejpam-2951	179	38	increasing	increase	VERB
ejpam-2951	179	39	n	n	NOUN
ejpam-2951	179	40	.	.	PUNCT
ejpam-2951	180	1	3	3	X
ejpam-2951	180	2	.	.	X
ejpam-2951	180	3	why	why	SCONJ
ejpam-2951	180	4	long	long	ADJ
ejpam-2951	180	5	memory	memory	NOUN
ejpam-2951	180	6	the	the	DET
ejpam-2951	180	7	above	above	ADJ
ejpam-2951	180	8	discussions	discussion	NOUN
ejpam-2951	180	9	highlight	highlight	VERB
ejpam-2951	180	10	that	that	SCONJ
ejpam-2951	180	11	fractional	fractional	ADJ
ejpam-2951	180	12	models	model	NOUN
ejpam-2951	180	13	are	be	AUX
ejpam-2951	180	14	theoretically	theoretically	ADV
ejpam-2951	180	15	important	important	ADJ
ejpam-2951	180	16	,	,	PUNCT
ejpam-2951	180	17	but	but	CCONJ
ejpam-2951	180	18	computationally	computationally	ADV
ejpam-2951	180	19	challenging	challenge	VERB
ejpam-2951	180	20	mainly	mainly	ADV
ejpam-2951	180	21	because	because	SCONJ
ejpam-2951	180	22	of	of	ADP
ejpam-2951	180	23	the	the	DET
ejpam-2951	180	24	long	long	ADJ
ejpam-2951	180	25	lag	lag	NOUN
ejpam-2951	180	26	structure	structure	NOUN
ejpam-2951	180	27	and	and	CCONJ
ejpam-2951	180	28	the	the	DET
ejpam-2951	180	29	need	need	NOUN
ejpam-2951	180	30	for	for	ADP
ejpam-2951	180	31	many	many	ADJ
ejpam-2951	180	32	data	datum	NOUN
ejpam-2951	180	33	points	point	NOUN
ejpam-2951	180	34	to	to	PART
ejpam-2951	180	35	estimate	estimate	VERB
ejpam-2951	180	36	them	they	PRON
ejpam-2951	180	37	.	.	PUNCT
ejpam-2951	181	1	it	it	PRON
ejpam-2951	181	2	can	can	AUX
ejpam-2951	181	3	be	be	AUX
ejpam-2951	181	4	also	also	ADV
ejpam-2951	181	5	difficult	difficult	ADJ
ejpam-2951	181	6	to	to	PART
ejpam-2951	181	7	interpret	interpret	VERB
ejpam-2951	181	8	fractional	fractional	ADJ
ejpam-2951	181	9	differencing	differencing	NOUN
ejpam-2951	181	10	intuitively	intuitively	ADV
ejpam-2951	181	11	,	,	PUNCT
ejpam-2951	181	12	or	or	CCONJ
ejpam-2951	181	13	to	to	PART
ejpam-2951	181	14	extend	extend	VERB
ejpam-2951	181	15	it	it	PRON
ejpam-2951	181	16	to	to	PART
ejpam-2951	181	17	multivariate	multivariate	VERB
ejpam-2951	181	18	cases	case	NOUN
ejpam-2951	181	19	.	.	PUNCT
ejpam-2951	182	1	see	see	VERB
ejpam-2951	182	2	,	,	PUNCT
ejpam-2951	182	3	for	for	ADP
ejpam-2951	182	4	instance	instance	NOUN
ejpam-2951	182	5	,	,	PUNCT
ejpam-2951	182	6	corsi	corsi	NOUN
ejpam-2951	182	7	[	[	X
ejpam-2951	182	8	31	31	NUM
ejpam-2951	182	9	]	]	PUNCT
ejpam-2951	182	10	and	and	CCONJ
ejpam-2951	182	11	references	reference	NOUN
ejpam-2951	182	12	therein	therein	ADV
ejpam-2951	182	13	.	.	PUNCT
ejpam-2951	183	1	researchers	researcher	NOUN
ejpam-2951	183	2	have	have	AUX
ejpam-2951	183	3	sought	seek	VERB
ejpam-2951	183	4	to	to	PART
ejpam-2951	183	5	explain	explain	VERB
ejpam-2951	183	6	and	and	CCONJ
ejpam-2951	183	7	replicate	replicate	VERB
ejpam-2951	183	8	long	long	ADJ
ejpam-2951	183	9	memory	memory	NOUN
ejpam-2951	183	10	behavior	behavior	NOUN
ejpam-2951	183	11	using	use	VERB
ejpam-2951	183	12	models	model	NOUN
ejpam-2951	183	13	that	that	PRON
ejpam-2951	183	14	are	be	AUX
ejpam-2951	183	15	simpler	simple	ADJ
ejpam-2951	183	16	,	,	PUNCT
ejpam-2951	183	17	more	more	ADV
ejpam-2951	183	18	intuitive	intuitive	ADJ
ejpam-2951	183	19	,	,	PUNCT
ejpam-2951	183	20	and	and	CCONJ
ejpam-2951	183	21	easier	easy	ADJ
ejpam-2951	183	22	to	to	PART
ejpam-2951	183	23	estimate	estimate	VERB
ejpam-2951	183	24	.	.	PUNCT
ejpam-2951	184	1	3.1	3.1	NUM
ejpam-2951	184	2	.	.	PUNCT
ejpam-2951	184	3	sum	sum	NOUN
ejpam-2951	184	4	of	of	ADP
ejpam-2951	184	5	short	short	ADJ
ejpam-2951	184	6	-	-	PUNCT
ejpam-2951	184	7	run	run	NOUN
ejpam-2951	184	8	components	component	NOUN
ejpam-2951	184	9	a	a	DET
ejpam-2951	184	10	useful	useful	ADJ
ejpam-2951	184	11	insight	insight	NOUN
ejpam-2951	184	12	into	into	ADP
ejpam-2951	184	13	long	long	ADJ
ejpam-2951	184	14	memory	memory	NOUN
ejpam-2951	184	15	came	come	VERB
ejpam-2951	184	16	from	from	ADP
ejpam-2951	184	17	granger	granger	PROPN
ejpam-2951	185	1	[	[	X
ejpam-2951	185	2	60	60	NUM
ejpam-2951	185	3	]	]	PUNCT
ejpam-2951	185	4	and	and	CCONJ
ejpam-2951	185	5	granger	granger	PROPN
ejpam-2951	185	6	and	and	CCONJ
ejpam-2951	185	7	joyeux	joyeux	X
ejpam-2951	185	8	[	[	X
ejpam-2951	185	9	65	65	NUM
ejpam-2951	185	10	]	]	PUNCT
ejpam-2951	185	11	.	.	PUNCT
ejpam-2951	186	1	they	they	PRON
ejpam-2951	186	2	showed	show	VERB
ejpam-2951	186	3	that	that	SCONJ
ejpam-2951	186	4	long	long	ADJ
ejpam-2951	186	5	memory	memory	NOUN
ejpam-2951	186	6	can	can	AUX
ejpam-2951	186	7	be	be	AUX
ejpam-2951	186	8	a	a	DET
ejpam-2951	186	9	consequence	consequence	NOUN
ejpam-2951	186	10	of	of	ADP
ejpam-2951	186	11	aggregating	aggregate	VERB
ejpam-2951	186	12	short	short	ADJ
ejpam-2951	186	13	memory	memory	NOUN
ejpam-2951	186	14	processes	process	NOUN
ejpam-2951	186	15	.	.	PUNCT
ejpam-2951	187	1	formally	formally	ADV
ejpam-2951	187	2	,	,	PUNCT
ejpam-2951	187	3	it	it	PRON
ejpam-2951	187	4	was	be	AUX
ejpam-2951	187	5	shown	show	VERB
ejpam-2951	187	6	that	that	SCONJ
ejpam-2951	187	7	the	the	DET
ejpam-2951	187	8	autocorrelation	autocorrelation	NOUN
ejpam-2951	187	9	function	function	NOUN
ejpam-2951	187	10	of	of	ADP
ejpam-2951	187	11	the	the	DET
ejpam-2951	187	12	aggregated	aggregate	VERB
ejpam-2951	187	13	process	process	NOUN
ejpam-2951	187	14	,	,	PUNCT
ejpam-2951	187	15	xt	xt	X
ejpam-2951	187	16	=	=	SYM
ejpam-2951	187	17	k∑	k∑	PROPN
ejpam-2951	187	18	i=1	i=1	PROPN
ejpam-2951	187	19	xi	xi	PROPN
ejpam-2951	187	20	,	,	PUNCT
ejpam-2951	187	21	t	t	PROPN
ejpam-2951	187	22	,	,	PUNCT
ejpam-2951	187	23	xi	xi	PROPN
ejpam-2951	187	24	,	,	PUNCT
ejpam-2951	187	25	t	t	NOUN
ejpam-2951	187	26	=	=	SYM
ejpam-2951	187	27	φixi	φixi	NOUN
ejpam-2951	187	28	,	,	PUNCT
ejpam-2951	187	29	t−1	t−1	PROPN
ejpam-2951	187	30	+	+	CCONJ
ejpam-2951	187	31	εi	εi	VERB
ejpam-2951	187	32	,	,	PUNCT
ejpam-2951	187	33	t	t	PROPN
ejpam-2951	187	34	,	,	PUNCT
ejpam-2951	187	35	(	(	PUNCT
ejpam-2951	187	36	9	9	NUM
ejpam-2951	187	37	)	)	PUNCT
ejpam-2951	187	38	where	where	SCONJ
ejpam-2951	187	39	(	(	PUNCT
ejpam-2951	187	40	εi	εi	NOUN
ejpam-2951	187	41	,	,	PUNCT
ejpam-2951	187	42	t)t∈n	t)t∈n	NOUN
ejpam-2951	187	43	are	be	AUX
ejpam-2951	187	44	i.i.d	i.i.d	ADP
ejpam-2951	187	45	.	.	PUNCT
ejpam-2951	187	46	white	white	ADJ
ejpam-2951	187	47	noise	noise	NOUN
ejpam-2951	187	48	for	for	ADP
ejpam-2951	187	49	each	each	DET
ejpam-2951	187	50	i	i	PRON
ejpam-2951	187	51	,	,	PUNCT
ejpam-2951	187	52	converges	converge	VERB
ejpam-2951	187	53	to	to	ADP
ejpam-2951	187	54	that	that	PRON
ejpam-2951	187	55	of	of	ADP
ejpam-2951	187	56	a	a	DET
ejpam-2951	187	57	long	long	ADJ
ejpam-2951	187	58	memory	memory	NOUN
ejpam-2951	187	59	process	process	NOUN
ejpam-2951	187	60	as	as	SCONJ
ejpam-2951	187	61	k	k	PROPN
ejpam-2951	187	62	→∞	→∞	PROPN
ejpam-2951	187	63	if	if	SCONJ
ejpam-2951	187	64	(	(	PUNCT
ejpam-2951	187	65	φi)i∈n	φi)i∈n	NOUN
ejpam-2951	187	66	are	be	AUX
ejpam-2951	187	67	i.i.d	i.i.d	ADP
ejpam-2951	187	68	.	.	PUNCT
ejpam-2951	188	1	beta	beta	ADJ
ejpam-2951	188	2	random	random	ADJ
ejpam-2951	188	3	variables	variable	NOUN
ejpam-2951	188	4	.	.	PUNCT
ejpam-2951	189	1	the	the	DET
ejpam-2951	189	2	degree	degree	NOUN
ejpam-2951	189	3	of	of	ADP
ejpam-2951	189	4	persistence	persistence	NOUN
ejpam-2951	189	5	depends	depend	VERB
ejpam-2951	189	6	r.	r.	PROPN
ejpam-2951	189	7	ito	ito	PROPN
ejpam-2951	189	8	/	/	SYM
ejpam-2951	189	9	eur	eur	PROPN
ejpam-2951	189	10	.	.	PUNCT
ejpam-2951	190	1	j.	j.	PROPN
ejpam-2951	190	2	pure	pure	PROPN
ejpam-2951	190	3	appl	appl	PROPN
ejpam-2951	190	4	.	.	PROPN
ejpam-2951	190	5	math	math	PROPN
ejpam-2951	190	6	,	,	PUNCT
ejpam-2951	190	7	10	10	NUM
ejpam-2951	190	8	(	(	PUNCT
ejpam-2951	190	9	1	1	NUM
ejpam-2951	190	10	)	)	PUNCT
ejpam-2951	190	11	(	(	PUNCT
ejpam-2951	190	12	2017	2017	NUM
ejpam-2951	190	13	)	)	PUNCT
ejpam-2951	190	14	,	,	PUNCT
ejpam-2951	190	15	82	82	NUM
ejpam-2951	190	16	-	-	SYM
ejpam-2951	190	17	103	103	NUM
ejpam-2951	190	18	89	89	NUM
ejpam-2951	190	19	10	10	NUM
ejpam-2951	190	20	20	20	NUM
ejpam-2951	190	21	30	30	NUM
ejpam-2951	190	22	40	40	NUM
ejpam-2951	190	23	50	50	NUM
ejpam-2951	190	24	lags	lag	VERB
ejpam-2951	190	25	0	0	NUM
ejpam-2951	190	26	0.2	0.2	NUM
ejpam-2951	190	27	0.4	0.4	NUM
ejpam-2951	190	28	0.6	0.6	NUM
ejpam-2951	190	29	0.8	0.8	NUM
ejpam-2951	190	30	1	1	NUM
ejpam-2951	190	31	a	a	DET
ejpam-2951	190	32	ut	ut	NOUN
ejpam-2951	190	33	oc	oc	NOUN
ejpam-2951	190	34	or	or	CCONJ
ejpam-2951	190	35	re	re	VERB
ejpam-2951	190	36	la	la	X
ejpam-2951	190	37	tio	tio	X
ejpam-2951	190	38	n	n	PROPN
ejpam-2951	190	39	acf	acf	NOUN
ejpam-2951	190	40	of	of	ADP
ejpam-2951	190	41	x	x	SYM
ejpam-2951	190	42	acf	acf	PROPN
ejpam-2951	190	43	of	of	ADP
ejpam-2951	190	44	x	x	SYM
ejpam-2951	190	45	1	1	NUM
ejpam-2951	190	46	acf	acf	NOUN
ejpam-2951	190	47	of	of	ADP
ejpam-2951	190	48	x	x	SYM
ejpam-2951	190	49	2	2	NUM
ejpam-2951	190	50	10	10	NUM
ejpam-2951	190	51	20	20	NUM
ejpam-2951	190	52	30	30	NUM
ejpam-2951	190	53	40	40	NUM
ejpam-2951	190	54	50	50	NUM
ejpam-2951	190	55	lags	lag	VERB
ejpam-2951	190	56	0	0	NUM
ejpam-2951	190	57	0.2	0.2	NUM
ejpam-2951	190	58	0.4	0.4	NUM
ejpam-2951	190	59	0.6	0.6	NUM
ejpam-2951	190	60	0.8	0.8	NUM
ejpam-2951	190	61	1	1	NUM
ejpam-2951	190	62	a	a	DET
ejpam-2951	190	63	ut	ut	NOUN
ejpam-2951	190	64	oc	oc	NOUN
ejpam-2951	190	65	or	or	CCONJ
ejpam-2951	190	66	re	re	VERB
ejpam-2951	190	67	la	la	X
ejpam-2951	190	68	tio	tio	X
ejpam-2951	190	69	n	n	PROPN
ejpam-2951	190	70	acf	acf	NOUN
ejpam-2951	190	71	of	of	ADP
ejpam-2951	190	72	x	x	SYM
ejpam-2951	190	73	acf	acf	PROPN
ejpam-2951	190	74	of	of	ADP
ejpam-2951	190	75	y	y	PROPN
ejpam-2951	190	76	figure	figure	NOUN
ejpam-2951	190	77	4	4	NUM
ejpam-2951	190	78	:	:	PUNCT
ejpam-2951	190	79	left	leave	VERB
ejpam-2951	190	80	:	:	PUNCT
ejpam-2951	190	81	the	the	DET
ejpam-2951	190	82	autocorrelation	autocorrelation	NOUN
ejpam-2951	190	83	functions	function	NOUN
ejpam-2951	190	84	(	(	PUNCT
ejpam-2951	190	85	acfs	acfs	NOUN
ejpam-2951	190	86	)	)	PUNCT
ejpam-2951	190	87	of	of	ADP
ejpam-2951	190	88	x1,t	x1,t	PROPN
ejpam-2951	190	89	,	,	PUNCT
ejpam-2951	190	90	x2,t	x2,t	PROPN
ejpam-2951	190	91	,	,	PUNCT
ejpam-2951	190	92	and	and	CCONJ
ejpam-2951	190	93	xt	xt	VERB
ejpam-2951	190	94	with	with	ADP
ejpam-2951	190	95	k	k	PROPN
ejpam-2951	190	96	=	=	SYM
ejpam-2951	190	97	2	2	NUM
ejpam-2951	190	98	when	when	SCONJ
ejpam-2951	190	99	φ1	φ1	PROPN
ejpam-2951	190	100	=	=	SYM
ejpam-2951	190	101	0.995	0.995	NUM
ejpam-2951	190	102	,	,	PUNCT
ejpam-2951	190	103	φ2	φ2	NOUN
ejpam-2951	190	104	=	=	NOUN
ejpam-2951	190	105	0.45	0.45	NUM
ejpam-2951	190	106	,	,	PUNCT
ejpam-2951	190	107	var(ε1,t	var(ε1,t	PROPN
ejpam-2951	190	108	)	)	PUNCT
ejpam-2951	190	109	=	=	SYM
ejpam-2951	190	110	0.81	0.81	NUM
ejpam-2951	190	111	,	,	PUNCT
ejpam-2951	190	112	and	and	CCONJ
ejpam-2951	190	113	var(ε2,t	var(ε2,t	PROPN
ejpam-2951	190	114	)	)	PUNCT
ejpam-2951	190	115	=	=	PUNCT
ejpam-2951	191	1	30.25	30.25	NUM
ejpam-2951	191	2	.	.	PUNCT
ejpam-2951	192	1	right	right	ADJ
ejpam-2951	192	2	:	:	PUNCT
ejpam-2951	192	3	the	the	DET
ejpam-2951	192	4	autocorrelation	autocorrelation	NOUN
ejpam-2951	192	5	functions	function	NOUN
ejpam-2951	192	6	of	of	ADP
ejpam-2951	192	7	xt	xt	NOUN
ejpam-2951	192	8	and	and	CCONJ
ejpam-2951	192	9	yt	yt	PROPN
ejpam-2951	192	10	defined	define	VERB
ejpam-2951	192	11	by	by	ADP
ejpam-2951	192	12	(	(	PUNCT
ejpam-2951	192	13	1−	1−	NUM
ejpam-2951	192	14	l)dyt	l)dyt	ADJ
ejpam-2951	192	15	=	=	SYM
ejpam-2951	193	1	εt	εt	PROPN
ejpam-2951	193	2	,	,	PUNCT
ejpam-2951	193	3	where	where	SCONJ
ejpam-2951	193	4	d	d	NOUN
ejpam-2951	193	5	=	=	NOUN
ejpam-2951	193	6	0.45	0.45	NUM
ejpam-2951	193	7	and	and	CCONJ
ejpam-2951	193	8	εt	εt	PROPN
ejpam-2951	193	9	is	be	AUX
ejpam-2951	193	10	white	white	ADJ
ejpam-2951	193	11	noise	noise	NOUN
ejpam-2951	193	12	.	.	PUNCT
ejpam-2951	194	1	on	on	ADP
ejpam-2951	194	2	the	the	DET
ejpam-2951	194	3	shape	shape	NOUN
ejpam-2951	194	4	of	of	ADP
ejpam-2951	194	5	the	the	DET
ejpam-2951	194	6	beta	beta	ADJ
ejpam-2951	194	7	distribution	distribution	NOUN
ejpam-2951	194	8	near	near	ADP
ejpam-2951	194	9	unity	unity	NOUN
ejpam-2951	194	10	.	.	PUNCT
ejpam-2951	195	1	linden	linden	PROPN
ejpam-2951	196	1	[	[	X
ejpam-2951	196	2	91	91	NUM
ejpam-2951	196	3	]	]	PUNCT
ejpam-2951	196	4	considered	consider	VERB
ejpam-2951	196	5	the	the	DET
ejpam-2951	196	6	special	special	ADJ
ejpam-2951	196	7	case	case	NOUN
ejpam-2951	196	8	of	of	ADP
ejpam-2951	196	9	the	the	DET
ejpam-2951	196	10	standard	standard	ADJ
ejpam-2951	196	11	uniformly	uniformly	ADV
ejpam-2951	196	12	distributed	distribute	VERB
ejpam-2951	196	13	autoregressive	autoregressive	ADJ
ejpam-2951	196	14	coefficient	coefficient	NOUN
ejpam-2951	196	15	.	.	PUNCT
ejpam-2951	197	1	zaffaroni	zaffaroni	X
ejpam-2951	198	1	[	[	X
ejpam-2951	198	2	128	128	NUM
ejpam-2951	198	3	]	]	PUNCT
ejpam-2951	198	4	relaxed	relax	VERB
ejpam-2951	198	5	the	the	DET
ejpam-2951	198	6	beta	beta	ADJ
ejpam-2951	198	7	distribution	distribution	NOUN
ejpam-2951	198	8	assumption	assumption	NOUN
ejpam-2951	198	9	to	to	ADP
ejpam-2951	198	10	a	a	DET
ejpam-2951	198	11	flexible	flexible	ADJ
ejpam-2951	198	12	semi	semi	ADJ
ejpam-2951	198	13	-	-	ADJ
ejpam-2951	198	14	parametric	parametric	ADJ
ejpam-2951	198	15	probability	probability	NOUN
ejpam-2951	198	16	distribution	distribution	NOUN
ejpam-2951	198	17	,	,	PUNCT
ejpam-2951	198	18	and	and	CCONJ
ejpam-2951	198	19	showed	show	VERB
ejpam-2951	198	20	that	that	SCONJ
ejpam-2951	198	21	the	the	DET
ejpam-2951	198	22	aggregated	aggregate	VERB
ejpam-2951	198	23	process	process	NOUN
ejpam-2951	198	24	is	be	AUX
ejpam-2951	198	25	more	more	ADV
ejpam-2951	198	26	persistent	persistent	ADJ
ejpam-2951	198	27	if	if	SCONJ
ejpam-2951	198	28	the	the	DET
ejpam-2951	198	29	density	density	NOUN
ejpam-2951	198	30	of	of	ADP
ejpam-2951	198	31	the	the	DET
ejpam-2951	198	32	autoregressive	autoregressive	ADJ
ejpam-2951	198	33	parameter	parameter	NOUN
ejpam-2951	198	34	is	be	AUX
ejpam-2951	198	35	more	more	ADV
ejpam-2951	198	36	concentrated	concentrated	ADJ
ejpam-2951	198	37	around	around	ADP
ejpam-2951	198	38	unity	unity	NOUN
ejpam-2951	198	39	.	.	PUNCT
ejpam-2951	199	1	robinson	robinson	PROPN
ejpam-2951	200	1	[	[	X
ejpam-2951	200	2	107	107	NUM
ejpam-2951	200	3	]	]	PUNCT
ejpam-2951	200	4	considered	consider	VERB
ejpam-2951	200	5	the	the	DET
ejpam-2951	200	6	properties	property	NOUN
ejpam-2951	200	7	of	of	ADP
ejpam-2951	200	8	time	time	NOUN
ejpam-2951	200	9	series	series	NOUN
ejpam-2951	200	10	with	with	ADP
ejpam-2951	200	11	a	a	DET
ejpam-2951	200	12	random	random	ADJ
ejpam-2951	200	13	autoregressive	autoregressive	ADJ
ejpam-2951	200	14	coefficient	coefficient	NOUN
ejpam-2951	200	15	before	before	ADP
ejpam-2951	200	16	granger	granger	PROPN
ejpam-2951	201	1	[	[	X
ejpam-2951	201	2	60	60	NUM
ejpam-2951	201	3	]	]	PUNCT
ejpam-2951	201	4	.	.	PUNCT
ejpam-2951	202	1	what	what	PRON
ejpam-2951	202	2	granger	granger	NOUN
ejpam-2951	203	1	[	[	X
ejpam-2951	203	2	60	60	NUM
ejpam-2951	203	3	]	]	PUNCT
ejpam-2951	203	4	had	have	AUX
ejpam-2951	203	5	in	in	ADP
ejpam-2951	203	6	mind	mind	NOUN
ejpam-2951	203	7	in	in	ADP
ejpam-2951	203	8	the	the	DET
ejpam-2951	203	9	above	above	ADJ
ejpam-2951	203	10	theoretical	theoretical	ADJ
ejpam-2951	203	11	derivation	derivation	NOUN
ejpam-2951	203	12	was	be	AUX
ejpam-2951	203	13	perhaps	perhaps	ADV
ejpam-2951	203	14	the	the	DET
ejpam-2951	203	15	fact	fact	NOUN
ejpam-2951	203	16	that	that	SCONJ
ejpam-2951	203	17	macroeconomic	macroeconomic	ADJ
ejpam-2951	203	18	variables	variable	NOUN
ejpam-2951	203	19	such	such	ADJ
ejpam-2951	203	20	as	as	ADP
ejpam-2951	203	21	employment	employment	NOUN
ejpam-2951	203	22	and	and	CCONJ
ejpam-2951	203	23	gross	gross	ADJ
ejpam-2951	203	24	domestic	domestic	ADJ
ejpam-2951	203	25	product	product	NOUN
ejpam-2951	203	26	are	be	AUX
ejpam-2951	203	27	frequently	frequently	ADV
ejpam-2951	203	28	the	the	DET
ejpam-2951	203	29	result	result	NOUN
ejpam-2951	203	30	of	of	ADP
ejpam-2951	203	31	aggregating	aggregate	VERB
ejpam-2951	203	32	quantities	quantity	NOUN
ejpam-2951	203	33	that	that	PRON
ejpam-2951	203	34	are	be	AUX
ejpam-2951	203	35	measured	measure	VERB
ejpam-2951	203	36	for	for	ADP
ejpam-2951	203	37	microunits	microunit	NOUN
ejpam-2951	203	38	such	such	ADJ
ejpam-2951	203	39	as	as	ADP
ejpam-2951	203	40	firms	firm	NOUN
ejpam-2951	203	41	and	and	CCONJ
ejpam-2951	203	42	families	family	NOUN
ejpam-2951	203	43	.	.	PUNCT
ejpam-2951	204	1	granger	granger	X
ejpam-2951	205	1	[	[	X
ejpam-2951	205	2	63	63	NUM
ejpam-2951	205	3	]	]	PUNCT
ejpam-2951	205	4	formally	formally	ADV
ejpam-2951	205	5	investigated	investigate	VERB
ejpam-2951	205	6	the	the	DET
ejpam-2951	205	7	implication	implication	NOUN
ejpam-2951	205	8	of	of	ADP
ejpam-2951	205	9	aggregating	aggregate	VERB
ejpam-2951	205	10	microunit	microunit	NOUN
ejpam-2951	205	11	dynamics	dynamic	NOUN
ejpam-2951	205	12	.	.	PUNCT
ejpam-2951	206	1	the	the	DET
ejpam-2951	206	2	problem	problem	NOUN
ejpam-2951	206	3	is	be	AUX
ejpam-2951	206	4	still	still	ADV
ejpam-2951	206	5	considered	consider	VERB
ejpam-2951	206	6	almost	almost	ADV
ejpam-2951	206	7	three	three	NUM
ejpam-2951	206	8	decades	decade	NOUN
ejpam-2951	206	9	later	later	ADV
ejpam-2951	206	10	by	by	ADV
ejpam-2951	206	11	,	,	PUNCT
ejpam-2951	206	12	for	for	ADP
ejpam-2951	206	13	instance	instance	NOUN
ejpam-2951	206	14	,	,	PUNCT
ejpam-2951	206	15	pesaran	pesaran	ADJ
ejpam-2951	206	16	and	and	CCONJ
ejpam-2951	206	17	chudik	chudik	VERB
ejpam-2951	207	1	[	[	X
ejpam-2951	207	2	101	101	NUM
ejpam-2951	207	3	]	]	PUNCT
ejpam-2951	207	4	,	,	PUNCT
ejpam-2951	207	5	who	who	PRON
ejpam-2951	207	6	studied	study	VERB
ejpam-2951	207	7	the	the	DET
ejpam-2951	207	8	effect	effect	NOUN
ejpam-2951	207	9	of	of	ADP
ejpam-2951	207	10	aggregating	aggregate	VERB
ejpam-2951	207	11	microunits	microunit	NOUN
ejpam-2951	207	12	in	in	ADP
ejpam-2951	207	13	a	a	DET
ejpam-2951	207	14	dynamic	dynamic	ADJ
ejpam-2951	207	15	panel	panel	NOUN
ejpam-2951	207	16	setting	set	VERB
ejpam-2951	207	17	.	.	PUNCT
ejpam-2951	208	1	the	the	DET
ejpam-2951	208	2	effect	effect	NOUN
ejpam-2951	208	3	of	of	ADP
ejpam-2951	208	4	aggregation	aggregation	NOUN
ejpam-2951	208	5	can	can	AUX
ejpam-2951	208	6	be	be	AUX
ejpam-2951	208	7	translated	translate	VERB
ejpam-2951	208	8	to	to	ADP
ejpam-2951	208	9	attractive	attractive	ADJ
ejpam-2951	208	10	stories	story	NOUN
ejpam-2951	208	11	of	of	ADP
ejpam-2951	208	12	long	long	ADJ
ejpam-2951	208	13	memory	memory	NOUN
ejpam-2951	208	14	.	.	PUNCT
ejpam-2951	209	1	for	for	ADP
ejpam-2951	209	2	instance	instance	NOUN
ejpam-2951	209	3	,	,	PUNCT
ejpam-2951	209	4	it	it	PRON
ejpam-2951	209	5	is	be	AUX
ejpam-2951	209	6	plausible	plausible	ADJ
ejpam-2951	209	7	that	that	SCONJ
ejpam-2951	209	8	markets	market	NOUN
ejpam-2951	209	9	are	be	AUX
ejpam-2951	209	10	driven	drive	VERB
ejpam-2951	209	11	by	by	ADP
ejpam-2951	209	12	a	a	DET
ejpam-2951	209	13	large	large	ADJ
ejpam-2951	209	14	number	number	NOUN
ejpam-2951	209	15	of	of	ADP
ejpam-2951	209	16	short	short	ADJ
ejpam-2951	209	17	-	-	PUNCT
ejpam-2951	209	18	term	term	NOUN
ejpam-2951	209	19	fluctuations	fluctuation	NOUN
ejpam-2951	209	20	that	that	PRON
ejpam-2951	209	21	lead	lead	VERB
ejpam-2951	209	22	to	to	ADP
ejpam-2951	209	23	long	long	ADJ
ejpam-2951	209	24	memory	memory	NOUN
ejpam-2951	209	25	phenomena	phenomenon	NOUN
ejpam-2951	209	26	in	in	ADP
ejpam-2951	209	27	economic	economic	ADJ
ejpam-2951	209	28	and	and	CCONJ
ejpam-2951	209	29	financial	financial	ADJ
ejpam-2951	209	30	time	time	NOUN
ejpam-2951	209	31	series	series	PROPN
ejpam-2951	209	32	.	.	PUNCT
ejpam-2951	210	1	see	see	VERB
ejpam-2951	210	2	andersen	andersen	PROPN
ejpam-2951	210	3	and	and	CCONJ
ejpam-2951	210	4	bollerslev	bollerslev	ADJ
ejpam-2951	210	5	[	[	X
ejpam-2951	210	6	5	5	NUM
ejpam-2951	210	7	]	]	PUNCT
ejpam-2951	210	8	and	and	CCONJ
ejpam-2951	210	9	taylor	taylor	PROPN
ejpam-2951	211	1	[	[	X
ejpam-2951	211	2	123	123	NUM
ejpam-2951	211	3	,	,	PUNCT
ejpam-2951	211	4	p.340	p.340	NOUN
ejpam-2951	211	5	]	]	PUNCT
ejpam-2951	211	6	for	for	ADP
ejpam-2951	211	7	related	related	ADJ
ejpam-2951	211	8	discussions	discussion	NOUN
ejpam-2951	211	9	and	and	CCONJ
ejpam-2951	211	10	financial	financial	ADJ
ejpam-2951	211	11	applications	application	NOUN
ejpam-2951	211	12	.	.	PUNCT
ejpam-2951	212	1	striking	strike	VERB
ejpam-2951	212	2	empirical	empirical	ADJ
ejpam-2951	212	3	results	result	NOUN
ejpam-2951	212	4	reinforcing	reinforce	VERB
ejpam-2951	212	5	the	the	DET
ejpam-2951	212	6	usefulness	usefulness	NOUN
ejpam-2951	212	7	of	of	ADP
ejpam-2951	212	8	this	this	DET
ejpam-2951	212	9	insight	insight	NOUN
ejpam-2951	212	10	are	be	AUX
ejpam-2951	212	11	that	that	SCONJ
ejpam-2951	212	12	,	,	PUNCT
ejpam-2951	212	13	in	in	ADP
ejpam-2951	212	14	practice	practice	NOUN
ejpam-2951	212	15	,	,	PUNCT
ejpam-2951	212	16	we	we	PRON
ejpam-2951	212	17	do	do	AUX
ejpam-2951	212	18	n’t	not	PART
ejpam-2951	212	19	need	need	VERB
ejpam-2951	212	20	k	k	PROPN
ejpam-2951	212	21	to	to	PART
ejpam-2951	212	22	be	be	AUX
ejpam-2951	212	23	large	large	ADJ
ejpam-2951	212	24	for	for	ADP
ejpam-2951	212	25	xt	xt	PROPN
ejpam-2951	212	26	in	in	ADP
ejpam-2951	212	27	(	(	PUNCT
ejpam-2951	212	28	9	9	NUM
ejpam-2951	212	29	)	)	PUNCT
ejpam-2951	212	30	to	to	PART
ejpam-2951	212	31	mimic	mimic	VERB
ejpam-2951	212	32	long	long	ADJ
ejpam-2951	212	33	memory	memory	NOUN
ejpam-2951	212	34	;	;	PUNCT
ejpam-2951	212	35	k	k	PROPN
ejpam-2951	212	36	can	can	AUX
ejpam-2951	212	37	be	be	AUX
ejpam-2951	212	38	two	two	NUM
ejpam-2951	212	39	to	to	PART
ejpam-2951	212	40	four	four	NUM
ejpam-2951	212	41	.	.	PUNCT
ejpam-2951	213	1	gallant	gallant	NOUN
ejpam-2951	213	2	et	et	PROPN
ejpam-2951	213	3	al	al	PROPN
ejpam-2951	213	4	.	.	PUNCT
ejpam-2951	214	1	[	[	X
ejpam-2951	214	2	54	54	NUM
ejpam-2951	214	3	]	]	PUNCT
ejpam-2951	214	4	empirically	empirically	ADV
ejpam-2951	214	5	demonstrated	demonstrate	VERB
ejpam-2951	214	6	that	that	SCONJ
ejpam-2951	214	7	the	the	DET
ejpam-2951	214	8	sum	sum	NOUN
ejpam-2951	214	9	of	of	ADP
ejpam-2951	214	10	only	only	ADV
ejpam-2951	214	11	two	two	NUM
ejpam-2951	214	12	short	short	ADJ
ejpam-2951	214	13	memory	memory	NOUN
ejpam-2951	214	14	components	component	NOUN
ejpam-2951	214	15	are	be	AUX
ejpam-2951	214	16	able	able	ADJ
ejpam-2951	214	17	to	to	PART
ejpam-2951	214	18	mimic	mimic	VERB
ejpam-2951	214	19	certain	certain	ADJ
ejpam-2951	214	20	long	long	ADJ
ejpam-2951	214	21	memory	memory	NOUN
ejpam-2951	214	22	dynamics	dynamic	NOUN
ejpam-2951	214	23	.	.	PUNCT
ejpam-2951	215	1	figure	figure	NOUN
ejpam-2951	215	2	4	4	NUM
ejpam-2951	215	3	illustrates	illustrate	VERB
ejpam-2951	215	4	this	this	DET
ejpam-2951	215	5	possibility	possibility	NOUN
ejpam-2951	215	6	.	.	PUNCT
ejpam-2951	216	1	since	since	SCONJ
ejpam-2951	216	2	component	component	NOUN
ejpam-2951	216	3	models	model	NOUN
ejpam-2951	216	4	consisting	consist	VERB
ejpam-2951	216	5	of	of	ADP
ejpam-2951	216	6	short	short	ADJ
ejpam-2951	216	7	memory	memory	NOUN
ejpam-2951	216	8	processes	process	NOUN
ejpam-2951	216	9	tend	tend	VERB
ejpam-2951	216	10	to	to	PART
ejpam-2951	216	11	be	be	AUX
ejpam-2951	216	12	easier	easy	ADJ
ejpam-2951	216	13	to	to	PART
ejpam-2951	216	14	estimate	estimate	VERB
ejpam-2951	216	15	and	and	CCONJ
ejpam-2951	216	16	interpret	interpret	VERB
ejpam-2951	216	17	than	than	ADP
ejpam-2951	216	18	fractionally	fractionally	ADV
ejpam-2951	216	19	integrated	integrate	VERB
ejpam-2951	216	20	models	model	NOUN
ejpam-2951	216	21	,	,	PUNCT
ejpam-2951	216	22	the	the	DET
ejpam-2951	216	23	former	former	ADJ
ejpam-2951	216	24	became	become	VERB
ejpam-2951	216	25	a	a	DET
ejpam-2951	216	26	very	very	ADV
ejpam-2951	216	27	popular	popular	ADJ
ejpam-2951	216	28	mode	mode	NOUN
ejpam-2951	216	29	of	of	ADP
ejpam-2951	216	30	long	long	ADJ
ejpam-2951	216	31	memory	memory	NOUN
ejpam-2951	216	32	models	model	NOUN
ejpam-2951	216	33	.	.	PUNCT
ejpam-2951	217	1	see	see	VERB
ejpam-2951	217	2	,	,	PUNCT
ejpam-2951	217	3	for	for	ADP
ejpam-2951	217	4	instance	instance	NOUN
ejpam-2951	217	5	,	,	PUNCT
ejpam-2951	217	6	engle	engle	PROPN
ejpam-2951	217	7	and	and	CCONJ
ejpam-2951	217	8	lee	lee	PROPN
ejpam-2951	218	1	[	[	X
ejpam-2951	218	2	50	50	NUM
ejpam-2951	218	3	]	]	PUNCT
ejpam-2951	218	4	,	,	PUNCT
ejpam-2951	218	5	harvey	harvey	NOUN
ejpam-2951	219	1	[	[	X
ejpam-2951	219	2	68	68	NUM
ejpam-2951	219	3	,	,	PUNCT
ejpam-2951	219	4	69	69	NUM
ejpam-2951	219	5	]	]	PUNCT
ejpam-2951	219	6	,	,	PUNCT
ejpam-2951	219	7	alizadeh	alizadeh	PROPN
ejpam-2951	219	8	et	et	PROPN
ejpam-2951	219	9	al	al	PROPN
ejpam-2951	219	10	.	.	PUNCT
ejpam-2951	220	1	[	[	X
ejpam-2951	220	2	4	4	NUM
ejpam-2951	220	3	]	]	PUNCT
ejpam-2951	220	4	,	,	PUNCT
ejpam-2951	220	5	barndorff	barndorff	PROPN
ejpam-2951	220	6	-	-	PUNCT
ejpam-2951	220	7	nielsen	nielsen	PROPN
ejpam-2951	220	8	and	and	CCONJ
ejpam-2951	220	9	shephard	shephard	NOUN
ejpam-2951	221	1	[	[	X
ejpam-2951	221	2	16	16	NUM
ejpam-2951	221	3	,	,	PUNCT
ejpam-2951	221	4	17	17	NUM
ejpam-2951	221	5	]	]	PUNCT
ejpam-2951	221	6	,	,	PUNCT
ejpam-2951	221	7	lebaron	lebaron	PROPN
ejpam-2951	222	1	[	[	X
ejpam-2951	222	2	88	88	NUM
ejpam-2951	222	3	]	]	PUNCT
ejpam-2951	222	4	,	,	PUNCT
ejpam-2951	222	5	and	and	CCONJ
ejpam-2951	222	6	pong	pong	ADV
ejpam-2951	222	7	et	et	PROPN
ejpam-2951	222	8	al	al	PROPN
ejpam-2951	222	9	.	.	PUNCT
ejpam-2951	223	1	[	[	X
ejpam-2951	223	2	104	104	NUM
ejpam-2951	223	3	]	]	PUNCT
ejpam-2951	223	4	,	,	PUNCT
ejpam-2951	223	5	and	and	CCONJ
ejpam-2951	223	6	andersen	andersen	PROPN
ejpam-2951	223	7	et	et	PROPN
ejpam-2951	223	8	al	al	PROPN
ejpam-2951	223	9	.	.	PUNCT
ejpam-2951	224	1	[	[	X
ejpam-2951	224	2	6	6	NUM
ejpam-2951	224	3	]	]	PUNCT
ejpam-2951	224	4	,	,	PUNCT
ejpam-2951	224	5	among	among	ADP
ejpam-2951	224	6	many	many	ADJ
ejpam-2951	224	7	others	other	NOUN
ejpam-2951	224	8	.	.	PUNCT
ejpam-2951	225	1	r.	r.	PROPN
ejpam-2951	225	2	ito	ito	PROPN
ejpam-2951	225	3	/	/	SYM
ejpam-2951	225	4	eur	eur	PROPN
ejpam-2951	225	5	.	.	PUNCT
ejpam-2951	226	1	j.	j.	PROPN
ejpam-2951	226	2	pure	pure	PROPN
ejpam-2951	226	3	appl	appl	PROPN
ejpam-2951	226	4	.	.	PROPN
ejpam-2951	226	5	math	math	PROPN
ejpam-2951	226	6	,	,	PUNCT
ejpam-2951	226	7	10	10	NUM
ejpam-2951	226	8	(	(	PUNCT
ejpam-2951	226	9	1	1	NUM
ejpam-2951	226	10	)	)	PUNCT
ejpam-2951	226	11	(	(	PUNCT
ejpam-2951	226	12	2017	2017	NUM
ejpam-2951	226	13	)	)	PUNCT
ejpam-2951	226	14	,	,	PUNCT
ejpam-2951	226	15	82	82	NUM
ejpam-2951	226	16	-	-	SYM
ejpam-2951	226	17	103	103	NUM
ejpam-2951	226	18	90	90	NUM
ejpam-2951	226	19	3.2	3.2	NUM
ejpam-2951	226	20	.	.	PUNCT
ejpam-2951	227	1	structural	structural	ADJ
ejpam-2951	227	2	breaks	break	NOUN
ejpam-2951	227	3	about	about	ADV
ejpam-2951	227	4	twenty	twenty	NUM
ejpam-2951	227	5	years	year	NOUN
ejpam-2951	227	6	after	after	SCONJ
ejpam-2951	227	7	granger	granger	PROPN
ejpam-2951	227	8	’s	’s	PART
ejpam-2951	227	9	[	[	X
ejpam-2951	227	10	60	60	NUM
ejpam-2951	227	11	]	]	X
ejpam-2951	227	12	seminal	seminal	ADJ
ejpam-2951	227	13	work	work	NOUN
ejpam-2951	227	14	,	,	PUNCT
ejpam-2951	227	15	diebold	diebold	VERB
ejpam-2951	227	16	and	and	CCONJ
ejpam-2951	227	17	inoue	inoue	NOUN
ejpam-2951	227	18	[	[	X
ejpam-2951	227	19	43	43	NUM
ejpam-2951	227	20	]	]	PUNCT
ejpam-2951	227	21	presented	present	VERB
ejpam-2951	227	22	another	another	DET
ejpam-2951	227	23	useful	useful	ADJ
ejpam-2951	227	24	insight	insight	NOUN
ejpam-2951	227	25	into	into	ADP
ejpam-2951	227	26	long	long	ADJ
ejpam-2951	227	27	memory	memory	NOUN
ejpam-2951	227	28	.	.	PUNCT
ejpam-2951	228	1	they	they	PRON
ejpam-2951	228	2	found	find	VERB
ejpam-2951	228	3	that	that	SCONJ
ejpam-2951	228	4	short	short	ADJ
ejpam-2951	228	5	memory	memory	NOUN
ejpam-2951	228	6	processes	process	NOUN
ejpam-2951	228	7	with	with	ADP
ejpam-2951	228	8	structural	structural	ADJ
ejpam-2951	228	9	breaks	break	NOUN
ejpam-2951	228	10	can	can	AUX
ejpam-2951	228	11	be	be	AUX
ejpam-2951	228	12	easily	easily	ADV
ejpam-2951	228	13	mistaken	mistaken	ADJ
ejpam-2951	228	14	as	as	ADP
ejpam-2951	228	15	possessing	possess	VERB
ejpam-2951	228	16	long	long	ADJ
ejpam-2951	228	17	memory	memory	NOUN
ejpam-2951	228	18	.	.	PUNCT
ejpam-2951	229	1	this	this	DET
ejpam-2951	229	2	insight	insight	NOUN
ejpam-2951	229	3	sparked	spark	VERB
ejpam-2951	229	4	studies	study	NOUN
ejpam-2951	229	5	on	on	ADP
ejpam-2951	229	6	discriminating	discriminate	VERB
ejpam-2951	229	7	short	short	ADJ
ejpam-2951	229	8	memory	memory	NOUN
ejpam-2951	229	9	with	with	ADP
ejpam-2951	229	10	structural	structural	ADJ
ejpam-2951	229	11	breaks	break	NOUN
ejpam-2951	229	12	from	from	ADP
ejpam-2951	229	13	long	long	ADJ
ejpam-2951	229	14	memory	memory	NOUN
ejpam-2951	229	15	.	.	PUNCT
ejpam-2951	230	1	granger	granger	PROPN
ejpam-2951	230	2	and	and	CCONJ
ejpam-2951	230	3	hyung	hyung	PROPN
ejpam-2951	230	4	[	[	X
ejpam-2951	230	5	64	64	NUM
ejpam-2951	230	6	]	]	PUNCT
ejpam-2951	230	7	contributed	contribute	VERB
ejpam-2951	230	8	to	to	ADP
ejpam-2951	230	9	this	this	DET
ejpam-2951	230	10	discussion	discussion	NOUN
ejpam-2951	230	11	by	by	ADP
ejpam-2951	230	12	showing	show	VERB
ejpam-2951	230	13	that	that	SCONJ
ejpam-2951	230	14	occasional	occasional	ADJ
ejpam-2951	230	15	structural	structural	ADJ
ejpam-2951	230	16	breaks	break	NOUN
ejpam-2951	230	17	cause	cause	VERB
ejpam-2951	230	18	the	the	DET
ejpam-2951	230	19	appearance	appearance	NOUN
ejpam-2951	230	20	of	of	ADP
ejpam-2951	230	21	slowly	slowly	ADV
ejpam-2951	230	22	decaying	decay	VERB
ejpam-2951	230	23	autocorrelations	autocorrelation	NOUN
ejpam-2951	230	24	comparable	comparable	ADJ
ejpam-2951	230	25	to	to	ADP
ejpam-2951	230	26	fractionally	fractionally	ADV
ejpam-2951	230	27	integrated	integrate	VERB
ejpam-2951	230	28	processes	process	NOUN
ejpam-2951	230	29	.	.	PUNCT
ejpam-2951	231	1	structural	structural	ADJ
ejpam-2951	231	2	breaks	break	NOUN
ejpam-2951	231	3	can	can	AUX
ejpam-2951	231	4	exist	exist	VERB
ejpam-2951	231	5	in	in	ADP
ejpam-2951	231	6	different	different	ADJ
ejpam-2951	231	7	distribution	distribution	NOUN
ejpam-2951	231	8	parameters	parameter	NOUN
ejpam-2951	231	9	.	.	PUNCT
ejpam-2951	232	1	studies	study	NOUN
ejpam-2951	232	2	on	on	ADP
ejpam-2951	232	3	this	this	DET
ejpam-2951	232	4	subject	subject	NOUN
ejpam-2951	232	5	have	have	AUX
ejpam-2951	232	6	mainly	mainly	ADV
ejpam-2951	232	7	focused	focus	VERB
ejpam-2951	232	8	on	on	ADP
ejpam-2951	232	9	the	the	DET
ejpam-2951	232	10	implications	implication	NOUN
ejpam-2951	232	11	of	of	ADP
ejpam-2951	232	12	breaks	break	NOUN
ejpam-2951	232	13	in	in	ADP
ejpam-2951	232	14	the	the	DET
ejpam-2951	232	15	mean	mean	ADJ
ejpam-2951	232	16	parameter	parameter	NOUN
ejpam-2951	232	17	or	or	CCONJ
ejpam-2951	232	18	volatility	volatility	NOUN
ejpam-2951	232	19	.	.	PUNCT
ejpam-2951	233	1	in	in	ADP
ejpam-2951	233	2	terms	term	NOUN
ejpam-2951	233	3	of	of	ADP
ejpam-2951	233	4	breaks	break	NOUN
ejpam-2951	233	5	in	in	ADP
ejpam-2951	233	6	the	the	DET
ejpam-2951	233	7	fractional	fractional	ADJ
ejpam-2951	233	8	differencing	differencing	NOUN
ejpam-2951	233	9	parameter	parameter	NOUN
ejpam-2951	233	10	,	,	PUNCT
ejpam-2951	233	11	d	d	PROPN
ejpam-2951	233	12	,	,	PUNCT
ejpam-2951	233	13	granger	granger	PROPN
ejpam-2951	234	1	[	[	X
ejpam-2951	234	2	60	60	NUM
ejpam-2951	234	3	]	]	PUNCT
ejpam-2951	234	4	showed	show	VERB
ejpam-2951	234	5	that	that	SCONJ
ejpam-2951	234	6	time	time	NOUN
ejpam-2951	234	7	series	series	NOUN
ejpam-2951	234	8	with	with	ADP
ejpam-2951	234	9	a	a	DET
ejpam-2951	234	10	break	break	NOUN
ejpam-2951	234	11	in	in	ADP
ejpam-2951	234	12	d	d	NOUN
ejpam-2951	234	13	can	can	AUX
ejpam-2951	234	14	be	be	AUX
ejpam-2951	234	15	represented	represent	VERB
ejpam-2951	234	16	by	by	ADP
ejpam-2951	234	17	another	another	DET
ejpam-2951	234	18	long	long	ADJ
ejpam-2951	234	19	memory	memory	NOUN
ejpam-2951	234	20	process	process	NOUN
ejpam-2951	234	21	with	with	ADP
ejpam-2951	234	22	memory	memory	NOUN
ejpam-2951	234	23	parameter	parameter	NOUN
ejpam-2951	234	24	,	,	PUNCT
ejpam-2951	234	25	d∗	d∗	PROPN
ejpam-2951	234	26	,	,	PUNCT
ejpam-2951	234	27	that	that	PRON
ejpam-2951	234	28	is	be	AUX
ejpam-2951	234	29	a	a	DET
ejpam-2951	234	30	weighted	weighted	ADJ
ejpam-2951	234	31	average	average	NOUN
ejpam-2951	234	32	of	of	ADP
ejpam-2951	234	33	the	the	DET
ejpam-2951	234	34	preand	preand	NOUN
ejpam-2951	234	35	the	the	DET
ejpam-2951	234	36	post	post	ADJ
ejpam-2951	234	37	-	-	ADJ
ejpam-2951	234	38	break	break	ADJ
ejpam-2951	234	39	memory	memory	NOUN
ejpam-2951	234	40	parameters	parameter	NOUN
ejpam-2951	234	41	.	.	PUNCT
ejpam-2951	235	1	many	many	ADJ
ejpam-2951	235	2	economic	economic	ADJ
ejpam-2951	235	3	and	and	CCONJ
ejpam-2951	235	4	financial	financial	ADJ
ejpam-2951	235	5	time	time	NOUN
ejpam-2951	235	6	series	series	PROPN
ejpam-2951	235	7	are	be	AUX
ejpam-2951	235	8	subject	subject	ADJ
ejpam-2951	235	9	to	to	ADP
ejpam-2951	235	10	structural	structural	ADJ
ejpam-2951	235	11	breaks	break	NOUN
ejpam-2951	235	12	(	(	PUNCT
ejpam-2951	235	13	see	see	VERB
ejpam-2951	235	14	,	,	PUNCT
ejpam-2951	235	15	for	for	ADP
ejpam-2951	235	16	instance	instance	NOUN
ejpam-2951	235	17	,	,	PUNCT
ejpam-2951	235	18	stock	stock	NOUN
ejpam-2951	235	19	and	and	CCONJ
ejpam-2951	235	20	watson	watson	NOUN
ejpam-2951	236	1	[	[	X
ejpam-2951	236	2	121	121	NUM
ejpam-2951	236	3	]	]	PUNCT
ejpam-2951	236	4	)	)	PUNCT
ejpam-2951	236	5	.	.	PUNCT
ejpam-2951	237	1	if	if	SCONJ
ejpam-2951	237	2	breaks	break	NOUN
ejpam-2951	237	3	are	be	AUX
ejpam-2951	237	4	at	at	ADV
ejpam-2951	237	5	least	least	ADJ
ejpam-2951	237	6	partly	partly	ADV
ejpam-2951	237	7	responsible	responsible	ADJ
ejpam-2951	237	8	for	for	ADP
ejpam-2951	237	9	long	long	ADJ
ejpam-2951	237	10	memory	memory	NOUN
ejpam-2951	237	11	effects	effect	NOUN
ejpam-2951	237	12	,	,	PUNCT
ejpam-2951	237	13	one	one	PRON
ejpam-2951	237	14	may	may	AUX
ejpam-2951	237	15	want	want	VERB
ejpam-2951	237	16	to	to	PART
ejpam-2951	237	17	control	control	VERB
ejpam-2951	237	18	for	for	ADP
ejpam-2951	237	19	them	they	PRON
ejpam-2951	237	20	in	in	ADP
ejpam-2951	237	21	order	order	NOUN
ejpam-2951	237	22	to	to	PART
ejpam-2951	237	23	mitigate	mitigate	VERB
ejpam-2951	237	24	bias	bias	NOUN
ejpam-2951	237	25	,	,	PUNCT
ejpam-2951	237	26	forecast	forecast	NOUN
ejpam-2951	237	27	failures	failure	NOUN
ejpam-2951	237	28	,	,	PUNCT
ejpam-2951	237	29	and	and	CCONJ
ejpam-2951	237	30	misleading	mislead	VERB
ejpam-2951	237	31	inference	inference	NOUN
ejpam-2951	237	32	.	.	PUNCT
ejpam-2951	238	1	for	for	ADP
ejpam-2951	238	2	the	the	DET
ejpam-2951	238	3	importance	importance	NOUN
ejpam-2951	238	4	of	of	ADP
ejpam-2951	238	5	break	break	NOUN
ejpam-2951	238	6	corrections	correction	NOUN
ejpam-2951	238	7	and	and	CCONJ
ejpam-2951	238	8	procedures	procedure	NOUN
ejpam-2951	238	9	,	,	PUNCT
ejpam-2951	238	10	see	see	VERB
ejpam-2951	238	11	,	,	PUNCT
ejpam-2951	238	12	for	for	ADP
ejpam-2951	238	13	instance	instance	NOUN
ejpam-2951	238	14	,	,	PUNCT
ejpam-2951	238	15	campos	campos	PROPN
ejpam-2951	238	16	et	et	PROPN
ejpam-2951	238	17	al	al	PROPN
ejpam-2951	238	18	.	.	PUNCT
ejpam-2951	239	1	[	[	X
ejpam-2951	239	2	21	21	NUM
ejpam-2951	239	3	]	]	PUNCT
ejpam-2951	239	4	,	,	PUNCT
ejpam-2951	239	5	hendry	hendry	PROPN
ejpam-2951	240	1	[	[	X
ejpam-2951	240	2	72	72	NUM
ejpam-2951	240	3	]	]	PUNCT
ejpam-2951	240	4	,	,	PUNCT
ejpam-2951	240	5	clements	clements	PROPN
ejpam-2951	240	6	and	and	CCONJ
ejpam-2951	240	7	hendry	hendry	PROPN
ejpam-2951	241	1	[	[	X
ejpam-2951	241	2	30	30	NUM
ejpam-2951	241	3	]	]	PUNCT
ejpam-2951	241	4	,	,	PUNCT
ejpam-2951	241	5	pesaran	pesaran	NOUN
ejpam-2951	241	6	and	and	CCONJ
ejpam-2951	241	7	timmerman	timmerman	NOUN
ejpam-2951	242	1	[	[	X
ejpam-2951	242	2	102	102	NUM
ejpam-2951	242	3	,	,	PUNCT
ejpam-2951	242	4	103	103	NUM
ejpam-2951	242	5	]	]	PUNCT
ejpam-2951	242	6	,	,	PUNCT
ejpam-2951	242	7	perron	perron	PROPN
ejpam-2951	243	1	[	[	X
ejpam-2951	243	2	100	100	NUM
ejpam-2951	243	3	]	]	PUNCT
ejpam-2951	243	4	,	,	PUNCT
ejpam-2951	243	5	castle	castle	PROPN
ejpam-2951	243	6	et	et	PROPN
ejpam-2951	243	7	al	al	PROPN
ejpam-2951	243	8	.	.	PUNCT
ejpam-2951	244	1	[	[	X
ejpam-2951	244	2	23	23	NUM
ejpam-2951	244	3	]	]	PUNCT
ejpam-2951	244	4	,	,	PUNCT
ejpam-2951	244	5	castle	castle	PROPN
ejpam-2951	244	6	et	et	PROPN
ejpam-2951	244	7	al	al	PROPN
ejpam-2951	244	8	.	.	PUNCT
ejpam-2951	245	1	[	[	X
ejpam-2951	245	2	24	24	NUM
ejpam-2951	245	3	]	]	PUNCT
ejpam-2951	245	4	,	,	PUNCT
ejpam-2951	245	5	and	and	CCONJ
ejpam-2951	245	6	references	reference	NOUN
ejpam-2951	245	7	therein	therein	ADV
ejpam-2951	245	8	.	.	PUNCT
ejpam-2951	246	1	but	but	CCONJ
ejpam-2951	246	2	it	it	PRON
ejpam-2951	246	3	is	be	AUX
ejpam-2951	246	4	often	often	ADV
ejpam-2951	246	5	a	a	DET
ejpam-2951	246	6	challenge	challenge	NOUN
ejpam-2951	246	7	to	to	PART
ejpam-2951	246	8	accurately	accurately	ADV
ejpam-2951	246	9	estimate	estimate	VERB
ejpam-2951	246	10	the	the	DET
ejpam-2951	246	11	timing	timing	NOUN
ejpam-2951	246	12	or	or	CCONJ
ejpam-2951	246	13	duration	duration	NOUN
ejpam-2951	246	14	and	and	CCONJ
ejpam-2951	246	15	the	the	DET
ejpam-2951	246	16	magnitude	magnitude	NOUN
ejpam-2951	246	17	of	of	ADP
ejpam-2951	246	18	breaks	break	NOUN
ejpam-2951	246	19	,	,	PUNCT
ejpam-2951	246	20	and	and	CCONJ
ejpam-2951	246	21	to	to	PART
ejpam-2951	246	22	decisively	decisively	ADV
ejpam-2951	246	23	conclude	conclude	VERB
ejpam-2951	246	24	that	that	DET
ejpam-2951	246	25	long	long	ADJ
ejpam-2951	246	26	memory	memory	NOUN
ejpam-2951	246	27	in	in	ADP
ejpam-2951	246	28	individual	individual	ADJ
ejpam-2951	246	29	time	time	NOUN
ejpam-2951	246	30	series	series	NOUN
ejpam-2951	246	31	is	be	AUX
ejpam-2951	246	32	purely	purely	ADV
ejpam-2951	246	33	due	due	ADJ
ejpam-2951	246	34	to	to	ADP
ejpam-2951	246	35	structural	structural	ADJ
ejpam-2951	246	36	breaks	break	NOUN
ejpam-2951	246	37	.	.	PUNCT
ejpam-2951	247	1	extending	extend	VERB
ejpam-2951	247	2	the	the	DET
ejpam-2951	247	3	results	result	NOUN
ejpam-2951	247	4	of	of	ADP
ejpam-2951	247	5	nunes	nunes	PROPN
ejpam-2951	247	6	et	et	PROPN
ejpam-2951	247	7	al	al	PROPN
ejpam-2951	247	8	.	.	PUNCT
ejpam-2951	248	1	[	[	X
ejpam-2951	248	2	98	98	NUM
ejpam-2951	248	3	]	]	PUNCT
ejpam-2951	248	4	,	,	PUNCT
ejpam-2951	248	5	kuan	kuan	PROPN
ejpam-2951	248	6	and	and	CCONJ
ejpam-2951	248	7	hsu	hsu	PROPN
ejpam-2951	249	1	[	[	X
ejpam-2951	249	2	86	86	NUM
ejpam-2951	249	3	]	]	PUNCT
ejpam-2951	249	4	showed	show	VERB
ejpam-2951	249	5	that	that	SCONJ
ejpam-2951	249	6	standard	standard	ADJ
ejpam-2951	249	7	break	break	NOUN
ejpam-2951	249	8	tests	test	NOUN
ejpam-2951	249	9	applied	apply	VERB
ejpam-2951	249	10	to	to	ADP
ejpam-2951	249	11	highly	highly	ADV
ejpam-2951	249	12	persistent	persistent	ADJ
ejpam-2951	249	13	stationary	stationary	ADJ
ejpam-2951	249	14	processes	process	NOUN
ejpam-2951	249	15	with	with	ADP
ejpam-2951	249	16	no	no	DET
ejpam-2951	249	17	break	break	NOUN
ejpam-2951	249	18	can	can	AUX
ejpam-2951	249	19	misleadingly	misleadingly	ADV
ejpam-2951	249	20	suggest	suggest	VERB
ejpam-2951	249	21	a	a	DET
ejpam-2951	249	22	significant	significant	ADJ
ejpam-2951	249	23	break	break	NOUN
ejpam-2951	249	24	.	.	PUNCT
ejpam-2951	250	1	break	break	NOUN
ejpam-2951	250	2	detection	detection	NOUN
ejpam-2951	250	3	in	in	ADP
ejpam-2951	250	4	long	long	ADJ
ejpam-2951	250	5	memory	memory	NOUN
ejpam-2951	250	6	time	time	NOUN
ejpam-2951	250	7	series	series	NOUN
ejpam-2951	250	8	is	be	AUX
ejpam-2951	250	9	an	an	DET
ejpam-2951	250	10	active	active	ADJ
ejpam-2951	250	11	area	area	NOUN
ejpam-2951	250	12	of	of	ADP
ejpam-2951	250	13	research	research	NOUN
ejpam-2951	250	14	today	today	NOUN
ejpam-2951	250	15	.	.	PUNCT
ejpam-2951	251	1	in	in	ADP
ejpam-2951	251	2	finance	finance	NOUN
ejpam-2951	251	3	,	,	PUNCT
ejpam-2951	251	4	for	for	ADP
ejpam-2951	251	5	instance	instance	NOUN
ejpam-2951	251	6	,	,	PUNCT
ejpam-2951	251	7	choi	choi	PROPN
ejpam-2951	251	8	et	et	PROPN
ejpam-2951	251	9	al	al	PROPN
ejpam-2951	251	10	.	.	PUNCT
ejpam-2951	252	1	[	[	X
ejpam-2951	252	2	26	26	NUM
ejpam-2951	252	3	]	]	PUNCT
ejpam-2951	252	4	examined	examine	VERB
ejpam-2951	252	5	the	the	DET
ejpam-2951	252	6	possibility	possibility	NOUN
ejpam-2951	252	7	of	of	ADP
ejpam-2951	252	8	structural	structural	ADJ
ejpam-2951	252	9	breaks	break	NOUN
ejpam-2951	252	10	in	in	ADP
ejpam-2951	252	11	a	a	DET
ejpam-2951	252	12	measure	measure	NOUN
ejpam-2951	252	13	of	of	ADP
ejpam-2951	252	14	volatility	volatility	NOUN
ejpam-2951	252	15	,	,	PUNCT
ejpam-2951	252	16	called	call	VERB
ejpam-2951	252	17	the	the	DET
ejpam-2951	252	18	daily	daily	ADJ
ejpam-2951	252	19	realized	realize	VERB
ejpam-2951	252	20	volatility	volatility	NOUN
ejpam-2951	252	21	(	(	PUNCT
ejpam-2951	252	22	rv	rv	NOUN
ejpam-2951	252	23	)	)	PUNCT
ejpam-2951	252	24	,	,	PUNCT
ejpam-2951	252	25	of	of	ADP
ejpam-2951	252	26	selected	select	VERB
ejpam-2951	252	27	currency	currency	NOUN
ejpam-2951	252	28	exchange	exchange	NOUN
ejpam-2951	252	29	rates	rate	NOUN
ejpam-2951	252	30	,	,	PUNCT
ejpam-2951	252	31	and	and	CCONJ
ejpam-2951	252	32	found	find	VERB
ejpam-2951	252	33	that	that	SCONJ
ejpam-2951	252	34	breaks	break	NOUN
ejpam-2951	252	35	in	in	ADP
ejpam-2951	252	36	the	the	DET
ejpam-2951	252	37	mean	mean	NOUN
ejpam-2951	252	38	are	be	AUX
ejpam-2951	252	39	partly	partly	ADV
ejpam-2951	252	40	accountable	accountable	ADJ
ejpam-2951	252	41	for	for	ADP
ejpam-2951	252	42	the	the	DET
ejpam-2951	252	43	persistence	persistence	NOUN
ejpam-2951	252	44	of	of	ADP
ejpam-2951	252	45	the	the	DET
ejpam-2951	252	46	rv	rv	PROPN
ejpam-2951	252	47	.	.	PUNCT
ejpam-2951	252	48	garvey	garvey	PROPN
ejpam-2951	252	49	and	and	CCONJ
ejpam-2951	252	50	gallagher	gallagher	PROPN
ejpam-2951	253	1	[	[	X
ejpam-2951	253	2	55	55	NUM
ejpam-2951	253	3	]	]	PUNCT
ejpam-2951	253	4	suggested	suggest	VERB
ejpam-2951	253	5	that	that	SCONJ
ejpam-2951	253	6	long	long	ADJ
ejpam-2951	253	7	memory	memory	NOUN
ejpam-2951	253	8	in	in	ADP
ejpam-2951	253	9	the	the	DET
ejpam-2951	253	10	volatility	volatility	NOUN
ejpam-2951	253	11	of	of	ADP
ejpam-2951	253	12	sixteen	sixteen	NUM
ejpam-2951	253	13	chosen	choose	VERB
ejpam-2951	253	14	ftse100	ftse100	PROPN
ejpam-2951	253	15	stocks	stock	NOUN
ejpam-2951	253	16	between	between	ADP
ejpam-2951	253	17	1997	1997	NUM
ejpam-2951	253	18	and	and	CCONJ
ejpam-2951	253	19	2003	2003	NUM
ejpam-2951	253	20	is	be	AUX
ejpam-2951	253	21	not	not	PART
ejpam-2951	253	22	due	due	ADJ
ejpam-2951	253	23	to	to	ADP
ejpam-2951	253	24	breaks	break	NOUN
ejpam-2951	253	25	.	.	PUNCT
ejpam-2951	254	1	also	also	ADV
ejpam-2951	254	2	see	see	VERB
ejpam-2951	254	3	,	,	PUNCT
ejpam-2951	254	4	for	for	ADP
ejpam-2951	254	5	instance	instance	NOUN
ejpam-2951	254	6	,	,	PUNCT
ejpam-2951	254	7	perron	perron	PROPN
ejpam-2951	254	8	and	and	CCONJ
ejpam-2951	254	9	qu	qu	PROPN
ejpam-2951	255	1	[	[	X
ejpam-2951	255	2	99	99	NUM
ejpam-2951	255	3	]	]	PUNCT
ejpam-2951	255	4	,	,	PUNCT
ejpam-2951	255	5	wang	wang	PROPN
ejpam-2951	255	6	and	and	CCONJ
ejpam-2951	255	7	vasilakis	vasilaki	NOUN
ejpam-2951	256	1	[	[	X
ejpam-2951	256	2	125	125	NUM
ejpam-2951	256	3	]	]	PUNCT
ejpam-2951	256	4	,	,	PUNCT
ejpam-2951	256	5	and	and	CCONJ
ejpam-2951	256	6	shi	shi	PROPN
ejpam-2951	256	7	and	and	CCONJ
ejpam-2951	256	8	ho	ho	X
ejpam-2951	257	1	[	[	X
ejpam-2951	257	2	116	116	X
ejpam-2951	257	3	]	]	PUNCT
ejpam-2951	257	4	for	for	ADP
ejpam-2951	257	5	more	more	ADV
ejpam-2951	257	6	empirical	empirical	ADJ
ejpam-2951	257	7	investigations	investigation	NOUN
ejpam-2951	257	8	and	and	CCONJ
ejpam-2951	257	9	some	some	DET
ejpam-2951	257	10	proposed	propose	VERB
ejpam-2951	257	11	testing	testing	NOUN
ejpam-2951	257	12	procedures	procedure	NOUN
ejpam-2951	257	13	.	.	PUNCT
ejpam-2951	258	1	4	4	X
ejpam-2951	258	2	.	.	X
ejpam-2951	258	3	fractional	fractional	ADJ
ejpam-2951	258	4	cointegration	cointegration	NOUN
ejpam-2951	258	5	fractional	fractional	ADJ
ejpam-2951	258	6	differencing	differencing	NOUN
ejpam-2951	258	7	naturally	naturally	ADV
ejpam-2951	258	8	led	lead	VERB
ejpam-2951	258	9	to	to	ADP
ejpam-2951	258	10	the	the	DET
ejpam-2951	258	11	concept	concept	NOUN
ejpam-2951	258	12	of	of	ADP
ejpam-2951	258	13	fractional	fractional	ADJ
ejpam-2951	258	14	cointegration	cointegration	NOUN
ejpam-2951	258	15	(	(	PUNCT
ejpam-2951	258	16	see	see	VERB
ejpam-2951	258	17	granger	granger	PROPN
ejpam-2951	259	1	[	[	X
ejpam-2951	259	2	62	62	NUM
ejpam-2951	259	3	]	]	PUNCT
ejpam-2951	259	4	)	)	PUNCT
ejpam-2951	259	5	.	.	PUNCT
ejpam-2951	260	1	it	it	PRON
ejpam-2951	260	2	is	be	AUX
ejpam-2951	260	3	a	a	DET
ejpam-2951	260	4	generalization	generalization	NOUN
ejpam-2951	260	5	of	of	ADP
ejpam-2951	260	6	cointegration	cointegration	NOUN
ejpam-2951	260	7	in	in	ADP
ejpam-2951	260	8	the	the	DET
ejpam-2951	260	9	i(0)/i(1	i(0)/i(1	NOUN
ejpam-2951	260	10	)	)	PUNCT
ejpam-2951	260	11	paradigm	paradigm	NOUN
ejpam-2951	260	12	formally	formally	ADV
ejpam-2951	260	13	introduced	introduce	VERB
ejpam-2951	260	14	by	by	ADP
ejpam-2951	260	15	engle	engle	PROPN
ejpam-2951	260	16	and	and	CCONJ
ejpam-2951	260	17	granger	granger	NOUN
ejpam-2951	261	1	[	[	X
ejpam-2951	261	2	49	49	NUM
ejpam-2951	261	3	]	]	PUNCT
ejpam-2951	261	4	,	,	PUNCT
ejpam-2951	261	5	which	which	PRON
ejpam-2951	261	6	is	be	AUX
ejpam-2951	261	7	discussed	discuss	VERB
ejpam-2951	261	8	by	by	ADP
ejpam-2951	261	9	jennifer	jennifer	PROPN
ejpam-2951	261	10	l.	l.	PROPN
ejpam-2951	261	11	castle	castle	PROPN
ejpam-2951	261	12	and	and	CCONJ
ejpam-2951	261	13	david	david	PROPN
ejpam-2951	261	14	f.	f.	PROPN
ejpam-2951	261	15	hendry	hendry	PROPN
ejpam-2951	261	16	in	in	ADP
ejpam-2951	261	17	this	this	DET
ejpam-2951	261	18	volume	volume	NOUN
ejpam-2951	261	19	.	.	PUNCT
ejpam-2951	262	1	two	two	NUM
ejpam-2951	262	2	i(d	i(d	NOUN
ejpam-2951	262	3	)	)	PUNCT
ejpam-2951	262	4	series	series	NOUN
ejpam-2951	262	5	,	,	PUNCT
ejpam-2951	262	6	xt	xt	PROPN
ejpam-2951	262	7	and	and	CCONJ
ejpam-2951	262	8	yt	yt	PROPN
ejpam-2951	262	9	,	,	PUNCT
ejpam-2951	262	10	are	be	AUX
ejpam-2951	262	11	said	say	VERB
ejpam-2951	262	12	to	to	PART
ejpam-2951	262	13	be	be	AUX
ejpam-2951	262	14	fractionally	fractionally	ADV
ejpam-2951	262	15	cointegrated	cointegrate	VERB
ejpam-2951	262	16	(	(	PUNCT
ejpam-2951	262	17	or	or	CCONJ
ejpam-2951	262	18	cofractional	cofractional	ADJ
ejpam-2951	262	19	)	)	PUNCT
ejpam-2951	262	20	if	if	SCONJ
ejpam-2951	262	21	there	there	PRON
ejpam-2951	262	22	exists	exist	VERB
ejpam-2951	262	23	a	a	DET
ejpam-2951	262	24	linear	linear	ADJ
ejpam-2951	262	25	combination	combination	NOUN
ejpam-2951	262	26	(	(	PUNCT
ejpam-2951	262	27	say	say	INTJ
ejpam-2951	262	28	,	,	PUNCT
ejpam-2951	262	29	yt−αxt	yt−αxt	NOUN
ejpam-2951	262	30	with	with	ADP
ejpam-2951	262	31	α	α	PROPN
ejpam-2951	262	32	∈	∈	PROPN
ejpam-2951	262	33	r	r	NOUN
ejpam-2951	262	34	)	)	PUNCT
ejpam-2951	262	35	of	of	ADP
ejpam-2951	262	36	xt	xt	PROPN
ejpam-2951	262	37	r.	r.	PROPN
ejpam-2951	262	38	ito	ito	PROPN
ejpam-2951	262	39	/	/	SYM
ejpam-2951	262	40	eur	eur	PROPN
ejpam-2951	262	41	.	.	PUNCT
ejpam-2951	263	1	j.	j.	PROPN
ejpam-2951	263	2	pure	pure	PROPN
ejpam-2951	263	3	appl	appl	PROPN
ejpam-2951	263	4	.	.	PROPN
ejpam-2951	263	5	math	math	PROPN
ejpam-2951	263	6	,	,	PUNCT
ejpam-2951	263	7	10	10	NUM
ejpam-2951	263	8	(	(	PUNCT
ejpam-2951	263	9	1	1	NUM
ejpam-2951	263	10	)	)	PUNCT
ejpam-2951	263	11	(	(	PUNCT
ejpam-2951	263	12	2017	2017	NUM
ejpam-2951	263	13	)	)	PUNCT
ejpam-2951	263	14	,	,	PUNCT
ejpam-2951	263	15	82	82	NUM
ejpam-2951	263	16	-	-	SYM
ejpam-2951	263	17	103	103	NUM
ejpam-2951	263	18	91	91	NUM
ejpam-2951	263	19	and	and	CCONJ
ejpam-2951	263	20	yt	yt	NOUN
ejpam-2951	263	21	that	that	PRON
ejpam-2951	263	22	is	be	AUX
ejpam-2951	263	23	i(d−b	i(d−b	ADJ
ejpam-2951	263	24	)	)	PUNCT
ejpam-2951	263	25	with	with	ADP
ejpam-2951	263	26	b	b	PROPN
ejpam-2951	263	27	>	>	X
ejpam-2951	263	28	0	0	NUM
ejpam-2951	263	29	.	.	PUNCT
ejpam-2951	264	1	we	we	PRON
ejpam-2951	264	2	commonly	commonly	ADV
ejpam-2951	264	3	denote	denote	VERB
ejpam-2951	264	4	this	this	DET
ejpam-2951	264	5	relationship	relationship	NOUN
ejpam-2951	264	6	by	by	ADP
ejpam-2951	264	7	ci(d	ci(d	NOUN
ejpam-2951	264	8	,	,	PUNCT
ejpam-2951	264	9	b	b	NOUN
ejpam-2951	264	10	)	)	PUNCT
ejpam-2951	264	11	.	.	PUNCT
ejpam-2951	265	1	since	since	SCONJ
ejpam-2951	265	2	cointegration	cointegration	NOUN
ejpam-2951	265	3	is	be	AUX
ejpam-2951	265	4	usually	usually	ADV
ejpam-2951	265	5	about	about	ADP
ejpam-2951	265	6	a	a	DET
ejpam-2951	265	7	stationary	stationary	ADJ
ejpam-2951	265	8	relationship	relationship	NOUN
ejpam-2951	265	9	between	between	ADP
ejpam-2951	265	10	(	(	PUNCT
ejpam-2951	265	11	nonstationary	nonstationary	ADJ
ejpam-2951	265	12	)	)	PUNCT
ejpam-2951	265	13	variables	variable	NOUN
ejpam-2951	265	14	,	,	PUNCT
ejpam-2951	265	15	we	we	PRON
ejpam-2951	265	16	usually	usually	ADV
ejpam-2951	265	17	concern	concern	VERB
ejpam-2951	265	18	ourselves	ourselves	PRON
ejpam-2951	265	19	with	with	ADP
ejpam-2951	265	20	d−	d−	PROPN
ejpam-2951	265	21	b	b	PROPN
ejpam-2951	265	22	<	<	X
ejpam-2951	265	23	1/2	1/2	NUM
ejpam-2951	265	24	.	.	PUNCT
ejpam-2951	266	1	for	for	ADP
ejpam-2951	266	2	modeling	model	VERB
ejpam-2951	266	3	the	the	DET
ejpam-2951	266	4	cofractional	cofractional	ADJ
ejpam-2951	266	5	relationships	relationship	NOUN
ejpam-2951	266	6	of	of	ADP
ejpam-2951	266	7	order	order	NOUN
ejpam-2951	266	8	(	(	PUNCT
ejpam-2951	266	9	d	d	NOUN
ejpam-2951	266	10	,	,	PUNCT
ejpam-2951	266	11	b	b	NOUN
ejpam-2951	266	12	)	)	PUNCT
ejpam-2951	266	13	,	,	PUNCT
ejpam-2951	266	14	granger	granger	PROPN
ejpam-2951	267	1	[	[	X
ejpam-2951	267	2	62	62	NUM
ejpam-2951	267	3	]	]	PUNCT
ejpam-2951	267	4	proposed	propose	VERB
ejpam-2951	267	5	the	the	DET
ejpam-2951	267	6	following	follow	VERB
ejpam-2951	267	7	vector	vector	NOUN
ejpam-2951	267	8	autoregressive	autoregressive	ADJ
ejpam-2951	267	9	model	model	NOUN
ejpam-2951	267	10	:	:	PUNCT
ejpam-2951	267	11	φ∗(l)(1−	φ∗(l)(1−	ADJ
ejpam-2951	267	12	l)dyt	l)dyt	ADJ
ejpam-2951	267	13	=	=	SYM
ejpam-2951	267	14	−(1−	−(1−	NOUN
ejpam-2951	267	15	(	(	PUNCT
ejpam-2951	267	16	1−	1−	NUM
ejpam-2951	267	17	l)b)(1−	l)b)(1−	NOUN
ejpam-2951	267	18	l)d−bγα	l)d−bγα	ADV
ejpam-2951	267	19	>	>	X
ejpam-2951	267	20	yt−1	yt−1	PROPN
ejpam-2951	267	21	+	+	PROPN
ejpam-2951	267	22	θ(l)εt	θ(l)εt	PROPN
ejpam-2951	267	23	,	,	PUNCT
ejpam-2951	267	24	(	(	PUNCT
ejpam-2951	267	25	10	10	NUM
ejpam-2951	267	26	)	)	PUNCT
ejpam-2951	267	27	where	where	SCONJ
ejpam-2951	267	28	the	the	DET
ejpam-2951	267	29	dimension	dimension	NOUN
ejpam-2951	267	30	of	of	ADP
ejpam-2951	267	31	yt	yt	PROPN
ejpam-2951	267	32	is	be	AUX
ejpam-2951	267	33	d	d	PROPN
ejpam-2951	267	34	∈	∈	PROPN
ejpam-2951	267	35	n	n	CCONJ
ejpam-2951	267	36	,	,	PUNCT
ejpam-2951	267	37	φ∗(0	φ∗(0	NOUN
ejpam-2951	267	38	)	)	PUNCT
ejpam-2951	267	39	is	be	AUX
ejpam-2951	267	40	the	the	DET
ejpam-2951	267	41	d	d	PROPN
ejpam-2951	267	42	×	×	NOUN
ejpam-2951	267	43	d	d	NOUN
ejpam-2951	267	44	identity	identity	NOUN
ejpam-2951	267	45	matrix	matrix	NOUN
ejpam-2951	267	46	,	,	PUNCT
ejpam-2951	267	47	φ∗(1	φ∗(1	NOUN
ejpam-2951	267	48	)	)	PUNCT
ejpam-2951	267	49	is	be	AUX
ejpam-2951	267	50	of	of	ADP
ejpam-2951	267	51	full	full	ADJ
ejpam-2951	267	52	-	-	PUNCT
ejpam-2951	267	53	rank	rank	NOUN
ejpam-2951	267	54	,	,	PUNCT
ejpam-2951	267	55	and	and	CCONJ
ejpam-2951	267	56	εt	εt	PROPN
ejpam-2951	267	57	is	be	AUX
ejpam-2951	267	58	a	a	DET
ejpam-2951	267	59	serially	serially	ADV
ejpam-2951	267	60	independent	independent	ADJ
ejpam-2951	267	61	zero	zero	NUM
ejpam-2951	267	62	mean	mean	NOUN
ejpam-2951	267	63	process	process	NOUN
ejpam-2951	267	64	with	with	ADP
ejpam-2951	267	65	a	a	DET
ejpam-2951	267	66	joint	joint	ADJ
ejpam-2951	267	67	distribution	distribution	NOUN
ejpam-2951	267	68	.	.	PUNCT
ejpam-2951	268	1	α	α	PROPN
ejpam-2951	268	2	and	and	CCONJ
ejpam-2951	268	3	γ	γ	PROPN
ejpam-2951	268	4	are	be	AUX
ejpam-2951	268	5	d×	d×	NOUN
ejpam-2951	268	6	r	r	NOUN
ejpam-2951	268	7	matrices	matrix	NOUN
ejpam-2951	268	8	of	of	ADP
ejpam-2951	268	9	rank	rank	NOUN
ejpam-2951	268	10	r	r	NOUN
ejpam-2951	268	11	≤	≤	NUM
ejpam-2951	268	12	d.	d.	PROPN
ejpam-2951	268	13	johansen	johansen	PROPN
ejpam-2951	269	1	[	[	X
ejpam-2951	269	2	79	79	NUM
ejpam-2951	269	3	]	]	X
ejpam-2951	269	4	extended	extend	VERB
ejpam-2951	269	5	(	(	PUNCT
ejpam-2951	269	6	10	10	NUM
ejpam-2951	269	7	)	)	PUNCT
ejpam-2951	269	8	by	by	ADP
ejpam-2951	269	9	replacing	replace	VERB
ejpam-2951	269	10	φ∗(l	φ∗(l	PROPN
ejpam-2951	269	11	)	)	PUNCT
ejpam-2951	269	12	with	with	ADP
ejpam-2951	269	13	another	another	DET
ejpam-2951	269	14	polynomial	polynomial	ADJ
ejpam-2951	269	15	,	,	PUNCT
ejpam-2951	269	16	φ((1	φ((1	PROPN
ejpam-2951	269	17	−	−	PROPN
ejpam-2951	269	18	(	(	PUNCT
ejpam-2951	269	19	1	1	NUM
ejpam-2951	269	20	−	−	NOUN
ejpam-2951	269	21	l)b	l)b	ADJ
ejpam-2951	269	22	)	)	PUNCT
ejpam-2951	269	23	.	.	PUNCT
ejpam-2951	270	1	when	when	SCONJ
ejpam-2951	270	2	cointegration	cointegration	NOUN
ejpam-2951	270	3	models	model	NOUN
ejpam-2951	270	4	defined	define	VERB
ejpam-2951	270	5	in	in	ADP
ejpam-2951	270	6	the	the	DET
ejpam-2951	270	7	i(0)/i(1	i(0)/i(1	NOUN
ejpam-2951	270	8	)	)	PUNCT
ejpam-2951	270	9	paradigm	paradigm	NOUN
ejpam-2951	270	10	are	be	AUX
ejpam-2951	270	11	generalized	generalize	VERB
ejpam-2951	270	12	to	to	PART
ejpam-2951	270	13	encompass	encompass	VERB
ejpam-2951	270	14	fractional	fractional	ADJ
ejpam-2951	270	15	dynamics	dynamic	NOUN
ejpam-2951	270	16	in	in	ADP
ejpam-2951	270	17	this	this	DET
ejpam-2951	270	18	fashion	fashion	NOUN
ejpam-2951	270	19	,	,	PUNCT
ejpam-2951	270	20	it	it	PRON
ejpam-2951	270	21	is	be	AUX
ejpam-2951	270	22	important	important	ADJ
ejpam-2951	270	23	to	to	PART
ejpam-2951	270	24	know	know	VERB
ejpam-2951	270	25	the	the	DET
ejpam-2951	270	26	conditions	condition	NOUN
ejpam-2951	270	27	under	under	ADP
ejpam-2951	270	28	which	which	PRON
ejpam-2951	270	29	the	the	DET
ejpam-2951	270	30	solutions	solution	NOUN
ejpam-2951	270	31	of	of	ADP
ejpam-2951	270	32	new	new	ADJ
ejpam-2951	270	33	dynamic	dynamic	ADJ
ejpam-2951	270	34	equations	equation	NOUN
ejpam-2951	270	35	are	be	AUX
ejpam-2951	270	36	well	well	ADV
ejpam-2951	270	37	-	-	PUNCT
ejpam-2951	270	38	defined	define	VERB
ejpam-2951	270	39	and	and	CCONJ
ejpam-2951	270	40	are	be	AUX
ejpam-2951	270	41	allowed	allow	VERB
ejpam-2951	270	42	to	to	PART
ejpam-2951	270	43	be	be	AUX
ejpam-2951	270	44	fractional	fractional	ADJ
ejpam-2951	270	45	,	,	PUNCT
ejpam-2951	270	46	so	so	SCONJ
ejpam-2951	270	47	that	that	SCONJ
ejpam-2951	270	48	the	the	DET
ejpam-2951	270	49	equations	equation	NOUN
ejpam-2951	270	50	serve	serve	VERB
ejpam-2951	270	51	as	as	ADP
ejpam-2951	270	52	valid	valid	ADJ
ejpam-2951	270	53	platforms	platform	NOUN
ejpam-2951	270	54	for	for	ADP
ejpam-2951	270	55	making	make	VERB
ejpam-2951	270	56	inference	inference	NOUN
ejpam-2951	270	57	on	on	ADP
ejpam-2951	270	58	cofractional	cofractional	ADJ
ejpam-2951	270	59	relationships	relationship	NOUN
ejpam-2951	270	60	and	and	CCONJ
ejpam-2951	270	61	fractional	fractional	ADJ
ejpam-2951	270	62	orders	order	NOUN
ejpam-2951	270	63	.	.	PUNCT
ejpam-2951	271	1	see	see	VERB
ejpam-2951	271	2	granger	granger	NOUN
ejpam-2951	272	1	[	[	X
ejpam-2951	272	2	62	62	NUM
ejpam-2951	272	3	]	]	PUNCT
ejpam-2951	272	4	and	and	CCONJ
ejpam-2951	272	5	johansen	johansen	PROPN
ejpam-2951	273	1	[	[	X
ejpam-2951	273	2	79	79	NUM
ejpam-2951	273	3	]	]	PUNCT
ejpam-2951	273	4	for	for	ADP
ejpam-2951	273	5	a	a	DET
ejpam-2951	273	6	detailed	detailed	ADJ
ejpam-2951	273	7	account	account	NOUN
ejpam-2951	273	8	on	on	ADP
ejpam-2951	273	9	this	this	DET
ejpam-2951	273	10	issue	issue	NOUN
ejpam-2951	273	11	.	.	PUNCT
ejpam-2951	274	1	the	the	DET
ejpam-2951	274	2	maximum	maximum	ADJ
ejpam-2951	274	3	likelihood	likelihood	NOUN
ejpam-2951	274	4	method	method	NOUN
ejpam-2951	274	5	based	base	VERB
ejpam-2951	274	6	on	on	ADP
ejpam-2951	274	7	the	the	DET
ejpam-2951	274	8	conditional	conditional	ADJ
ejpam-2951	274	9	gaussian	gaussian	ADJ
ejpam-2951	274	10	likelihood	likelihood	NOUN
ejpam-2951	274	11	can	can	AUX
ejpam-2951	274	12	be	be	AUX
ejpam-2951	274	13	used	use	VERB
ejpam-2951	274	14	to	to	PART
ejpam-2951	274	15	estimate	estimate	VERB
ejpam-2951	274	16	cofractional	cofractional	ADJ
ejpam-2951	274	17	models	model	NOUN
ejpam-2951	274	18	in	in	ADP
ejpam-2951	274	19	the	the	DET
ejpam-2951	274	20	time	time	NOUN
ejpam-2951	274	21	domain	domain	NOUN
ejpam-2951	274	22	.	.	PUNCT
ejpam-2951	275	1	johansen	johansen	PROPN
ejpam-2951	275	2	and	and	CCONJ
ejpam-2951	275	3	nielsen	nielsen	PROPN
ejpam-2951	275	4	[	[	X
ejpam-2951	275	5	81	81	NUM
ejpam-2951	275	6	]	]	PUNCT
ejpam-2951	275	7	considered	consider	VERB
ejpam-2951	275	8	this	this	PRON
ejpam-2951	275	9	for	for	ADP
ejpam-2951	275	10	the	the	DET
ejpam-2951	275	11	above	above	ADJ
ejpam-2951	275	12	vector	vector	NOUN
ejpam-2951	275	13	autoregressive	autoregressive	ADJ
ejpam-2951	275	14	model	model	NOUN
ejpam-2951	275	15	with	with	ADP
ejpam-2951	275	16	φ∗(l	φ∗(l	PROPN
ejpam-2951	275	17	)	)	PUNCT
ejpam-2951	275	18	replaced	replace	VERB
ejpam-2951	275	19	by	by	ADP
ejpam-2951	275	20	a	a	DET
ejpam-2951	275	21	polynomial	polynomial	NOUN
ejpam-2951	275	22	in	in	ADP
ejpam-2951	275	23	(	(	PUNCT
ejpam-2951	275	24	1−l)b	1−l)b	X
ejpam-2951	275	25	.	.	PUNCT
ejpam-2951	276	1	their	their	PRON
ejpam-2951	276	2	analysis	analysis	NOUN
ejpam-2951	276	3	assumed	assume	VERB
ejpam-2951	276	4	that	that	SCONJ
ejpam-2951	276	5	errors	error	NOUN
ejpam-2951	276	6	are	be	AUX
ejpam-2951	276	7	i.i.d	i.i.d	ADJ
ejpam-2951	276	8	.	.	PUNCT
ejpam-2951	277	1	with	with	ADP
ejpam-2951	277	2	suitable	suitable	ADJ
ejpam-2951	277	3	moment	moment	NOUN
ejpam-2951	277	4	conditions	condition	NOUN
ejpam-2951	277	5	and	and	CCONJ
ejpam-2951	277	6	that	that	SCONJ
ejpam-2951	277	7	initial	initial	ADJ
ejpam-2951	277	8	values	value	NOUN
ejpam-2951	277	9	are	be	AUX
ejpam-2951	277	10	a	a	DET
ejpam-2951	277	11	deterministic	deterministic	ADJ
ejpam-2951	277	12	bounded	bound	VERB
ejpam-2951	277	13	sequence	sequence	NOUN
ejpam-2951	277	14	.	.	PUNCT
ejpam-2951	278	1	they	they	PRON
ejpam-2951	278	2	showed	show	VERB
ejpam-2951	278	3	that	that	SCONJ
ejpam-2951	278	4	the	the	DET
ejpam-2951	278	5	maximum	maximum	ADJ
ejpam-2951	278	6	likelihood	likelihood	NOUN
ejpam-2951	278	7	estimator	estimator	NOUN
ejpam-2951	278	8	is	be	AUX
ejpam-2951	278	9	consistent	consistent	ADJ
ejpam-2951	278	10	,	,	PUNCT
ejpam-2951	278	11	and	and	CCONJ
ejpam-2951	278	12	that	that	SCONJ
ejpam-2951	278	13	the	the	DET
ejpam-2951	278	14	likelihood	likelihood	NOUN
ejpam-2951	278	15	ratio	ratio	NOUN
ejpam-2951	278	16	test	test	NOUN
ejpam-2951	278	17	for	for	ADP
ejpam-2951	278	18	cointegration	cointegration	NOUN
ejpam-2951	278	19	rank	rank	NOUN
ejpam-2951	278	20	has	have	VERB
ejpam-2951	278	21	standard	standard	ADJ
ejpam-2951	278	22	limiting	limiting	NOUN
ejpam-2951	278	23	distributions	distribution	NOUN
ejpam-2951	278	24	(	(	PUNCT
ejpam-2951	278	25	gaussian	gaussian	NOUN
ejpam-2951	278	26	or	or	CCONJ
ejpam-2951	278	27	chi	chi	ADV
ejpam-2951	278	28	-	-	PUNCT
ejpam-2951	278	29	squared	square	VERB
ejpam-2951	278	30	)	)	PUNCT
ejpam-2951	278	31	when	when	SCONJ
ejpam-2951	278	32	b	b	X
ejpam-2951	278	33	<	<	X
ejpam-2951	278	34	1/2	1/2	NUM
ejpam-2951	278	35	.	.	PUNCT
ejpam-2951	279	1	johansen	johansen	PROPN
ejpam-2951	279	2	and	and	CCONJ
ejpam-2951	279	3	nielsen	nielsen	PROPN
ejpam-2951	280	1	[	[	X
ejpam-2951	280	2	80	80	NUM
ejpam-2951	280	3	]	]	PUNCT
ejpam-2951	280	4	derived	derive	VERB
ejpam-2951	280	5	analogous	analogous	ADJ
ejpam-2951	280	6	results	result	NOUN
ejpam-2951	280	7	in	in	ADP
ejpam-2951	280	8	the	the	DET
ejpam-2951	280	9	context	context	NOUN
ejpam-2951	280	10	of	of	ADP
ejpam-2951	280	11	univariate	univariate	ADJ
ejpam-2951	280	12	nonstationary	nonstationary	ADJ
ejpam-2951	280	13	fractional	fractional	ADJ
ejpam-2951	280	14	processes	process	NOUN
ejpam-2951	280	15	.	.	PUNCT
ejpam-2951	281	1	the	the	DET
ejpam-2951	281	2	choice	choice	NOUN
ejpam-2951	281	3	of	of	ADP
ejpam-2951	281	4	the	the	DET
ejpam-2951	281	5	treatment	treatment	NOUN
ejpam-2951	281	6	of	of	ADP
ejpam-2951	281	7	initial	initial	ADJ
ejpam-2951	281	8	values	value	NOUN
ejpam-2951	281	9	can	can	AUX
ejpam-2951	281	10	have	have	VERB
ejpam-2951	281	11	a	a	DET
ejpam-2951	281	12	non	non	ADJ
ejpam-2951	281	13	-	-	ADJ
ejpam-2951	281	14	negligible	negligible	ADJ
ejpam-2951	281	15	impact	impact	NOUN
ejpam-2951	281	16	on	on	ADP
ejpam-2951	281	17	the	the	DET
ejpam-2951	281	18	inference	inference	NOUN
ejpam-2951	281	19	as	as	SCONJ
ejpam-2951	281	20	we	we	PRON
ejpam-2951	281	21	discussed	discuss	VERB
ejpam-2951	281	22	in	in	ADP
ejpam-2951	281	23	section	section	NOUN
ejpam-2951	281	24	2.1	2.1	NUM
ejpam-2951	281	25	.	.	PUNCT
ejpam-2951	282	1	alternatively	alternatively	ADV
ejpam-2951	282	2	,	,	PUNCT
ejpam-2951	282	3	davidson	davidson	PROPN
ejpam-2951	283	1	[	[	X
ejpam-2951	283	2	33	33	NUM
ejpam-2951	283	3	,	,	PUNCT
ejpam-2951	283	4	34	34	NUM
ejpam-2951	283	5	]	]	PUNCT
ejpam-2951	283	6	implemented	implement	VERB
ejpam-2951	283	7	bootstrap	bootstrap	NOUN
ejpam-2951	283	8	procedures	procedure	NOUN
ejpam-2951	283	9	to	to	PART
ejpam-2951	283	10	test	test	VERB
ejpam-2951	283	11	cofractional	cofractional	ADJ
ejpam-2951	283	12	relationship	relationship	NOUN
ejpam-2951	283	13	.	.	PUNCT
ejpam-2951	284	1	their	their	PRON
ejpam-2951	284	2	procedures	procedure	NOUN
ejpam-2951	284	3	can	can	AUX
ejpam-2951	284	4	be	be	AUX
ejpam-2951	284	5	useful	useful	ADJ
ejpam-2951	284	6	if	if	SCONJ
ejpam-2951	284	7	one	one	NUM
ejpam-2951	284	8	suspects	suspect	VERB
ejpam-2951	284	9	that	that	SCONJ
ejpam-2951	284	10	the	the	DET
ejpam-2951	284	11	assumptions	assumption	NOUN
ejpam-2951	284	12	of	of	ADP
ejpam-2951	284	13	standard	standard	ADJ
ejpam-2951	284	14	test	test	NOUN
ejpam-2951	284	15	statistics	statistic	NOUN
ejpam-2951	284	16	might	might	AUX
ejpam-2951	284	17	be	be	AUX
ejpam-2951	284	18	violated	violate	VERB
ejpam-2951	284	19	.	.	PUNCT
ejpam-2951	285	1	fractional	fractional	ADJ
ejpam-2951	285	2	cointegration	cointegration	NOUN
ejpam-2951	285	3	can	can	AUX
ejpam-2951	285	4	be	be	AUX
ejpam-2951	285	5	estimated	estimate	VERB
ejpam-2951	285	6	also	also	ADV
ejpam-2951	285	7	in	in	ADP
ejpam-2951	285	8	the	the	DET
ejpam-2951	285	9	frequency	frequency	NOUN
ejpam-2951	285	10	domain	domain	NOUN
ejpam-2951	285	11	using	use	VERB
ejpam-2951	285	12	the	the	DET
ejpam-2951	285	13	narrow	narrow	ADJ
ejpam-2951	285	14	-	-	PUNCT
ejpam-2951	285	15	band	band	NOUN
ejpam-2951	285	16	least	least	ADJ
ejpam-2951	285	17	squares	square	NOUN
ejpam-2951	285	18	estimator	estimator	NOUN
ejpam-2951	285	19	proposed	propose	VERB
ejpam-2951	285	20	by	by	ADP
ejpam-2951	285	21	robinson	robinson	PROPN
ejpam-2951	285	22	[	[	X
ejpam-2951	285	23	111	111	NUM
ejpam-2951	285	24	]	]	PUNCT
ejpam-2951	285	25	.	.	PUNCT
ejpam-2951	286	1	the	the	DET
ejpam-2951	286	2	properties	property	NOUN
ejpam-2951	286	3	of	of	ADP
ejpam-2951	286	4	this	this	DET
ejpam-2951	286	5	estimator	estimator	NOUN
ejpam-2951	286	6	were	be	AUX
ejpam-2951	286	7	studied	study	VERB
ejpam-2951	286	8	by	by	ADP
ejpam-2951	286	9	,	,	PUNCT
ejpam-2951	286	10	for	for	ADP
ejpam-2951	286	11	instance	instance	NOUN
ejpam-2951	286	12	,	,	PUNCT
ejpam-2951	286	13	lobato	lobato	PROPN
ejpam-2951	287	1	[	[	X
ejpam-2951	287	2	93	93	NUM
ejpam-2951	287	3	]	]	PUNCT
ejpam-2951	287	4	,	,	PUNCT
ejpam-2951	287	5	robinson	robinson	PROPN
ejpam-2951	287	6	and	and	CCONJ
ejpam-2951	287	7	marinucci	marinucci	VERB
ejpam-2951	288	1	[	[	X
ejpam-2951	288	2	113	113	NUM
ejpam-2951	288	3	,	,	PUNCT
ejpam-2951	288	4	114	114	NUM
ejpam-2951	288	5	]	]	PUNCT
ejpam-2951	288	6	,	,	PUNCT
ejpam-2951	288	7	and	and	CCONJ
ejpam-2951	288	8	christensen	christensen	PROPN
ejpam-2951	288	9	and	and	CCONJ
ejpam-2951	288	10	nielsen	nielsen	PROPN
ejpam-2951	289	1	[	[	X
ejpam-2951	289	2	28	28	NUM
ejpam-2951	289	3	]	]	PUNCT
ejpam-2951	289	4	.	.	PUNCT
ejpam-2951	290	1	in	in	ADP
ejpam-2951	290	2	finance	finance	NOUN
ejpam-2951	290	3	and	and	CCONJ
ejpam-2951	290	4	economics	economic	NOUN
ejpam-2951	290	5	,	,	PUNCT
ejpam-2951	290	6	fractional	fractional	ADJ
ejpam-2951	290	7	cointegration	cointegration	NOUN
ejpam-2951	290	8	shed	shed	VERB
ejpam-2951	290	9	light	light	NOUN
ejpam-2951	290	10	on	on	ADP
ejpam-2951	290	11	several	several	ADJ
ejpam-2951	290	12	empirical	empirical	ADJ
ejpam-2951	290	13	puzzles	puzzle	NOUN
ejpam-2951	290	14	that	that	PRON
ejpam-2951	290	15	have	have	AUX
ejpam-2951	290	16	attracted	attract	VERB
ejpam-2951	290	17	attention	attention	NOUN
ejpam-2951	290	18	.	.	PUNCT
ejpam-2951	291	1	for	for	ADP
ejpam-2951	291	2	instance	instance	NOUN
ejpam-2951	291	3	,	,	PUNCT
ejpam-2951	291	4	spot	spot	NOUN
ejpam-2951	291	5	exchange	exchange	NOUN
ejpam-2951	291	6	rates	rate	NOUN
ejpam-2951	291	7	that	that	PRON
ejpam-2951	291	8	are	be	AUX
ejpam-2951	291	9	individually	individually	ADV
ejpam-2951	291	10	found	find	VERB
ejpam-2951	291	11	to	to	PART
ejpam-2951	291	12	be	be	AUX
ejpam-2951	291	13	nonstationary	nonstationary	ADJ
ejpam-2951	291	14	often	often	ADV
ejpam-2951	291	15	appear	appear	VERB
ejpam-2951	291	16	to	to	PART
ejpam-2951	291	17	be	be	AUX
ejpam-2951	291	18	tied	tie	VERB
ejpam-2951	291	19	to	to	ADP
ejpam-2951	291	20	each	each	DET
ejpam-2951	291	21	other	other	ADJ
ejpam-2951	291	22	in	in	ADP
ejpam-2951	291	23	the	the	DET
ejpam-2951	291	24	long	long	ADV
ejpam-2951	291	25	-	-	PUNCT
ejpam-2951	291	26	run	run	NOUN
ejpam-2951	291	27	.	.	PUNCT
ejpam-2951	292	1	this	this	DET
ejpam-2951	292	2	relationship	relationship	NOUN
ejpam-2951	292	3	could	could	AUX
ejpam-2951	292	4	not	not	PART
ejpam-2951	292	5	be	be	AUX
ejpam-2951	292	6	sufficiently	sufficiently	ADV
ejpam-2951	292	7	explained	explain	VERB
ejpam-2951	292	8	by	by	ADP
ejpam-2951	292	9	cointegration	cointegration	NOUN
ejpam-2951	292	10	models	model	NOUN
ejpam-2951	292	11	in	in	ADP
ejpam-2951	292	12	the	the	DET
ejpam-2951	292	13	i(0)/i(1	i(0)/i(1	NOUN
ejpam-2951	292	14	)	)	PUNCT
ejpam-2951	292	15	paradigm	paradigm	NOUN
ejpam-2951	292	16	.	.	PUNCT
ejpam-2951	293	1	baillie	baillie	PROPN
ejpam-2951	293	2	and	and	CCONJ
ejpam-2951	293	3	bollerslev	bollerslev	ADJ
ejpam-2951	293	4	[	[	X
ejpam-2951	293	5	11	11	NUM
ejpam-2951	293	6	]	]	PUNCT
ejpam-2951	293	7	found	find	VERB
ejpam-2951	293	8	that	that	SCONJ
ejpam-2951	293	9	allowing	allow	VERB
ejpam-2951	293	10	for	for	ADP
ejpam-2951	293	11	long	long	ADJ
ejpam-2951	293	12	-	-	PUNCT
ejpam-2951	293	13	range	range	NOUN
ejpam-2951	293	14	dependence	dependence	NOUN
ejpam-2951	293	15	in	in	ADP
ejpam-2951	293	16	individual	individual	ADJ
ejpam-2951	293	17	series	series	NOUN
ejpam-2951	293	18	can	can	AUX
ejpam-2951	293	19	reveal	reveal	VERB
ejpam-2951	293	20	fractionally	fractionally	ADV
ejpam-2951	293	21	cointegrated	cointegrate	VERB
ejpam-2951	293	22	relationships	relationship	NOUN
ejpam-2951	293	23	between	between	ADP
ejpam-2951	293	24	them	they	PRON
ejpam-2951	293	25	.	.	PUNCT
ejpam-2951	294	1	another	another	DET
ejpam-2951	294	2	puzzle	puzzle	NOUN
ejpam-2951	294	3	concerns	concern	VERB
ejpam-2951	294	4	the	the	DET
ejpam-2951	294	5	relationship	relationship	NOUN
ejpam-2951	294	6	between	between	ADP
ejpam-2951	294	7	implied	imply	VERB
ejpam-2951	294	8	volatility	volatility	NOUN
ejpam-2951	294	9	(	(	PUNCT
ejpam-2951	294	10	iv	iv	NOUN
ejpam-2951	294	11	)	)	PUNCT
ejpam-2951	294	12	and	and	CCONJ
ejpam-2951	294	13	realized	realize	VERB
ejpam-2951	294	14	volatility	volatility	NOUN
ejpam-2951	294	15	(	(	PUNCT
ejpam-2951	294	16	rv	rv	NOUN
ejpam-2951	294	17	)	)	PUNCT
ejpam-2951	294	18	,	,	PUNCT
ejpam-2951	294	19	which	which	PRON
ejpam-2951	294	20	we	we	PRON
ejpam-2951	294	21	touched	touch	VERB
ejpam-2951	294	22	on	on	ADP
ejpam-2951	294	23	earlier.‡	earlier.‡	INTJ
ejpam-2951	294	24	if	if	SCONJ
ejpam-2951	294	25	traders	trader	NOUN
ejpam-2951	294	26	are	be	AUX
ejpam-2951	294	27	rational	rational	ADJ
ejpam-2951	294	28	and	and	CCONJ
ejpam-2951	294	29	markets	market	NOUN
ejpam-2951	294	30	are	be	AUX
ejpam-2951	294	31	‡iv	‡iv	NOUN
ejpam-2951	294	32	is	be	AUX
ejpam-2951	294	33	the	the	DET
ejpam-2951	294	34	value	value	NOUN
ejpam-2951	294	35	of	of	ADP
ejpam-2951	294	36	the	the	DET
ejpam-2951	294	37	volatility	volatility	NOUN
ejpam-2951	294	38	parameter	parameter	NOUN
ejpam-2951	294	39	in	in	ADP
ejpam-2951	294	40	black	black	ADJ
ejpam-2951	294	41	and	and	CCONJ
ejpam-2951	294	42	scholes	schole	NOUN
ejpam-2951	294	43	’s	’s	PART
ejpam-2951	294	44	[	[	X
ejpam-2951	294	45	18	18	NUM
ejpam-2951	294	46	]	]	SYM
ejpam-2951	294	47	option	option	NOUN
ejpam-2951	294	48	pricing	pricing	NOUN
ejpam-2951	294	49	formula	formula	NOUN
ejpam-2951	294	50	that	that	PRON
ejpam-2951	294	51	is	be	AUX
ejpam-2951	294	52	consistent	consistent	ADJ
ejpam-2951	294	53	with	with	ADP
ejpam-2951	294	54	observed	observed	ADJ
ejpam-2951	294	55	option	option	NOUN
ejpam-2951	294	56	prices	price	NOUN
ejpam-2951	294	57	.	.	PUNCT
ejpam-2951	295	1	rv	rv	PROPN
ejpam-2951	295	2	is	be	AUX
ejpam-2951	295	3	the	the	DET
ejpam-2951	295	4	sum	sum	NOUN
ejpam-2951	295	5	of	of	ADP
ejpam-2951	295	6	squared	square	VERB
ejpam-2951	295	7	returns	return	NOUN
ejpam-2951	295	8	of	of	ADP
ejpam-2951	295	9	the	the	DET
ejpam-2951	295	10	underlying	underlie	VERB
ejpam-2951	295	11	asset	asset	NOUN
ejpam-2951	295	12	measured	measure	VERB
ejpam-2951	295	13	r.	r.	PROPN
ejpam-2951	295	14	ito	ito	PROPN
ejpam-2951	295	15	/	/	SYM
ejpam-2951	295	16	eur	eur	PROPN
ejpam-2951	295	17	.	.	PUNCT
ejpam-2951	296	1	j.	j.	PROPN
ejpam-2951	296	2	pure	pure	PROPN
ejpam-2951	296	3	appl	appl	PROPN
ejpam-2951	296	4	.	.	PROPN
ejpam-2951	296	5	math	math	PROPN
ejpam-2951	296	6	,	,	PUNCT
ejpam-2951	296	7	10	10	NUM
ejpam-2951	296	8	(	(	PUNCT
ejpam-2951	296	9	1	1	NUM
ejpam-2951	296	10	)	)	PUNCT
ejpam-2951	296	11	(	(	PUNCT
ejpam-2951	296	12	2017	2017	NUM
ejpam-2951	296	13	)	)	PUNCT
ejpam-2951	296	14	,	,	PUNCT
ejpam-2951	296	15	82	82	NUM
ejpam-2951	296	16	-	-	SYM
ejpam-2951	296	17	103	103	NUM
ejpam-2951	296	18	92	92	NUM
ejpam-2951	296	19	efficient	efficient	ADJ
ejpam-2951	296	20	,	,	PUNCT
ejpam-2951	296	21	financial	financial	ADJ
ejpam-2951	296	22	theories	theory	NOUN
ejpam-2951	296	23	suggest	suggest	VERB
ejpam-2951	296	24	that	that	SCONJ
ejpam-2951	296	25	iv	iv	PRON
ejpam-2951	296	26	is	be	AUX
ejpam-2951	296	27	an	an	DET
ejpam-2951	296	28	unbiased	unbiased	ADJ
ejpam-2951	296	29	predictor	predictor	NOUN
ejpam-2951	296	30	of	of	ADP
ejpam-2951	296	31	rv	rv	PROPN
ejpam-2951	296	32	.	.	PUNCT
ejpam-2951	297	1	however	however	ADV
ejpam-2951	297	2	,	,	PUNCT
ejpam-2951	297	3	iv	iv	PRON
ejpam-2951	297	4	tended	tend	VERB
ejpam-2951	297	5	to	to	PART
ejpam-2951	297	6	be	be	AUX
ejpam-2951	297	7	biased	bias	VERB
ejpam-2951	297	8	empirically	empirically	ADV
ejpam-2951	297	9	.	.	PUNCT
ejpam-2951	298	1	using	use	VERB
ejpam-2951	298	2	either	either	CCONJ
ejpam-2951	298	3	selected	select	VERB
ejpam-2951	298	4	foreign	foreign	ADJ
ejpam-2951	298	5	exchange	exchange	NOUN
ejpam-2951	298	6	rates	rate	NOUN
ejpam-2951	298	7	or	or	CCONJ
ejpam-2951	298	8	stock	stock	NOUN
ejpam-2951	298	9	prices	price	NOUN
ejpam-2951	298	10	,	,	PUNCT
ejpam-2951	298	11	studies	study	NOUN
ejpam-2951	298	12	showed	show	VERB
ejpam-2951	298	13	that	that	SCONJ
ejpam-2951	298	14	allowing	allow	VERB
ejpam-2951	298	15	for	for	ADP
ejpam-2951	298	16	long	long	ADJ
ejpam-2951	298	17	-	-	PUNCT
ejpam-2951	298	18	range	range	NOUN
ejpam-2951	298	19	dependence	dependence	NOUN
ejpam-2951	298	20	in	in	ADP
ejpam-2951	298	21	both	both	DET
ejpam-2951	298	22	iv	iv	NOUN
ejpam-2951	298	23	and	and	CCONJ
ejpam-2951	298	24	rv	rv	PROPN
ejpam-2951	298	25	can	can	AUX
ejpam-2951	298	26	unveil	unveil	VERB
ejpam-2951	298	27	a	a	DET
ejpam-2951	298	28	fractionally	fractionally	ADV
ejpam-2951	298	29	cointegrated	cointegrate	VERB
ejpam-2951	298	30	relationship	relationship	NOUN
ejpam-2951	298	31	between	between	ADP
ejpam-2951	298	32	them	they	PRON
ejpam-2951	298	33	with	with	ADP
ejpam-2951	298	34	the	the	DET
ejpam-2951	298	35	associated	associated	ADJ
ejpam-2951	298	36	α̂	α̂	NUM
ejpam-2951	298	37	suggesting	suggest	VERB
ejpam-2951	298	38	the	the	DET
ejpam-2951	298	39	unbiasedness	unbiasedness	NOUN
ejpam-2951	298	40	of	of	ADP
ejpam-2951	298	41	iv	iv	PROPN
ejpam-2951	298	42	.	.	PUNCT
ejpam-2951	299	1	see	see	VERB
ejpam-2951	299	2	kellard	kellard	NOUN
ejpam-2951	299	3	et	et	PROPN
ejpam-2951	299	4	al	al	PROPN
ejpam-2951	299	5	.	.	PUNCT
ejpam-2951	300	1	[	[	X
ejpam-2951	300	2	84	84	NUM
ejpam-2951	300	3	]	]	PUNCT
ejpam-2951	300	4	,	,	PUNCT
ejpam-2951	300	5	nielsen	nielsen	PROPN
ejpam-2951	301	1	[	[	X
ejpam-2951	301	2	97	97	NUM
ejpam-2951	301	3	]	]	PUNCT
ejpam-2951	301	4	,	,	PUNCT
ejpam-2951	301	5	bandi	bandi	PROPN
ejpam-2951	301	6	and	and	CCONJ
ejpam-2951	301	7	perron	perron	PROPN
ejpam-2951	302	1	[	[	X
ejpam-2951	302	2	15	15	NUM
ejpam-2951	302	3	]	]	PUNCT
ejpam-2951	302	4	,	,	PUNCT
ejpam-2951	302	5	and	and	CCONJ
ejpam-2951	302	6	christensen	christensen	PROPN
ejpam-2951	302	7	and	and	CCONJ
ejpam-2951	302	8	nielsen	nielsen	PROPN
ejpam-2951	303	1	[	[	X
ejpam-2951	303	2	28	28	NUM
ejpam-2951	303	3	]	]	PUNCT
ejpam-2951	303	4	.	.	PUNCT
ejpam-2951	304	1	another	another	DET
ejpam-2951	304	2	example	example	NOUN
ejpam-2951	304	3	of	of	ADP
ejpam-2951	304	4	fractional	fractional	ADJ
ejpam-2951	304	5	cointegration	cointegration	NOUN
ejpam-2951	304	6	is	be	AUX
ejpam-2951	304	7	between	between	ADP
ejpam-2951	304	8	spot	spot	NOUN
ejpam-2951	304	9	commodity	commodity	NOUN
ejpam-2951	304	10	prices	price	NOUN
ejpam-2951	304	11	and	and	CCONJ
ejpam-2951	304	12	the	the	DET
ejpam-2951	304	13	present	present	ADJ
ejpam-2951	304	14	price	price	NOUN
ejpam-2951	304	15	of	of	ADP
ejpam-2951	304	16	the	the	DET
ejpam-2951	304	17	corresponding	correspond	VERB
ejpam-2951	304	18	futures	future	NOUN
ejpam-2951	304	19	contract	contract	NOUN
ejpam-2951	304	20	.	.	PUNCT
ejpam-2951	305	1	see	see	VERB
ejpam-2951	305	2	baillie	baillie	PROPN
ejpam-2951	305	3	and	and	CCONJ
ejpam-2951	305	4	bollerslev	bollerslev	ADJ
ejpam-2951	305	5	[	[	X
ejpam-2951	305	6	10	10	NUM
ejpam-2951	305	7	]	]	PUNCT
ejpam-2951	305	8	,	,	PUNCT
ejpam-2951	305	9	figuerola	figuerola	PROPN
ejpam-2951	305	10	-	-	PUNCT
ejpam-2951	305	11	ferretti	ferretti	PROPN
ejpam-2951	305	12	and	and	CCONJ
ejpam-2951	305	13	gonzalo	gonzalo	PROPN
ejpam-2951	306	1	[	[	X
ejpam-2951	306	2	51	51	NUM
ejpam-2951	306	3	]	]	PUNCT
ejpam-2951	306	4	,	,	PUNCT
ejpam-2951	306	5	westerlund	westerlund	NOUN
ejpam-2951	306	6	and	and	CCONJ
ejpam-2951	306	7	narayan	narayan	NOUN
ejpam-2951	307	1	[	[	X
ejpam-2951	307	2	126	126	NUM
ejpam-2951	307	3	]	]	PUNCT
ejpam-2951	307	4	,	,	PUNCT
ejpam-2951	307	5	and	and	CCONJ
ejpam-2951	307	6	cavaliere	cavaliere	PROPN
ejpam-2951	307	7	et	et	PROPN
ejpam-2951	307	8	al	al	PROPN
ejpam-2951	307	9	.	.	PUNCT
ejpam-2951	308	1	[	[	X
ejpam-2951	308	2	25	25	NUM
ejpam-2951	308	3	]	]	PUNCT
ejpam-2951	308	4	for	for	ADP
ejpam-2951	308	5	discussions	discussion	NOUN
ejpam-2951	308	6	.	.	PUNCT
ejpam-2951	309	1	5	5	X
ejpam-2951	309	2	.	.	X
ejpam-2951	309	3	unit	unit	NOUN
ejpam-2951	309	4	-	-	PUNCT
ejpam-2951	309	5	root	root	NOUN
ejpam-2951	309	6	and	and	CCONJ
ejpam-2951	309	7	fractional	fractional	ADJ
ejpam-2951	309	8	alternatives	alternative	NOUN
ejpam-2951	309	9	around	around	ADP
ejpam-2951	309	10	the	the	DET
ejpam-2951	309	11	same	same	ADJ
ejpam-2951	309	12	time	time	NOUN
ejpam-2951	309	13	as	as	ADP
ejpam-2951	309	14	granger	granger	PROPN
ejpam-2951	309	15	’s	’s	PART
ejpam-2951	309	16	[	[	X
ejpam-2951	309	17	60	60	NUM
ejpam-2951	309	18	,	,	PUNCT
ejpam-2951	309	19	61	61	NUM
ejpam-2951	309	20	,	,	PUNCT
ejpam-2951	309	21	62	62	NUM
ejpam-2951	309	22	]	]	PUNCT
ejpam-2951	309	23	introduction	introduction	NOUN
ejpam-2951	309	24	to	to	ADP
ejpam-2951	309	25	fractional	fractional	ADJ
ejpam-2951	309	26	differencing	differencing	NOUN
ejpam-2951	309	27	and	and	CCONJ
ejpam-2951	309	28	(	(	PUNCT
ejpam-2951	309	29	fractional	fractional	ADJ
ejpam-2951	309	30	)	)	PUNCT
ejpam-2951	309	31	cointegration	cointegration	NOUN
ejpam-2951	309	32	,	,	PUNCT
ejpam-2951	309	33	dickey	dickey	NOUN
ejpam-2951	309	34	and	and	CCONJ
ejpam-2951	309	35	fuller	full	ADJ
ejpam-2951	309	36	[	[	X
ejpam-2951	309	37	41	41	NUM
ejpam-2951	309	38	,	,	PUNCT
ejpam-2951	309	39	42	42	NUM
ejpam-2951	309	40	]	]	PUNCT
ejpam-2951	309	41	developed	develop	VERB
ejpam-2951	309	42	unit	unit	NOUN
ejpam-2951	309	43	-	-	PUNCT
ejpam-2951	309	44	root	root	NOUN
ejpam-2951	309	45	tests	test	NOUN
ejpam-2951	309	46	,	,	PUNCT
ejpam-2951	309	47	which	which	PRON
ejpam-2951	309	48	have	have	AUX
ejpam-2951	309	49	been	be	AUX
ejpam-2951	309	50	routinely	routinely	ADV
ejpam-2951	309	51	applied	apply	VERB
ejpam-2951	309	52	to	to	PART
ejpam-2951	309	53	discriminate	discriminate	VERB
ejpam-2951	309	54	between	between	ADP
ejpam-2951	309	55	stationary	stationary	ADJ
ejpam-2951	309	56	and	and	CCONJ
ejpam-2951	309	57	nonstationary	nonstationary	ADJ
ejpam-2951	309	58	time	time	NOUN
ejpam-2951	309	59	series	series	PROPN
ejpam-2951	309	60	.	.	PUNCT
ejpam-2951	310	1	clive	clive	PROPN
ejpam-2951	310	2	granger	granger	PROPN
ejpam-2951	310	3	’s	’s	PART
ejpam-2951	310	4	work	work	NOUN
ejpam-2951	310	5	also	also	ADV
ejpam-2951	310	6	influenced	influence	VERB
ejpam-2951	310	7	the	the	DET
ejpam-2951	310	8	way	way	NOUN
ejpam-2951	310	9	we	we	PRON
ejpam-2951	310	10	understand	understand	VERB
ejpam-2951	310	11	unit	unit	NOUN
ejpam-2951	310	12	-	-	PUNCT
ejpam-2951	310	13	root	root	NOUN
ejpam-2951	310	14	tests	test	NOUN
ejpam-2951	310	15	,	,	PUNCT
ejpam-2951	310	16	and	and	CCONJ
ejpam-2951	310	17	compelled	compel	VERB
ejpam-2951	310	18	researchers	researcher	NOUN
ejpam-2951	310	19	to	to	PART
ejpam-2951	310	20	develop	develop	VERB
ejpam-2951	310	21	unit	unit	NOUN
ejpam-2951	310	22	-	-	PUNCT
ejpam-2951	310	23	root	root	NOUN
ejpam-2951	310	24	tests	test	NOUN
ejpam-2951	310	25	against	against	ADP
ejpam-2951	310	26	fractional	fractional	ADJ
ejpam-2951	310	27	alternatives	alternative	NOUN
ejpam-2951	310	28	.	.	PUNCT
ejpam-2951	311	1	sowell	sowell	PROPN
ejpam-2951	311	2	[	[	X
ejpam-2951	311	3	120	120	NUM
ejpam-2951	311	4	]	]	PUNCT
ejpam-2951	311	5	formally	formally	ADV
ejpam-2951	311	6	showed	show	VERB
ejpam-2951	311	7	that	that	SCONJ
ejpam-2951	311	8	misspecifying	misspecifye	VERB
ejpam-2951	311	9	the	the	DET
ejpam-2951	311	10	order	order	NOUN
ejpam-2951	311	11	of	of	ADP
ejpam-2951	311	12	fractional	fractional	ADJ
ejpam-2951	311	13	integration	integration	NOUN
ejpam-2951	311	14	can	can	AUX
ejpam-2951	311	15	lead	lead	VERB
ejpam-2951	311	16	to	to	ADP
ejpam-2951	311	17	the	the	DET
ejpam-2951	311	18	use	use	NOUN
ejpam-2951	311	19	of	of	ADP
ejpam-2951	311	20	different	different	ADJ
ejpam-2951	311	21	and	and	CCONJ
ejpam-2951	311	22	wrong	wrong	ADJ
ejpam-2951	311	23	limiting	limiting	NOUN
ejpam-2951	311	24	distributions	distribution	NOUN
ejpam-2951	311	25	in	in	ADP
ejpam-2951	311	26	tests	test	NOUN
ejpam-2951	311	27	for	for	ADP
ejpam-2951	311	28	nonstationarity	nonstationarity	NOUN
ejpam-2951	311	29	.	.	PUNCT
ejpam-2951	312	1	sowell	sowell	PROPN
ejpam-2951	313	1	[	[	X
ejpam-2951	313	2	120	120	NUM
ejpam-2951	313	3	]	]	PUNCT
ejpam-2951	313	4	derived	derive	VERB
ejpam-2951	313	5	asymptotic	asymptotic	ADJ
ejpam-2951	313	6	distributions	distribution	NOUN
ejpam-2951	313	7	for	for	ADP
ejpam-2951	313	8	the	the	DET
ejpam-2951	313	9	ordinary	ordinary	ADJ
ejpam-2951	313	10	least	least	ADJ
ejpam-2951	313	11	squares	square	NOUN
ejpam-2951	313	12	(	(	PUNCT
ejpam-2951	313	13	ols	ol	NOUN
ejpam-2951	313	14	)	)	PUNCT
ejpam-2951	313	15	estimate	estimate	NOUN
ejpam-2951	313	16	of	of	ADP
ejpam-2951	313	17	the	the	DET
ejpam-2951	313	18	first	first	ADJ
ejpam-2951	313	19	-	-	PUNCT
ejpam-2951	313	20	order	order	NOUN
ejpam-2951	313	21	autoregression	autoregression	NOUN
ejpam-2951	313	22	when	when	SCONJ
ejpam-2951	313	23	the	the	DET
ejpam-2951	313	24	series	series	NOUN
ejpam-2951	313	25	are	be	AUX
ejpam-2951	313	26	i(1	i(1	PROPN
ejpam-2951	313	27	+	+	NOUN
ejpam-2951	313	28	d′	d′	X
ejpam-2951	313	29	)	)	PUNCT
ejpam-2951	313	30	with	with	ADP
ejpam-2951	313	31	d′	d′	PROPN
ejpam-2951	313	32	∈	∈	PROPN
ejpam-2951	313	33	(	(	PUNCT
ejpam-2951	313	34	−1/2	−1/2	ADJ
ejpam-2951	313	35	,	,	PUNCT
ejpam-2951	313	36	1/2	1/2	NUM
ejpam-2951	313	37	)	)	PUNCT
ejpam-2951	313	38	,	,	PUNCT
ejpam-2951	313	39	and	and	CCONJ
ejpam-2951	313	40	showed	show	VERB
ejpam-2951	313	41	that	that	SCONJ
ejpam-2951	313	42	the	the	DET
ejpam-2951	313	43	support	support	NOUN
ejpam-2951	313	44	of	of	ADP
ejpam-2951	313	45	the	the	DET
ejpam-2951	313	46	limiting	limit	VERB
ejpam-2951	313	47	distribution	distribution	NOUN
ejpam-2951	313	48	(	(	PUNCT
ejpam-2951	313	49	termed	term	VERB
ejpam-2951	313	50	the	the	DET
ejpam-2951	313	51	fractional	fractional	ADJ
ejpam-2951	313	52	unit	unit	NOUN
ejpam-2951	313	53	-	-	PUNCT
ejpam-2951	313	54	root	root	NOUN
ejpam-2951	313	55	distribution	distribution	NOUN
ejpam-2951	313	56	)	)	PUNCT
ejpam-2951	313	57	is	be	AUX
ejpam-2951	313	58	non	non	ADJ
ejpam-2951	313	59	-	-	ADJ
ejpam-2951	313	60	positive	positive	ADJ
ejpam-2951	313	61	if	if	SCONJ
ejpam-2951	313	62	d′	d′	NUM
ejpam-2951	313	63	∈	∈	PROPN
ejpam-2951	313	64	(	(	PUNCT
ejpam-2951	313	65	−1/2	−1/2	ADJ
ejpam-2951	313	66	,	,	PUNCT
ejpam-2951	313	67	0	0	NUM
ejpam-2951	313	68	)	)	PUNCT
ejpam-2951	313	69	,	,	PUNCT
ejpam-2951	313	70	nonnegative	nonnegative	VERB
ejpam-2951	313	71	if	if	SCONJ
ejpam-2951	313	72	d′	d′	NUM
ejpam-2951	313	73	∈	∈	PROPN
ejpam-2951	313	74	(	(	PUNCT
ejpam-2951	313	75	0	0	NUM
ejpam-2951	313	76	,	,	PUNCT
ejpam-2951	313	77	1/2	1/2	NUM
ejpam-2951	313	78	)	)	PUNCT
ejpam-2951	313	79	,	,	PUNCT
ejpam-2951	313	80	and	and	CCONJ
ejpam-2951	313	81	the	the	DET
ejpam-2951	313	82	entire	entire	ADJ
ejpam-2951	313	83	real	real	ADJ
ejpam-2951	313	84	line	line	NOUN
ejpam-2951	313	85	if	if	SCONJ
ejpam-2951	313	86	d′	d′	PRON
ejpam-2951	313	87	=	=	SYM
ejpam-2951	314	1	0	0	X
ejpam-2951	314	2	.	.	PUNCT
ejpam-2951	315	1	moreover	moreover	ADV
ejpam-2951	315	2	,	,	PUNCT
ejpam-2951	315	3	sowell	sowell	PROPN
ejpam-2951	315	4	[	[	X
ejpam-2951	315	5	120	120	NUM
ejpam-2951	315	6	]	]	PUNCT
ejpam-2951	315	7	showed	show	VERB
ejpam-2951	315	8	that	that	SCONJ
ejpam-2951	315	9	the	the	DET
ejpam-2951	315	10	t	t	PROPN
ejpam-2951	315	11	-	-	PUNCT
ejpam-2951	315	12	statistic	statistic	NOUN
ejpam-2951	315	13	that	that	PRON
ejpam-2951	315	14	results	result	VERB
ejpam-2951	315	15	from	from	ADP
ejpam-2951	315	16	this	this	DET
ejpam-2951	315	17	ols	ol	NOUN
ejpam-2951	315	18	estimation	estimation	NOUN
ejpam-2951	315	19	converges	converge	VERB
ejpam-2951	315	20	only	only	ADV
ejpam-2951	315	21	when	when	SCONJ
ejpam-2951	315	22	d′	d′	X
ejpam-2951	315	23	=	=	SYM
ejpam-2951	315	24	0	0	X
ejpam-2951	315	25	.	.	PUNCT
ejpam-2951	316	1	the	the	DET
ejpam-2951	316	2	dickey	dickey	NOUN
ejpam-2951	316	3	-	-	PUNCT
ejpam-2951	316	4	fuller	full	ADJ
ejpam-2951	316	5	(	(	PUNCT
ejpam-2951	316	6	df	df	NOUN
ejpam-2951	316	7	)	)	PUNCT
ejpam-2951	316	8	unit	unit	NOUN
ejpam-2951	316	9	-	-	PUNCT
ejpam-2951	316	10	root	root	NOUN
ejpam-2951	316	11	tests	test	NOUN
ejpam-2951	316	12	can	can	AUX
ejpam-2951	316	13	not	not	PART
ejpam-2951	316	14	be	be	AUX
ejpam-2951	316	15	used	use	VERB
ejpam-2951	316	16	to	to	PART
ejpam-2951	316	17	distinguish	distinguish	VERB
ejpam-2951	316	18	between	between	ADP
ejpam-2951	316	19	unitroot	unitroot	NOUN
ejpam-2951	316	20	processes	process	NOUN
ejpam-2951	316	21	and	and	CCONJ
ejpam-2951	316	22	fractional	fractional	ADJ
ejpam-2951	316	23	processes	process	NOUN
ejpam-2951	316	24	by	by	ADP
ejpam-2951	316	25	construction	construction	NOUN
ejpam-2951	316	26	because	because	SCONJ
ejpam-2951	316	27	the	the	DET
ejpam-2951	316	28	series	series	NOUN
ejpam-2951	316	29	being	be	AUX
ejpam-2951	316	30	tested	test	VERB
ejpam-2951	316	31	are	be	AUX
ejpam-2951	316	32	i(0	i(0	PROPN
ejpam-2951	316	33	)	)	PUNCT
ejpam-2951	316	34	under	under	ADP
ejpam-2951	316	35	the	the	DET
ejpam-2951	316	36	alternative	alternative	ADJ
ejpam-2951	316	37	hypothesis	hypothesis	NOUN
ejpam-2951	316	38	.	.	PUNCT
ejpam-2951	317	1	see	see	AUX
ejpam-2951	317	2	diebold	diebold	VERB
ejpam-2951	317	3	and	and	CCONJ
ejpam-2951	317	4	rudebusch	rudebusch	VERB
ejpam-2951	317	5	[	[	X
ejpam-2951	317	6	45	45	NUM
ejpam-2951	317	7	]	]	PUNCT
ejpam-2951	317	8	and	and	CCONJ
ejpam-2951	317	9	hassler	hassler	NOUN
ejpam-2951	317	10	and	and	CCONJ
ejpam-2951	317	11	wolters	wolter	NOUN
ejpam-2951	317	12	[	[	X
ejpam-2951	317	13	70	70	NUM
ejpam-2951	317	14	]	]	X
ejpam-2951	317	15	for	for	ADP
ejpam-2951	317	16	discussions	discussion	NOUN
ejpam-2951	317	17	.	.	PUNCT
ejpam-2951	318	1	robinson	robinson	PROPN
ejpam-2951	319	1	[	[	X
ejpam-2951	319	2	108	108	NUM
ejpam-2951	319	3	,	,	PUNCT
ejpam-2951	319	4	110	110	NUM
ejpam-2951	319	5	]	]	PUNCT
ejpam-2951	319	6	introduced	introduce	VERB
ejpam-2951	319	7	new	new	ADJ
ejpam-2951	319	8	testing	testing	NOUN
ejpam-2951	319	9	procedures	procedure	NOUN
ejpam-2951	319	10	based	base	VERB
ejpam-2951	319	11	on	on	ADP
ejpam-2951	319	12	the	the	DET
ejpam-2951	319	13	lagrange	lagrange	NOUN
ejpam-2951	319	14	multiplier	multiplier	ADV
ejpam-2951	319	15	(	(	PUNCT
ejpam-2951	319	16	lm	lm	INTJ
ejpam-2951	319	17	)	)	PUNCT
ejpam-2951	319	18	statistics	statistic	NOUN
ejpam-2951	319	19	that	that	PRON
ejpam-2951	319	20	can	can	AUX
ejpam-2951	319	21	be	be	AUX
ejpam-2951	319	22	used	use	VERB
ejpam-2951	319	23	to	to	PART
ejpam-2951	319	24	test	test	VERB
ejpam-2951	319	25	unit	unit	NOUN
ejpam-2951	319	26	-	-	NOUN
ejpam-2951	319	27	roots	root	NOUN
ejpam-2951	319	28	against	against	ADP
ejpam-2951	319	29	fractional	fractional	ADJ
ejpam-2951	319	30	alternatives	alternative	NOUN
ejpam-2951	319	31	.	.	PUNCT
ejpam-2951	320	1	the	the	DET
ejpam-2951	320	2	proposed	propose	VERB
ejpam-2951	320	3	testing	testing	NOUN
ejpam-2951	320	4	procedure	procedure	NOUN
ejpam-2951	320	5	is	be	AUX
ejpam-2951	320	6	attractive	attractive	ADJ
ejpam-2951	320	7	since	since	SCONJ
ejpam-2951	320	8	the	the	DET
ejpam-2951	320	9	test	test	NOUN
ejpam-2951	320	10	statistic	statistic	NOUN
ejpam-2951	320	11	asymptotically	asymptotically	ADV
ejpam-2951	320	12	has	have	VERB
ejpam-2951	320	13	a	a	DET
ejpam-2951	320	14	familiar	familiar	ADJ
ejpam-2951	320	15	(	(	PUNCT
ejpam-2951	320	16	chi	chi	ADJ
ejpam-2951	320	17	-	-	PUNCT
ejpam-2951	320	18	squared	square	VERB
ejpam-2951	320	19	)	)	PUNCT
ejpam-2951	320	20	distribution	distribution	NOUN
ejpam-2951	320	21	,	,	PUNCT
ejpam-2951	320	22	and	and	CCONJ
ejpam-2951	320	23	is	be	AUX
ejpam-2951	320	24	locally	locally	ADV
ejpam-2951	320	25	most	most	ADV
ejpam-2951	320	26	powerful	powerful	ADJ
ejpam-2951	320	27	under	under	ADP
ejpam-2951	320	28	gaussianity	gaussianity	NOUN
ejpam-2951	320	29	.	.	PUNCT
ejpam-2951	321	1	agiakloglou	agiakloglou	PROPN
ejpam-2951	321	2	and	and	CCONJ
ejpam-2951	321	3	newbold	newbold	PROPN
ejpam-2951	322	1	[	[	X
ejpam-2951	322	2	2	2	NUM
ejpam-2951	322	3	]	]	PUNCT
ejpam-2951	322	4	extended	extend	VERB
ejpam-2951	322	5	the	the	DET
ejpam-2951	322	6	setting	setting	NOUN
ejpam-2951	322	7	of	of	ADP
ejpam-2951	322	8	the	the	DET
ejpam-2951	322	9	lm	lm	PROPN
ejpam-2951	322	10	test	test	NOUN
ejpam-2951	322	11	to	to	ADP
ejpam-2951	322	12	general	general	ADJ
ejpam-2951	322	13	arfima	arfima	PROPN
ejpam-2951	322	14	processes	process	NOUN
ejpam-2951	322	15	.	.	PUNCT
ejpam-2951	323	1	breitung	breitung	PROPN
ejpam-2951	323	2	and	and	CCONJ
ejpam-2951	323	3	hassler	hassler	NOUN
ejpam-2951	324	1	[	[	X
ejpam-2951	324	2	20	20	NUM
ejpam-2951	324	3	]	]	PUNCT
ejpam-2951	324	4	proposed	propose	VERB
ejpam-2951	324	5	an	an	DET
ejpam-2951	324	6	augmented	augment	VERB
ejpam-2951	324	7	lm	lm	INTJ
ejpam-2951	324	8	test	test	NOUN
ejpam-2951	324	9	for	for	ADP
ejpam-2951	324	10	unit	unit	NOUN
ejpam-2951	324	11	roots	root	NOUN
ejpam-2951	324	12	against	against	ADP
ejpam-2951	324	13	fractional	fractional	ADJ
ejpam-2951	324	14	alternatives	alternative	NOUN
ejpam-2951	324	15	that	that	PRON
ejpam-2951	324	16	can	can	AUX
ejpam-2951	324	17	be	be	AUX
ejpam-2951	324	18	generalized	generalize	VERB
ejpam-2951	324	19	to	to	PART
ejpam-2951	324	20	multivariate	multivariate	VERB
ejpam-2951	324	21	cointegration	cointegration	NOUN
ejpam-2951	324	22	tests	test	NOUN
ejpam-2951	324	23	for	for	ADP
ejpam-2951	324	24	determining	determine	VERB
ejpam-2951	324	25	the	the	DET
ejpam-2951	324	26	cointegration	cointegration	NOUN
ejpam-2951	324	27	rank	rank	NOUN
ejpam-2951	324	28	of	of	ADP
ejpam-2951	324	29	fractionally	fractionally	ADV
ejpam-2951	324	30	integrated	integrate	VERB
ejpam-2951	324	31	processes	process	NOUN
ejpam-2951	324	32	.	.	PUNCT
ejpam-2951	325	1	this	this	DET
ejpam-2951	325	2	work	work	NOUN
ejpam-2951	325	3	follows	follow	VERB
ejpam-2951	325	4	johansen	johansen	PROPN
ejpam-2951	325	5	’s	’s	PART
ejpam-2951	325	6	[	[	X
ejpam-2951	325	7	78	78	NUM
ejpam-2951	325	8	]	]	X
ejpam-2951	325	9	development	development	NOUN
ejpam-2951	325	10	of	of	ADP
ejpam-2951	325	11	likelihood	likelihood	NOUN
ejpam-2951	325	12	ratio	ratio	NOUN
ejpam-2951	325	13	(	(	PUNCT
ejpam-2951	325	14	lr	lr	NOUN
ejpam-2951	325	15	)	)	PUNCT
ejpam-2951	325	16	tests	test	NOUN
ejpam-2951	325	17	for	for	ADP
ejpam-2951	325	18	cointegration	cointegration	NOUN
ejpam-2951	325	19	rank	rank	NOUN
ejpam-2951	325	20	,	,	PUNCT
ejpam-2951	325	21	which	which	PRON
ejpam-2951	325	22	can	can	AUX
ejpam-2951	325	23	be	be	AUX
ejpam-2951	325	24	interpreted	interpret	VERB
ejpam-2951	325	25	as	as	ADP
ejpam-2951	325	26	a	a	DET
ejpam-2951	325	27	generalization	generalization	NOUN
ejpam-2951	325	28	of	of	ADP
ejpam-2951	325	29	the	the	DET
ejpam-2951	325	30	df	df	PROPN
ejpam-2951	325	31	test	test	NOUN
ejpam-2951	325	32	in	in	ADP
ejpam-2951	325	33	the	the	DET
ejpam-2951	325	34	i(0)/i(1	i(0)/i(1	NOUN
ejpam-2951	325	35	)	)	PUNCT
ejpam-2951	325	36	paradigm	paradigm	NOUN
ejpam-2951	325	37	.	.	PUNCT
ejpam-2951	326	1	also	also	ADV
ejpam-2951	326	2	see	see	VERB
ejpam-2951	326	3	johansen	johansen	PROPN
ejpam-2951	326	4	and	and	CCONJ
ejpam-2951	326	5	nielsen	nielsen	PROPN
ejpam-2951	326	6	’s	’s	PART
ejpam-2951	327	1	[	[	X
ejpam-2951	327	2	80	80	NUM
ejpam-2951	327	3	,	,	PUNCT
ejpam-2951	327	4	81	81	NUM
ejpam-2951	327	5	]	]	PUNCT
ejpam-2951	327	6	lr	lr	NOUN
ejpam-2951	327	7	tests	test	NOUN
ejpam-2951	327	8	in	in	ADP
ejpam-2951	327	9	the	the	DET
ejpam-2951	327	10	univariate	univariate	ADJ
ejpam-2951	327	11	and	and	CCONJ
ejpam-2951	327	12	multivariate	multivariate	VERB
ejpam-2951	327	13	fractional	fractional	ADJ
ejpam-2951	327	14	settings	setting	NOUN
ejpam-2951	327	15	,	,	PUNCT
ejpam-2951	327	16	which	which	PRON
ejpam-2951	327	17	we	we	PRON
ejpam-2951	327	18	mentioned	mention	VERB
ejpam-2951	327	19	in	in	ADP
ejpam-2951	327	20	section	section	NOUN
ejpam-2951	327	21	2.1	2.1	NUM
ejpam-2951	327	22	.	.	PUNCT
ejpam-2951	328	1	in	in	ADP
ejpam-2951	328	2	high	high	ADJ
ejpam-2951	328	3	frequency	frequency	NOUN
ejpam-2951	328	4	.	.	PUNCT
ejpam-2951	329	1	r.	r.	PROPN
ejpam-2951	329	2	ito	ito	PROPN
ejpam-2951	329	3	/	/	SYM
ejpam-2951	329	4	eur	eur	PROPN
ejpam-2951	329	5	.	.	PUNCT
ejpam-2951	330	1	j.	j.	PROPN
ejpam-2951	330	2	pure	pure	PROPN
ejpam-2951	330	3	appl	appl	PROPN
ejpam-2951	330	4	.	.	PROPN
ejpam-2951	330	5	math	math	PROPN
ejpam-2951	330	6	,	,	PUNCT
ejpam-2951	330	7	10	10	NUM
ejpam-2951	330	8	(	(	PUNCT
ejpam-2951	330	9	1	1	NUM
ejpam-2951	330	10	)	)	PUNCT
ejpam-2951	330	11	(	(	PUNCT
ejpam-2951	330	12	2017	2017	NUM
ejpam-2951	330	13	)	)	PUNCT
ejpam-2951	330	14	,	,	PUNCT
ejpam-2951	330	15	82	82	NUM
ejpam-2951	330	16	-	-	SYM
ejpam-2951	330	17	103	103	NUM
ejpam-2951	330	18	93	93	NUM
ejpam-2951	330	19	the	the	DET
ejpam-2951	330	20	development	development	NOUN
ejpam-2951	330	21	of	of	ADP
ejpam-2951	330	22	testing	testing	NOUN
ejpam-2951	330	23	procedures	procedure	NOUN
ejpam-2951	330	24	in	in	ADP
ejpam-2951	330	25	this	this	DET
ejpam-2951	330	26	context	context	NOUN
ejpam-2951	330	27	have	have	AUX
ejpam-2951	330	28	typically	typically	ADV
ejpam-2951	330	29	relied	rely	VERB
ejpam-2951	330	30	on	on	ADP
ejpam-2951	330	31	the	the	DET
ejpam-2951	330	32	assumption	assumption	NOUN
ejpam-2951	330	33	of	of	ADP
ejpam-2951	330	34	homoscedastic	homoscedastic	ADJ
ejpam-2951	330	35	errors	error	NOUN
ejpam-2951	330	36	.	.	PUNCT
ejpam-2951	331	1	cavaliere	cavaliere	PROPN
ejpam-2951	331	2	et	et	PROPN
ejpam-2951	331	3	al	al	PROPN
ejpam-2951	331	4	.	.	PUNCT
ejpam-2951	332	1	[	[	X
ejpam-2951	332	2	25	25	NUM
ejpam-2951	332	3	]	]	PUNCT
ejpam-2951	332	4	cautioned	caution	VERB
ejpam-2951	332	5	against	against	ADP
ejpam-2951	332	6	the	the	DET
ejpam-2951	332	7	conventional	conventional	ADJ
ejpam-2951	332	8	use	use	NOUN
ejpam-2951	332	9	of	of	ADP
ejpam-2951	332	10	likelihood	likelihood	NOUN
ejpam-2951	332	11	-	-	PUNCT
ejpam-2951	332	12	based	base	VERB
ejpam-2951	332	13	tests	test	NOUN
ejpam-2951	332	14	in	in	ADP
ejpam-2951	332	15	the	the	DET
ejpam-2951	332	16	presence	presence	NOUN
ejpam-2951	332	17	of	of	ADP
ejpam-2951	332	18	heteroscedastic	heteroscedastic	ADJ
ejpam-2951	332	19	errors	error	NOUN
ejpam-2951	332	20	,	,	PUNCT
ejpam-2951	332	21	as	as	SCONJ
ejpam-2951	332	22	the	the	DET
ejpam-2951	332	23	tests	test	NOUN
ejpam-2951	332	24	may	may	AUX
ejpam-2951	332	25	not	not	PART
ejpam-2951	332	26	be	be	AUX
ejpam-2951	332	27	asymptotically	asymptotically	ADV
ejpam-2951	332	28	correctly	correctly	ADV
ejpam-2951	332	29	sized	sized	ADJ
ejpam-2951	332	30	under	under	ADP
ejpam-2951	332	31	the	the	DET
ejpam-2951	332	32	null	null	NOUN
ejpam-2951	332	33	and	and	CCONJ
ejpam-2951	332	34	can	can	AUX
ejpam-2951	332	35	lead	lead	VERB
ejpam-2951	332	36	to	to	ADP
ejpam-2951	332	37	misleading	mislead	VERB
ejpam-2951	332	38	conclusions	conclusion	NOUN
ejpam-2951	332	39	about	about	ADP
ejpam-2951	332	40	the	the	DET
ejpam-2951	332	41	order	order	NOUN
ejpam-2951	332	42	of	of	ADP
ejpam-2951	332	43	integration	integration	NOUN
ejpam-2951	332	44	.	.	PUNCT
ejpam-2951	333	1	for	for	ADP
ejpam-2951	333	2	related	related	ADJ
ejpam-2951	333	3	discussions	discussion	NOUN
ejpam-2951	333	4	,	,	PUNCT
ejpam-2951	333	5	also	also	ADV
ejpam-2951	333	6	see	see	VERB
ejpam-2951	333	7	baillie	baillie	PROPN
ejpam-2951	333	8	et	et	PROPN
ejpam-2951	333	9	al	al	PROPN
ejpam-2951	333	10	.	.	PUNCT
ejpam-2951	334	1	[	[	X
ejpam-2951	334	2	12	12	NUM
ejpam-2951	334	3	]	]	PUNCT
ejpam-2951	334	4	,	,	PUNCT
ejpam-2951	334	5	ling	ling	NOUN
ejpam-2951	334	6	and	and	CCONJ
ejpam-2951	334	7	li	li	PROPN
ejpam-2951	335	1	[	[	X
ejpam-2951	335	2	92	92	NUM
ejpam-2951	335	3	]	]	PUNCT
ejpam-2951	335	4	,	,	PUNCT
ejpam-2951	335	5	demetrescu	demetrescu	PROPN
ejpam-2951	335	6	et	et	PROPN
ejpam-2951	335	7	al	al	PROPN
ejpam-2951	335	8	.	.	PUNCT
ejpam-2951	336	1	[	[	X
ejpam-2951	336	2	40	40	NUM
ejpam-2951	336	3	]	]	PUNCT
ejpam-2951	336	4	,	,	PUNCT
ejpam-2951	336	5	hassler	hassler	PROPN
ejpam-2951	336	6	et	et	PROPN
ejpam-2951	336	7	al	al	PROPN
ejpam-2951	336	8	.	.	PUNCT
ejpam-2951	337	1	[	[	X
ejpam-2951	337	2	71	71	NUM
ejpam-2951	337	3	]	]	PUNCT
ejpam-2951	337	4	,	,	PUNCT
ejpam-2951	337	5	and	and	CCONJ
ejpam-2951	337	6	kew	kew	VERB
ejpam-2951	337	7	and	and	CCONJ
ejpam-2951	337	8	harris	harris	PROPN
ejpam-2951	337	9	[	[	X
ejpam-2951	337	10	85	85	NUM
ejpam-2951	337	11	]	]	PUNCT
ejpam-2951	337	12	.	.	PUNCT
ejpam-2951	338	1	the	the	DET
ejpam-2951	338	2	development	development	NOUN
ejpam-2951	338	3	of	of	ADP
ejpam-2951	338	4	heteroscedasticity	heteroscedasticity	NOUN
ejpam-2951	338	5	-	-	PUNCT
ejpam-2951	338	6	robust	robust	ADJ
ejpam-2951	338	7	tests	test	NOUN
ejpam-2951	338	8	in	in	ADP
ejpam-2951	338	9	this	this	DET
ejpam-2951	338	10	setting	setting	NOUN
ejpam-2951	338	11	is	be	AUX
ejpam-2951	338	12	an	an	DET
ejpam-2951	338	13	active	active	ADJ
ejpam-2951	338	14	field	field	NOUN
ejpam-2951	338	15	of	of	ADP
ejpam-2951	338	16	research	research	NOUN
ejpam-2951	338	17	.	.	PUNCT
ejpam-2951	339	1	6	6	X
ejpam-2951	339	2	.	.	X
ejpam-2951	339	3	other	other	ADJ
ejpam-2951	339	4	developments	development	NOUN
ejpam-2951	339	5	and	and	CCONJ
ejpam-2951	339	6	frontiers	frontier	NOUN
ejpam-2951	339	7	in	in	ADP
ejpam-2951	339	8	section	section	NOUN
ejpam-2951	339	9	2.1	2.1	NUM
ejpam-2951	339	10	,	,	PUNCT
ejpam-2951	339	11	we	we	PRON
ejpam-2951	339	12	noted	note	VERB
ejpam-2951	339	13	the	the	DET
ejpam-2951	339	14	work	work	NOUN
ejpam-2951	339	15	by	by	ADP
ejpam-2951	339	16	davidson	davidson	NOUN
ejpam-2951	339	17	and	and	CCONJ
ejpam-2951	339	18	hashimzade	hashimzade	VERB
ejpam-2951	340	1	[	[	X
ejpam-2951	340	2	38	38	NUM
ejpam-2951	340	3	]	]	PUNCT
ejpam-2951	340	4	on	on	ADP
ejpam-2951	340	5	the	the	DET
ejpam-2951	340	6	distortions	distortion	NOUN
ejpam-2951	340	7	that	that	PRON
ejpam-2951	340	8	arise	arise	VERB
ejpam-2951	340	9	from	from	ADP
ejpam-2951	340	10	truncating	truncate	VERB
ejpam-2951	340	11	the	the	DET
ejpam-2951	340	12	lags	lag	NOUN
ejpam-2951	340	13	of	of	ADP
ejpam-2951	340	14	fractional	fractional	ADJ
ejpam-2951	340	15	models	model	NOUN
ejpam-2951	340	16	.	.	PUNCT
ejpam-2951	341	1	their	their	PRON
ejpam-2951	341	2	discussions	discussion	NOUN
ejpam-2951	341	3	use	use	VERB
ejpam-2951	341	4	the	the	DET
ejpam-2951	341	5	limiting	limit	VERB
ejpam-2951	341	6	distribution	distribution	NOUN
ejpam-2951	341	7	derived	derive	VERB
ejpam-2951	341	8	by	by	ADP
ejpam-2951	341	9	davidson	davidson	NOUN
ejpam-2951	341	10	and	and	CCONJ
ejpam-2951	341	11	hashimzade	hashimzade	VERB
ejpam-2951	342	1	[	[	X
ejpam-2951	342	2	38	38	NUM
ejpam-2951	342	3	]	]	PUNCT
ejpam-2951	342	4	of	of	ADP
ejpam-2951	342	5	the	the	DET
ejpam-2951	342	6	sample	sample	NOUN
ejpam-2951	342	7	covariance	covariance	NOUN
ejpam-2951	342	8	between	between	ADP
ejpam-2951	342	9	a	a	DET
ejpam-2951	342	10	nonstationary	nonstationary	ADJ
ejpam-2951	342	11	fractionally	fractionally	ADV
ejpam-2951	342	12	integrated	integrate	VERB
ejpam-2951	342	13	process	process	NOUN
ejpam-2951	342	14	and	and	CCONJ
ejpam-2951	342	15	the	the	DET
ejpam-2951	342	16	stationary	stationary	ADJ
ejpam-2951	342	17	increments	increment	NOUN
ejpam-2951	342	18	of	of	ADP
ejpam-2951	342	19	itself	itself	PRON
ejpam-2951	342	20	,	,	PUNCT
ejpam-2951	342	21	or	or	CCONJ
ejpam-2951	342	22	of	of	ADP
ejpam-2951	342	23	another	another	DET
ejpam-2951	342	24	process	process	NOUN
ejpam-2951	342	25	.	.	PUNCT
ejpam-2951	343	1	their	their	PRON
ejpam-2951	343	2	theoretical	theoretical	ADJ
ejpam-2951	343	3	results	result	NOUN
ejpam-2951	343	4	can	can	AUX
ejpam-2951	343	5	be	be	AUX
ejpam-2951	343	6	used	use	VERB
ejpam-2951	343	7	in	in	ADP
ejpam-2951	343	8	the	the	DET
ejpam-2951	343	9	theory	theory	NOUN
ejpam-2951	343	10	of	of	ADP
ejpam-2951	343	11	cofractional	cofractional	ADJ
ejpam-2951	343	12	models	model	NOUN
ejpam-2951	343	13	.	.	PUNCT
ejpam-2951	344	1	li	li	PROPN
ejpam-2951	344	2	and	and	CCONJ
ejpam-2951	344	3	mcleod	mcleod	PROPN
ejpam-2951	344	4	[	[	X
ejpam-2951	344	5	89	89	NUM
ejpam-2951	344	6	]	]	PUNCT
ejpam-2951	344	7	and	and	CCONJ
ejpam-2951	344	8	robinson	robinson	PROPN
ejpam-2951	345	1	[	[	X
ejpam-2951	345	2	110	110	NUM
ejpam-2951	345	3	]	]	PUNCT
ejpam-2951	345	4	introduced	introduce	VERB
ejpam-2951	345	5	the	the	DET
ejpam-2951	345	6	use	use	NOUN
ejpam-2951	345	7	of	of	ADP
ejpam-2951	345	8	the	the	DET
ejpam-2951	345	9	css	css	PROPN
ejpam-2951	345	10	to	to	PART
ejpam-2951	345	11	estimate	estimate	VERB
ejpam-2951	345	12	fractionally	fractionally	ADV
ejpam-2951	345	13	integrated	integrate	VERB
ejpam-2951	345	14	models	model	NOUN
ejpam-2951	345	15	.	.	PUNCT
ejpam-2951	346	1	chung	chung	PROPN
ejpam-2951	346	2	and	and	CCONJ
ejpam-2951	346	3	baillie	baillie	PROPN
ejpam-2951	347	1	[	[	X
ejpam-2951	347	2	29	29	NUM
ejpam-2951	347	3	]	]	PUNCT
ejpam-2951	347	4	considered	consider	VERB
ejpam-2951	347	5	the	the	DET
ejpam-2951	347	6	small	small	ADJ
ejpam-2951	347	7	sample	sample	NOUN
ejpam-2951	347	8	properties	property	NOUN
ejpam-2951	347	9	of	of	ADP
ejpam-2951	347	10	the	the	DET
ejpam-2951	347	11	css	css	PROPN
ejpam-2951	347	12	estimator	estimator	NOUN
ejpam-2951	347	13	when	when	SCONJ
ejpam-2951	347	14	it	it	PRON
ejpam-2951	347	15	is	be	AUX
ejpam-2951	347	16	used	use	VERB
ejpam-2951	347	17	to	to	PART
ejpam-2951	347	18	estimate	estimate	VERB
ejpam-2951	347	19	the	the	DET
ejpam-2951	347	20	arfima	arfima	PROPN
ejpam-2951	347	21	models	model	NOUN
ejpam-2951	347	22	.	.	PUNCT
ejpam-2951	348	1	sowell	sowell	PROPN
ejpam-2951	348	2	[	[	X
ejpam-2951	348	3	119	119	NUM
ejpam-2951	348	4	]	]	PUNCT
ejpam-2951	348	5	discussed	discuss	VERB
ejpam-2951	348	6	computational	computational	ADJ
ejpam-2951	348	7	procedures	procedure	NOUN
ejpam-2951	348	8	to	to	PART
ejpam-2951	348	9	evaluate	evaluate	VERB
ejpam-2951	348	10	the	the	DET
ejpam-2951	348	11	likelihood	likelihood	NOUN
ejpam-2951	348	12	function	function	NOUN
ejpam-2951	348	13	in	in	ADP
ejpam-2951	348	14	the	the	DET
ejpam-2951	348	15	unconditional	unconditional	ADJ
ejpam-2951	348	16	gaussian	gaussian	ADJ
ejpam-2951	348	17	maximum	maximum	ADJ
ejpam-2951	348	18	likelihood	likelihood	NOUN
ejpam-2951	348	19	.	.	PUNCT
ejpam-2951	349	1	lieberman	lieberman	PROPN
ejpam-2951	349	2	and	and	CCONJ
ejpam-2951	349	3	phillips	phillip	NOUN
ejpam-2951	350	1	[	[	X
ejpam-2951	350	2	90	90	NUM
ejpam-2951	350	3	]	]	PUNCT
ejpam-2951	350	4	derived	derive	VERB
ejpam-2951	350	5	asymptotic	asymptotic	ADJ
ejpam-2951	350	6	expansions	expansion	NOUN
ejpam-2951	350	7	of	of	ADP
ejpam-2951	350	8	the	the	DET
ejpam-2951	350	9	distribution	distribution	NOUN
ejpam-2951	350	10	of	of	ADP
ejpam-2951	350	11	the	the	DET
ejpam-2951	350	12	estimator	estimator	NOUN
ejpam-2951	350	13	for	for	ADP
ejpam-2951	350	14	d	d	PROPN
ejpam-2951	350	15	that	that	PRON
ejpam-2951	350	16	results	result	VERB
ejpam-2951	350	17	in	in	ADP
ejpam-2951	350	18	this	this	DET
ejpam-2951	350	19	procedure	procedure	NOUN
ejpam-2951	350	20	when	when	SCONJ
ejpam-2951	350	21	the	the	DET
ejpam-2951	350	22	fractional	fractional	ADJ
ejpam-2951	350	23	processes	process	NOUN
ejpam-2951	350	24	are	be	AUX
ejpam-2951	350	25	stationary	stationary	ADJ
ejpam-2951	350	26	.	.	PUNCT
ejpam-2951	351	1	a	a	DET
ejpam-2951	351	2	minimum	minimum	ADJ
ejpam-2951	351	3	distance	distance	NOUN
ejpam-2951	351	4	estimator	estimator	NOUN
ejpam-2951	351	5	,	,	PUNCT
ejpam-2951	351	6	similar	similar	ADJ
ejpam-2951	351	7	to	to	ADP
ejpam-2951	351	8	the	the	DET
ejpam-2951	351	9	generalized	generalized	ADJ
ejpam-2951	351	10	method	method	NOUN
ejpam-2951	351	11	of	of	ADP
ejpam-2951	351	12	moment	moment	NOUN
ejpam-2951	351	13	estimator	estimator	NOUN
ejpam-2951	351	14	,	,	PUNCT
ejpam-2951	351	15	has	have	AUX
ejpam-2951	351	16	been	be	AUX
ejpam-2951	351	17	considered	consider	VERB
ejpam-2951	351	18	by	by	ADP
ejpam-2951	351	19	tieslau	tieslau	PROPN
ejpam-2951	351	20	et	et	PROPN
ejpam-2951	351	21	al	al	PROPN
ejpam-2951	351	22	.	.	PUNCT
ejpam-2951	352	1	[	[	X
ejpam-2951	352	2	124	124	NUM
ejpam-2951	352	3	]	]	PUNCT
ejpam-2951	352	4	.	.	PUNCT
ejpam-2951	353	1	it	it	PRON
ejpam-2951	353	2	minimizes	minimize	VERB
ejpam-2951	353	3	the	the	DET
ejpam-2951	353	4	difference	difference	NOUN
ejpam-2951	353	5	between	between	ADP
ejpam-2951	353	6	sample	sample	NOUN
ejpam-2951	353	7	and	and	CCONJ
ejpam-2951	353	8	population	population	NOUN
ejpam-2951	353	9	autocorrelations	autocorrelation	NOUN
ejpam-2951	353	10	.	.	PUNCT
ejpam-2951	354	1	fox	fox	PROPN
ejpam-2951	354	2	and	and	CCONJ
ejpam-2951	354	3	taqqu	taqqu	NOUN
ejpam-2951	355	1	[	[	X
ejpam-2951	355	2	53	53	NUM
ejpam-2951	355	3	]	]	PUNCT
ejpam-2951	355	4	and	and	CCONJ
ejpam-2951	355	5	giraitis	giraitis	PROPN
ejpam-2951	355	6	and	and	CCONJ
ejpam-2951	355	7	surgailis	surgaili	VERB
ejpam-2951	356	1	[	[	X
ejpam-2951	356	2	58	58	NUM
ejpam-2951	356	3	]	]	PUNCT
ejpam-2951	356	4	considered	consider	VERB
ejpam-2951	356	5	the	the	DET
ejpam-2951	356	6	use	use	NOUN
ejpam-2951	356	7	of	of	ADP
ejpam-2951	356	8	the	the	DET
ejpam-2951	356	9	quadratic	quadratic	ADJ
ejpam-2951	356	10	term	term	NOUN
ejpam-2951	356	11	in	in	ADP
ejpam-2951	356	12	the	the	DET
ejpam-2951	356	13	gaussian	gaussian	ADJ
ejpam-2951	356	14	likelihood	likelihood	NOUN
ejpam-2951	356	15	to	to	PART
ejpam-2951	356	16	estimate	estimate	VERB
ejpam-2951	356	17	long	long	ADJ
ejpam-2951	356	18	memory	memory	NOUN
ejpam-2951	356	19	parameter	parameter	NOUN
ejpam-2951	356	20	.	.	PUNCT
ejpam-2951	357	1	robinson	robinson	PROPN
ejpam-2951	358	1	[	[	X
ejpam-2951	358	2	112	112	NUM
ejpam-2951	358	3	]	]	PUNCT
ejpam-2951	358	4	considered	consider	VERB
ejpam-2951	358	5	maximizing	maximize	VERB
ejpam-2951	358	6	an	an	DET
ejpam-2951	358	7	approximate	approximate	ADJ
ejpam-2951	358	8	form	form	NOUN
ejpam-2951	358	9	of	of	ADP
ejpam-2951	358	10	frequency	frequency	NOUN
ejpam-2951	358	11	domain	domain	NOUN
ejpam-2951	358	12	gaussian	gaussian	NOUN
ejpam-2951	358	13	likelihood	likelihood	NOUN
ejpam-2951	358	14	.	.	PUNCT
ejpam-2951	359	1	whittle	whittle	VERB
ejpam-2951	359	2	’s	’s	NOUN
ejpam-2951	360	1	[	[	X
ejpam-2951	360	2	127	127	NUM
ejpam-2951	360	3	]	]	PUNCT
ejpam-2951	360	4	work	work	NOUN
ejpam-2951	360	5	on	on	ADP
ejpam-2951	360	6	likelihood	likelihood	NOUN
ejpam-2951	360	7	approximation	approximation	NOUN
ejpam-2951	360	8	in	in	ADP
ejpam-2951	360	9	the	the	DET
ejpam-2951	360	10	frequency	frequency	NOUN
ejpam-2951	360	11	domain	domain	NOUN
ejpam-2951	360	12	has	have	AUX
ejpam-2951	360	13	been	be	AUX
ejpam-2951	360	14	widely	widely	ADV
ejpam-2951	360	15	applied	apply	VERB
ejpam-2951	360	16	in	in	ADP
ejpam-2951	360	17	this	this	DET
ejpam-2951	360	18	field	field	NOUN
ejpam-2951	360	19	.	.	PUNCT
ejpam-2951	361	1	several	several	ADJ
ejpam-2951	361	2	versions	version	NOUN
ejpam-2951	361	3	of	of	ADP
ejpam-2951	361	4	the	the	DET
ejpam-2951	361	5	whittle	whittle	NOUN
ejpam-2951	361	6	estimator	estimator	NOUN
ejpam-2951	361	7	(	(	PUNCT
ejpam-2951	361	8	e.g.	e.g.	ADV
ejpam-2951	361	9	local	local	ADJ
ejpam-2951	361	10	,	,	PUNCT
ejpam-2951	361	11	exact	exact	ADJ
ejpam-2951	361	12	,	,	PUNCT
ejpam-2951	361	13	and	and	CCONJ
ejpam-2951	361	14	extended	extended	ADJ
ejpam-2951	361	15	versions	version	NOUN
ejpam-2951	361	16	)	)	PUNCT
ejpam-2951	361	17	have	have	AUX
ejpam-2951	361	18	been	be	AUX
ejpam-2951	361	19	developed	develop	VERB
ejpam-2951	361	20	for	for	ADP
ejpam-2951	361	21	long	long	ADJ
ejpam-2951	361	22	memory	memory	NOUN
ejpam-2951	361	23	processes	process	NOUN
ejpam-2951	361	24	.	.	PUNCT
ejpam-2951	362	1	see	see	VERB
ejpam-2951	362	2	giraitis	giraitis	PROPN
ejpam-2951	362	3	and	and	CCONJ
ejpam-2951	362	4	robinson	robinson	PROPN
ejpam-2951	363	1	[	[	X
ejpam-2951	363	2	57	57	NUM
ejpam-2951	363	3	]	]	PUNCT
ejpam-2951	363	4	,	,	PUNCT
ejpam-2951	363	5	dalla	dalla	PROPN
ejpam-2951	363	6	et	et	PROPN
ejpam-2951	363	7	al	al	PROPN
ejpam-2951	363	8	.	.	PUNCT
ejpam-2951	364	1	[	[	X
ejpam-2951	364	2	32	32	NUM
ejpam-2951	364	3	]	]	PUNCT
ejpam-2951	364	4	,	,	PUNCT
ejpam-2951	364	5	shimotsu	shimotsu	NOUN
ejpam-2951	364	6	and	and	CCONJ
ejpam-2951	364	7	phillips	phillip	NOUN
ejpam-2951	364	8	[	[	X
ejpam-2951	364	9	117	117	NUM
ejpam-2951	364	10	,	,	PUNCT
ejpam-2951	364	11	118	118	NUM
ejpam-2951	364	12	]	]	PUNCT
ejpam-2951	364	13	,	,	PUNCT
ejpam-2951	364	14	haldrup	haldrup	NOUN
ejpam-2951	364	15	and	and	CCONJ
ejpam-2951	364	16	nielsen	nielsen	PROPN
ejpam-2951	365	1	[	[	X
ejpam-2951	365	2	66	66	NUM
ejpam-2951	365	3	]	]	PUNCT
ejpam-2951	365	4	,	,	PUNCT
ejpam-2951	365	5	abadir	abadir	PROPN
ejpam-2951	365	6	et	et	PROPN
ejpam-2951	365	7	al	al	PROPN
ejpam-2951	365	8	.	.	PUNCT
ejpam-2951	366	1	[	[	X
ejpam-2951	366	2	1	1	NUM
ejpam-2951	366	3	]	]	PUNCT
ejpam-2951	366	4	,	,	PUNCT
ejpam-2951	366	5	shao	shao	PROPN
ejpam-2951	367	1	[	[	X
ejpam-2951	367	2	115	115	NUM
ejpam-2951	367	3	]	]	PUNCT
ejpam-2951	367	4	,	,	PUNCT
ejpam-2951	367	5	and	and	CCONJ
ejpam-2951	367	6	references	reference	NOUN
ejpam-2951	367	7	therein	therein	ADV
ejpam-2951	367	8	.	.	PUNCT
ejpam-2951	368	1	baillie	baillie	PROPN
ejpam-2951	368	2	et	et	PROPN
ejpam-2951	368	3	al	al	PROPN
ejpam-2951	368	4	.	.	PUNCT
ejpam-2951	369	1	[	[	X
ejpam-2951	369	2	13	13	NUM
ejpam-2951	369	3	]	]	PUNCT
ejpam-2951	369	4	studied	study	VERB
ejpam-2951	369	5	the	the	DET
ejpam-2951	369	6	implications	implication	NOUN
ejpam-2951	369	7	of	of	ADP
ejpam-2951	369	8	the	the	DET
ejpam-2951	369	9	choice	choice	NOUN
ejpam-2951	369	10	of	of	ADP
ejpam-2951	369	11	estimator	estimator	NOUN
ejpam-2951	369	12	to	to	ADP
ejpam-2951	369	13	the	the	DET
ejpam-2951	369	14	predictive	predictive	ADJ
ejpam-2951	369	15	performance	performance	NOUN
ejpam-2951	369	16	of	of	ADP
ejpam-2951	369	17	the	the	DET
ejpam-2951	369	18	arfima	arfima	PROPN
ejpam-2951	369	19	models	model	NOUN
ejpam-2951	369	20	.	.	PUNCT
ejpam-2951	370	1	semiparametric	semiparametric	VERB
ejpam-2951	370	2	local	local	ADJ
ejpam-2951	370	3	-	-	PUNCT
ejpam-2951	370	4	whittle	whittle	NOUN
ejpam-2951	370	5	estimators	estimator	NOUN
ejpam-2951	370	6	and	and	CCONJ
ejpam-2951	370	7	the	the	DET
ejpam-2951	370	8	maximum	maximum	ADJ
ejpam-2951	370	9	likelihood	likelihood	NOUN
ejpam-2951	370	10	estimators	estimator	NOUN
ejpam-2951	370	11	are	be	AUX
ejpam-2951	370	12	compared	compare	VERB
ejpam-2951	370	13	.	.	PUNCT
ejpam-2951	371	1	studies	study	NOUN
ejpam-2951	371	2	have	have	AUX
ejpam-2951	371	3	also	also	ADV
ejpam-2951	371	4	been	be	AUX
ejpam-2951	371	5	dedicated	dedicate	VERB
ejpam-2951	371	6	to	to	ADP
ejpam-2951	371	7	examining	examine	VERB
ejpam-2951	371	8	bootstrap	bootstrap	NOUN
ejpam-2951	371	9	-	-	PUNCT
ejpam-2951	371	10	based	base	VERB
ejpam-2951	371	11	estimation	estimation	NOUN
ejpam-2951	371	12	procedures	procedure	NOUN
ejpam-2951	371	13	and	and	CCONJ
ejpam-2951	371	14	inference	inference	NOUN
ejpam-2951	371	15	.	.	PUNCT
ejpam-2951	372	1	see	see	VERB
ejpam-2951	372	2	,	,	PUNCT
ejpam-2951	372	3	for	for	ADP
ejpam-2951	372	4	instance	instance	NOUN
ejpam-2951	372	5	,	,	PUNCT
ejpam-2951	372	6	andrews	andrews	PROPN
ejpam-2951	372	7	and	and	CCONJ
ejpam-2951	372	8	lieberman	lieberman	PROPN
ejpam-2951	373	1	[	[	X
ejpam-2951	373	2	7	7	NUM
ejpam-2951	373	3	]	]	PUNCT
ejpam-2951	373	4	,	,	PUNCT
ejpam-2951	373	5	andrews	andrews	PROPN
ejpam-2951	373	6	et	et	PROPN
ejpam-2951	373	7	al	al	PROPN
ejpam-2951	373	8	.	.	PUNCT
ejpam-2951	374	1	[	[	X
ejpam-2951	374	2	8	8	NUM
ejpam-2951	374	3	]	]	PUNCT
ejpam-2951	374	4	,	,	PUNCT
ejpam-2951	374	5	poskitt	poskitt	VERB
ejpam-2951	375	1	[	[	X
ejpam-2951	375	2	105	105	NUM
ejpam-2951	375	3	]	]	PUNCT
ejpam-2951	375	4	,	,	PUNCT
ejpam-2951	375	5	and	and	CCONJ
ejpam-2951	375	6	poskitt	poskitt	VERB
ejpam-2951	375	7	et	et	PROPN
ejpam-2951	375	8	al	al	PROPN
ejpam-2951	375	9	.	.	PUNCT
ejpam-2951	376	1	[	[	X
ejpam-2951	376	2	106	106	NUM
ejpam-2951	376	3	]	]	PUNCT
ejpam-2951	376	4	.	.	PUNCT
ejpam-2951	377	1	in	in	ADP
ejpam-2951	377	2	section	section	NOUN
ejpam-2951	377	3	2	2	NUM
ejpam-2951	377	4	,	,	PUNCT
ejpam-2951	377	5	we	we	PRON
ejpam-2951	377	6	discussed	discuss	VERB
ejpam-2951	377	7	the	the	DET
ejpam-2951	377	8	importance	importance	NOUN
ejpam-2951	377	9	of	of	ADP
ejpam-2951	377	10	the	the	DET
ejpam-2951	377	11	choice	choice	NOUN
ejpam-2951	377	12	of	of	ADP
ejpam-2951	377	13	m	m	PRON
ejpam-2951	377	14	,	,	PUNCT
ejpam-2951	377	15	which	which	PRON
ejpam-2951	377	16	determines	determine	VERB
ejpam-2951	377	17	the	the	DET
ejpam-2951	377	18	number	number	NOUN
ejpam-2951	377	19	of	of	ADP
ejpam-2951	377	20	frequencies	frequency	NOUN
ejpam-2951	377	21	used	use	VERB
ejpam-2951	377	22	in	in	ADP
ejpam-2951	377	23	a	a	DET
ejpam-2951	377	24	frequency	frequency	NOUN
ejpam-2951	377	25	domain	domain	NOUN
ejpam-2951	377	26	estimation	estimation	NOUN
ejpam-2951	377	27	.	.	PUNCT
ejpam-2951	378	1	this	this	DET
ejpam-2951	378	2	choice	choice	NOUN
ejpam-2951	378	3	of	of	ADP
ejpam-2951	378	4	the	the	DET
ejpam-2951	378	5	parameter	parameter	NOUN
ejpam-2951	378	6	,	,	PUNCT
ejpam-2951	378	7	m	m	PRON
ejpam-2951	378	8	,	,	PUNCT
ejpam-2951	378	9	also	also	ADV
ejpam-2951	378	10	appears	appear	VERB
ejpam-2951	378	11	in	in	ADP
ejpam-2951	378	12	other	other	ADJ
ejpam-2951	378	13	frequency	frequency	NOUN
ejpam-2951	378	14	-	-	PUNCT
ejpam-2951	378	15	domain	domain	NOUN
ejpam-2951	378	16	procedures	procedure	NOUN
ejpam-2951	378	17	such	such	ADJ
ejpam-2951	378	18	as	as	ADP
ejpam-2951	378	19	the	the	DET
ejpam-2951	378	20	local	local	ADJ
ejpam-2951	378	21	-	-	PUNCT
ejpam-2951	378	22	whittle	whittle	NOUN
ejpam-2951	378	23	estimator	estimator	NOUN
ejpam-2951	378	24	.	.	PUNCT
ejpam-2951	379	1	but	but	CCONJ
ejpam-2951	379	2	m	m	PROPN
ejpam-2951	379	3	is	be	AUX
ejpam-2951	379	4	still	still	ADV
ejpam-2951	379	5	usually	usually	ADV
ejpam-2951	379	6	a	a	DET
ejpam-2951	379	7	simple	simple	ADJ
ejpam-2951	379	8	function	function	NOUN
ejpam-2951	379	9	of	of	ADP
ejpam-2951	379	10	the	the	DET
ejpam-2951	379	11	sample	sample	NOUN
ejpam-2951	379	12	size	size	NOUN
ejpam-2951	379	13	.	.	PUNCT
ejpam-2951	380	1	baillie	baillie	PROPN
ejpam-2951	380	2	et	et	PROPN
ejpam-2951	380	3	al	al	PROPN
ejpam-2951	380	4	.	.	PUNCT
ejpam-2951	381	1	[	[	X
ejpam-2951	381	2	14	14	NUM
ejpam-2951	381	3	]	]	PUNCT
ejpam-2951	381	4	recently	recently	ADV
ejpam-2951	381	5	proposed	propose	VERB
ejpam-2951	381	6	a	a	DET
ejpam-2951	381	7	cross	cross	ADJ
ejpam-2951	381	8	-	-	ADJ
ejpam-2951	381	9	validation	validation	ADJ
ejpam-2951	381	10	method	method	NOUN
ejpam-2951	381	11	as	as	ADP
ejpam-2951	381	12	an	an	DET
ejpam-2951	381	13	alternative	alternative	NOUN
ejpam-2951	381	14	for	for	ADP
ejpam-2951	381	15	choosing	choose	VERB
ejpam-2951	381	16	m	m	PRON
ejpam-2951	381	17	;	;	PUNCT
ejpam-2951	381	18	this	this	DET
ejpam-2951	381	19	method	method	NOUN
ejpam-2951	381	20	is	be	AUX
ejpam-2951	381	21	based	base	VERB
ejpam-2951	381	22	on	on	ADP
ejpam-2951	381	23	the	the	DET
ejpam-2951	381	24	forecasting	forecasting	NOUN
ejpam-2951	381	25	ability	ability	NOUN
ejpam-2951	381	26	of	of	ADP
ejpam-2951	381	27	the	the	DET
ejpam-2951	381	28	model	model	NOUN
ejpam-2951	381	29	to	to	PART
ejpam-2951	381	30	improve	improve	VERB
ejpam-2951	381	31	both	both	DET
ejpam-2951	381	32	the	the	DET
ejpam-2951	381	33	estimation	estimation	NOUN
ejpam-2951	381	34	of	of	ADP
ejpam-2951	381	35	d	d	PROPN
ejpam-2951	381	36	and	and	CCONJ
ejpam-2951	381	37	references	reference	NOUN
ejpam-2951	381	38	94	94	NUM
ejpam-2951	381	39	model	model	NOUN
ejpam-2951	381	40	’s	’s	PART
ejpam-2951	381	41	predictive	predictive	ADJ
ejpam-2951	381	42	performance	performance	NOUN
ejpam-2951	381	43	.	.	PUNCT
ejpam-2951	382	1	as	as	SCONJ
ejpam-2951	382	2	regard	regard	NOUN
ejpam-2951	382	3	unit	unit	NOUN
ejpam-2951	382	4	-	-	PUNCT
ejpam-2951	382	5	root	root	NOUN
ejpam-2951	382	6	tests	test	NOUN
ejpam-2951	382	7	,	,	PUNCT
ejpam-2951	382	8	dolado	dolado	PROPN
ejpam-2951	382	9	et	et	PROPN
ejpam-2951	382	10	al	al	PROPN
ejpam-2951	382	11	.	.	PUNCT
ejpam-2951	383	1	[	[	X
ejpam-2951	383	2	47	47	NUM
ejpam-2951	383	3	]	]	PUNCT
ejpam-2951	383	4	extended	extend	VERB
ejpam-2951	383	5	the	the	DET
ejpam-2951	383	6	df	df	PROPN
ejpam-2951	383	7	test	test	NOUN
ejpam-2951	383	8	in	in	ADP
ejpam-2951	383	9	the	the	DET
ejpam-2951	383	10	i(0)/i(1	i(0)/i(1	NOUN
ejpam-2951	383	11	)	)	PUNCT
ejpam-2951	383	12	paradigm	paradigm	NOUN
ejpam-2951	383	13	to	to	ADP
ejpam-2951	383	14	the	the	DET
ejpam-2951	383	15	fractional	fractional	ADJ
ejpam-2951	383	16	case	case	NOUN
ejpam-2951	383	17	and	and	CCONJ
ejpam-2951	383	18	introduced	introduce	VERB
ejpam-2951	383	19	the	the	DET
ejpam-2951	383	20	so	so	ADV
ejpam-2951	383	21	-	-	PUNCT
ejpam-2951	383	22	called	call	VERB
ejpam-2951	383	23	fractional	fractional	ADJ
ejpam-2951	383	24	dickey	dickey	NOUN
ejpam-2951	383	25	-	-	PUNCT
ejpam-2951	383	26	fuller	full	ADJ
ejpam-2951	383	27	(	(	PUNCT
ejpam-2951	383	28	fdf	fdf	NOUN
ejpam-2951	383	29	)	)	PUNCT
ejpam-2951	383	30	test	test	NOUN
ejpam-2951	383	31	in	in	ADP
ejpam-2951	383	32	the	the	DET
ejpam-2951	383	33	time	time	NOUN
ejpam-2951	383	34	domain	domain	NOUN
ejpam-2951	383	35	.	.	PUNCT
ejpam-2951	384	1	their	their	PRON
ejpam-2951	384	2	proofs	proof	NOUN
ejpam-2951	384	3	use	use	VERB
ejpam-2951	384	4	the	the	DET
ejpam-2951	384	5	convergence	convergence	NOUN
ejpam-2951	384	6	properties	property	NOUN
ejpam-2951	384	7	of	of	ADP
ejpam-2951	384	8	the	the	DET
ejpam-2951	384	9	partial	partial	ADJ
ejpam-2951	384	10	sums	sum	NOUN
ejpam-2951	384	11	of	of	ADP
ejpam-2951	384	12	the	the	DET
ejpam-2951	384	13	truncated	truncated	ADJ
ejpam-2951	384	14	and	and	CCONJ
ejpam-2951	384	15	non	non	ADJ
ejpam-2951	384	16	-	-	ADJ
ejpam-2951	384	17	truncated	truncated	ADJ
ejpam-2951	384	18	processes	process	NOUN
ejpam-2951	384	19	derived	derive	VERB
ejpam-2951	384	20	by	by	ADP
ejpam-2951	384	21	gourieroux	gourieroux	NOUN
ejpam-2951	384	22	et	et	PROPN
ejpam-2951	384	23	al	al	PROPN
ejpam-2951	384	24	.	.	PUNCT
ejpam-2951	385	1	[	[	X
ejpam-2951	385	2	59	59	NUM
ejpam-2951	385	3	]	]	PUNCT
ejpam-2951	385	4	and	and	CCONJ
ejpam-2951	385	5	davidson	davidson	NOUN
ejpam-2951	385	6	and	and	CCONJ
ejpam-2951	385	7	de	de	PROPN
ejpam-2951	385	8	jong	jong	PROPN
ejpam-2951	386	1	[	[	X
ejpam-2951	386	2	35	35	NUM
ejpam-2951	386	3	]	]	PUNCT
ejpam-2951	386	4	.	.	PUNCT
ejpam-2951	387	1	note	note	VERB
ejpam-2951	388	1	that	that	SCONJ
ejpam-2951	388	2	johansen	johansen	PROPN
ejpam-2951	388	3	and	and	CCONJ
ejpam-2951	388	4	nielsen	nielsen	PROPN
ejpam-2951	389	1	[	[	X
ejpam-2951	389	2	82	82	NUM
ejpam-2951	389	3	]	]	PUNCT
ejpam-2951	389	4	investigated	investigate	VERB
ejpam-2951	389	5	the	the	DET
ejpam-2951	389	6	necessary	necessary	ADJ
ejpam-2951	389	7	moment	moment	NOUN
ejpam-2951	389	8	conditions	condition	NOUN
ejpam-2951	389	9	under	under	ADP
ejpam-2951	389	10	which	which	PRON
ejpam-2951	389	11	the	the	DET
ejpam-2951	389	12	fractional	fractional	ADJ
ejpam-2951	389	13	functional	functional	ADJ
ejpam-2951	389	14	central	central	ADJ
ejpam-2951	389	15	limit	limit	NOUN
ejpam-2951	389	16	theorem	theorem	VERB
ejpam-2951	389	17	for	for	ADP
ejpam-2951	389	18	partial	partial	ADJ
ejpam-2951	389	19	sums	sum	NOUN
ejpam-2951	389	20	of	of	ADP
ejpam-2951	389	21	fractional	fractional	ADJ
ejpam-2951	389	22	processes	process	NOUN
ejpam-2951	389	23	hold	hold	VERB
ejpam-2951	389	24	,	,	PUNCT
ejpam-2951	389	25	and	and	CCONJ
ejpam-2951	389	26	pointed	point	VERB
ejpam-2951	389	27	out	out	ADP
ejpam-2951	389	28	corrections	correction	NOUN
ejpam-2951	389	29	to	to	ADP
ejpam-2951	389	30	davidson	davidson	NOUN
ejpam-2951	389	31	and	and	CCONJ
ejpam-2951	389	32	de	de	PROPN
ejpam-2951	389	33	jong	jong	PROPN
ejpam-2951	389	34	’s	’s	PART
ejpam-2951	390	1	[	[	X
ejpam-2951	390	2	35	35	NUM
ejpam-2951	390	3	]	]	SYM
ejpam-2951	390	4	asymptotic	asymptotic	ADJ
ejpam-2951	390	5	results	result	NOUN
ejpam-2951	390	6	.	.	PUNCT
ejpam-2951	391	1	lobato	lobato	PROPN
ejpam-2951	391	2	and	and	CCONJ
ejpam-2951	391	3	velasco	velasco	PROPN
ejpam-2951	392	1	[	[	X
ejpam-2951	392	2	94	94	NUM
ejpam-2951	392	3	]	]	PUNCT
ejpam-2951	392	4	studied	study	VERB
ejpam-2951	392	5	the	the	DET
ejpam-2951	392	6	efficiency	efficiency	NOUN
ejpam-2951	392	7	property	property	NOUN
ejpam-2951	392	8	of	of	ADP
ejpam-2951	392	9	the	the	DET
ejpam-2951	392	10	fdf	fdf	ADJ
ejpam-2951	392	11	test	test	NOUN
ejpam-2951	392	12	,	,	PUNCT
ejpam-2951	392	13	and	and	CCONJ
ejpam-2951	392	14	introduced	introduce	VERB
ejpam-2951	392	15	a	a	DET
ejpam-2951	392	16	simple	simple	ADJ
ejpam-2951	392	17	two	two	NUM
ejpam-2951	392	18	-	-	PUNCT
ejpam-2951	392	19	step	step	NOUN
ejpam-2951	392	20	ols	ol	NOUN
ejpam-2951	392	21	estimation	estimation	NOUN
ejpam-2951	392	22	procedure	procedure	NOUN
ejpam-2951	392	23	that	that	PRON
ejpam-2951	392	24	leads	lead	VERB
ejpam-2951	392	25	to	to	ADP
ejpam-2951	392	26	a	a	DET
ejpam-2951	392	27	t	t	NOUN
ejpam-2951	392	28	-	-	PUNCT
ejpam-2951	392	29	test	test	NOUN
ejpam-2951	392	30	,	,	PUNCT
ejpam-2951	392	31	which	which	PRON
ejpam-2951	392	32	can	can	AUX
ejpam-2951	392	33	be	be	AUX
ejpam-2951	392	34	interpreted	interpret	VERB
ejpam-2951	392	35	as	as	ADP
ejpam-2951	392	36	a	a	DET
ejpam-2951	392	37	wald	wald	NOUN
ejpam-2951	392	38	test	test	NOUN
ejpam-2951	392	39	and	and	CCONJ
ejpam-2951	392	40	is	be	AUX
ejpam-2951	392	41	asymptotically	asymptotically	ADV
ejpam-2951	392	42	equivalent	equivalent	ADJ
ejpam-2951	392	43	to	to	ADP
ejpam-2951	392	44	robinson	robinson	PROPN
ejpam-2951	392	45	’s	’s	PART
ejpam-2951	392	46	[	[	X
ejpam-2951	392	47	108	108	NUM
ejpam-2951	392	48	,	,	PUNCT
ejpam-2951	392	49	110	110	NUM
ejpam-2951	392	50	]	]	PUNCT
ejpam-2951	392	51	lm	lm	X
ejpam-2951	392	52	statistics	statistic	NOUN
ejpam-2951	392	53	.	.	PUNCT
ejpam-2951	393	1	tanaka	tanaka	PROPN
ejpam-2951	394	1	[	[	X
ejpam-2951	394	2	122	122	NUM
ejpam-2951	394	3	]	]	PUNCT
ejpam-2951	394	4	considered	consider	VERB
ejpam-2951	394	5	nonstationary	nonstationary	ADJ
ejpam-2951	394	6	fractional	fractional	ADJ
ejpam-2951	394	7	unit	unit	NOUN
ejpam-2951	394	8	-	-	PUNCT
ejpam-2951	394	9	root	root	NOUN
ejpam-2951	394	10	tests	test	NOUN
ejpam-2951	394	11	in	in	ADP
ejpam-2951	394	12	the	the	DET
ejpam-2951	394	13	time	time	NOUN
ejpam-2951	394	14	domain	domain	NOUN
ejpam-2951	394	15	.	.	PUNCT
ejpam-2951	395	1	7	7	X
ejpam-2951	395	2	.	.	X
ejpam-2951	395	3	concluding	conclude	VERB
ejpam-2951	395	4	remarks	remark	NOUN
ejpam-2951	395	5	sir	sir	PROPN
ejpam-2951	395	6	clive	clive	PROPN
ejpam-2951	395	7	granger	granger	PROPN
ejpam-2951	395	8	’s	’s	PART
ejpam-2951	395	9	work	work	NOUN
ejpam-2951	395	10	on	on	ADP
ejpam-2951	395	11	long	long	ADJ
ejpam-2951	395	12	memory	memory	NOUN
ejpam-2951	395	13	has	have	AUX
ejpam-2951	395	14	had	have	VERB
ejpam-2951	395	15	a	a	DET
ejpam-2951	395	16	major	major	ADJ
ejpam-2951	395	17	impact	impact	NOUN
ejpam-2951	395	18	on	on	ADP
ejpam-2951	395	19	time	time	NOUN
ejpam-2951	395	20	series	series	PROPN
ejpam-2951	395	21	analysis	analysis	NOUN
ejpam-2951	395	22	.	.	PUNCT
ejpam-2951	396	1	he	he	PRON
ejpam-2951	396	2	developed	develop	VERB
ejpam-2951	396	3	invaluable	invaluable	ADJ
ejpam-2951	396	4	mathematical	mathematical	ADJ
ejpam-2951	396	5	tools	tool	NOUN
ejpam-2951	396	6	for	for	ADP
ejpam-2951	396	7	more	more	ADV
ejpam-2951	396	8	accurate	accurate	ADJ
ejpam-2951	396	9	data	data	NOUN
ejpam-2951	396	10	analysis	analysis	NOUN
ejpam-2951	396	11	through	through	ADP
ejpam-2951	396	12	his	his	PRON
ejpam-2951	396	13	lifelong	lifelong	ADJ
ejpam-2951	396	14	dedication	dedication	NOUN
ejpam-2951	396	15	to	to	PART
ejpam-2951	396	16	scientific	scientific	ADJ
ejpam-2951	396	17	discoveries	discovery	NOUN
ejpam-2951	396	18	and	and	CCONJ
ejpam-2951	396	19	knowledge	knowledge	NOUN
ejpam-2951	396	20	sharing	sharing	NOUN
ejpam-2951	396	21	.	.	PUNCT
ejpam-2951	397	1	scientists	scientist	NOUN
ejpam-2951	397	2	continue	continue	VERB
ejpam-2951	397	3	to	to	PART
ejpam-2951	397	4	learn	learn	VERB
ejpam-2951	397	5	from	from	ADP
ejpam-2951	397	6	him	he	PRON
ejpam-2951	397	7	beyond	beyond	ADP
ejpam-2951	397	8	his	his	PRON
ejpam-2951	397	9	lifetime	lifetime	NOUN
ejpam-2951	397	10	,	,	PUNCT
ejpam-2951	397	11	as	as	SCONJ
ejpam-2951	397	12	discussed	discuss	VERB
ejpam-2951	397	13	above	above	ADV
ejpam-2951	397	14	and	and	CCONJ
ejpam-2951	397	15	by	by	ADP
ejpam-2951	397	16	other	other	ADJ
ejpam-2951	397	17	contributors	contributor	NOUN
ejpam-2951	397	18	of	of	ADP
ejpam-2951	397	19	this	this	DET
ejpam-2951	397	20	volume	volume	NOUN
ejpam-2951	397	21	.	.	PUNCT
ejpam-2951	398	1	acknowledgements	acknowledgement	NOUN
ejpam-2951	398	2	i	i	PRON
ejpam-2951	398	3	would	would	AUX
ejpam-2951	398	4	like	like	VERB
ejpam-2951	398	5	to	to	PART
ejpam-2951	398	6	thank	thank	VERB
ejpam-2951	398	7	jennifer	jennifer	PROPN
ejpam-2951	398	8	l.	l.	PROPN
ejpam-2951	398	9	castle	castle	PROPN
ejpam-2951	398	10	,	,	PUNCT
ejpam-2951	398	11	david	david	PROPN
ejpam-2951	398	12	f.	f.	PROPN
ejpam-2951	398	13	hendry	hendry	PROPN
ejpam-2951	398	14	,	,	PUNCT
ejpam-2951	398	15	and	and	CCONJ
ejpam-2951	398	16	søren	søren	PROPN
ejpam-2951	398	17	johansen	johansen	PROPN
ejpam-2951	398	18	for	for	ADP
ejpam-2951	398	19	their	their	PRON
ejpam-2951	398	20	thoughtful	thoughtful	ADJ
ejpam-2951	398	21	comments	comment	NOUN
ejpam-2951	398	22	on	on	ADP
ejpam-2951	398	23	this	this	DET
ejpam-2951	398	24	article	article	NOUN
ejpam-2951	398	25	.	.	PUNCT
ejpam-2951	399	1	i	i	PRON
ejpam-2951	399	2	would	would	AUX
ejpam-2951	399	3	like	like	VERB
ejpam-2951	399	4	to	to	PART
ejpam-2951	399	5	thank	thank	VERB
ejpam-2951	399	6	nuffield	nuffield	PROPN
ejpam-2951	399	7	college	college	PROPN
ejpam-2951	399	8	,	,	PUNCT
ejpam-2951	399	9	the	the	DET
ejpam-2951	399	10	institute	institute	NOUN
ejpam-2951	399	11	of	of	ADP
ejpam-2951	399	12	new	new	ADJ
ejpam-2951	399	13	economic	economic	ADJ
ejpam-2951	399	14	thinking	thinking	NOUN
ejpam-2951	399	15	(	(	PUNCT
ejpam-2951	399	16	inet	inet	NOUN
ejpam-2951	399	17	)	)	PUNCT
ejpam-2951	399	18	,	,	PUNCT
ejpam-2951	399	19	and	and	CCONJ
ejpam-2951	399	20	the	the	DET
ejpam-2951	399	21	department	department	NOUN
ejpam-2951	399	22	of	of	ADP
ejpam-2951	399	23	economics	economic	NOUN
ejpam-2951	399	24	at	at	ADP
ejpam-2951	399	25	oxford	oxford	PROPN
ejpam-2951	399	26	university	university	PROPN
ejpam-2951	399	27	for	for	ADP
ejpam-2951	399	28	funding	fund	VERB
ejpam-2951	399	29	my	my	PRON
ejpam-2951	399	30	research	research	NOUN
ejpam-2951	399	31	.	.	PUNCT
ejpam-2951	400	1	references	reference	NOUN
ejpam-2951	400	2	[	[	X
ejpam-2951	400	3	1	1	NUM
ejpam-2951	400	4	]	]	PUNCT
ejpam-2951	400	5	k.	k.	PROPN
ejpam-2951	400	6	m.	m.	PROPN
ejpam-2951	400	7	abadir	abadir	PROPN
ejpam-2951	400	8	,	,	PUNCT
ejpam-2951	400	9	w.	w.	PROPN
ejpam-2951	400	10	distaso	distaso	PROPN
ejpam-2951	400	11	,	,	PUNCT
ejpam-2951	400	12	and	and	CCONJ
ejpam-2951	400	13	l.	l.	PROPN
ejpam-2951	400	14	giraitis	giraitis	PROPN
ejpam-2951	400	15	.	.	PUNCT
ejpam-2951	401	1	nonstationarity	nonstationarity	PROPN
ejpam-2951	401	2	extended	extend	VERB
ejpam-2951	401	3	local	local	ADJ
ejpam-2951	401	4	whittle	whittle	NOUN
ejpam-2951	401	5	estimation	estimation	NOUN
ejpam-2951	401	6	.	.	PUNCT
ejpam-2951	402	1	journal	journal	PROPN
ejpam-2951	402	2	of	of	ADP
ejpam-2951	402	3	econometrics	econometric	NOUN
ejpam-2951	402	4	,	,	PUNCT
ejpam-2951	402	5	141:1353–1384	141:1353–1384	NUM
ejpam-2951	402	6	,	,	PUNCT
ejpam-2951	402	7	2007	2007	NUM
ejpam-2951	402	8	.	.	PUNCT
ejpam-2951	403	1	[	[	X
ejpam-2951	403	2	2	2	NUM
ejpam-2951	403	3	]	]	PUNCT
ejpam-2951	403	4	c.	c.	PROPN
ejpam-2951	403	5	agiakloglou	agiakloglou	PROPN
ejpam-2951	403	6	and	and	CCONJ
ejpam-2951	403	7	p.	p.	PROPN
ejpam-2951	403	8	newbold	newbold	PROPN
ejpam-2951	403	9	.	.	PUNCT
ejpam-2951	404	1	lagrange	lagrange	PROPN
ejpam-2951	404	2	multiplier	multipli	ADJ
ejpam-2951	404	3	tests	test	NOUN
ejpam-2951	404	4	for	for	ADP
ejpam-2951	404	5	fractional	fractional	ADJ
ejpam-2951	404	6	difference	difference	NOUN
ejpam-2951	404	7	.	.	PUNCT
ejpam-2951	405	1	journal	journal	PROPN
ejpam-2951	405	2	of	of	ADP
ejpam-2951	405	3	time	time	NOUN
ejpam-2951	405	4	series	series	PROPN
ejpam-2951	405	5	analysis	analysis	NOUN
ejpam-2951	405	6	,	,	PUNCT
ejpam-2951	405	7	15:253–262	15:253–262	NUM
ejpam-2951	405	8	,	,	PUNCT
ejpam-2951	405	9	1994	1994	NUM
ejpam-2951	405	10	.	.	PUNCT
ejpam-2951	406	1	[	[	X
ejpam-2951	406	2	3	3	X
ejpam-2951	406	3	]	]	X
ejpam-2951	406	4	c.	c.	PROPN
ejpam-2951	406	5	agiakloglou	agiakloglou	PROPN
ejpam-2951	406	6	,	,	PUNCT
ejpam-2951	406	7	p.	p.	PROPN
ejpam-2951	406	8	newbold	newbold	PROPN
ejpam-2951	406	9	,	,	PUNCT
ejpam-2951	406	10	and	and	CCONJ
ejpam-2951	406	11	m.	m.	NOUN
ejpam-2951	406	12	wohar	wohar	PROPN
ejpam-2951	406	13	.	.	PUNCT
ejpam-2951	407	1	bias	bias	NOUN
ejpam-2951	407	2	in	in	ADP
ejpam-2951	407	3	an	an	DET
ejpam-2951	407	4	estimator	estimator	NOUN
ejpam-2951	407	5	of	of	ADP
ejpam-2951	407	6	the	the	DET
ejpam-2951	407	7	fractional	fractional	ADJ
ejpam-2951	407	8	difference	difference	NOUN
ejpam-2951	407	9	parameter	parameter	NOUN
ejpam-2951	407	10	.	.	PUNCT
ejpam-2951	408	1	journal	journal	PROPN
ejpam-2951	408	2	of	of	ADP
ejpam-2951	408	3	time	time	NOUN
ejpam-2951	408	4	series	series	PROPN
ejpam-2951	408	5	analysis	analysis	NOUN
ejpam-2951	408	6	,	,	PUNCT
ejpam-2951	408	7	14:235–246	14:235–246	PROPN
ejpam-2951	408	8	,	,	PUNCT
ejpam-2951	408	9	1992	1992	NUM
ejpam-2951	408	10	.	.	PUNCT
ejpam-2951	409	1	[	[	X
ejpam-2951	409	2	4	4	X
ejpam-2951	409	3	]	]	PUNCT
ejpam-2951	409	4	s.	s.	PROPN
ejpam-2951	409	5	alizadeh	alizadeh	PROPN
ejpam-2951	409	6	,	,	PUNCT
ejpam-2951	409	7	m.	m.	PROPN
ejpam-2951	409	8	w.	w.	PROPN
ejpam-2951	409	9	brandt	brandt	PROPN
ejpam-2951	409	10	,	,	PUNCT
ejpam-2951	409	11	and	and	CCONJ
ejpam-2951	409	12	f.	f.	PROPN
ejpam-2951	409	13	x.	x.	PROPN
ejpam-2951	409	14	diebold	diebold	PROPN
ejpam-2951	409	15	.	.	PUNCT
ejpam-2951	410	1	range	range	NOUN
ejpam-2951	410	2	-	-	PUNCT
ejpam-2951	410	3	based	base	VERB
ejpam-2951	410	4	estimation	estimation	NOUN
ejpam-2951	410	5	of	of	ADP
ejpam-2951	410	6	stochastic	stochastic	ADJ
ejpam-2951	410	7	volatility	volatility	NOUN
ejpam-2951	410	8	models	model	NOUN
ejpam-2951	410	9	.	.	PUNCT
ejpam-2951	411	1	journal	journal	NOUN
ejpam-2951	411	2	of	of	ADP
ejpam-2951	411	3	finance	finance	NOUN
ejpam-2951	411	4	,	,	PUNCT
ejpam-2951	411	5	57(3):1047–1091	57(3):1047–1091	NOUN
ejpam-2951	411	6	,	,	PUNCT
ejpam-2951	411	7	2002	2002	NUM
ejpam-2951	411	8	.	.	PUNCT
ejpam-2951	412	1	references	reference	NOUN
ejpam-2951	412	2	95	95	NUM
ejpam-2951	413	1	[	[	X
ejpam-2951	413	2	5	5	NUM
ejpam-2951	413	3	]	]	PUNCT
ejpam-2951	413	4	t.	t.	PROPN
ejpam-2951	413	5	g.	g.	PROPN
ejpam-2951	413	6	andersen	andersen	PROPN
ejpam-2951	413	7	and	and	CCONJ
ejpam-2951	413	8	t.	t.	PROPN
ejpam-2951	413	9	bollerslev	bollerslev	PROPN
ejpam-2951	413	10	.	.	PUNCT
ejpam-2951	414	1	heterogeneous	heterogeneous	ADJ
ejpam-2951	414	2	information	information	NOUN
ejpam-2951	414	3	arrivals	arrival	NOUN
ejpam-2951	414	4	and	and	CCONJ
ejpam-2951	414	5	return	return	VERB
ejpam-2951	414	6	volatility	volatility	NOUN
ejpam-2951	414	7	dynamics	dynamic	NOUN
ejpam-2951	414	8	:	:	PUNCT
ejpam-2951	414	9	uncovering	uncover	VERB
ejpam-2951	414	10	the	the	DET
ejpam-2951	414	11	long	long	ADV
ejpam-2951	414	12	-	-	PUNCT
ejpam-2951	414	13	run	run	NOUN
ejpam-2951	414	14	in	in	ADP
ejpam-2951	414	15	high	high	ADJ
ejpam-2951	414	16	frequency	frequency	NOUN
ejpam-2951	414	17	returns	return	NOUN
ejpam-2951	414	18	.	.	PUNCT
ejpam-2951	415	1	journal	journal	NOUN
ejpam-2951	415	2	of	of	ADP
ejpam-2951	415	3	finance	finance	NOUN
ejpam-2951	415	4	,	,	PUNCT
ejpam-2951	415	5	52:975–1005	52:975–1005	NUM
ejpam-2951	415	6	,	,	PUNCT
ejpam-2951	415	7	1997	1997	NUM
ejpam-2951	415	8	.	.	PUNCT
ejpam-2951	416	1	[	[	X
ejpam-2951	416	2	6	6	NUM
ejpam-2951	416	3	]	]	PUNCT
ejpam-2951	416	4	t.	t.	PROPN
ejpam-2951	416	5	g.	g.	PROPN
ejpam-2951	416	6	andersen	andersen	PROPN
ejpam-2951	416	7	,	,	PUNCT
ejpam-2951	416	8	t.	t.	PROPN
ejpam-2951	416	9	bollerslev	bollerslev	NOUN
ejpam-2951	416	10	,	,	PUNCT
ejpam-2951	416	11	p.	p.	PROPN
ejpam-2951	416	12	f.	f.	PROPN
ejpam-2951	416	13	christoffersen	christoffersen	PROPN
ejpam-2951	416	14	,	,	PUNCT
ejpam-2951	416	15	and	and	CCONJ
ejpam-2951	416	16	f.	f.	PROPN
ejpam-2951	416	17	x.	x.	PROPN
ejpam-2951	416	18	diebold	diebold	PROPN
ejpam-2951	416	19	.	.	PUNCT
ejpam-2951	417	1	volatility	volatility	NOUN
ejpam-2951	417	2	and	and	CCONJ
ejpam-2951	417	3	correlation	correlation	NOUN
ejpam-2951	417	4	forecasting	forecasting	NOUN
ejpam-2951	417	5	.	.	PUNCT
ejpam-2951	418	1	in	in	ADP
ejpam-2951	418	2	g.	g.	PROPN
ejpam-2951	418	3	elliott	elliott	PROPN
ejpam-2951	418	4	,	,	PUNCT
ejpam-2951	418	5	c.	c.	PROPN
ejpam-2951	418	6	w.	w.	PROPN
ejpam-2951	418	7	j.	j.	PROPN
ejpam-2951	418	8	granger	granger	PROPN
ejpam-2951	418	9	,	,	PUNCT
ejpam-2951	418	10	and	and	CCONJ
ejpam-2951	418	11	a.	a.	NOUN
ejpam-2951	418	12	timmermann	timmermann	PROPN
ejpam-2951	418	13	,	,	PUNCT
ejpam-2951	418	14	editors	editor	NOUN
ejpam-2951	418	15	,	,	PUNCT
ejpam-2951	418	16	handbook	handbook	NOUN
ejpam-2951	418	17	of	of	ADP
ejpam-2951	418	18	economic	economic	ADJ
ejpam-2951	418	19	forecasting	forecasting	NOUN
ejpam-2951	418	20	,	,	PUNCT
ejpam-2951	418	21	pages	page	NOUN
ejpam-2951	418	22	778–878	778–878	NUM
ejpam-2951	418	23	.	.	PUNCT
ejpam-2951	418	24	elsevier	elsevier	NOUN
ejpam-2951	418	25	,	,	PUNCT
ejpam-2951	418	26	2006	2006	NUM
ejpam-2951	418	27	.	.	PUNCT
ejpam-2951	419	1	[	[	X
ejpam-2951	419	2	7	7	X
ejpam-2951	419	3	]	]	X
ejpam-2951	419	4	d.	d.	PROPN
ejpam-2951	419	5	w.	w.	PROPN
ejpam-2951	419	6	andrews	andrews	PROPN
ejpam-2951	419	7	and	and	CCONJ
ejpam-2951	419	8	o.	o.	PROPN
ejpam-2951	419	9	lieberman	lieberman	PROPN
ejpam-2951	419	10	.	.	PUNCT
ejpam-2951	419	11	valid	valid	PROPN
ejpam-2951	419	12	edgeworth	edgeworth	PROPN
ejpam-2951	419	13	expansions	expansion	NOUN
ejpam-2951	419	14	for	for	ADP
ejpam-2951	419	15	the	the	DET
ejpam-2951	419	16	whittle	whittle	ADJ
ejpam-2951	419	17	maximum	maximum	ADJ
ejpam-2951	419	18	likelihood	likelihood	NOUN
ejpam-2951	419	19	estimator	estimator	NOUN
ejpam-2951	419	20	for	for	ADP
ejpam-2951	419	21	stationary	stationary	ADJ
ejpam-2951	419	22	long	long	ADJ
ejpam-2951	419	23	-	-	PUNCT
ejpam-2951	419	24	memory	memory	NOUN
ejpam-2951	419	25	gaussian	gaussian	ADJ
ejpam-2951	419	26	time	time	NOUN
ejpam-2951	419	27	series	series	PROPN
ejpam-2951	419	28	.	.	PUNCT
ejpam-2951	420	1	econometric	econometric	PROPN
ejpam-2951	420	2	theory	theory	NOUN
ejpam-2951	420	3	,	,	PUNCT
ejpam-2951	420	4	21:710–734	21:710–734	NUM
ejpam-2951	420	5	,	,	PUNCT
ejpam-2951	420	6	2005	2005	NUM
ejpam-2951	420	7	.	.	PUNCT
ejpam-2951	421	1	[	[	X
ejpam-2951	421	2	8	8	NUM
ejpam-2951	421	3	]	]	X
ejpam-2951	421	4	d.	d.	PROPN
ejpam-2951	421	5	w.	w.	PROPN
ejpam-2951	421	6	andrews	andrews	PROPN
ejpam-2951	421	7	,	,	PUNCT
ejpam-2951	421	8	o.	o.	PROPN
ejpam-2951	421	9	lieberman	lieberman	PROPN
ejpam-2951	421	10	,	,	PUNCT
ejpam-2951	421	11	and	and	CCONJ
ejpam-2951	421	12	v.	v.	ADP
ejpam-2951	421	13	marmer	marmer	NOUN
ejpam-2951	421	14	.	.	PUNCT
ejpam-2951	422	1	higher	high	ADJ
ejpam-2951	422	2	-	-	PUNCT
ejpam-2951	422	3	order	order	NOUN
ejpam-2951	422	4	improvements	improvement	NOUN
ejpam-2951	422	5	of	of	ADP
ejpam-2951	422	6	the	the	DET
ejpam-2951	422	7	parametric	parametric	ADJ
ejpam-2951	422	8	bootstrap	bootstrap	NOUN
ejpam-2951	422	9	for	for	ADP
ejpam-2951	422	10	long	long	ADJ
ejpam-2951	422	11	-	-	PUNCT
ejpam-2951	422	12	memory	memory	NOUN
ejpam-2951	422	13	gaussian	gaussian	NOUN
ejpam-2951	422	14	processes	process	NOUN
ejpam-2951	422	15	.	.	PUNCT
ejpam-2951	423	1	journal	journal	PROPN
ejpam-2951	423	2	of	of	ADP
ejpam-2951	423	3	econometrics	econometric	NOUN
ejpam-2951	423	4	,	,	PUNCT
ejpam-2951	423	5	133:673–702	133:673–702	NUM
ejpam-2951	423	6	,	,	PUNCT
ejpam-2951	423	7	2006	2006	NUM
ejpam-2951	423	8	.	.	PUNCT
ejpam-2951	424	1	[	[	X
ejpam-2951	424	2	9	9	NUM
ejpam-2951	424	3	]	]	X
ejpam-2951	424	4	n.	n.	NOUN
ejpam-2951	424	5	m.	m.	NOUN
ejpam-2951	424	6	p.	p.	PROPN
ejpam-2951	424	7	c.	c.	PROPN
ejpam-2951	424	8	areal	areal	PROPN
ejpam-2951	424	9	and	and	CCONJ
ejpam-2951	424	10	s.	s.	PROPN
ejpam-2951	424	11	j.	j.	PROPN
ejpam-2951	424	12	taylor	taylor	PROPN
ejpam-2951	424	13	.	.	PUNCT
ejpam-2951	425	1	the	the	DET
ejpam-2951	425	2	realized	realize	VERB
ejpam-2951	425	3	volatility	volatility	NOUN
ejpam-2951	425	4	of	of	ADP
ejpam-2951	425	5	ftse-100	ftse-100	NOUN
ejpam-2951	425	6	futures	future	NOUN
ejpam-2951	425	7	prices	price	NOUN
ejpam-2951	425	8	.	.	PUNCT
ejpam-2951	426	1	journal	journal	PROPN
ejpam-2951	426	2	of	of	ADP
ejpam-2951	426	3	futures	future	NOUN
ejpam-2951	426	4	markets	market	NOUN
ejpam-2951	426	5	,	,	PUNCT
ejpam-2951	426	6	22:627–648	22:627–648	PROPN
ejpam-2951	426	7	,	,	PUNCT
ejpam-2951	426	8	2002	2002	NUM
ejpam-2951	426	9	.	.	PUNCT
ejpam-2951	427	1	[	[	X
ejpam-2951	427	2	10	10	NUM
ejpam-2951	427	3	]	]	X
ejpam-2951	427	4	r.	r.	PROPN
ejpam-2951	427	5	t.	t.	PROPN
ejpam-2951	427	6	baillie	baillie	PROPN
ejpam-2951	427	7	and	and	CCONJ
ejpam-2951	427	8	t.	t.	PROPN
ejpam-2951	427	9	bollerslev	bollerslev	NOUN
ejpam-2951	427	10	.	.	PUNCT
ejpam-2951	428	1	the	the	DET
ejpam-2951	428	2	long	long	ADJ
ejpam-2951	428	3	memory	memory	NOUN
ejpam-2951	428	4	of	of	ADP
ejpam-2951	428	5	the	the	DET
ejpam-2951	428	6	forward	forward	ADJ
ejpam-2951	428	7	premium	premium	NOUN
ejpam-2951	428	8	.	.	PUNCT
ejpam-2951	429	1	journal	journal	NOUN
ejpam-2951	429	2	of	of	ADP
ejpam-2951	429	3	international	international	ADJ
ejpam-2951	429	4	money	money	NOUN
ejpam-2951	429	5	and	and	CCONJ
ejpam-2951	429	6	finance	finance	NOUN
ejpam-2951	429	7	,	,	PUNCT
ejpam-2951	429	8	13:565–571	13:565–571	PROPN
ejpam-2951	429	9	,	,	PUNCT
ejpam-2951	429	10	1994	1994	NUM
ejpam-2951	429	11	.	.	PUNCT
ejpam-2951	430	1	[	[	X
ejpam-2951	430	2	11	11	NUM
ejpam-2951	430	3	]	]	PUNCT
ejpam-2951	430	4	r.	r.	PROPN
ejpam-2951	430	5	t.	t.	PROPN
ejpam-2951	430	6	baillie	baillie	PROPN
ejpam-2951	430	7	and	and	CCONJ
ejpam-2951	430	8	t.	t.	PROPN
ejpam-2951	430	9	bollerslev	bollerslev	PROPN
ejpam-2951	430	10	.	.	PUNCT
ejpam-2951	431	1	cointegration	cointegration	NOUN
ejpam-2951	431	2	,	,	PUNCT
ejpam-2951	431	3	fractional	fractional	ADJ
ejpam-2951	431	4	cointegration	cointegration	NOUN
ejpam-2951	431	5	,	,	PUNCT
ejpam-2951	431	6	and	and	CCONJ
ejpam-2951	431	7	exchange	exchange	NOUN
ejpam-2951	431	8	rate	rate	NOUN
ejpam-2951	431	9	dynamics	dynamic	NOUN
ejpam-2951	431	10	.	.	PUNCT
ejpam-2951	432	1	journal	journal	PROPN
ejpam-2951	432	2	of	of	ADP
ejpam-2951	432	3	finance	finance	NOUN
ejpam-2951	432	4	,	,	PUNCT
ejpam-2951	432	5	49:737–745	49:737–745	PROPN
ejpam-2951	432	6	,	,	PUNCT
ejpam-2951	432	7	1994	1994	NUM
ejpam-2951	432	8	.	.	PUNCT
ejpam-2951	433	1	[	[	X
ejpam-2951	433	2	12	12	NUM
ejpam-2951	433	3	]	]	X
ejpam-2951	433	4	r.	r.	PROPN
ejpam-2951	433	5	t.	t.	PROPN
ejpam-2951	433	6	baillie	baillie	PROPN
ejpam-2951	433	7	,	,	PUNCT
ejpam-2951	433	8	c.	c.	PROPN
ejpam-2951	433	9	f.	f.	PROPN
ejpam-2951	433	10	chung	chung	PROPN
ejpam-2951	433	11	,	,	PUNCT
ejpam-2951	433	12	and	and	CCONJ
ejpam-2951	433	13	m.	m.	NOUN
ejpam-2951	433	14	a.	a.	PROPN
ejpam-2951	433	15	tieslau	tieslau	PROPN
ejpam-2951	433	16	.	.	PUNCT
ejpam-2951	434	1	analyzing	analyze	VERB
ejpam-2951	434	2	inflation	inflation	NOUN
ejpam-2951	434	3	by	by	ADP
ejpam-2951	434	4	the	the	DET
ejpam-2951	434	5	fractionally	fractionally	ADV
ejpam-2951	434	6	integrated	integrate	VERB
ejpam-2951	434	7	arfima	arfima	NOUN
ejpam-2951	434	8	-	-	PUNCT
ejpam-2951	434	9	garch	garch	NOUN
ejpam-2951	434	10	model	model	NOUN
ejpam-2951	434	11	.	.	PUNCT
ejpam-2951	435	1	journal	journal	PROPN
ejpam-2951	435	2	of	of	ADP
ejpam-2951	435	3	applied	apply	VERB
ejpam-2951	435	4	econometrics	econometric	NOUN
ejpam-2951	435	5	,	,	PUNCT
ejpam-2951	435	6	11:23–40	11:23–40	NUM
ejpam-2951	435	7	,	,	PUNCT
ejpam-2951	435	8	1996	1996	NUM
ejpam-2951	435	9	.	.	PUNCT
ejpam-2951	436	1	[	[	X
ejpam-2951	436	2	13	13	NUM
ejpam-2951	436	3	]	]	X
ejpam-2951	436	4	richard	richard	PROPN
ejpam-2951	436	5	t.	t.	PROPN
ejpam-2951	436	6	baillie	baillie	PROPN
ejpam-2951	436	7	,	,	PUNCT
ejpam-2951	436	8	chaleampong	chaleampong	PROPN
ejpam-2951	436	9	kongcharoen	kongcharoen	PROPN
ejpam-2951	436	10	,	,	PUNCT
ejpam-2951	436	11	and	and	CCONJ
ejpam-2951	436	12	george	george	PROPN
ejpam-2951	436	13	kapetanios	kapetanios	PROPN
ejpam-2951	436	14	.	.	PUNCT
ejpam-2951	437	1	prediction	prediction	NOUN
ejpam-2951	437	2	from	from	ADP
ejpam-2951	437	3	arfima	arfima	PROPN
ejpam-2951	437	4	models	model	NOUN
ejpam-2951	437	5	:	:	PUNCT
ejpam-2951	437	6	comparisons	comparison	NOUN
ejpam-2951	437	7	between	between	ADP
ejpam-2951	437	8	mle	mle	PROPN
ejpam-2951	437	9	and	and	CCONJ
ejpam-2951	437	10	semiparametric	semiparametric	NOUN
ejpam-2951	437	11	estimation	estimation	NOUN
ejpam-2951	437	12	procedures	procedure	NOUN
ejpam-2951	437	13	.	.	PUNCT
ejpam-2951	438	1	international	international	ADJ
ejpam-2951	438	2	journal	journal	PROPN
ejpam-2951	438	3	of	of	ADP
ejpam-2951	438	4	forecasting	forecasting	NOUN
ejpam-2951	438	5	,	,	PUNCT
ejpam-2951	438	6	28:46–53	28:46–53	NUM
ejpam-2951	438	7	,	,	PUNCT
ejpam-2951	438	8	2012	2012	NUM
ejpam-2951	438	9	.	.	PUNCT
ejpam-2951	439	1	[	[	X
ejpam-2951	439	2	14	14	NUM
ejpam-2951	439	3	]	]	X
ejpam-2951	439	4	richard	richard	PROPN
ejpam-2951	439	5	t.	t.	PROPN
ejpam-2951	439	6	baillie	baillie	PROPN
ejpam-2951	439	7	,	,	PUNCT
ejpam-2951	439	8	george	george	PROPN
ejpam-2951	439	9	kapetanios	kapetanios	PROPN
ejpam-2951	439	10	,	,	PUNCT
ejpam-2951	439	11	and	and	CCONJ
ejpam-2951	439	12	fotis	fotis	PROPN
ejpam-2951	439	13	papailias	papailia	NOUN
ejpam-2951	439	14	.	.	PUNCT
ejpam-2951	440	1	bandwidth	bandwidth	ADJ
ejpam-2951	440	2	selection	selection	NOUN
ejpam-2951	440	3	by	by	ADP
ejpam-2951	440	4	cross	cross	NOUN
ejpam-2951	440	5	-	-	NOUN
ejpam-2951	440	6	validation	validation	NOUN
ejpam-2951	440	7	for	for	ADP
ejpam-2951	440	8	forecasting	forecast	VERB
ejpam-2951	440	9	long	long	ADJ
ejpam-2951	440	10	memory	memory	NOUN
ejpam-2951	440	11	financial	financial	ADJ
ejpam-2951	440	12	time	time	NOUN
ejpam-2951	440	13	series	series	PROPN
ejpam-2951	440	14	.	.	PUNCT
ejpam-2951	441	1	journal	journal	PROPN
ejpam-2951	441	2	of	of	ADP
ejpam-2951	441	3	empirical	empirical	ADJ
ejpam-2951	441	4	finance	finance	NOUN
ejpam-2951	441	5	,	,	PUNCT
ejpam-2951	441	6	29:129–143	29:129–143	PROPN
ejpam-2951	441	7	,	,	PUNCT
ejpam-2951	441	8	2014	2014	NUM
ejpam-2951	441	9	.	.	PUNCT
ejpam-2951	442	1	[	[	X
ejpam-2951	442	2	15	15	NUM
ejpam-2951	442	3	]	]	X
ejpam-2951	442	4	f.	f.	PROPN
ejpam-2951	442	5	m.	m.	PROPN
ejpam-2951	442	6	bandi	bandi	PROPN
ejpam-2951	442	7	and	and	CCONJ
ejpam-2951	442	8	b.	b.	PROPN
ejpam-2951	442	9	perron	perron	PROPN
ejpam-2951	442	10	.	.	PUNCT
ejpam-2951	443	1	long	long	ADJ
ejpam-2951	443	2	memory	memory	NOUN
ejpam-2951	443	3	and	and	CCONJ
ejpam-2951	443	4	the	the	DET
ejpam-2951	443	5	relation	relation	NOUN
ejpam-2951	443	6	between	between	ADP
ejpam-2951	443	7	implied	imply	VERB
ejpam-2951	443	8	and	and	CCONJ
ejpam-2951	443	9	realized	realize	VERB
ejpam-2951	443	10	volatility	volatility	NOUN
ejpam-2951	443	11	.	.	PUNCT
ejpam-2951	444	1	journal	journal	NOUN
ejpam-2951	444	2	of	of	ADP
ejpam-2951	444	3	financial	financial	ADJ
ejpam-2951	444	4	econometrics	econometric	NOUN
ejpam-2951	444	5	,	,	PUNCT
ejpam-2951	444	6	4:636–670	4:636–670	PROPN
ejpam-2951	444	7	,	,	PUNCT
ejpam-2951	444	8	2006	2006	NUM
ejpam-2951	444	9	.	.	PUNCT
ejpam-2951	445	1	[	[	X
ejpam-2951	445	2	16	16	NUM
ejpam-2951	445	3	]	]	X
ejpam-2951	445	4	o.	o.	PROPN
ejpam-2951	445	5	e.	e.	PROPN
ejpam-2951	445	6	barndorff	barndorff	PROPN
ejpam-2951	445	7	-	-	PUNCT
ejpam-2951	445	8	nielsen	nielsen	PROPN
ejpam-2951	445	9	and	and	CCONJ
ejpam-2951	445	10	n.	n.	PROPN
ejpam-2951	445	11	shephard	shephard	PROPN
ejpam-2951	445	12	.	.	PUNCT
ejpam-2951	446	1	non	non	ADJ
ejpam-2951	446	2	-	-	ADJ
ejpam-2951	446	3	gaussian	gaussian	ADJ
ejpam-2951	446	4	ornstein	ornstein	PROPN
ejpam-2951	446	5	-	-	PUNCT
ejpam-2951	446	6	uhlenbeck	uhlenbeck	ADV
ejpam-2951	446	7	-	-	PUNCT
ejpam-2951	446	8	based	base	VERB
ejpam-2951	446	9	models	model	NOUN
ejpam-2951	446	10	and	and	CCONJ
ejpam-2951	446	11	some	some	PRON
ejpam-2951	446	12	of	of	ADP
ejpam-2951	446	13	their	their	PRON
ejpam-2951	446	14	uses	use	NOUN
ejpam-2951	446	15	in	in	ADP
ejpam-2951	446	16	financial	financial	ADJ
ejpam-2951	446	17	economics	economic	NOUN
ejpam-2951	446	18	.	.	PUNCT
ejpam-2951	447	1	journal	journal	NOUN
ejpam-2951	447	2	of	of	ADP
ejpam-2951	447	3	the	the	DET
ejpam-2951	447	4	royal	royal	ADJ
ejpam-2951	447	5	statistical	statistical	ADJ
ejpam-2951	447	6	society	society	NOUN
ejpam-2951	447	7	series	series	PROPN
ejpam-2951	447	8	b	b	NOUN
ejpam-2951	447	9	-	-	PUNCT
ejpam-2951	447	10	statistical	statistical	ADJ
ejpam-2951	447	11	methodology	methodology	NOUN
ejpam-2951	447	12	,	,	PUNCT
ejpam-2951	447	13	63:167–207	63:167–207	NOUN
ejpam-2951	447	14	,	,	PUNCT
ejpam-2951	447	15	2001	2001	NUM
ejpam-2951	447	16	.	.	PUNCT
ejpam-2951	448	1	[	[	X
ejpam-2951	448	2	17	17	NUM
ejpam-2951	448	3	]	]	X
ejpam-2951	448	4	o.	o.	PROPN
ejpam-2951	448	5	e.	e.	PROPN
ejpam-2951	448	6	barndorff	barndorff	PROPN
ejpam-2951	448	7	-	-	PUNCT
ejpam-2951	448	8	nielsen	nielsen	PROPN
ejpam-2951	448	9	and	and	CCONJ
ejpam-2951	448	10	n.	n.	PROPN
ejpam-2951	448	11	shephard	shephard	PROPN
ejpam-2951	448	12	.	.	PUNCT
ejpam-2951	449	1	econometric	econometric	ADJ
ejpam-2951	449	2	analysis	analysis	NOUN
ejpam-2951	449	3	of	of	ADP
ejpam-2951	449	4	realized	realize	VERB
ejpam-2951	449	5	volatility	volatility	NOUN
ejpam-2951	449	6	and	and	CCONJ
ejpam-2951	449	7	its	its	PRON
ejpam-2951	449	8	use	use	NOUN
ejpam-2951	449	9	in	in	ADP
ejpam-2951	449	10	estimating	estimate	VERB
ejpam-2951	449	11	stochastic	stochastic	ADJ
ejpam-2951	449	12	volatility	volatility	NOUN
ejpam-2951	449	13	models	model	NOUN
ejpam-2951	449	14	.	.	PUNCT
ejpam-2951	450	1	journal	journal	NOUN
ejpam-2951	450	2	of	of	ADP
ejpam-2951	450	3	the	the	DET
ejpam-2951	450	4	royal	royal	ADJ
ejpam-2951	450	5	statistical	statistical	ADJ
ejpam-2951	450	6	society	society	NOUN
ejpam-2951	450	7	series	series	PROPN
ejpam-2951	450	8	b	b	PROPN
ejpam-2951	450	9	,	,	PUNCT
ejpam-2951	450	10	64:253–280	64:253–280	NOUN
ejpam-2951	450	11	,	,	PUNCT
ejpam-2951	450	12	2002	2002	NUM
ejpam-2951	450	13	.	.	PUNCT
ejpam-2951	451	1	references	reference	NOUN
ejpam-2951	451	2	96	96	NUM
ejpam-2951	452	1	[	[	X
ejpam-2951	452	2	18	18	NUM
ejpam-2951	452	3	]	]	X
ejpam-2951	452	4	f.	f.	PROPN
ejpam-2951	452	5	black	black	PROPN
ejpam-2951	452	6	and	and	CCONJ
ejpam-2951	452	7	m.	m.	NOUN
ejpam-2951	452	8	scholes	schole	NOUN
ejpam-2951	452	9	.	.	PUNCT
ejpam-2951	453	1	the	the	DET
ejpam-2951	453	2	pricing	pricing	NOUN
ejpam-2951	453	3	of	of	ADP
ejpam-2951	453	4	options	option	NOUN
ejpam-2951	453	5	and	and	CCONJ
ejpam-2951	453	6	corporate	corporate	ADJ
ejpam-2951	453	7	liabilities	liability	NOUN
ejpam-2951	453	8	.	.	PUNCT
ejpam-2951	454	1	journal	journal	NOUN
ejpam-2951	454	2	of	of	ADP
ejpam-2951	454	3	political	political	ADJ
ejpam-2951	454	4	economy	economy	NOUN
ejpam-2951	454	5	,	,	PUNCT
ejpam-2951	454	6	81:637–654	81:637–654	NUM
ejpam-2951	454	7	,	,	PUNCT
ejpam-2951	454	8	1973	1973	NUM
ejpam-2951	454	9	.	.	PUNCT
ejpam-2951	455	1	[	[	X
ejpam-2951	455	2	19	19	NUM
ejpam-2951	455	3	]	]	PUNCT
ejpam-2951	455	4	tim	tim	PROPN
ejpam-2951	455	5	bollerslev	bollerslev	PROPN
ejpam-2951	455	6	and	and	CCONJ
ejpam-2951	455	7	hans	hans	PROPN
ejpam-2951	455	8	ole	ole	PROPN
ejpam-2951	455	9	mikkelsen	mikkelsen	PROPN
ejpam-2951	455	10	.	.	PUNCT
ejpam-2951	456	1	modeling	modeling	NOUN
ejpam-2951	456	2	and	and	CCONJ
ejpam-2951	456	3	pricing	pricing	NOUN
ejpam-2951	456	4	long	long	ADJ
ejpam-2951	456	5	memory	memory	NOUN
ejpam-2951	456	6	in	in	ADP
ejpam-2951	456	7	stock	stock	NOUN
ejpam-2951	456	8	market	market	NOUN
ejpam-2951	456	9	volatility	volatility	NOUN
ejpam-2951	456	10	.	.	PUNCT
ejpam-2951	457	1	journal	journal	NOUN
ejpam-2951	457	2	of	of	ADP
ejpam-2951	457	3	econometrics	econometric	NOUN
ejpam-2951	457	4	,	,	PUNCT
ejpam-2951	457	5	73(1):151–184	73(1):151–184	PROPN
ejpam-2951	457	6	,	,	PUNCT
ejpam-2951	457	7	july	july	PROPN
ejpam-2951	457	8	1996	1996	NUM
ejpam-2951	457	9	.	.	PUNCT
ejpam-2951	458	1	[	[	X
ejpam-2951	458	2	20	20	NUM
ejpam-2951	458	3	]	]	X
ejpam-2951	458	4	j.	j.	PROPN
ejpam-2951	458	5	breitung	breitung	PROPN
ejpam-2951	458	6	and	and	CCONJ
ejpam-2951	458	7	u.	u.	PROPN
ejpam-2951	458	8	hassler	hassler	PROPN
ejpam-2951	458	9	.	.	PUNCT
ejpam-2951	459	1	inference	inference	NOUN
ejpam-2951	459	2	on	on	ADP
ejpam-2951	459	3	the	the	DET
ejpam-2951	459	4	cointegration	cointegration	NOUN
ejpam-2951	459	5	rank	rank	NOUN
ejpam-2951	459	6	in	in	ADP
ejpam-2951	459	7	fractionally	fractionally	ADV
ejpam-2951	459	8	integrated	integrate	VERB
ejpam-2951	459	9	processes	process	NOUN
ejpam-2951	459	10	.	.	PUNCT
ejpam-2951	460	1	journal	journal	PROPN
ejpam-2951	460	2	of	of	ADP
ejpam-2951	460	3	econometrics	econometric	NOUN
ejpam-2951	460	4	,	,	PUNCT
ejpam-2951	460	5	110:167–185	110:167–185	NUM
ejpam-2951	460	6	,	,	PUNCT
ejpam-2951	460	7	2002	2002	NUM
ejpam-2951	460	8	.	.	PUNCT
ejpam-2951	461	1	[	[	X
ejpam-2951	461	2	21	21	NUM
ejpam-2951	461	3	]	]	X
ejpam-2951	461	4	j.	j.	PROPN
ejpam-2951	461	5	campos	campos	PROPN
ejpam-2951	461	6	,	,	PUNCT
ejpam-2951	461	7	n.	n.	PROPN
ejpam-2951	461	8	r.	r.	PROPN
ejpam-2951	461	9	ericsson	ericsson	PROPN
ejpam-2951	461	10	,	,	PUNCT
ejpam-2951	461	11	and	and	CCONJ
ejpam-2951	461	12	d.	d.	PROPN
ejpam-2951	461	13	f.	f.	PROPN
ejpam-2951	461	14	hendry	hendry	PROPN
ejpam-2951	461	15	.	.	PUNCT
ejpam-2951	462	1	cointegration	cointegration	NOUN
ejpam-2951	462	2	tests	test	NOUN
ejpam-2951	462	3	in	in	ADP
ejpam-2951	462	4	the	the	DET
ejpam-2951	462	5	presence	presence	NOUN
ejpam-2951	462	6	of	of	ADP
ejpam-2951	462	7	structural	structural	ADJ
ejpam-2951	462	8	breaks	break	NOUN
ejpam-2951	462	9	.	.	PUNCT
ejpam-2951	463	1	journal	journal	NOUN
ejpam-2951	463	2	of	of	ADP
ejpam-2951	463	3	econometrics	econometric	NOUN
ejpam-2951	463	4	,	,	PUNCT
ejpam-2951	463	5	70:187–220	70:187–220	NUM
ejpam-2951	463	6	,	,	PUNCT
ejpam-2951	463	7	1996	1996	NUM
ejpam-2951	463	8	.	.	PUNCT
ejpam-2951	464	1	[	[	X
ejpam-2951	464	2	22	22	NUM
ejpam-2951	464	3	]	]	X
ejpam-2951	464	4	g.	g.	PROPN
ejpam-2951	464	5	m.	m.	NOUN
ejpam-2951	464	6	caporale	caporale	PROPN
ejpam-2951	464	7	and	and	CCONJ
ejpam-2951	464	8	l.	l.	PROPN
ejpam-2951	464	9	a.	a.	PROPN
ejpam-2951	464	10	gil	gil	PROPN
ejpam-2951	464	11	-	-	PROPN
ejpam-2951	464	12	alana	alana	PROPN
ejpam-2951	464	13	.	.	PUNCT
ejpam-2951	465	1	long	long	ADJ
ejpam-2951	465	2	memory	memory	NOUN
ejpam-2951	465	3	and	and	CCONJ
ejpam-2951	465	4	fractional	fractional	ADJ
ejpam-2951	465	5	integration	integration	NOUN
ejpam-2951	465	6	in	in	ADP
ejpam-2951	465	7	high	high	ADJ
ejpam-2951	465	8	frequency	frequency	NOUN
ejpam-2951	465	9	data	datum	NOUN
ejpam-2951	465	10	on	on	ADP
ejpam-2951	465	11	the	the	DET
ejpam-2951	465	12	us	us	PROPN
ejpam-2951	465	13	dollar	dollar	NOUN
ejpam-2951	465	14	/	/	SYM
ejpam-2951	465	15	british	british	ADJ
ejpam-2951	465	16	pound	pound	PROPN
ejpam-2951	465	17	spot	spot	NOUN
ejpam-2951	465	18	exchange	exchange	NOUN
ejpam-2951	465	19	rate	rate	NOUN
ejpam-2951	465	20	.	.	PUNCT
ejpam-2951	466	1	international	international	ADJ
ejpam-2951	466	2	review	review	NOUN
ejpam-2951	466	3	of	of	ADP
ejpam-2951	466	4	financial	financial	ADJ
ejpam-2951	466	5	analysis	analysis	NOUN
ejpam-2951	466	6	,	,	PUNCT
ejpam-2951	466	7	29:1–9	29:1–9	NUM
ejpam-2951	466	8	,	,	PUNCT
ejpam-2951	466	9	2013	2013	NUM
ejpam-2951	466	10	.	.	PUNCT
ejpam-2951	467	1	[	[	X
ejpam-2951	467	2	23	23	NUM
ejpam-2951	467	3	]	]	PUNCT
ejpam-2951	467	4	j.	j.	PROPN
ejpam-2951	467	5	l.	l.	PROPN
ejpam-2951	467	6	castle	castle	PROPN
ejpam-2951	467	7	,	,	PUNCT
ejpam-2951	467	8	n.	n.	PROPN
ejpam-2951	467	9	w.	w.	PROPN
ejpam-2951	467	10	p.	p.	PROPN
ejpam-2951	467	11	fawcett	fawcett	PROPN
ejpam-2951	467	12	,	,	PUNCT
ejpam-2951	467	13	and	and	CCONJ
ejpam-2951	467	14	d.	d.	PROPN
ejpam-2951	467	15	f.	f.	PROPN
ejpam-2951	467	16	hendry	hendry	PROPN
ejpam-2951	467	17	.	.	PUNCT
ejpam-2951	468	1	forecasting	forecast	VERB
ejpam-2951	468	2	with	with	ADP
ejpam-2951	468	3	equilibriumcorrection	equilibriumcorrection	NOUN
ejpam-2951	468	4	models	model	NOUN
ejpam-2951	468	5	during	during	ADP
ejpam-2951	468	6	structural	structural	ADJ
ejpam-2951	468	7	breaks	break	NOUN
ejpam-2951	468	8	.	.	PUNCT
ejpam-2951	469	1	journal	journal	NOUN
ejpam-2951	469	2	of	of	ADP
ejpam-2951	469	3	econometrics	econometric	NOUN
ejpam-2951	469	4	,	,	PUNCT
ejpam-2951	469	5	158:25–36	158:25–36	NUM
ejpam-2951	469	6	,	,	PUNCT
ejpam-2951	469	7	2010	2010	NUM
ejpam-2951	469	8	.	.	PUNCT
ejpam-2951	470	1	[	[	X
ejpam-2951	470	2	24	24	NUM
ejpam-2951	470	3	]	]	PUNCT
ejpam-2951	470	4	j.	j.	PROPN
ejpam-2951	470	5	l.	l.	PROPN
ejpam-2951	470	6	castle	castle	PROPN
ejpam-2951	470	7	,	,	PUNCT
ejpam-2951	470	8	j.	j.	PROPN
ejpam-2951	470	9	a.	a.	PROPN
ejpam-2951	470	10	doornik	doornik	PROPN
ejpam-2951	470	11	,	,	PUNCT
ejpam-2951	470	12	d.	d.	PROPN
ejpam-2951	470	13	f.	f.	PROPN
ejpam-2951	470	14	hendry	hendry	PROPN
ejpam-2951	470	15	,	,	PUNCT
ejpam-2951	470	16	and	and	CCONJ
ejpam-2951	470	17	f.	f.	PROPN
ejpam-2951	470	18	pretis	pretis	PROPN
ejpam-2951	470	19	.	.	PUNCT
ejpam-2951	471	1	detecting	detect	VERB
ejpam-2951	471	2	location	location	NOUN
ejpam-2951	471	3	shifts	shift	NOUN
ejpam-2951	471	4	during	during	ADP
ejpam-2951	471	5	model	model	NOUN
ejpam-2951	471	6	selection	selection	NOUN
ejpam-2951	471	7	by	by	ADP
ejpam-2951	471	8	step	step	NOUN
ejpam-2951	471	9	-	-	PUNCT
ejpam-2951	471	10	indicator	indicator	NOUN
ejpam-2951	471	11	saturation	saturation	NOUN
ejpam-2951	471	12	.	.	PUNCT
ejpam-2951	472	1	econometrics	econometric	NOUN
ejpam-2951	472	2	,	,	PUNCT
ejpam-2951	472	3	3:240–264	3:240–264	NUM
ejpam-2951	472	4	,	,	PUNCT
ejpam-2951	472	5	2015	2015	NUM
ejpam-2951	472	6	.	.	PUNCT
ejpam-2951	473	1	[	[	X
ejpam-2951	473	2	25	25	NUM
ejpam-2951	473	3	]	]	X
ejpam-2951	473	4	giuseppe	giuseppe	PROPN
ejpam-2951	473	5	cavaliere	cavaliere	PROPN
ejpam-2951	473	6	,	,	PUNCT
ejpam-2951	473	7	morten	morten	PROPN
ejpam-2951	473	8	ørregaard	ørregaard	PROPN
ejpam-2951	473	9	nielsen	nielsen	PROPN
ejpam-2951	473	10	,	,	PUNCT
ejpam-2951	473	11	and	and	CCONJ
ejpam-2951	473	12	a.	a.	PROPN
ejpam-2951	473	13	m.	m.	PROPN
ejpam-2951	473	14	r.	r.	PROPN
ejpam-2951	473	15	taylor	taylor	PROPN
ejpam-2951	473	16	.	.	PUNCT
ejpam-2951	474	1	bootstrap	bootstrap	NOUN
ejpam-2951	474	2	score	score	NOUN
ejpam-2951	474	3	test	test	NOUN
ejpam-2951	474	4	for	for	ADP
ejpam-2951	474	5	fractional	fractional	ADJ
ejpam-2951	474	6	integration	integration	NOUN
ejpam-2951	474	7	in	in	ADP
ejpam-2951	474	8	heteroskedastic	heteroskedastic	ADJ
ejpam-2951	474	9	arfima	arfima	PROPN
ejpam-2951	474	10	models	model	NOUN
ejpam-2951	474	11	,	,	PUNCT
ejpam-2951	474	12	with	with	ADP
ejpam-2951	474	13	an	an	DET
ejpam-2951	474	14	application	application	NOUN
ejpam-2951	474	15	to	to	ADP
ejpam-2951	474	16	price	price	NOUN
ejpam-2951	474	17	dynamics	dynamic	NOUN
ejpam-2951	474	18	in	in	ADP
ejpam-2951	474	19	commodity	commodity	NOUN
ejpam-2951	474	20	spot	spot	NOUN
ejpam-2951	474	21	and	and	CCONJ
ejpam-2951	474	22	futures	future	NOUN
ejpam-2951	474	23	markets	market	NOUN
ejpam-2951	474	24	.	.	PUNCT
ejpam-2951	475	1	journal	journal	NOUN
ejpam-2951	475	2	of	of	ADP
ejpam-2951	475	3	econometrics	econometric	NOUN
ejpam-2951	475	4	,	,	PUNCT
ejpam-2951	475	5	187:557–579	187:557–579	NUM
ejpam-2951	475	6	,	,	PUNCT
ejpam-2951	475	7	2015	2015	NUM
ejpam-2951	475	8	.	.	PUNCT
ejpam-2951	476	1	[	[	X
ejpam-2951	476	2	26	26	NUM
ejpam-2951	476	3	]	]	PUNCT
ejpam-2951	476	4	k.	k.	PROPN
ejpam-2951	476	5	choi	choi	PROPN
ejpam-2951	476	6	,	,	PUNCT
ejpam-2951	476	7	w.	w.	PROPN
ejpam-2951	476	8	c.	c.	PROPN
ejpam-2951	476	9	yu	yu	PROPN
ejpam-2951	476	10	,	,	PUNCT
ejpam-2951	476	11	and	and	CCONJ
ejpam-2951	476	12	e.	e.	PROPN
ejpam-2951	476	13	zivot	zivot	PROPN
ejpam-2951	476	14	.	.	PUNCT
ejpam-2951	477	1	long	long	ADJ
ejpam-2951	477	2	memory	memory	NOUN
ejpam-2951	477	3	versus	versus	ADP
ejpam-2951	477	4	structural	structural	ADJ
ejpam-2951	477	5	breaks	break	NOUN
ejpam-2951	477	6	in	in	ADP
ejpam-2951	477	7	modeling	modeling	NOUN
ejpam-2951	477	8	and	and	CCONJ
ejpam-2951	477	9	forecasting	forecasting	NOUN
ejpam-2951	477	10	realized	realize	VERB
ejpam-2951	477	11	volatility	volatility	NOUN
ejpam-2951	477	12	.	.	PUNCT
ejpam-2951	478	1	journal	journal	NOUN
ejpam-2951	478	2	of	of	ADP
ejpam-2951	478	3	international	international	ADJ
ejpam-2951	478	4	money	money	NOUN
ejpam-2951	478	5	and	and	CCONJ
ejpam-2951	478	6	finance	finance	NOUN
ejpam-2951	478	7	,	,	PUNCT
ejpam-2951	478	8	29	29	NUM
ejpam-2951	478	9	:	:	PUNCT
ejpam-2951	478	10	857–875	857–875	NUM
ejpam-2951	478	11	,	,	PUNCT
ejpam-2951	478	12	2010	2010	NUM
ejpam-2951	478	13	.	.	PUNCT
ejpam-2951	479	1	[	[	X
ejpam-2951	479	2	27	27	NUM
ejpam-2951	479	3	]	]	X
ejpam-2951	479	4	g.	g.	NOUN
ejpam-2951	479	5	chortareas	chortareas	PROPN
ejpam-2951	479	6	,	,	PUNCT
ejpam-2951	479	7	y.	y.	PROPN
ejpam-2951	479	8	jiang	jiang	PROPN
ejpam-2951	479	9	,	,	PUNCT
ejpam-2951	479	10	and	and	CCONJ
ejpam-2951	479	11	j.	j.	PROPN
ejpam-2951	479	12	c.	c.	PROPN
ejpam-2951	479	13	nankervis	nankervis	PROPN
ejpam-2951	479	14	.	.	PUNCT
ejpam-2951	480	1	forecasting	forecasting	NOUN
ejpam-2951	480	2	exchange	exchange	NOUN
ejpam-2951	480	3	rate	rate	NOUN
ejpam-2951	480	4	volatility	volatility	NOUN
ejpam-2951	480	5	using	use	VERB
ejpam-2951	480	6	high	high	ADJ
ejpam-2951	480	7	-	-	PUNCT
ejpam-2951	480	8	frequency	frequency	NOUN
ejpam-2951	480	9	data	datum	NOUN
ejpam-2951	480	10	:	:	PUNCT
ejpam-2951	480	11	is	be	AUX
ejpam-2951	480	12	euro	euro	NOUN
ejpam-2951	480	13	different	different	ADJ
ejpam-2951	480	14	?	?	PUNCT
ejpam-2951	481	1	international	international	ADJ
ejpam-2951	481	2	journal	journal	NOUN
ejpam-2951	481	3	of	of	ADP
ejpam-2951	481	4	forecasting	forecasting	NOUN
ejpam-2951	481	5	,	,	PUNCT
ejpam-2951	481	6	27:1089–1107	27:1089–1107	NUM
ejpam-2951	481	7	,	,	PUNCT
ejpam-2951	481	8	2011	2011	NUM
ejpam-2951	481	9	.	.	PUNCT
ejpam-2951	482	1	[	[	X
ejpam-2951	482	2	28	28	NUM
ejpam-2951	482	3	]	]	X
ejpam-2951	482	4	b.	b.	PROPN
ejpam-2951	482	5	christensen	christensen	PROPN
ejpam-2951	482	6	and	and	CCONJ
ejpam-2951	482	7	m.	m.	PROPN
ejpam-2951	482	8	nielsen	nielsen	PROPN
ejpam-2951	482	9	.	.	PUNCT
ejpam-2951	483	1	asymptotic	asymptotic	ADJ
ejpam-2951	483	2	normality	normality	NOUN
ejpam-2951	483	3	of	of	ADP
ejpam-2951	483	4	narrow	narrow	ADJ
ejpam-2951	483	5	-	-	PUNCT
ejpam-2951	483	6	band	band	NOUN
ejpam-2951	483	7	least	least	ADJ
ejpam-2951	483	8	squares	square	NOUN
ejpam-2951	483	9	in	in	ADP
ejpam-2951	483	10	the	the	DET
ejpam-2951	483	11	stationary	stationary	ADJ
ejpam-2951	483	12	fractional	fractional	ADJ
ejpam-2951	483	13	cointegration	cointegration	NOUN
ejpam-2951	483	14	model	model	NOUN
ejpam-2951	483	15	and	and	CCONJ
ejpam-2951	483	16	volatility	volatility	NOUN
ejpam-2951	483	17	forecasting	forecasting	NOUN
ejpam-2951	483	18	.	.	PUNCT
ejpam-2951	484	1	journal	journal	PROPN
ejpam-2951	484	2	of	of	ADP
ejpam-2951	484	3	econometrics	econometric	NOUN
ejpam-2951	484	4	,	,	PUNCT
ejpam-2951	484	5	133:343–371	133:343–371	NUM
ejpam-2951	484	6	,	,	PUNCT
ejpam-2951	484	7	2006	2006	NUM
ejpam-2951	484	8	.	.	PUNCT
ejpam-2951	485	1	[	[	X
ejpam-2951	485	2	29	29	NUM
ejpam-2951	485	3	]	]	X
ejpam-2951	485	4	c.	c.	PROPN
ejpam-2951	485	5	f.	f.	PROPN
ejpam-2951	485	6	chung	chung	PROPN
ejpam-2951	485	7	and	and	CCONJ
ejpam-2951	485	8	r.	r.	PROPN
ejpam-2951	485	9	t.	t.	PROPN
ejpam-2951	485	10	baillie	baillie	PROPN
ejpam-2951	485	11	.	.	PUNCT
ejpam-2951	486	1	small	small	ADJ
ejpam-2951	486	2	sample	sample	NOUN
ejpam-2951	486	3	bias	bias	NOUN
ejpam-2951	486	4	in	in	ADP
ejpam-2951	486	5	conditional	conditional	ADJ
ejpam-2951	486	6	sum	sum	NOUN
ejpam-2951	486	7	of	of	ADP
ejpam-2951	486	8	squared	square	VERB
ejpam-2951	486	9	estimators	estimator	NOUN
ejpam-2951	486	10	of	of	ADP
ejpam-2951	486	11	fractionally	fractionally	ADV
ejpam-2951	486	12	integrated	integrate	VERB
ejpam-2951	486	13	arma	arma	NOUN
ejpam-2951	486	14	models	model	NOUN
ejpam-2951	486	15	.	.	PUNCT
ejpam-2951	487	1	empirical	empirical	ADJ
ejpam-2951	487	2	economics	economic	NOUN
ejpam-2951	487	3	,	,	PUNCT
ejpam-2951	487	4	18:791	18:791	NUM
ejpam-2951	487	5	–	–	PUNCT
ejpam-2951	487	6	806	806	NUM
ejpam-2951	487	7	,	,	PUNCT
ejpam-2951	487	8	1993	1993	NUM
ejpam-2951	487	9	.	.	PUNCT
ejpam-2951	488	1	[	[	X
ejpam-2951	488	2	30	30	NUM
ejpam-2951	488	3	]	]	X
ejpam-2951	488	4	m.	m.	NOUN
ejpam-2951	488	5	p.	p.	PROPN
ejpam-2951	488	6	clements	clements	PROPN
ejpam-2951	488	7	and	and	CCONJ
ejpam-2951	488	8	d.	d.	PROPN
ejpam-2951	488	9	f.	f.	PROPN
ejpam-2951	488	10	hendry	hendry	PROPN
ejpam-2951	488	11	.	.	PUNCT
ejpam-2951	489	1	forecasting	forecast	VERB
ejpam-2951	489	2	economic	economic	ADJ
ejpam-2951	489	3	time	time	NOUN
ejpam-2951	489	4	series	series	PROPN
ejpam-2951	489	5	.	.	PUNCT
ejpam-2951	490	1	cambridge	cambridge	PROPN
ejpam-2951	490	2	university	university	PROPN
ejpam-2951	490	3	press	press	NOUN
ejpam-2951	490	4	,	,	PUNCT
ejpam-2951	490	5	1998	1998	NUM
ejpam-2951	490	6	.	.	PUNCT
ejpam-2951	491	1	references	reference	NOUN
ejpam-2951	491	2	97	97	NUM
ejpam-2951	492	1	[	[	X
ejpam-2951	492	2	31	31	NUM
ejpam-2951	492	3	]	]	X
ejpam-2951	492	4	f.	f.	PROPN
ejpam-2951	492	5	corsi	corsi	PROPN
ejpam-2951	492	6	.	.	PUNCT
ejpam-2951	493	1	a	a	DET
ejpam-2951	493	2	simple	simple	ADJ
ejpam-2951	493	3	approximate	approximate	ADJ
ejpam-2951	493	4	long	long	ADJ
ejpam-2951	493	5	-	-	PUNCT
ejpam-2951	493	6	memory	memory	NOUN
ejpam-2951	493	7	model	model	NOUN
ejpam-2951	493	8	of	of	ADP
ejpam-2951	493	9	realized	realize	VERB
ejpam-2951	493	10	volatility	volatility	NOUN
ejpam-2951	493	11	.	.	PUNCT
ejpam-2951	494	1	journal	journal	NOUN
ejpam-2951	494	2	of	of	ADP
ejpam-2951	494	3	financial	financial	ADJ
ejpam-2951	494	4	econometrics	econometric	NOUN
ejpam-2951	494	5	,	,	PUNCT
ejpam-2951	494	6	7:174–196	7:174–196	NUM
ejpam-2951	494	7	,	,	PUNCT
ejpam-2951	494	8	2009	2009	NUM
ejpam-2951	494	9	.	.	PUNCT
ejpam-2951	495	1	[	[	X
ejpam-2951	495	2	32	32	NUM
ejpam-2951	495	3	]	]	X
ejpam-2951	495	4	v.	v.	PROPN
ejpam-2951	495	5	dalla	dalla	PROPN
ejpam-2951	495	6	,	,	PUNCT
ejpam-2951	495	7	l.	l.	PROPN
ejpam-2951	495	8	giraitis	giraitis	PROPN
ejpam-2951	495	9	,	,	PUNCT
ejpam-2951	495	10	and	and	CCONJ
ejpam-2951	495	11	j.	j.	PROPN
ejpam-2951	495	12	hidalgo	hidalgo	PROPN
ejpam-2951	495	13	.	.	PUNCT
ejpam-2951	496	1	consistent	consistent	ADJ
ejpam-2951	496	2	estimation	estimation	NOUN
ejpam-2951	496	3	of	of	ADP
ejpam-2951	496	4	the	the	DET
ejpam-2951	496	5	long	long	ADJ
ejpam-2951	496	6	memory	memory	NOUN
ejpam-2951	496	7	parameter	parameter	NOUN
ejpam-2951	496	8	for	for	ADP
ejpam-2951	496	9	nonlinear	nonlinear	ADJ
ejpam-2951	496	10	time	time	NOUN
ejpam-2951	496	11	series	series	PROPN
ejpam-2951	496	12	.	.	PUNCT
ejpam-2951	497	1	journal	journal	PROPN
ejpam-2951	497	2	of	of	ADP
ejpam-2951	497	3	time	time	NOUN
ejpam-2951	497	4	series	series	PROPN
ejpam-2951	497	5	analysis	analysis	NOUN
ejpam-2951	497	6	,	,	PUNCT
ejpam-2951	497	7	27:211–251	27:211–251	NUM
ejpam-2951	497	8	,	,	PUNCT
ejpam-2951	497	9	2006	2006	NUM
ejpam-2951	497	10	.	.	PUNCT
ejpam-2951	498	1	[	[	X
ejpam-2951	498	2	33	33	NUM
ejpam-2951	498	3	]	]	PUNCT
ejpam-2951	498	4	j.	j.	PROPN
ejpam-2951	498	5	davidson	davidson	PROPN
ejpam-2951	498	6	.	.	PUNCT
ejpam-2951	499	1	a	a	DET
ejpam-2951	499	2	model	model	NOUN
ejpam-2951	499	3	for	for	ADP
ejpam-2951	499	4	fractional	fractional	ADJ
ejpam-2951	499	5	cointegration	cointegration	NOUN
ejpam-2951	499	6	,	,	PUNCT
ejpam-2951	499	7	and	and	CCONJ
ejpam-2951	499	8	tests	test	NOUN
ejpam-2951	499	9	for	for	ADP
ejpam-2951	499	10	cointegration	cointegration	NOUN
ejpam-2951	499	11	using	use	VERB
ejpam-2951	499	12	the	the	DET
ejpam-2951	499	13	bootstrap	bootstrap	NOUN
ejpam-2951	499	14	.	.	PUNCT
ejpam-2951	500	1	journal	journal	PROPN
ejpam-2951	500	2	of	of	ADP
ejpam-2951	500	3	econometrics	econometric	NOUN
ejpam-2951	500	4	,	,	PUNCT
ejpam-2951	500	5	110:187–212	110:187–212	NUM
ejpam-2951	500	6	,	,	PUNCT
ejpam-2951	500	7	2002	2002	NUM
ejpam-2951	500	8	.	.	PUNCT
ejpam-2951	501	1	[	[	X
ejpam-2951	501	2	34	34	NUM
ejpam-2951	501	3	]	]	X
ejpam-2951	501	4	j.	j.	PROPN
ejpam-2951	501	5	davidson	davidson	PROPN
ejpam-2951	501	6	.	.	PUNCT
ejpam-2951	502	1	alternative	alternative	ADJ
ejpam-2951	502	2	bootstrap	bootstrap	NOUN
ejpam-2951	502	3	procedures	procedure	NOUN
ejpam-2951	502	4	for	for	ADP
ejpam-2951	502	5	testing	test	VERB
ejpam-2951	502	6	cointegration	cointegration	NOUN
ejpam-2951	502	7	in	in	ADP
ejpam-2951	502	8	fractionally	fractionally	ADV
ejpam-2951	502	9	integrated	integrate	VERB
ejpam-2951	502	10	processes	process	NOUN
ejpam-2951	502	11	.	.	PUNCT
ejpam-2951	503	1	journal	journal	PROPN
ejpam-2951	503	2	of	of	ADP
ejpam-2951	503	3	econometrics	econometric	NOUN
ejpam-2951	503	4	,	,	PUNCT
ejpam-2951	503	5	133:741–777	133:741–777	NUM
ejpam-2951	503	6	,	,	PUNCT
ejpam-2951	503	7	2006	2006	NUM
ejpam-2951	503	8	.	.	PUNCT
ejpam-2951	504	1	[	[	X
ejpam-2951	504	2	35	35	NUM
ejpam-2951	504	3	]	]	X
ejpam-2951	504	4	j.	j.	PROPN
ejpam-2951	504	5	davidson	davidson	PROPN
ejpam-2951	504	6	and	and	CCONJ
ejpam-2951	504	7	r.	r.	PROPN
ejpam-2951	504	8	m.	m.	PROPN
ejpam-2951	504	9	de	de	PROPN
ejpam-2951	504	10	jong	jong	PROPN
ejpam-2951	504	11	.	.	PUNCT
ejpam-2951	505	1	the	the	DET
ejpam-2951	505	2	functional	functional	ADJ
ejpam-2951	505	3	central	central	ADJ
ejpam-2951	505	4	limit	limit	NOUN
ejpam-2951	505	5	theorem	theorem	ADJ
ejpam-2951	505	6	and	and	CCONJ
ejpam-2951	505	7	weak	weak	ADJ
ejpam-2951	505	8	convergence	convergence	NOUN
ejpam-2951	505	9	to	to	ADP
ejpam-2951	505	10	stochastic	stochastic	ADJ
ejpam-2951	505	11	integrals	integral	NOUN
ejpam-2951	505	12	ii	ii	NOUN
ejpam-2951	505	13	:	:	PUNCT
ejpam-2951	505	14	fractionally	fractionally	ADV
ejpam-2951	505	15	integrated	integrate	VERB
ejpam-2951	505	16	processes	process	NOUN
ejpam-2951	505	17	.	.	PUNCT
ejpam-2951	506	1	econometric	econometric	PROPN
ejpam-2951	506	2	theory	theory	NOUN
ejpam-2951	506	3	,	,	PUNCT
ejpam-2951	506	4	2000	2000	NUM
ejpam-2951	506	5	.	.	PUNCT
ejpam-2951	507	1	[	[	X
ejpam-2951	507	2	36	36	NUM
ejpam-2951	507	3	]	]	X
ejpam-2951	507	4	j.	j.	PROPN
ejpam-2951	507	5	davidson	davidson	PROPN
ejpam-2951	507	6	and	and	CCONJ
ejpam-2951	507	7	n.	n.	PROPN
ejpam-2951	507	8	hashimzade	hashimzade	PROPN
ejpam-2951	507	9	.	.	PUNCT
ejpam-2951	508	1	alternative	alternative	ADJ
ejpam-2951	508	2	frequency	frequency	NOUN
ejpam-2951	508	3	and	and	CCONJ
ejpam-2951	508	4	time	time	NOUN
ejpam-2951	508	5	domain	domain	NOUN
ejpam-2951	508	6	versions	version	NOUN
ejpam-2951	508	7	of	of	ADP
ejpam-2951	508	8	fractional	fractional	ADJ
ejpam-2951	508	9	brownian	brownian	ADJ
ejpam-2951	508	10	motion	motion	NOUN
ejpam-2951	508	11	.	.	PUNCT
ejpam-2951	509	1	econometric	econometric	PROPN
ejpam-2951	509	2	theory	theory	NOUN
ejpam-2951	509	3	,	,	PUNCT
ejpam-2951	509	4	24:256–293	24:256–293	NUM
ejpam-2951	509	5	,	,	PUNCT
ejpam-2951	509	6	2008	2008	NUM
ejpam-2951	509	7	.	.	PUNCT
ejpam-2951	510	1	[	[	X
ejpam-2951	510	2	37	37	NUM
ejpam-2951	510	3	]	]	X
ejpam-2951	510	4	j.	j.	PROPN
ejpam-2951	510	5	davidson	davidson	PROPN
ejpam-2951	510	6	and	and	CCONJ
ejpam-2951	510	7	n.	n.	PROPN
ejpam-2951	510	8	hashimzade	hashimzade	PROPN
ejpam-2951	510	9	.	.	PUNCT
ejpam-2951	511	1	type	type	NOUN
ejpam-2951	511	2	i	i	PRON
ejpam-2951	511	3	and	and	CCONJ
ejpam-2951	511	4	type	type	PROPN
ejpam-2951	511	5	ii	ii	PROPN
ejpam-2951	511	6	fractional	fractional	ADJ
ejpam-2951	511	7	brownian	brownian	ADJ
ejpam-2951	511	8	motions	motion	NOUN
ejpam-2951	511	9	:	:	PUNCT
ejpam-2951	511	10	a	a	DET
ejpam-2951	511	11	reconsideration	reconsideration	NOUN
ejpam-2951	511	12	.	.	PUNCT
ejpam-2951	512	1	computational	computational	ADJ
ejpam-2951	512	2	statistics	statistic	NOUN
ejpam-2951	512	3	and	and	CCONJ
ejpam-2951	512	4	data	datum	NOUN
ejpam-2951	512	5	analysis	analysis	NOUN
ejpam-2951	512	6	,	,	PUNCT
ejpam-2951	512	7	53:2089–2106	53:2089–2106	NUM
ejpam-2951	512	8	,	,	PUNCT
ejpam-2951	512	9	2009	2009	NUM
ejpam-2951	512	10	.	.	PUNCT
ejpam-2951	513	1	[	[	X
ejpam-2951	513	2	38	38	NUM
ejpam-2951	513	3	]	]	PUNCT
ejpam-2951	513	4	j.	j.	PROPN
ejpam-2951	513	5	davidson	davidson	PROPN
ejpam-2951	513	6	and	and	CCONJ
ejpam-2951	513	7	n.	n.	PROPN
ejpam-2951	513	8	hashimzade	hashimzade	PROPN
ejpam-2951	513	9	.	.	PUNCT
ejpam-2951	514	1	representation	representation	NOUN
ejpam-2951	514	2	and	and	CCONJ
ejpam-2951	514	3	weak	weak	ADJ
ejpam-2951	514	4	convergence	convergence	NOUN
ejpam-2951	514	5	of	of	ADP
ejpam-2951	514	6	stochastic	stochastic	ADJ
ejpam-2951	514	7	integrals	integral	NOUN
ejpam-2951	514	8	with	with	ADP
ejpam-2951	514	9	fractional	fractional	ADJ
ejpam-2951	514	10	integrator	integrator	NOUN
ejpam-2951	514	11	processes	process	NOUN
ejpam-2951	514	12	.	.	PUNCT
ejpam-2951	515	1	econometric	econometric	PROPN
ejpam-2951	515	2	theory	theory	NOUN
ejpam-2951	515	3	,	,	PUNCT
ejpam-2951	515	4	25:1589–1624	25:1589–1624	NUM
ejpam-2951	515	5	,	,	PUNCT
ejpam-2951	515	6	2009	2009	NUM
ejpam-2951	515	7	.	.	PUNCT
ejpam-2951	516	1	[	[	X
ejpam-2951	516	2	39	39	NUM
ejpam-2951	516	3	]	]	PUNCT
ejpam-2951	516	4	s.	s.	PROPN
ejpam-2951	516	5	degiannakis	degiannakis	PROPN
ejpam-2951	516	6	,	,	PUNCT
ejpam-2951	516	7	c.	c.	PROPN
ejpam-2951	516	8	floros	floros	PROPN
ejpam-2951	516	9	,	,	PUNCT
ejpam-2951	516	10	and	and	CCONJ
ejpam-2951	516	11	p.	p.	NOUN
ejpam-2951	516	12	dent	dent	NOUN
ejpam-2951	516	13	.	.	PUNCT
ejpam-2951	517	1	forecasting	forecasting	NOUN
ejpam-2951	517	2	value	value	NOUN
ejpam-2951	517	3	-	-	PUNCT
ejpam-2951	517	4	at	at	ADP
ejpam-2951	517	5	-	-	PUNCT
ejpam-2951	517	6	risk	risk	NOUN
ejpam-2951	517	7	and	and	CCONJ
ejpam-2951	517	8	expected	expect	VERB
ejpam-2951	517	9	shortfall	shortfall	NOUN
ejpam-2951	517	10	using	use	VERB
ejpam-2951	517	11	fractionally	fractionally	ADV
ejpam-2951	517	12	integrated	integrate	VERB
ejpam-2951	517	13	models	model	NOUN
ejpam-2951	517	14	of	of	ADP
ejpam-2951	517	15	conditional	conditional	ADJ
ejpam-2951	517	16	volatility	volatility	NOUN
ejpam-2951	517	17	:	:	PUNCT
ejpam-2951	517	18	international	international	ADJ
ejpam-2951	517	19	evidence	evidence	NOUN
ejpam-2951	517	20	.	.	PUNCT
ejpam-2951	518	1	international	international	ADJ
ejpam-2951	518	2	review	review	NOUN
ejpam-2951	518	3	of	of	ADP
ejpam-2951	518	4	financial	financial	ADJ
ejpam-2951	518	5	analysis	analysis	NOUN
ejpam-2951	518	6	,	,	PUNCT
ejpam-2951	518	7	27:21–33	27:21–33	NUM
ejpam-2951	518	8	,	,	PUNCT
ejpam-2951	518	9	2013	2013	NUM
ejpam-2951	518	10	.	.	PUNCT
ejpam-2951	519	1	[	[	X
ejpam-2951	519	2	40	40	NUM
ejpam-2951	519	3	]	]	PUNCT
ejpam-2951	519	4	matei	matei	NOUN
ejpam-2951	519	5	demetrescu	demetrescu	NOUN
ejpam-2951	519	6	,	,	PUNCT
ejpam-2951	519	7	vladimir	vladimir	PROPN
ejpam-2951	519	8	kuzin	kuzin	PROPN
ejpam-2951	519	9	,	,	PUNCT
ejpam-2951	519	10	and	and	CCONJ
ejpam-2951	519	11	uwe	uwe	PROPN
ejpam-2951	519	12	hassler	hassler	PROPN
ejpam-2951	519	13	.	.	PUNCT
ejpam-2951	520	1	long	long	ADJ
ejpam-2951	520	2	memory	memory	NOUN
ejpam-2951	520	3	testing	testing	NOUN
ejpam-2951	520	4	in	in	ADP
ejpam-2951	520	5	the	the	DET
ejpam-2951	520	6	time	time	NOUN
ejpam-2951	520	7	domain	domain	NOUN
ejpam-2951	520	8	.	.	PUNCT
ejpam-2951	521	1	econometric	econometric	PROPN
ejpam-2951	521	2	theory	theory	NOUN
ejpam-2951	521	3	,	,	PUNCT
ejpam-2951	521	4	24:176–215	24:176–215	PROPN
ejpam-2951	521	5	,	,	PUNCT
ejpam-2951	521	6	2008	2008	NUM
ejpam-2951	521	7	.	.	PUNCT
ejpam-2951	522	1	[	[	X
ejpam-2951	522	2	41	41	NUM
ejpam-2951	522	3	]	]	X
ejpam-2951	522	4	d.	d.	PROPN
ejpam-2951	522	5	a.	a.	PROPN
ejpam-2951	522	6	dickey	dickey	PROPN
ejpam-2951	522	7	and	and	CCONJ
ejpam-2951	522	8	w.	w.	PROPN
ejpam-2951	522	9	a.	a.	PROPN
ejpam-2951	522	10	fuller	full	ADJ
ejpam-2951	522	11	.	.	PUNCT
ejpam-2951	523	1	distribution	distribution	NOUN
ejpam-2951	523	2	of	of	ADP
ejpam-2951	523	3	estimators	estimator	NOUN
ejpam-2951	523	4	for	for	ADP
ejpam-2951	523	5	autoregressive	autoregressive	ADJ
ejpam-2951	523	6	time	time	NOUN
ejpam-2951	523	7	series	series	NOUN
ejpam-2951	523	8	with	with	ADP
ejpam-2951	523	9	a	a	DET
ejpam-2951	523	10	unit	unit	NOUN
ejpam-2951	523	11	root	root	NOUN
ejpam-2951	523	12	.	.	PUNCT
ejpam-2951	524	1	journal	journal	NOUN
ejpam-2951	524	2	of	of	ADP
ejpam-2951	524	3	the	the	DET
ejpam-2951	524	4	american	american	PROPN
ejpam-2951	524	5	statistical	statistical	PROPN
ejpam-2951	524	6	association	association	NOUN
ejpam-2951	524	7	,	,	PUNCT
ejpam-2951	524	8	74:427–431	74:427–431	PROPN
ejpam-2951	524	9	,	,	PUNCT
ejpam-2951	524	10	1979	1979	NUM
ejpam-2951	524	11	.	.	PUNCT
ejpam-2951	525	1	[	[	X
ejpam-2951	525	2	42	42	NUM
ejpam-2951	525	3	]	]	X
ejpam-2951	525	4	d.	d.	PROPN
ejpam-2951	525	5	a.	a.	PROPN
ejpam-2951	525	6	dickey	dickey	PROPN
ejpam-2951	525	7	and	and	CCONJ
ejpam-2951	525	8	w.	w.	PROPN
ejpam-2951	525	9	a.	a.	PROPN
ejpam-2951	525	10	fuller	fuller	PROPN
ejpam-2951	525	11	.	.	PUNCT
ejpam-2951	526	1	likelihood	likelihood	NOUN
ejpam-2951	526	2	ratio	ratio	NOUN
ejpam-2951	526	3	statistics	statistic	NOUN
ejpam-2951	526	4	for	for	ADP
ejpam-2951	526	5	autoregressive	autoregressive	ADJ
ejpam-2951	526	6	time	time	NOUN
ejpam-2951	526	7	series	series	NOUN
ejpam-2951	526	8	with	with	ADP
ejpam-2951	526	9	a	a	DET
ejpam-2951	526	10	unit	unit	NOUN
ejpam-2951	526	11	root	root	NOUN
ejpam-2951	526	12	.	.	PUNCT
ejpam-2951	527	1	econometrica	econometrica	PROPN
ejpam-2951	527	2	,	,	PUNCT
ejpam-2951	527	3	49:1057–1072	49:1057–1072	NUM
ejpam-2951	527	4	,	,	PUNCT
ejpam-2951	527	5	1981	1981	NUM
ejpam-2951	527	6	.	.	PUNCT
ejpam-2951	528	1	[	[	X
ejpam-2951	528	2	43	43	NUM
ejpam-2951	528	3	]	]	X
ejpam-2951	528	4	f.	f.	PROPN
ejpam-2951	528	5	x.	x.	PROPN
ejpam-2951	528	6	diebold	diebold	PROPN
ejpam-2951	528	7	and	and	CCONJ
ejpam-2951	528	8	a.	a.	NOUN
ejpam-2951	528	9	inoue	inoue	PROPN
ejpam-2951	528	10	.	.	PUNCT
ejpam-2951	529	1	long	long	ADJ
ejpam-2951	529	2	memory	memory	NOUN
ejpam-2951	529	3	and	and	CCONJ
ejpam-2951	529	4	regime	regime	NOUN
ejpam-2951	529	5	switching	switching	NOUN
ejpam-2951	529	6	.	.	PUNCT
ejpam-2951	530	1	journal	journal	PROPN
ejpam-2951	530	2	of	of	ADP
ejpam-2951	530	3	econometrics	econometric	NOUN
ejpam-2951	530	4	,	,	PUNCT
ejpam-2951	530	5	105:131–159	105:131–159	NUM
ejpam-2951	530	6	,	,	PUNCT
ejpam-2951	530	7	2001	2001	NUM
ejpam-2951	530	8	.	.	PUNCT
ejpam-2951	531	1	[	[	X
ejpam-2951	531	2	44	44	NUM
ejpam-2951	531	3	]	]	PUNCT
ejpam-2951	531	4	f.	f.	PROPN
ejpam-2951	531	5	x.	x.	PROPN
ejpam-2951	531	6	diebold	diebold	PROPN
ejpam-2951	531	7	and	and	CCONJ
ejpam-2951	531	8	g.	g.	PROPN
ejpam-2951	531	9	d.	d.	PROPN
ejpam-2951	531	10	rudebusch	rudebusch	PROPN
ejpam-2951	531	11	.	.	PUNCT
ejpam-2951	532	1	long	long	ADJ
ejpam-2951	532	2	memory	memory	NOUN
ejpam-2951	532	3	and	and	CCONJ
ejpam-2951	532	4	persistence	persistence	NOUN
ejpam-2951	532	5	in	in	ADP
ejpam-2951	532	6	aggregate	aggregate	ADJ
ejpam-2951	532	7	output	output	NOUN
ejpam-2951	532	8	.	.	PUNCT
ejpam-2951	533	1	journal	journal	NOUN
ejpam-2951	533	2	of	of	ADP
ejpam-2951	533	3	monetary	monetary	ADJ
ejpam-2951	533	4	economics	economic	NOUN
ejpam-2951	533	5	,	,	PUNCT
ejpam-2951	533	6	24(2):189–209	24(2):189–209	PROPN
ejpam-2951	533	7	,	,	PUNCT
ejpam-2951	533	8	1989	1989	NUM
ejpam-2951	533	9	.	.	PUNCT
ejpam-2951	534	1	references	reference	NOUN
ejpam-2951	534	2	98	98	NUM
ejpam-2951	535	1	[	[	X
ejpam-2951	535	2	45	45	NUM
ejpam-2951	535	3	]	]	PUNCT
ejpam-2951	535	4	f.	f.	PROPN
ejpam-2951	535	5	x.	x.	PROPN
ejpam-2951	535	6	diebold	diebold	PROPN
ejpam-2951	535	7	and	and	CCONJ
ejpam-2951	535	8	g.	g.	PROPN
ejpam-2951	535	9	d.	d.	PROPN
ejpam-2951	535	10	rudebusch	rudebusch	PROPN
ejpam-2951	535	11	.	.	PUNCT
ejpam-2951	536	1	on	on	ADP
ejpam-2951	536	2	the	the	DET
ejpam-2951	536	3	power	power	NOUN
ejpam-2951	536	4	of	of	ADP
ejpam-2951	536	5	dickey	dickey	NOUN
ejpam-2951	536	6	-	-	PUNCT
ejpam-2951	536	7	fuller	full	ADJ
ejpam-2951	536	8	tests	test	NOUN
ejpam-2951	536	9	against	against	ADP
ejpam-2951	536	10	fractional	fractional	ADJ
ejpam-2951	536	11	alternatives	alternative	NOUN
ejpam-2951	536	12	.	.	PUNCT
ejpam-2951	537	1	economic	economic	ADJ
ejpam-2951	537	2	letters	letter	NOUN
ejpam-2951	537	3	,	,	PUNCT
ejpam-2951	537	4	1991	1991	NUM
ejpam-2951	537	5	.	.	PUNCT
ejpam-2951	538	1	[	[	X
ejpam-2951	538	2	46	46	NUM
ejpam-2951	538	3	]	]	PUNCT
ejpam-2951	538	4	z.	z.	PROPN
ejpam-2951	538	5	ding	ding	PROPN
ejpam-2951	538	6	,	,	PUNCT
ejpam-2951	538	7	c.	c.	PROPN
ejpam-2951	538	8	w.	w.	PROPN
ejpam-2951	538	9	j.	j.	PROPN
ejpam-2951	538	10	granger	granger	PROPN
ejpam-2951	538	11	,	,	PUNCT
ejpam-2951	538	12	and	and	CCONJ
ejpam-2951	538	13	r.	r.	PROPN
ejpam-2951	538	14	f.	f.	PROPN
ejpam-2951	538	15	engle	engle	PROPN
ejpam-2951	538	16	.	.	PUNCT
ejpam-2951	539	1	a	a	DET
ejpam-2951	539	2	long	long	ADJ
ejpam-2951	539	3	memory	memory	NOUN
ejpam-2951	539	4	property	property	NOUN
ejpam-2951	539	5	of	of	ADP
ejpam-2951	539	6	stock	stock	NOUN
ejpam-2951	539	7	market	market	NOUN
ejpam-2951	539	8	returns	return	NOUN
ejpam-2951	539	9	and	and	CCONJ
ejpam-2951	539	10	a	a	DET
ejpam-2951	539	11	new	new	ADJ
ejpam-2951	539	12	model	model	NOUN
ejpam-2951	539	13	.	.	PUNCT
ejpam-2951	540	1	journal	journal	PROPN
ejpam-2951	540	2	of	of	ADP
ejpam-2951	540	3	empirical	empirical	ADJ
ejpam-2951	540	4	finance	finance	NOUN
ejpam-2951	540	5	,	,	PUNCT
ejpam-2951	540	6	1:83–106	1:83–106	NUM
ejpam-2951	540	7	,	,	PUNCT
ejpam-2951	540	8	1993	1993	NUM
ejpam-2951	540	9	.	.	PUNCT
ejpam-2951	541	1	[	[	X
ejpam-2951	541	2	47	47	NUM
ejpam-2951	541	3	]	]	PUNCT
ejpam-2951	541	4	j.	j.	PROPN
ejpam-2951	541	5	j.	j.	PROPN
ejpam-2951	541	6	dolado	dolado	PROPN
ejpam-2951	541	7	,	,	PUNCT
ejpam-2951	541	8	j.	j.	PROPN
ejpam-2951	541	9	gonzalo	gonzalo	PROPN
ejpam-2951	541	10	,	,	PUNCT
ejpam-2951	541	11	and	and	CCONJ
ejpam-2951	541	12	l.	l.	PROPN
ejpam-2951	541	13	mayoral	mayoral	PROPN
ejpam-2951	541	14	.	.	PUNCT
ejpam-2951	542	1	a	a	DET
ejpam-2951	542	2	fractional	fractional	ADJ
ejpam-2951	542	3	dickey	dickey	NOUN
ejpam-2951	542	4	-	-	PUNCT
ejpam-2951	542	5	fuller	full	ADJ
ejpam-2951	542	6	test	test	NOUN
ejpam-2951	542	7	for	for	ADP
ejpam-2951	542	8	unit	unit	NOUN
ejpam-2951	542	9	roots	root	NOUN
ejpam-2951	542	10	.	.	PUNCT
ejpam-2951	543	1	econometrica	econometrica	PROPN
ejpam-2951	543	2	,	,	PUNCT
ejpam-2951	543	3	70:1963–2006	70:1963–2006	NUM
ejpam-2951	543	4	,	,	PUNCT
ejpam-2951	543	5	2002	2002	NUM
ejpam-2951	543	6	.	.	PUNCT
ejpam-2951	544	1	[	[	X
ejpam-2951	544	2	48	48	NUM
ejpam-2951	544	3	]	]	PUNCT
ejpam-2951	544	4	j.	j.	PROPN
ejpam-2951	544	5	a.	a.	PROPN
ejpam-2951	544	6	doornik	doornik	PROPN
ejpam-2951	544	7	and	and	CCONJ
ejpam-2951	544	8	m.	m.	NOUN
ejpam-2951	544	9	ooms	oom	NOUN
ejpam-2951	544	10	.	.	PUNCT
ejpam-2951	545	1	computational	computational	ADJ
ejpam-2951	545	2	aspects	aspect	NOUN
ejpam-2951	545	3	of	of	ADP
ejpam-2951	545	4	maximum	maximum	ADJ
ejpam-2951	545	5	likelihood	likelihood	NOUN
ejpam-2951	545	6	estimation	estimation	NOUN
ejpam-2951	545	7	of	of	ADP
ejpam-2951	545	8	autoregressive	autoregressive	ADJ
ejpam-2951	545	9	fractionally	fractionally	ADV
ejpam-2951	545	10	integrated	integrate	VERB
ejpam-2951	545	11	moving	move	VERB
ejpam-2951	545	12	average	average	ADJ
ejpam-2951	545	13	models	model	NOUN
ejpam-2951	545	14	.	.	PUNCT
ejpam-2951	546	1	computational	computational	ADJ
ejpam-2951	546	2	statistics	statistic	NOUN
ejpam-2951	546	3	and	and	CCONJ
ejpam-2951	546	4	data	datum	NOUN
ejpam-2951	546	5	analysis	analysis	NOUN
ejpam-2951	546	6	,	,	PUNCT
ejpam-2951	546	7	42:333–348	42:333–348	PROPN
ejpam-2951	546	8	,	,	PUNCT
ejpam-2951	546	9	2003	2003	NUM
ejpam-2951	546	10	.	.	PUNCT
ejpam-2951	547	1	[	[	X
ejpam-2951	547	2	49	49	NUM
ejpam-2951	547	3	]	]	PUNCT
ejpam-2951	547	4	r.	r.	PROPN
ejpam-2951	547	5	f.	f.	PROPN
ejpam-2951	547	6	engle	engle	PROPN
ejpam-2951	547	7	and	and	CCONJ
ejpam-2951	547	8	c.	c.	PROPN
ejpam-2951	547	9	w.	w.	PROPN
ejpam-2951	547	10	j.	j.	PROPN
ejpam-2951	547	11	granger	granger	PROPN
ejpam-2951	547	12	.	.	PUNCT
ejpam-2951	548	1	cointegration	cointegration	NOUN
ejpam-2951	548	2	and	and	CCONJ
ejpam-2951	548	3	error	error	NOUN
ejpam-2951	548	4	correction	correction	NOUN
ejpam-2951	548	5	:	:	PUNCT
ejpam-2951	548	6	representation	representation	NOUN
ejpam-2951	548	7	,	,	PUNCT
ejpam-2951	548	8	estimation	estimation	NOUN
ejpam-2951	548	9	and	and	CCONJ
ejpam-2951	548	10	testing	testing	NOUN
ejpam-2951	548	11	.	.	PUNCT
ejpam-2951	549	1	econometrica	econometrica	PROPN
ejpam-2951	549	2	,	,	PUNCT
ejpam-2951	549	3	55:251–276	55:251–276	PROPN
ejpam-2951	549	4	,	,	PUNCT
ejpam-2951	549	5	1987	1987	NUM
ejpam-2951	549	6	.	.	PUNCT
ejpam-2951	550	1	[	[	X
ejpam-2951	550	2	50	50	NUM
ejpam-2951	550	3	]	]	PUNCT
ejpam-2951	550	4	r.	r.	PROPN
ejpam-2951	550	5	f.	f.	PROPN
ejpam-2951	550	6	engle	engle	PROPN
ejpam-2951	550	7	and	and	CCONJ
ejpam-2951	550	8	g.	g.	PROPN
ejpam-2951	550	9	g.	g.	PROPN
ejpam-2951	550	10	j.	j.	PROPN
ejpam-2951	550	11	lee	lee	PROPN
ejpam-2951	550	12	.	.	PUNCT
ejpam-2951	551	1	a	a	DET
ejpam-2951	551	2	permanent	permanent	ADJ
ejpam-2951	551	3	and	and	CCONJ
ejpam-2951	551	4	transitory	transitory	ADJ
ejpam-2951	551	5	component	component	NOUN
ejpam-2951	551	6	model	model	NOUN
ejpam-2951	551	7	of	of	ADP
ejpam-2951	551	8	stock	stock	NOUN
ejpam-2951	551	9	return	return	NOUN
ejpam-2951	551	10	volatility	volatility	NOUN
ejpam-2951	551	11	.	.	PUNCT
ejpam-2951	552	1	in	in	ADP
ejpam-2951	552	2	r.	r.	PROPN
ejpam-2951	552	3	f.	f.	PROPN
ejpam-2951	552	4	engle	engle	PROPN
ejpam-2951	552	5	and	and	CCONJ
ejpam-2951	552	6	h.	h.	PROPN
ejpam-2951	552	7	white	white	PROPN
ejpam-2951	552	8	,	,	PUNCT
ejpam-2951	552	9	editors	editor	NOUN
ejpam-2951	552	10	,	,	PUNCT
ejpam-2951	552	11	cointegration	cointegration	NOUN
ejpam-2951	552	12	,	,	PUNCT
ejpam-2951	552	13	causality	causality	NOUN
ejpam-2951	552	14	,	,	PUNCT
ejpam-2951	552	15	and	and	CCONJ
ejpam-2951	552	16	forecasting	forecasting	NOUN
ejpam-2951	552	17	:	:	PUNCT
ejpam-2951	552	18	a	a	DET
ejpam-2951	552	19	festschrift	festschrift	NOUN
ejpam-2951	552	20	in	in	ADP
ejpam-2951	552	21	honor	honor	NOUN
ejpam-2951	552	22	of	of	ADP
ejpam-2951	552	23	clive	clive	PROPN
ejpam-2951	552	24	w.	w.	PROPN
ejpam-2951	552	25	j.	j.	PROPN
ejpam-2951	552	26	granger	granger	PROPN
ejpam-2951	552	27	,	,	PUNCT
ejpam-2951	552	28	pages	page	NOUN
ejpam-2951	552	29	475–497	475–497	NUM
ejpam-2951	552	30	.	.	PUNCT
ejpam-2951	553	1	oxford	oxford	PROPN
ejpam-2951	553	2	university	university	PROPN
ejpam-2951	553	3	press	press	NOUN
ejpam-2951	553	4	,	,	PUNCT
ejpam-2951	553	5	1999	1999	NUM
ejpam-2951	553	6	.	.	PUNCT
ejpam-2951	554	1	[	[	X
ejpam-2951	554	2	51	51	NUM
ejpam-2951	554	3	]	]	PUNCT
ejpam-2951	554	4	i.	i.	PROPN
ejpam-2951	554	5	figuerola	figuerola	PROPN
ejpam-2951	554	6	-	-	PUNCT
ejpam-2951	554	7	ferretti	ferretti	PROPN
ejpam-2951	554	8	and	and	CCONJ
ejpam-2951	554	9	j.	j.	PROPN
ejpam-2951	554	10	gonzalo	gonzalo	PROPN
ejpam-2951	554	11	.	.	PUNCT
ejpam-2951	555	1	modelling	modelling	NOUN
ejpam-2951	555	2	and	and	CCONJ
ejpam-2951	555	3	measuring	measure	VERB
ejpam-2951	555	4	price	price	NOUN
ejpam-2951	555	5	discovery	discovery	NOUN
ejpam-2951	555	6	in	in	ADP
ejpam-2951	555	7	commodity	commodity	NOUN
ejpam-2951	555	8	markets	market	NOUN
ejpam-2951	555	9	.	.	PUNCT
ejpam-2951	556	1	journal	journal	PROPN
ejpam-2951	556	2	of	of	ADP
ejpam-2951	556	3	econometrics	econometric	NOUN
ejpam-2951	556	4	,	,	PUNCT
ejpam-2951	556	5	158:95–107	158:95–107	NUM
ejpam-2951	556	6	,	,	PUNCT
ejpam-2951	556	7	2010	2010	NUM
ejpam-2951	556	8	.	.	PUNCT
ejpam-2951	557	1	[	[	X
ejpam-2951	557	2	52	52	NUM
ejpam-2951	557	3	]	]	PUNCT
ejpam-2951	557	4	j.	j.	PROPN
ejpam-2951	557	5	fleming	fleming	PROPN
ejpam-2951	557	6	and	and	CCONJ
ejpam-2951	557	7	c.	c.	PROPN
ejpam-2951	557	8	kirby	kirby	PROPN
ejpam-2951	557	9	.	.	PUNCT
ejpam-2951	558	1	long	long	ADJ
ejpam-2951	558	2	memory	memory	NOUN
ejpam-2951	558	3	in	in	ADP
ejpam-2951	558	4	volatility	volatility	NOUN
ejpam-2951	558	5	and	and	CCONJ
ejpam-2951	558	6	trading	trading	NOUN
ejpam-2951	558	7	volume	volume	NOUN
ejpam-2951	558	8	.	.	PUNCT
ejpam-2951	559	1	journal	journal	NOUN
ejpam-2951	559	2	of	of	ADP
ejpam-2951	559	3	banking	banking	NOUN
ejpam-2951	559	4	and	and	CCONJ
ejpam-2951	559	5	finance	finance	NOUN
ejpam-2951	559	6	,	,	PUNCT
ejpam-2951	559	7	35:1714–1726	35:1714–1726	NUM
ejpam-2951	559	8	,	,	PUNCT
ejpam-2951	559	9	2011	2011	NUM
ejpam-2951	559	10	.	.	PUNCT
ejpam-2951	560	1	[	[	X
ejpam-2951	560	2	53	53	NUM
ejpam-2951	560	3	]	]	PUNCT
ejpam-2951	560	4	r.	r.	PROPN
ejpam-2951	560	5	fox	fox	PROPN
ejpam-2951	560	6	and	and	CCONJ
ejpam-2951	560	7	m.	m.	PROPN
ejpam-2951	560	8	s.	s.	PROPN
ejpam-2951	560	9	taqqu	taqqu	PROPN
ejpam-2951	560	10	.	.	PUNCT
ejpam-2951	561	1	large	large	ADJ
ejpam-2951	561	2	sample	sample	NOUN
ejpam-2951	561	3	properties	property	NOUN
ejpam-2951	561	4	of	of	ADP
ejpam-2951	561	5	parameter	parameter	NOUN
ejpam-2951	561	6	estimates	estimate	NOUN
ejpam-2951	561	7	for	for	ADP
ejpam-2951	561	8	strong	strong	ADJ
ejpam-2951	561	9	dependent	dependent	ADJ
ejpam-2951	561	10	stationary	stationary	ADJ
ejpam-2951	561	11	gaussian	gaussian	ADJ
ejpam-2951	561	12	time	time	NOUN
ejpam-2951	561	13	series	series	PROPN
ejpam-2951	561	14	.	.	PUNCT
ejpam-2951	562	1	annals	annal	NOUN
ejpam-2951	562	2	of	of	ADP
ejpam-2951	562	3	statistics	statistic	NOUN
ejpam-2951	562	4	,	,	PUNCT
ejpam-2951	562	5	14:517–532	14:517–532	NUM
ejpam-2951	562	6	,	,	PUNCT
ejpam-2951	562	7	1986	1986	NUM
ejpam-2951	562	8	.	.	PUNCT
ejpam-2951	563	1	[	[	X
ejpam-2951	563	2	54	54	NUM
ejpam-2951	563	3	]	]	PUNCT
ejpam-2951	563	4	a.	a.	PROPN
ejpam-2951	563	5	r.	r.	PROPN
ejpam-2951	563	6	gallant	gallant	PROPN
ejpam-2951	563	7	,	,	PUNCT
ejpam-2951	563	8	c.	c.	PROPN
ejpam-2951	563	9	t.	t.	PROPN
ejpam-2951	563	10	hsu	hsu	PROPN
ejpam-2951	563	11	,	,	PUNCT
ejpam-2951	563	12	and	and	CCONJ
ejpam-2951	563	13	g.	g.	PROPN
ejpam-2951	563	14	e.	e.	PROPN
ejpam-2951	563	15	tauchen	tauchen	PROPN
ejpam-2951	563	16	.	.	PUNCT
ejpam-2951	564	1	using	use	VERB
ejpam-2951	564	2	daily	daily	ADJ
ejpam-2951	564	3	range	range	NOUN
ejpam-2951	564	4	data	datum	NOUN
ejpam-2951	564	5	to	to	PART
ejpam-2951	564	6	calibrate	calibrate	VERB
ejpam-2951	564	7	volatility	volatility	NOUN
ejpam-2951	564	8	diffusions	diffusion	NOUN
ejpam-2951	564	9	and	and	CCONJ
ejpam-2951	564	10	extract	extract	VERB
ejpam-2951	564	11	the	the	DET
ejpam-2951	564	12	forward	forward	ADV
ejpam-2951	564	13	integrated	integrate	VERB
ejpam-2951	564	14	variance	variance	NOUN
ejpam-2951	564	15	.	.	PUNCT
ejpam-2951	565	1	review	review	NOUN
ejpam-2951	565	2	of	of	ADP
ejpam-2951	565	3	economics	economic	NOUN
ejpam-2951	565	4	and	and	CCONJ
ejpam-2951	565	5	statistics	statistic	NOUN
ejpam-2951	565	6	,	,	PUNCT
ejpam-2951	565	7	81:617–631	81:617–631	PROPN
ejpam-2951	565	8	,	,	PUNCT
ejpam-2951	565	9	1999	1999	NUM
ejpam-2951	565	10	.	.	PUNCT
ejpam-2951	566	1	[	[	X
ejpam-2951	566	2	55	55	NUM
ejpam-2951	566	3	]	]	PUNCT
ejpam-2951	566	4	j.	j.	PROPN
ejpam-2951	566	5	f.	f.	PROPN
ejpam-2951	566	6	garvey	garvey	PROPN
ejpam-2951	566	7	and	and	CCONJ
ejpam-2951	566	8	l.	l.	PROPN
ejpam-2951	566	9	a.	a.	PROPN
ejpam-2951	566	10	gallagher	gallagher	PROPN
ejpam-2951	566	11	.	.	PUNCT
ejpam-2951	567	1	the	the	DET
ejpam-2951	567	2	realized	realize	VERB
ejpam-2951	567	3	-	-	PUNCT
ejpam-2951	567	4	implied	imply	VERB
ejpam-2951	567	5	volatility	volatility	NOUN
ejpam-2951	567	6	relationship	relationship	NOUN
ejpam-2951	567	7	:	:	PUNCT
ejpam-2951	567	8	recent	recent	ADJ
ejpam-2951	567	9	empirical	empirical	ADJ
ejpam-2951	567	10	evidence	evidence	NOUN
ejpam-2951	567	11	from	from	ADP
ejpam-2951	567	12	ftse-100	ftse-100	PROPN
ejpam-2951	567	13	stock	stock	NOUN
ejpam-2951	567	14	.	.	PUNCT
ejpam-2951	568	1	journal	journal	PROPN
ejpam-2951	568	2	of	of	ADP
ejpam-2951	568	3	forecasting	forecasting	NOUN
ejpam-2951	568	4	,	,	PUNCT
ejpam-2951	568	5	31:639–660	31:639–660	NUM
ejpam-2951	568	6	,	,	PUNCT
ejpam-2951	568	7	2012	2012	NUM
ejpam-2951	568	8	.	.	PUNCT
ejpam-2951	569	1	[	[	X
ejpam-2951	569	2	56	56	NUM
ejpam-2951	569	3	]	]	PUNCT
ejpam-2951	569	4	j.	j.	PROPN
ejpam-2951	569	5	geweke	geweke	PROPN
ejpam-2951	569	6	and	and	CCONJ
ejpam-2951	569	7	s.	s.	PROPN
ejpam-2951	569	8	porter	porter	PROPN
ejpam-2951	569	9	-	-	PUNCT
ejpam-2951	569	10	hudak	hudak	PROPN
ejpam-2951	569	11	.	.	PUNCT
ejpam-2951	570	1	the	the	DET
ejpam-2951	570	2	estimation	estimation	NOUN
ejpam-2951	570	3	and	and	CCONJ
ejpam-2951	570	4	application	application	NOUN
ejpam-2951	570	5	of	of	ADP
ejpam-2951	570	6	long	long	ADJ
ejpam-2951	570	7	memory	memory	NOUN
ejpam-2951	570	8	time	time	NOUN
ejpam-2951	570	9	series	series	PROPN
ejpam-2951	570	10	.	.	PUNCT
ejpam-2951	571	1	journal	journal	PROPN
ejpam-2951	571	2	of	of	ADP
ejpam-2951	571	3	time	time	NOUN
ejpam-2951	571	4	series	series	PROPN
ejpam-2951	571	5	analysis	analysis	NOUN
ejpam-2951	571	6	,	,	PUNCT
ejpam-2951	571	7	4(4):221–238	4(4):221–238	NUM
ejpam-2951	571	8	,	,	PUNCT
ejpam-2951	571	9	1983	1983	NUM
ejpam-2951	571	10	.	.	PUNCT
ejpam-2951	572	1	[	[	X
ejpam-2951	572	2	57	57	NUM
ejpam-2951	572	3	]	]	PUNCT
ejpam-2951	572	4	l.	l.	PROPN
ejpam-2951	572	5	giraitis	giraitis	PROPN
ejpam-2951	572	6	and	and	CCONJ
ejpam-2951	572	7	p.	p.	PROPN
ejpam-2951	572	8	m.	m.	PROPN
ejpam-2951	572	9	robinson	robinson	PROPN
ejpam-2951	572	10	.	.	PUNCT
ejpam-2951	573	1	edgeworth	edgeworth	PROPN
ejpam-2951	573	2	expansions	expansion	NOUN
ejpam-2951	573	3	for	for	ADP
ejpam-2951	573	4	semiparametric	semiparametric	NOUN
ejpam-2951	573	5	whittle	whittle	NOUN
ejpam-2951	573	6	estimation	estimation	NOUN
ejpam-2951	573	7	of	of	ADP
ejpam-2951	573	8	long	long	ADJ
ejpam-2951	573	9	memory	memory	NOUN
ejpam-2951	573	10	.	.	PUNCT
ejpam-2951	574	1	annals	annal	NOUN
ejpam-2951	574	2	of	of	ADP
ejpam-2951	574	3	statistics	statistic	NOUN
ejpam-2951	574	4	,	,	PUNCT
ejpam-2951	574	5	31:1325–1375	31:1325–1375	NUM
ejpam-2951	574	6	,	,	PUNCT
ejpam-2951	574	7	2003	2003	NUM
ejpam-2951	574	8	.	.	PUNCT
ejpam-2951	575	1	[	[	X
ejpam-2951	575	2	58	58	NUM
ejpam-2951	575	3	]	]	PUNCT
ejpam-2951	575	4	l.	l.	PROPN
ejpam-2951	575	5	giraitis	giraitis	PROPN
ejpam-2951	575	6	and	and	CCONJ
ejpam-2951	575	7	d.	d.	PROPN
ejpam-2951	575	8	surgailis	surgailis	PROPN
ejpam-2951	575	9	.	.	PUNCT
ejpam-2951	576	1	a	a	DET
ejpam-2951	576	2	central	central	ADJ
ejpam-2951	576	3	limit	limit	NOUN
ejpam-2951	576	4	theorem	theorem	VERB
ejpam-2951	576	5	for	for	ADP
ejpam-2951	576	6	quadratic	quadratic	ADJ
ejpam-2951	576	7	forms	form	NOUN
ejpam-2951	576	8	in	in	ADP
ejpam-2951	576	9	strongly	strongly	ADV
ejpam-2951	576	10	dependent	dependent	ADJ
ejpam-2951	576	11	linear	linear	NOUN
ejpam-2951	576	12	variables	variable	NOUN
ejpam-2951	576	13	and	and	CCONJ
ejpam-2951	576	14	its	its	PRON
ejpam-2951	576	15	application	application	NOUN
ejpam-2951	576	16	to	to	ADP
ejpam-2951	576	17	asymptotic	asymptotic	ADJ
ejpam-2951	576	18	normality	normality	NOUN
ejpam-2951	576	19	of	of	ADP
ejpam-2951	576	20	whittle	whittle	PROPN
ejpam-2951	576	21	’s	’s	PART
ejpam-2951	576	22	estimate	estimate	NOUN
ejpam-2951	576	23	.	.	PUNCT
ejpam-2951	577	1	probability	probability	NOUN
ejpam-2951	577	2	theory	theory	NOUN
ejpam-2951	577	3	and	and	CCONJ
ejpam-2951	577	4	related	related	ADJ
ejpam-2951	577	5	fields	field	NOUN
ejpam-2951	577	6	,	,	PUNCT
ejpam-2951	577	7	86:87–104	86:87–104	NUM
ejpam-2951	577	8	,	,	PUNCT
ejpam-2951	577	9	1990	1990	NUM
ejpam-2951	577	10	.	.	PUNCT
ejpam-2951	578	1	references	reference	NOUN
ejpam-2951	578	2	99	99	NUM
ejpam-2951	578	3	[	[	SYM
ejpam-2951	578	4	59	59	NUM
ejpam-2951	578	5	]	]	PUNCT
ejpam-2951	578	6	c.	c.	PROPN
ejpam-2951	578	7	gourieroux	gourieroux	PROPN
ejpam-2951	578	8	,	,	PUNCT
ejpam-2951	578	9	f.	f.	PROPN
ejpam-2951	578	10	maurel	maurel	PROPN
ejpam-2951	578	11	,	,	PUNCT
ejpam-2951	578	12	and	and	CCONJ
ejpam-2951	578	13	a.	a.	NOUN
ejpam-2951	578	14	monfort	monfort	NOUN
ejpam-2951	578	15	.	.	PUNCT
ejpam-2951	579	1	least	least	ADJ
ejpam-2951	579	2	squares	square	NOUN
ejpam-2951	579	3	and	and	CCONJ
ejpam-2951	579	4	fractionally	fractionally	ADV
ejpam-2951	579	5	integrated	integrate	VERB
ejpam-2951	579	6	regressors	regressor	NOUN
ejpam-2951	579	7	.	.	PUNCT
ejpam-2951	580	1	technical	technical	ADJ
ejpam-2951	580	2	report	report	NOUN
ejpam-2951	580	3	,	,	PUNCT
ejpam-2951	580	4	document	document	NOUN
ejpam-2951	580	5	de	de	X
ejpam-2951	580	6	travail	travail	X
ejpam-2951	580	7	no	no	NOUN
ejpam-2951	580	8	.	.	PROPN
ejpam-2951	580	9	8913	8913	NUM
ejpam-2951	580	10	,	,	PUNCT
ejpam-2951	580	11	insee	insee	ADJ
ejpam-2951	580	12	,	,	PUNCT
ejpam-2951	580	13	1989	1989	NUM
ejpam-2951	580	14	.	.	PUNCT
ejpam-2951	581	1	[	[	X
ejpam-2951	581	2	60	60	NUM
ejpam-2951	581	3	]	]	X
ejpam-2951	581	4	c.	c.	PROPN
ejpam-2951	581	5	w.	w.	PROPN
ejpam-2951	581	6	j.	j.	PROPN
ejpam-2951	581	7	granger	granger	PROPN
ejpam-2951	581	8	.	.	PUNCT
ejpam-2951	582	1	long	long	ADJ
ejpam-2951	582	2	memory	memory	NOUN
ejpam-2951	582	3	relations	relation	NOUN
ejpam-2951	582	4	and	and	CCONJ
ejpam-2951	582	5	the	the	DET
ejpam-2951	582	6	aggregation	aggregation	NOUN
ejpam-2951	582	7	of	of	ADP
ejpam-2951	582	8	dynamic	dynamic	ADJ
ejpam-2951	582	9	models	model	NOUN
ejpam-2951	582	10	.	.	PUNCT
ejpam-2951	583	1	journal	journal	NOUN
ejpam-2951	583	2	of	of	ADP
ejpam-2951	583	3	econometrics	econometric	NOUN
ejpam-2951	583	4	,	,	PUNCT
ejpam-2951	583	5	14:227–238	14:227–238	PROPN
ejpam-2951	583	6	,	,	PUNCT
ejpam-2951	583	7	1980	1980	NUM
ejpam-2951	583	8	.	.	PUNCT
ejpam-2951	584	1	[	[	X
ejpam-2951	584	2	61	61	NUM
ejpam-2951	584	3	]	]	X
ejpam-2951	584	4	c.	c.	PROPN
ejpam-2951	584	5	w.	w.	PROPN
ejpam-2951	584	6	j.	j.	PROPN
ejpam-2951	584	7	granger	granger	PROPN
ejpam-2951	584	8	.	.	PUNCT
ejpam-2951	585	1	some	some	DET
ejpam-2951	585	2	properties	property	NOUN
ejpam-2951	585	3	of	of	ADP
ejpam-2951	585	4	time	time	NOUN
ejpam-2951	585	5	series	series	PROPN
ejpam-2951	585	6	data	datum	NOUN
ejpam-2951	585	7	and	and	CCONJ
ejpam-2951	585	8	their	their	PRON
ejpam-2951	585	9	use	use	NOUN
ejpam-2951	585	10	in	in	ADP
ejpam-2951	585	11	econometric	econometric	ADJ
ejpam-2951	585	12	model	model	NOUN
ejpam-2951	585	13	specification	specification	NOUN
ejpam-2951	585	14	.	.	PUNCT
ejpam-2951	586	1	journal	journal	PROPN
ejpam-2951	586	2	of	of	ADP
ejpam-2951	586	3	econometrics	econometric	NOUN
ejpam-2951	586	4	,	,	PUNCT
ejpam-2951	586	5	16:121–130	16:121–130	NUM
ejpam-2951	586	6	,	,	PUNCT
ejpam-2951	586	7	1981	1981	NUM
ejpam-2951	586	8	.	.	PUNCT
ejpam-2951	587	1	[	[	X
ejpam-2951	587	2	62	62	NUM
ejpam-2951	587	3	]	]	PUNCT
ejpam-2951	587	4	c.	c.	PROPN
ejpam-2951	587	5	w.	w.	PROPN
ejpam-2951	587	6	j.	j.	PROPN
ejpam-2951	587	7	granger	granger	PROPN
ejpam-2951	587	8	.	.	PUNCT
ejpam-2951	588	1	developments	development	NOUN
ejpam-2951	588	2	in	in	ADP
ejpam-2951	588	3	the	the	DET
ejpam-2951	588	4	study	study	NOUN
ejpam-2951	588	5	of	of	ADP
ejpam-2951	588	6	cointegrated	cointegrate	VERB
ejpam-2951	588	7	economic	economic	ADJ
ejpam-2951	588	8	variables	variable	NOUN
ejpam-2951	588	9	.	.	PUNCT
ejpam-2951	589	1	oxford	oxford	ADJ
ejpam-2951	589	2	bulletin	bulletin	NOUN
ejpam-2951	589	3	of	of	ADP
ejpam-2951	589	4	economics	economic	NOUN
ejpam-2951	589	5	and	and	CCONJ
ejpam-2951	589	6	statistics	statistic	NOUN
ejpam-2951	589	7	,	,	PUNCT
ejpam-2951	589	8	48:213–228	48:213–228	PROPN
ejpam-2951	589	9	,	,	PUNCT
ejpam-2951	589	10	1986	1986	NUM
ejpam-2951	589	11	.	.	PUNCT
ejpam-2951	590	1	[	[	X
ejpam-2951	590	2	63	63	NUM
ejpam-2951	590	3	]	]	PUNCT
ejpam-2951	590	4	c.	c.	PROPN
ejpam-2951	590	5	w.	w.	PROPN
ejpam-2951	590	6	j.	j.	PROPN
ejpam-2951	590	7	granger	granger	PROPN
ejpam-2951	590	8	.	.	PUNCT
ejpam-2951	591	1	implications	implication	NOUN
ejpam-2951	591	2	of	of	ADP
ejpam-2951	591	3	aggregation	aggregation	NOUN
ejpam-2951	591	4	with	with	ADP
ejpam-2951	591	5	common	common	ADJ
ejpam-2951	591	6	factors	factor	NOUN
ejpam-2951	591	7	.	.	PUNCT
ejpam-2951	592	1	econometric	econometric	ADJ
ejpam-2951	592	2	theory	theory	NOUN
ejpam-2951	592	3	,	,	PUNCT
ejpam-2951	592	4	3:208–222	3:208–222	NUM
ejpam-2951	592	5	,	,	PUNCT
ejpam-2951	592	6	1987	1987	NUM
ejpam-2951	592	7	.	.	PUNCT
ejpam-2951	593	1	[	[	X
ejpam-2951	593	2	64	64	NUM
ejpam-2951	593	3	]	]	PUNCT
ejpam-2951	593	4	c.	c.	PROPN
ejpam-2951	593	5	w.	w.	PROPN
ejpam-2951	593	6	j.	j.	PROPN
ejpam-2951	593	7	granger	granger	PROPN
ejpam-2951	593	8	and	and	CCONJ
ejpam-2951	593	9	n.	n.	PROPN
ejpam-2951	593	10	hyung	hyung	PROPN
ejpam-2951	593	11	.	.	PUNCT
ejpam-2951	594	1	occasional	occasional	ADJ
ejpam-2951	594	2	structural	structural	ADJ
ejpam-2951	594	3	breaks	break	NOUN
ejpam-2951	594	4	and	and	CCONJ
ejpam-2951	594	5	long	long	ADJ
ejpam-2951	594	6	memory	memory	NOUN
ejpam-2951	594	7	with	with	ADP
ejpam-2951	594	8	an	an	DET
ejpam-2951	594	9	application	application	NOUN
ejpam-2951	594	10	to	to	ADP
ejpam-2951	594	11	the	the	DET
ejpam-2951	594	12	s&p	s&p	PROPN
ejpam-2951	594	13	500	500	NUM
ejpam-2951	594	14	absolute	absolute	ADJ
ejpam-2951	594	15	stock	stock	NOUN
ejpam-2951	594	16	returns	return	NOUN
ejpam-2951	594	17	.	.	PUNCT
ejpam-2951	595	1	journal	journal	NOUN
ejpam-2951	595	2	of	of	ADP
ejpam-2951	595	3	empirical	empirical	ADJ
ejpam-2951	595	4	finance	finance	NOUN
ejpam-2951	595	5	,	,	PUNCT
ejpam-2951	595	6	11:399–421	11:399–421	PROPN
ejpam-2951	595	7	,	,	PUNCT
ejpam-2951	595	8	2004	2004	NUM
ejpam-2951	595	9	.	.	PUNCT
ejpam-2951	596	1	[	[	X
ejpam-2951	596	2	65	65	NUM
ejpam-2951	596	3	]	]	X
ejpam-2951	596	4	c.	c.	PROPN
ejpam-2951	596	5	w.	w.	PROPN
ejpam-2951	596	6	j.	j.	PROPN
ejpam-2951	596	7	granger	granger	PROPN
ejpam-2951	596	8	and	and	CCONJ
ejpam-2951	596	9	roselyne	roselyne	PROPN
ejpam-2951	596	10	joyeux	joyeux	PROPN
ejpam-2951	596	11	.	.	PUNCT
ejpam-2951	597	1	an	an	DET
ejpam-2951	597	2	introduction	introduction	NOUN
ejpam-2951	597	3	to	to	ADP
ejpam-2951	597	4	long	long	ADJ
ejpam-2951	597	5	-	-	PUNCT
ejpam-2951	597	6	memory	memory	NOUN
ejpam-2951	597	7	time	time	NOUN
ejpam-2951	597	8	series	series	NOUN
ejpam-2951	597	9	models	model	NOUN
ejpam-2951	597	10	and	and	CCONJ
ejpam-2951	597	11	fractional	fractional	ADJ
ejpam-2951	597	12	differencing	differencing	NOUN
ejpam-2951	597	13	.	.	PUNCT
ejpam-2951	598	1	journal	journal	PROPN
ejpam-2951	598	2	of	of	ADP
ejpam-2951	598	3	time	time	NOUN
ejpam-2951	598	4	series	series	PROPN
ejpam-2951	598	5	analysis	analysis	NOUN
ejpam-2951	598	6	,	,	PUNCT
ejpam-2951	598	7	1(1	1(1	NUM
ejpam-2951	598	8	):	):	PUNCT
ejpam-2951	598	9	15–29	15–29	NUM
ejpam-2951	598	10	,	,	PUNCT
ejpam-2951	598	11	1980	1980	NUM
ejpam-2951	598	12	.	.	PUNCT
ejpam-2951	599	1	issn	issn	PROPN
ejpam-2951	599	2	1467	1467	NUM
ejpam-2951	599	3	-	-	SYM
ejpam-2951	599	4	9892	9892	NUM
ejpam-2951	599	5	.	.	PUNCT
ejpam-2951	600	1	[	[	X
ejpam-2951	600	2	66	66	NUM
ejpam-2951	600	3	]	]	PUNCT
ejpam-2951	600	4	n.	n.	PROPN
ejpam-2951	600	5	haldrup	haldrup	PROPN
ejpam-2951	600	6	and	and	CCONJ
ejpam-2951	600	7	m.	m.	NOUN
ejpam-2951	600	8	o.	o.	PROPN
ejpam-2951	600	9	nielsen	nielsen	PROPN
ejpam-2951	600	10	.	.	PUNCT
ejpam-2951	601	1	estimation	estimation	NOUN
ejpam-2951	601	2	of	of	ADP
ejpam-2951	601	3	fractional	fractional	ADJ
ejpam-2951	601	4	integration	integration	NOUN
ejpam-2951	601	5	in	in	ADP
ejpam-2951	601	6	the	the	DET
ejpam-2951	601	7	presence	presence	NOUN
ejpam-2951	601	8	of	of	ADP
ejpam-2951	601	9	data	datum	NOUN
ejpam-2951	601	10	noise	noise	NOUN
ejpam-2951	601	11	.	.	PUNCT
ejpam-2951	602	1	computational	computational	ADJ
ejpam-2951	602	2	statistics	statistic	NOUN
ejpam-2951	602	3	and	and	CCONJ
ejpam-2951	602	4	data	datum	NOUN
ejpam-2951	602	5	analysis	analysis	NOUN
ejpam-2951	602	6	,	,	PUNCT
ejpam-2951	602	7	51:3100–3114	51:3100–3114	NUM
ejpam-2951	602	8	,	,	PUNCT
ejpam-2951	602	9	2007	2007	NUM
ejpam-2951	602	10	.	.	PUNCT
ejpam-2951	603	1	[	[	X
ejpam-2951	603	2	67	67	NUM
ejpam-2951	603	3	]	]	PUNCT
ejpam-2951	603	4	a.	a.	PROPN
ejpam-2951	603	5	c.	c.	PROPN
ejpam-2951	603	6	harvey	harvey	PROPN
ejpam-2951	603	7	.	.	PUNCT
ejpam-2951	604	1	time	time	PROPN
ejpam-2951	604	2	series	series	PROPN
ejpam-2951	604	3	models	model	NOUN
ejpam-2951	604	4	.	.	PUNCT
ejpam-2951	605	1	harvester	harvester	NOUN
ejpam-2951	605	2	:	:	PUNCT
ejpam-2951	606	1	wheatsheaf	wheatsheaf	PROPN
ejpam-2951	606	2	,	,	PUNCT
ejpam-2951	606	3	2nd	2nd	PROPN
ejpam-2951	606	4	edition	edition	NOUN
ejpam-2951	606	5	,	,	PUNCT
ejpam-2951	606	6	1993	1993	NUM
ejpam-2951	606	7	.	.	PUNCT
ejpam-2951	607	1	[	[	X
ejpam-2951	607	2	68	68	NUM
ejpam-2951	607	3	]	]	PUNCT
ejpam-2951	607	4	a.	a.	NOUN
ejpam-2951	607	5	c.	c.	PROPN
ejpam-2951	607	6	harvey	harvey	PROPN
ejpam-2951	607	7	.	.	PUNCT
ejpam-2951	608	1	long	long	ADJ
ejpam-2951	608	2	memory	memory	NOUN
ejpam-2951	608	3	in	in	ADP
ejpam-2951	608	4	stochastic	stochastic	ADJ
ejpam-2951	608	5	volatility	volatility	NOUN
ejpam-2951	608	6	.	.	PUNCT
ejpam-2951	609	1	in	in	ADP
ejpam-2951	609	2	t.	t.	PROPN
ejpam-2951	609	3	knight	knight	PROPN
ejpam-2951	609	4	and	and	CCONJ
ejpam-2951	609	5	s.	s.	PROPN
ejpam-2951	609	6	satchell	satchell	PROPN
ejpam-2951	609	7	,	,	PUNCT
ejpam-2951	609	8	editors	editor	NOUN
ejpam-2951	609	9	,	,	PUNCT
ejpam-2951	609	10	forecasting	forecast	VERB
ejpam-2951	609	11	volatility	volatility	NOUN
ejpam-2951	609	12	in	in	ADP
ejpam-2951	609	13	financial	financial	ADJ
ejpam-2951	609	14	markets	market	NOUN
ejpam-2951	609	15	,	,	PUNCT
ejpam-2951	609	16	pages	page	VERB
ejpam-2951	609	17	307–320	307–320	NUM
ejpam-2951	609	18	.	.	PUNCT
ejpam-2951	610	1	butterworthheinemann	butterworthheinemann	PROPN
ejpam-2951	610	2	,	,	PUNCT
ejpam-2951	610	3	oxford	oxford	PROPN
ejpam-2951	610	4	,	,	PUNCT
ejpam-2951	610	5	1998	1998	NUM
ejpam-2951	610	6	.	.	PUNCT
ejpam-2951	611	1	[	[	X
ejpam-2951	611	2	69	69	NUM
ejpam-2951	611	3	]	]	PUNCT
ejpam-2951	611	4	a.	a.	PROPN
ejpam-2951	611	5	c.	c.	PROPN
ejpam-2951	611	6	harvey	harvey	PROPN
ejpam-2951	611	7	.	.	PUNCT
ejpam-2951	612	1	dynamic	dynamic	ADJ
ejpam-2951	612	2	models	model	NOUN
ejpam-2951	612	3	for	for	ADP
ejpam-2951	612	4	volatility	volatility	NOUN
ejpam-2951	612	5	and	and	CCONJ
ejpam-2951	612	6	heavy	heavy	ADJ
ejpam-2951	612	7	tails	tail	NOUN
ejpam-2951	612	8	:	:	PUNCT
ejpam-2951	612	9	with	with	ADP
ejpam-2951	612	10	applications	application	NOUN
ejpam-2951	612	11	to	to	ADP
ejpam-2951	612	12	financial	financial	ADJ
ejpam-2951	612	13	and	and	CCONJ
ejpam-2951	612	14	economic	economic	ADJ
ejpam-2951	612	15	time	time	NOUN
ejpam-2951	612	16	series	series	PROPN
ejpam-2951	612	17	.	.	PUNCT
ejpam-2951	613	1	econometric	econometric	PROPN
ejpam-2951	613	2	society	society	PROPN
ejpam-2951	613	3	monograph	monograph	PROPN
ejpam-2951	613	4	.	.	PUNCT
ejpam-2951	614	1	cambridge	cambridge	PROPN
ejpam-2951	614	2	university	university	PROPN
ejpam-2951	614	3	press	press	NOUN
ejpam-2951	614	4	,	,	PUNCT
ejpam-2951	614	5	2013	2013	NUM
ejpam-2951	614	6	.	.	PUNCT
ejpam-2951	615	1	[	[	X
ejpam-2951	615	2	70	70	NUM
ejpam-2951	615	3	]	]	X
ejpam-2951	615	4	u.	u.	PROPN
ejpam-2951	615	5	hassler	hassler	PROPN
ejpam-2951	615	6	and	and	CCONJ
ejpam-2951	615	7	j.	j.	PROPN
ejpam-2951	615	8	wolters	wolters	PROPN
ejpam-2951	615	9	.	.	PUNCT
ejpam-2951	616	1	on	on	ADP
ejpam-2951	616	2	the	the	DET
ejpam-2951	616	3	power	power	NOUN
ejpam-2951	616	4	of	of	ADP
ejpam-2951	616	5	unit	unit	NOUN
ejpam-2951	616	6	root	root	NOUN
ejpam-2951	616	7	tests	test	NOUN
ejpam-2951	616	8	against	against	ADP
ejpam-2951	616	9	fractionally	fractionally	ADV
ejpam-2951	616	10	integrated	integrate	VERB
ejpam-2951	616	11	alternatives	alternative	NOUN
ejpam-2951	616	12	.	.	PUNCT
ejpam-2951	617	1	economic	economic	ADJ
ejpam-2951	617	2	letters	letter	NOUN
ejpam-2951	617	3	,	,	PUNCT
ejpam-2951	617	4	45:1–5	45:1–5	NOUN
ejpam-2951	617	5	,	,	PUNCT
ejpam-2951	617	6	1994	1994	NUM
ejpam-2951	617	7	.	.	PUNCT
ejpam-2951	618	1	[	[	X
ejpam-2951	618	2	71	71	NUM
ejpam-2951	618	3	]	]	X
ejpam-2951	618	4	u.	u.	PROPN
ejpam-2951	618	5	hassler	hassler	PROPN
ejpam-2951	618	6	,	,	PUNCT
ejpam-2951	618	7	p.	p.	NOUN
ejpam-2951	618	8	m.	m.	PROPN
ejpam-2951	618	9	m.	m.	PROPN
ejpam-2951	618	10	rodrigues	rodrigues	PROPN
ejpam-2951	618	11	,	,	PUNCT
ejpam-2951	618	12	and	and	CCONJ
ejpam-2951	618	13	a.	a.	PROPN
ejpam-2951	618	14	rubia	rubia	PROPN
ejpam-2951	618	15	.	.	PUNCT
ejpam-2951	619	1	testing	test	VERB
ejpam-2951	619	2	for	for	ADP
ejpam-2951	619	3	general	general	ADJ
ejpam-2951	619	4	fractional	fractional	ADJ
ejpam-2951	619	5	integration	integration	NOUN
ejpam-2951	619	6	in	in	ADP
ejpam-2951	619	7	the	the	DET
ejpam-2951	619	8	time	time	NOUN
ejpam-2951	619	9	domain	domain	NOUN
ejpam-2951	619	10	.	.	PUNCT
ejpam-2951	620	1	econometric	econometric	PROPN
ejpam-2951	620	2	theory	theory	NOUN
ejpam-2951	620	3	,	,	PUNCT
ejpam-2951	620	4	25:1793–1828	25:1793–1828	NUM
ejpam-2951	620	5	,	,	PUNCT
ejpam-2951	620	6	2009	2009	NUM
ejpam-2951	620	7	.	.	PUNCT
ejpam-2951	621	1	[	[	X
ejpam-2951	621	2	72	72	NUM
ejpam-2951	621	3	]	]	X
ejpam-2951	621	4	d.	d.	PROPN
ejpam-2951	621	5	f.	f.	PROPN
ejpam-2951	621	6	hendry	hendry	PROPN
ejpam-2951	621	7	.	.	PUNCT
ejpam-2951	622	1	the	the	DET
ejpam-2951	622	2	econometrics	econometric	NOUN
ejpam-2951	622	3	of	of	ADP
ejpam-2951	622	4	macroeconomic	macroeconomic	ADJ
ejpam-2951	622	5	forecasting	forecasting	NOUN
ejpam-2951	622	6	.	.	PUNCT
ejpam-2951	623	1	the	the	DET
ejpam-2951	623	2	economic	economic	ADJ
ejpam-2951	623	3	journal	journal	NOUN
ejpam-2951	623	4	,	,	PUNCT
ejpam-2951	623	5	107:1330–1357	107:1330–1357	NUM
ejpam-2951	623	6	,	,	PUNCT
ejpam-2951	623	7	1997	1997	NUM
ejpam-2951	623	8	.	.	PUNCT
ejpam-2951	624	1	[	[	X
ejpam-2951	624	2	73	73	NUM
ejpam-2951	624	3	]	]	PUNCT
ejpam-2951	624	4	w.	w.	PROPN
ejpam-2951	624	5	h.	h.	PROPN
ejpam-2951	624	6	hipel	hipel	PROPN
ejpam-2951	624	7	and	and	CCONJ
ejpam-2951	624	8	a.	a.	PROPN
ejpam-2951	624	9	i.	i.	PROPN
ejpam-2951	624	10	mcleod	mcleod	PROPN
ejpam-2951	624	11	.	.	PROPN
ejpam-2951	624	12	preservation	preservation	NOUN
ejpam-2951	624	13	of	of	ADP
ejpam-2951	624	14	the	the	DET
ejpam-2951	624	15	rescaled	rescaled	ADJ
ejpam-2951	624	16	adjusted	adjusted	ADJ
ejpam-2951	624	17	range	range	NOUN
ejpam-2951	624	18	.	.	PUNCT
ejpam-2951	625	1	parts	part	NOUN
ejpam-2951	625	2	1	1	NUM
ejpam-2951	625	3	-	-	SYM
ejpam-2951	625	4	3	3	NUM
ejpam-2951	625	5	,	,	PUNCT
ejpam-2951	625	6	water	water	NOUN
ejpam-2951	625	7	resources	resource	NOUN
ejpam-2951	625	8	research	research	NOUN
ejpam-2951	625	9	,	,	PUNCT
ejpam-2951	625	10	14:491–518	14:491–518	NUM
ejpam-2951	625	11	,	,	PUNCT
ejpam-2951	625	12	1978	1978	NUM
ejpam-2951	625	13	.	.	PUNCT
ejpam-2951	626	1	references	reference	NOUN
ejpam-2951	626	2	100	100	NUM
ejpam-2951	626	3	[	[	X
ejpam-2951	626	4	74	74	NUM
ejpam-2951	626	5	]	]	PUNCT
ejpam-2951	626	6	j.	j.	PROPN
ejpam-2951	626	7	r.	r.	PROPN
ejpam-2951	626	8	m.	m.	PROPN
ejpam-2951	626	9	hosking	hosking	PROPN
ejpam-2951	626	10	.	.	PUNCT
ejpam-2951	626	11	fractional	fractional	ADJ
ejpam-2951	626	12	differencing	differencing	NOUN
ejpam-2951	626	13	.	.	PUNCT
ejpam-2951	627	1	biometrika	biometrika	NOUN
ejpam-2951	627	2	,	,	PUNCT
ejpam-2951	627	3	68(1):165–176	68(1):165–176	PROPN
ejpam-2951	627	4	,	,	PUNCT
ejpam-2951	627	5	1981	1981	NUM
ejpam-2951	627	6	.	.	PUNCT
ejpam-2951	628	1	[	[	X
ejpam-2951	628	2	75	75	NUM
ejpam-2951	628	3	]	]	PUNCT
ejpam-2951	628	4	j.	j.	PROPN
ejpam-2951	628	5	r.	r.	PROPN
ejpam-2951	628	6	m.	m.	PROPN
ejpam-2951	628	7	hosking	hosking	PROPN
ejpam-2951	628	8	.	.	PUNCT
ejpam-2951	629	1	modeling	model	VERB
ejpam-2951	629	2	persistence	persistence	NOUN
ejpam-2951	629	3	in	in	ADP
ejpam-2951	629	4	hydrological	hydrological	ADJ
ejpam-2951	629	5	time	time	NOUN
ejpam-2951	629	6	series	series	PROPN
ejpam-2951	629	7	using	use	VERB
ejpam-2951	629	8	fractional	fractional	ADJ
ejpam-2951	629	9	differencing	differencing	NOUN
ejpam-2951	629	10	.	.	PUNCT
ejpam-2951	630	1	water	water	NOUN
ejpam-2951	630	2	resources	resource	NOUN
ejpam-2951	630	3	research	research	NOUN
ejpam-2951	630	4	,	,	PUNCT
ejpam-2951	630	5	20:1898–1908	20:1898–1908	NUM
ejpam-2951	630	6	,	,	PUNCT
ejpam-2951	630	7	1984	1984	NUM
ejpam-2951	630	8	.	.	PUNCT
ejpam-2951	631	1	[	[	X
ejpam-2951	631	2	76	76	NUM
ejpam-2951	631	3	]	]	X
ejpam-2951	631	4	h.	h.	PROPN
ejpam-2951	631	5	e.	e.	PROPN
ejpam-2951	631	6	hurst	hurst	PROPN
ejpam-2951	631	7	.	.	PUNCT
ejpam-2951	632	1	long	long	ADJ
ejpam-2951	632	2	-	-	PUNCT
ejpam-2951	632	3	term	term	NOUN
ejpam-2951	632	4	storage	storage	NOUN
ejpam-2951	632	5	capacity	capacity	NOUN
ejpam-2951	632	6	of	of	ADP
ejpam-2951	632	7	reservoirs	reservoir	NOUN
ejpam-2951	632	8	.	.	PUNCT
ejpam-2951	633	1	transactions	transaction	NOUN
ejpam-2951	633	2	of	of	ADP
ejpam-2951	633	3	the	the	DET
ejpam-2951	633	4	american	american	ADJ
ejpam-2951	633	5	society	society	NOUN
ejpam-2951	633	6	of	of	ADP
ejpam-2951	633	7	civil	civil	ADJ
ejpam-2951	633	8	engineers	engineer	NOUN
ejpam-2951	633	9	,	,	PUNCT
ejpam-2951	633	10	116:770–799	116:770–799	NUM
ejpam-2951	633	11	,	,	PUNCT
ejpam-2951	633	12	1951	1951	NUM
ejpam-2951	633	13	.	.	PUNCT
ejpam-2951	634	1	[	[	X
ejpam-2951	634	2	77	77	X
ejpam-2951	634	3	]	]	X
ejpam-2951	634	4	s.	s.	PROPN
ejpam-2951	634	5	hylleberg	hylleberg	PROPN
ejpam-2951	634	6	and	and	CCONJ
ejpam-2951	634	7	c.	c.	PROPN
ejpam-2951	634	8	w.	w.	PROPN
ejpam-2951	634	9	j.	j.	PROPN
ejpam-2951	634	10	granger	granger	PROPN
ejpam-2951	634	11	.	.	PUNCT
ejpam-2951	635	1	seasonal	seasonal	ADJ
ejpam-2951	635	2	integration	integration	NOUN
ejpam-2951	635	3	and	and	CCONJ
ejpam-2951	635	4	cointegration	cointegration	NOUN
ejpam-2951	635	5	.	.	PUNCT
ejpam-2951	636	1	journal	journal	PROPN
ejpam-2951	636	2	of	of	ADP
ejpam-2951	636	3	econometrics	econometric	NOUN
ejpam-2951	636	4	,	,	PUNCT
ejpam-2951	636	5	44:215–238	44:215–238	PROPN
ejpam-2951	636	6	,	,	PUNCT
ejpam-2951	636	7	1990	1990	NUM
ejpam-2951	636	8	.	.	PUNCT
ejpam-2951	637	1	[	[	X
ejpam-2951	637	2	78	78	NUM
ejpam-2951	637	3	]	]	PUNCT
ejpam-2951	637	4	s.	s.	PROPN
ejpam-2951	637	5	johansen	johansen	PROPN
ejpam-2951	637	6	.	.	PUNCT
ejpam-2951	638	1	statistical	statistical	ADJ
ejpam-2951	638	2	analysis	analysis	NOUN
ejpam-2951	638	3	of	of	ADP
ejpam-2951	638	4	cointegration	cointegration	NOUN
ejpam-2951	638	5	vectors	vector	NOUN
ejpam-2951	638	6	.	.	PUNCT
ejpam-2951	639	1	journal	journal	NOUN
ejpam-2951	639	2	of	of	ADP
ejpam-2951	639	3	economic	economic	ADJ
ejpam-2951	639	4	dynamics	dynamic	NOUN
ejpam-2951	639	5	and	and	CCONJ
ejpam-2951	639	6	control	control	NOUN
ejpam-2951	639	7	,	,	PUNCT
ejpam-2951	639	8	12:231–254	12:231–254	NUM
ejpam-2951	639	9	,	,	PUNCT
ejpam-2951	639	10	1988	1988	NUM
ejpam-2951	639	11	.	.	PUNCT
ejpam-2951	640	1	[	[	X
ejpam-2951	640	2	79	79	NUM
ejpam-2951	640	3	]	]	PUNCT
ejpam-2951	640	4	s.	s.	PROPN
ejpam-2951	640	5	johansen	johansen	PROPN
ejpam-2951	640	6	.	.	PUNCT
ejpam-2951	641	1	a	a	DET
ejpam-2951	641	2	representation	representation	NOUN
ejpam-2951	641	3	theory	theory	NOUN
ejpam-2951	641	4	for	for	ADP
ejpam-2951	641	5	a	a	DET
ejpam-2951	641	6	class	class	NOUN
ejpam-2951	641	7	of	of	ADP
ejpam-2951	641	8	vector	vector	NOUN
ejpam-2951	641	9	autoregressive	autoregressive	ADJ
ejpam-2951	641	10	models	model	NOUN
ejpam-2951	641	11	for	for	ADP
ejpam-2951	641	12	fractional	fractional	ADJ
ejpam-2951	641	13	processes	process	NOUN
ejpam-2951	641	14	.	.	PUNCT
ejpam-2951	642	1	econometric	econometric	PROPN
ejpam-2951	642	2	theory	theory	NOUN
ejpam-2951	642	3	,	,	PUNCT
ejpam-2951	642	4	24:651–676	24:651–676	PROPN
ejpam-2951	642	5	,	,	PUNCT
ejpam-2951	642	6	2008	2008	NUM
ejpam-2951	642	7	.	.	PUNCT
ejpam-2951	643	1	[	[	X
ejpam-2951	643	2	80	80	NUM
ejpam-2951	643	3	]	]	PUNCT
ejpam-2951	643	4	s.	s.	PROPN
ejpam-2951	643	5	johansen	johansen	PROPN
ejpam-2951	643	6	and	and	CCONJ
ejpam-2951	643	7	m.	m.	PROPN
ejpam-2951	643	8	ø	ø	PROPN
ejpam-2951	643	9	.	.	PUNCT
ejpam-2951	644	1	nielsen	nielsen	PROPN
ejpam-2951	644	2	.	.	PUNCT
ejpam-2951	645	1	likelihood	likelihood	PROPN
ejpam-2951	645	2	inference	inference	NOUN
ejpam-2951	645	3	for	for	ADP
ejpam-2951	645	4	a	a	DET
ejpam-2951	645	5	nonstationary	nonstationary	ADJ
ejpam-2951	645	6	fractional	fractional	ADJ
ejpam-2951	645	7	autoregressive	autoregressive	ADJ
ejpam-2951	645	8	model	model	NOUN
ejpam-2951	645	9	.	.	PUNCT
ejpam-2951	646	1	journal	journal	PROPN
ejpam-2951	646	2	of	of	ADP
ejpam-2951	646	3	econometrics	econometric	NOUN
ejpam-2951	646	4	,	,	PUNCT
ejpam-2951	646	5	158:51–65	158:51–65	NUM
ejpam-2951	646	6	,	,	PUNCT
ejpam-2951	646	7	2010	2010	NUM
ejpam-2951	646	8	.	.	PUNCT
ejpam-2951	647	1	[	[	X
ejpam-2951	647	2	81	81	NUM
ejpam-2951	647	3	]	]	PUNCT
ejpam-2951	647	4	s.	s.	PROPN
ejpam-2951	647	5	johansen	johansen	PROPN
ejpam-2951	647	6	and	and	CCONJ
ejpam-2951	647	7	m.	m.	PROPN
ejpam-2951	647	8	ø	ø	PROPN
ejpam-2951	647	9	nielsen	nielsen	PROPN
ejpam-2951	647	10	.	.	PUNCT
ejpam-2951	648	1	likelihood	likelihood	PROPN
ejpam-2951	648	2	inference	inference	NOUN
ejpam-2951	648	3	for	for	ADP
ejpam-2951	648	4	a	a	DET
ejpam-2951	648	5	fractionally	fractionally	ADV
ejpam-2951	648	6	cointegrated	cointegrate	VERB
ejpam-2951	648	7	vector	vector	NOUN
ejpam-2951	648	8	autoregressive	autoregressive	ADJ
ejpam-2951	648	9	model	model	NOUN
ejpam-2951	648	10	.	.	PUNCT
ejpam-2951	649	1	econometrica	econometrica	PROPN
ejpam-2951	649	2	,	,	PUNCT
ejpam-2951	649	3	80:2667–2732	80:2667–2732	NUM
ejpam-2951	649	4	,	,	PUNCT
ejpam-2951	649	5	2012	2012	NUM
ejpam-2951	649	6	.	.	PUNCT
ejpam-2951	650	1	[	[	X
ejpam-2951	650	2	82	82	NUM
ejpam-2951	650	3	]	]	X
ejpam-2951	650	4	s.	s.	PROPN
ejpam-2951	650	5	johansen	johansen	PROPN
ejpam-2951	650	6	and	and	CCONJ
ejpam-2951	650	7	m.	m.	PROPN
ejpam-2951	650	8	ø	ø	PROPN
ejpam-2951	650	9	nielsen	nielsen	PROPN
ejpam-2951	650	10	.	.	PUNCT
ejpam-2951	651	1	a	a	DET
ejpam-2951	651	2	necessary	necessary	ADJ
ejpam-2951	651	3	moment	moment	NOUN
ejpam-2951	651	4	condition	condition	NOUN
ejpam-2951	651	5	for	for	ADP
ejpam-2951	651	6	the	the	DET
ejpam-2951	651	7	fractional	fractional	ADJ
ejpam-2951	651	8	functional	functional	ADJ
ejpam-2951	651	9	central	central	ADJ
ejpam-2951	651	10	limit	limit	NOUN
ejpam-2951	651	11	theorem	theorem	VERB
ejpam-2951	651	12	.	.	PROPN
ejpam-2951	651	13	econometric	econometric	PROPN
ejpam-2951	651	14	theory	theory	NOUN
ejpam-2951	651	15	,	,	PUNCT
ejpam-2951	651	16	28:671–679	28:671–679	PROPN
ejpam-2951	651	17	,	,	PUNCT
ejpam-2951	651	18	2012	2012	NUM
ejpam-2951	651	19	.	.	PUNCT
ejpam-2951	652	1	[	[	X
ejpam-2951	652	2	83	83	NUM
ejpam-2951	652	3	]	]	PUNCT
ejpam-2951	653	1	s.	s.	PROPN
ejpam-2951	653	2	johansen	johansen	PROPN
ejpam-2951	653	3	and	and	CCONJ
ejpam-2951	653	4	m.	m.	PROPN
ejpam-2951	653	5	ø	ø	PROPN
ejpam-2951	653	6	.	.	PUNCT
ejpam-2951	653	7	nielsen	nielsen	PROPN
ejpam-2951	653	8	.	.	PUNCT
ejpam-2951	654	1	the	the	DET
ejpam-2951	654	2	role	role	NOUN
ejpam-2951	654	3	of	of	ADP
ejpam-2951	654	4	initial	initial	ADJ
ejpam-2951	654	5	values	value	NOUN
ejpam-2951	654	6	in	in	ADP
ejpam-2951	654	7	conditional	conditional	ADJ
ejpam-2951	654	8	sum	sum	NOUN
ejpam-2951	654	9	-	-	PUNCT
ejpam-2951	654	10	ofsquares	ofsquare	NOUN
ejpam-2951	654	11	estimation	estimation	NOUN
ejpam-2951	654	12	of	of	ADP
ejpam-2951	654	13	nonstationary	nonstationary	ADJ
ejpam-2951	654	14	fractional	fractional	ADJ
ejpam-2951	654	15	time	time	NOUN
ejpam-2951	654	16	series	series	NOUN
ejpam-2951	654	17	models	model	NOUN
ejpam-2951	654	18	.	.	PUNCT
ejpam-2951	655	1	econometric	econometric	PROPN
ejpam-2951	655	2	theory	theory	NOUN
ejpam-2951	655	3	,	,	PUNCT
ejpam-2951	655	4	32:1095–1139	32:1095–1139	PROPN
ejpam-2951	655	5	,	,	PUNCT
ejpam-2951	655	6	2016	2016	NUM
ejpam-2951	655	7	.	.	PUNCT
ejpam-2951	656	1	[	[	X
ejpam-2951	656	2	84	84	NUM
ejpam-2951	656	3	]	]	X
ejpam-2951	656	4	n.	n.	NOUN
ejpam-2951	656	5	m.	m.	NOUN
ejpam-2951	656	6	kellard	kellard	PROPN
ejpam-2951	656	7	,	,	PUNCT
ejpam-2951	656	8	c.	c.	PROPN
ejpam-2951	656	9	dunis	dunis	PROPN
ejpam-2951	656	10	,	,	PUNCT
ejpam-2951	656	11	and	and	CCONJ
ejpam-2951	656	12	n.	n.	PROPN
ejpam-2951	656	13	sarantis	sarantis	PROPN
ejpam-2951	656	14	.	.	PUNCT
ejpam-2951	657	1	foreign	foreign	ADJ
ejpam-2951	657	2	exchange	exchange	NOUN
ejpam-2951	657	3	,	,	PUNCT
ejpam-2951	657	4	fractional	fractional	ADJ
ejpam-2951	657	5	cointegration	cointegration	NOUN
ejpam-2951	657	6	and	and	CCONJ
ejpam-2951	657	7	the	the	DET
ejpam-2951	657	8	implied	imply	VERB
ejpam-2951	657	9	-	-	PUNCT
ejpam-2951	657	10	realized	realize	VERB
ejpam-2951	657	11	volatility	volatility	NOUN
ejpam-2951	657	12	relation	relation	NOUN
ejpam-2951	657	13	.	.	PUNCT
ejpam-2951	658	1	journal	journal	PROPN
ejpam-2951	658	2	of	of	ADP
ejpam-2951	658	3	banking	banking	NOUN
ejpam-2951	658	4	and	and	CCONJ
ejpam-2951	658	5	finance	finance	NOUN
ejpam-2951	658	6	,	,	PUNCT
ejpam-2951	658	7	34:882	34:882	NUM
ejpam-2951	658	8	–	–	PUNCT
ejpam-2951	658	9	891	891	NUM
ejpam-2951	658	10	,	,	PUNCT
ejpam-2951	658	11	2010	2010	NUM
ejpam-2951	658	12	.	.	PUNCT
ejpam-2951	659	1	[	[	X
ejpam-2951	659	2	85	85	NUM
ejpam-2951	659	3	]	]	PUNCT
ejpam-2951	659	4	h.	h.	PROPN
ejpam-2951	659	5	kew	kew	PROPN
ejpam-2951	659	6	and	and	CCONJ
ejpam-2951	659	7	d.	d.	PROPN
ejpam-2951	659	8	harris	harris	PROPN
ejpam-2951	659	9	.	.	PUNCT
ejpam-2951	660	1	heteroskedasticity	heteroskedasticity	NOUN
ejpam-2951	660	2	-	-	PUNCT
ejpam-2951	660	3	robust	robust	ADJ
ejpam-2951	660	4	testing	testing	NOUN
ejpam-2951	660	5	for	for	ADP
ejpam-2951	660	6	a	a	DET
ejpam-2951	660	7	fractional	fractional	ADJ
ejpam-2951	660	8	unit	unit	NOUN
ejpam-2951	660	9	root	root	NOUN
ejpam-2951	660	10	.	.	PUNCT
ejpam-2951	661	1	econometric	econometric	PROPN
ejpam-2951	661	2	theory	theory	NOUN
ejpam-2951	661	3	,	,	PUNCT
ejpam-2951	661	4	25:1734–1753	25:1734–1753	NUM
ejpam-2951	661	5	,	,	PUNCT
ejpam-2951	661	6	2009	2009	NUM
ejpam-2951	661	7	.	.	PUNCT
ejpam-2951	662	1	[	[	X
ejpam-2951	662	2	86	86	NUM
ejpam-2951	662	3	]	]	X
ejpam-2951	662	4	c.	c.	PROPN
ejpam-2951	662	5	m.	m.	PROPN
ejpam-2951	662	6	kuan	kuan	PROPN
ejpam-2951	662	7	and	and	CCONJ
ejpam-2951	662	8	c.	c.	PROPN
ejpam-2951	662	9	c.	c.	PROPN
ejpam-2951	662	10	hsu	hsu	PROPN
ejpam-2951	662	11	.	.	PUNCT
ejpam-2951	663	1	change	change	NOUN
ejpam-2951	663	2	-	-	PUNCT
ejpam-2951	663	3	point	point	NOUN
ejpam-2951	663	4	estimation	estimation	NOUN
ejpam-2951	663	5	of	of	ADP
ejpam-2951	663	6	fractionally	fractionally	ADV
ejpam-2951	663	7	integrated	integrate	VERB
ejpam-2951	663	8	processes	process	NOUN
ejpam-2951	663	9	.	.	PUNCT
ejpam-2951	664	1	journal	journal	PROPN
ejpam-2951	664	2	of	of	ADP
ejpam-2951	664	3	time	time	NOUN
ejpam-2951	664	4	series	series	PROPN
ejpam-2951	664	5	analysis	analysis	NOUN
ejpam-2951	664	6	,	,	PUNCT
ejpam-2951	664	7	19:693–708	19:693–708	NUM
ejpam-2951	664	8	,	,	PUNCT
ejpam-2951	664	9	1998	1998	NUM
ejpam-2951	664	10	.	.	PUNCT
ejpam-2951	665	1	[	[	X
ejpam-2951	665	2	87	87	NUM
ejpam-2951	665	3	]	]	PUNCT
ejpam-2951	665	4	a.	a.	NOUN
ejpam-2951	665	5	j.	j.	PROPN
ejpam-2951	665	6	lawrence	lawrence	PROPN
ejpam-2951	665	7	and	and	CCONJ
ejpam-2951	665	8	n.	n.	PROPN
ejpam-2951	665	9	t.	t.	PROPN
ejpam-2951	665	10	kottegoda	kottegoda	PROPN
ejpam-2951	665	11	.	.	PUNCT
ejpam-2951	666	1	stochastic	stochastic	ADJ
ejpam-2951	666	2	modelling	modelling	NOUN
ejpam-2951	666	3	of	of	ADP
ejpam-2951	666	4	river	river	NOUN
ejpam-2951	666	5	-	-	PUNCT
ejpam-2951	666	6	flow	flow	NOUN
ejpam-2951	666	7	time	time	NOUN
ejpam-2951	666	8	series	series	NOUN
ejpam-2951	666	9	.	.	PUNCT
ejpam-2951	667	1	journal	journal	PROPN
ejpam-2951	667	2	of	of	ADP
ejpam-2951	667	3	the	the	DET
ejpam-2951	667	4	royal	royal	ADJ
ejpam-2951	667	5	statistical	statistical	ADJ
ejpam-2951	667	6	society	society	NOUN
ejpam-2951	667	7	:	:	PUNCT
ejpam-2951	667	8	series	series	PROPN
ejpam-2951	667	9	a	a	PROPN
ejpam-2951	667	10	,	,	PUNCT
ejpam-2951	667	11	140:1–47	140:1–47	NUM
ejpam-2951	667	12	,	,	PUNCT
ejpam-2951	667	13	1977	1977	NUM
ejpam-2951	667	14	.	.	PUNCT
ejpam-2951	668	1	[	[	X
ejpam-2951	668	2	88	88	NUM
ejpam-2951	668	3	]	]	PUNCT
ejpam-2951	668	4	b.	b.	PROPN
ejpam-2951	668	5	lebaron	lebaron	PROPN
ejpam-2951	668	6	.	.	PUNCT
ejpam-2951	669	1	stochastic	stochastic	ADJ
ejpam-2951	669	2	volatility	volatility	NOUN
ejpam-2951	669	3	as	as	ADP
ejpam-2951	669	4	a	a	DET
ejpam-2951	669	5	simple	simple	ADJ
ejpam-2951	669	6	generator	generator	NOUN
ejpam-2951	669	7	of	of	ADP
ejpam-2951	669	8	financial	financial	ADJ
ejpam-2951	669	9	power	power	NOUN
ejpam-2951	669	10	laws	law	NOUN
ejpam-2951	669	11	and	and	CCONJ
ejpam-2951	669	12	long	long	ADJ
ejpam-2951	669	13	memory	memory	NOUN
ejpam-2951	669	14	.	.	PUNCT
ejpam-2951	670	1	quantitative	quantitative	ADJ
ejpam-2951	670	2	finance	finance	NOUN
ejpam-2951	670	3	,	,	PUNCT
ejpam-2951	670	4	1:621–631	1:621–631	NUM
ejpam-2951	670	5	,	,	PUNCT
ejpam-2951	670	6	2001	2001	NUM
ejpam-2951	670	7	.	.	PUNCT
ejpam-2951	671	1	[	[	X
ejpam-2951	671	2	89	89	NUM
ejpam-2951	671	3	]	]	X
ejpam-2951	671	4	w.	w.	PROPN
ejpam-2951	671	5	k.	k.	PROPN
ejpam-2951	671	6	li	li	PROPN
ejpam-2951	671	7	and	and	CCONJ
ejpam-2951	671	8	a.	a.	PROPN
ejpam-2951	671	9	i.	i.	PROPN
ejpam-2951	671	10	mcleod	mcleod	PROPN
ejpam-2951	671	11	.	.	PROPN
ejpam-2951	671	12	fractional	fractional	ADJ
ejpam-2951	671	13	time	time	NOUN
ejpam-2951	671	14	series	series	PROPN
ejpam-2951	671	15	modeling	modeling	PROPN
ejpam-2951	671	16	.	.	PUNCT
ejpam-2951	672	1	biometrika	biometrika	NOUN
ejpam-2951	672	2	,	,	PUNCT
ejpam-2951	672	3	73:217–221	73:217–221	PROPN
ejpam-2951	672	4	,	,	PUNCT
ejpam-2951	672	5	1986	1986	NUM
ejpam-2951	672	6	.	.	PUNCT
ejpam-2951	673	1	references	reference	NOUN
ejpam-2951	673	2	101	101	NUM
ejpam-2951	674	1	[	[	X
ejpam-2951	674	2	90	90	NUM
ejpam-2951	674	3	]	]	PUNCT
ejpam-2951	674	4	o.	o.	PROPN
ejpam-2951	674	5	lieberman	lieberman	PROPN
ejpam-2951	674	6	and	and	CCONJ
ejpam-2951	674	7	p.	p.	PROPN
ejpam-2951	674	8	c.	c.	PROPN
ejpam-2951	674	9	b.	b.	PROPN
ejpam-2951	674	10	phillips	phillips	PROPN
ejpam-2951	674	11	.	.	PUNCT
ejpam-2951	675	1	expansions	expansion	NOUN
ejpam-2951	675	2	for	for	ADP
ejpam-2951	675	3	the	the	DET
ejpam-2951	675	4	distribution	distribution	NOUN
ejpam-2951	675	5	of	of	ADP
ejpam-2951	675	6	the	the	DET
ejpam-2951	675	7	maximum	maximum	ADJ
ejpam-2951	675	8	likelihood	likelihood	NOUN
ejpam-2951	675	9	estimator	estimator	NOUN
ejpam-2951	675	10	of	of	ADP
ejpam-2951	675	11	the	the	DET
ejpam-2951	675	12	fractional	fractional	ADJ
ejpam-2951	675	13	difference	difference	NOUN
ejpam-2951	675	14	parameter	parameter	NOUN
ejpam-2951	675	15	.	.	PUNCT
ejpam-2951	676	1	econometric	econometric	PROPN
ejpam-2951	676	2	theory	theory	NOUN
ejpam-2951	676	3	,	,	PUNCT
ejpam-2951	676	4	20	20	NUM
ejpam-2951	676	5	:	:	PUNCT
ejpam-2951	676	6	464–484	464–484	NUM
ejpam-2951	676	7	,	,	PUNCT
ejpam-2951	676	8	2004	2004	NUM
ejpam-2951	676	9	.	.	PUNCT
ejpam-2951	677	1	[	[	X
ejpam-2951	677	2	91	91	NUM
ejpam-2951	677	3	]	]	X
ejpam-2951	677	4	m.	m.	NOUN
ejpam-2951	677	5	linden	linden	PROPN
ejpam-2951	677	6	.	.	PUNCT
ejpam-2951	678	1	time	time	PROPN
ejpam-2951	678	2	series	series	PROPN
ejpam-2951	678	3	properties	property	NOUN
ejpam-2951	678	4	of	of	ADP
ejpam-2951	678	5	aggregated	aggregate	VERB
ejpam-2951	678	6	ar(1	ar(1	NOUN
ejpam-2951	678	7	)	)	PUNCT
ejpam-2951	678	8	processes	process	NOUN
ejpam-2951	678	9	with	with	ADP
ejpam-2951	678	10	uniformly	uniformly	ADV
ejpam-2951	678	11	distributed	distribute	VERB
ejpam-2951	678	12	coefficients	coefficient	NOUN
ejpam-2951	678	13	.	.	PUNCT
ejpam-2951	679	1	economic	economic	ADJ
ejpam-2951	679	2	letters	letter	NOUN
ejpam-2951	679	3	,	,	PUNCT
ejpam-2951	679	4	64:31–36	64:31–36	NUM
ejpam-2951	679	5	,	,	PUNCT
ejpam-2951	679	6	1999	1999	NUM
ejpam-2951	679	7	.	.	PUNCT
ejpam-2951	680	1	[	[	X
ejpam-2951	680	2	92	92	NUM
ejpam-2951	680	3	]	]	PUNCT
ejpam-2951	680	4	s.	s.	PROPN
ejpam-2951	680	5	ling	ling	PROPN
ejpam-2951	680	6	and	and	CCONJ
ejpam-2951	680	7	w.	w.	PROPN
ejpam-2951	680	8	k.	k.	PROPN
ejpam-2951	680	9	li	li	PROPN
ejpam-2951	680	10	.	.	PROPN
ejpam-2951	681	1	on	on	ADP
ejpam-2951	681	2	fractionally	fractionally	ADV
ejpam-2951	681	3	integrated	integrate	VERB
ejpam-2951	681	4	autoregressive	autoregressive	ADJ
ejpam-2951	681	5	moving	move	VERB
ejpam-2951	681	6	-	-	PUNCT
ejpam-2951	681	7	average	average	ADJ
ejpam-2951	681	8	time	time	NOUN
ejpam-2951	681	9	series	series	NOUN
ejpam-2951	681	10	models	model	NOUN
ejpam-2951	681	11	with	with	ADP
ejpam-2951	681	12	conditional	conditional	ADJ
ejpam-2951	681	13	heteroscedasticity	heteroscedasticity	NOUN
ejpam-2951	681	14	.	.	PUNCT
ejpam-2951	682	1	journal	journal	PROPN
ejpam-2951	682	2	of	of	ADP
ejpam-2951	682	3	american	american	PROPN
ejpam-2951	682	4	statistical	statistical	ADJ
ejpam-2951	682	5	association	association	NOUN
ejpam-2951	682	6	,	,	PUNCT
ejpam-2951	682	7	92:1184–1194	92:1184–1194	NOUN
ejpam-2951	682	8	,	,	PUNCT
ejpam-2951	682	9	1997	1997	NUM
ejpam-2951	682	10	.	.	PUNCT
ejpam-2951	683	1	[	[	X
ejpam-2951	683	2	93	93	NUM
ejpam-2951	683	3	]	]	PUNCT
ejpam-2951	683	4	i.	i.	PROPN
ejpam-2951	683	5	n.	n.	PROPN
ejpam-2951	683	6	lobato	lobato	PROPN
ejpam-2951	683	7	.	.	PUNCT
ejpam-2951	684	1	consistency	consistency	NOUN
ejpam-2951	684	2	of	of	ADP
ejpam-2951	684	3	the	the	DET
ejpam-2951	684	4	averaged	average	VERB
ejpam-2951	684	5	cross	cross	NOUN
ejpam-2951	684	6	-	-	NOUN
ejpam-2951	684	7	periodogram	periodogram	ADJ
ejpam-2951	684	8	in	in	ADP
ejpam-2951	684	9	long	long	ADJ
ejpam-2951	684	10	-	-	PUNCT
ejpam-2951	684	11	memory	memory	NOUN
ejpam-2951	684	12	series	series	NOUN
ejpam-2951	684	13	.	.	PUNCT
ejpam-2951	685	1	journal	journal	PROPN
ejpam-2951	685	2	of	of	ADP
ejpam-2951	685	3	time	time	NOUN
ejpam-2951	685	4	series	series	PROPN
ejpam-2951	685	5	analysis	analysis	NOUN
ejpam-2951	685	6	,	,	PUNCT
ejpam-2951	685	7	18:137–155	18:137–155	NUM
ejpam-2951	685	8	,	,	PUNCT
ejpam-2951	685	9	1997	1997	NUM
ejpam-2951	685	10	.	.	PUNCT
ejpam-2951	686	1	[	[	X
ejpam-2951	686	2	94	94	NUM
ejpam-2951	686	3	]	]	X
ejpam-2951	686	4	i.	i.	PROPN
ejpam-2951	686	5	n.	n.	PROPN
ejpam-2951	686	6	lobato	lobato	PROPN
ejpam-2951	686	7	and	and	CCONJ
ejpam-2951	686	8	c.	c.	PROPN
ejpam-2951	686	9	velasco	velasco	PROPN
ejpam-2951	686	10	.	.	PUNCT
ejpam-2951	687	1	efficient	efficient	ADJ
ejpam-2951	687	2	wald	wald	NOUN
ejpam-2951	687	3	tests	test	NOUN
ejpam-2951	687	4	for	for	ADP
ejpam-2951	687	5	fractional	fractional	ADJ
ejpam-2951	687	6	unit	unit	NOUN
ejpam-2951	687	7	roots	root	NOUN
ejpam-2951	687	8	.	.	PUNCT
ejpam-2951	688	1	econometrica	econometrica	PROPN
ejpam-2951	688	2	,	,	PUNCT
ejpam-2951	688	3	75:575–589	75:575–589	NUM
ejpam-2951	688	4	,	,	PUNCT
ejpam-2951	688	5	2007	2007	NUM
ejpam-2951	688	6	.	.	PUNCT
ejpam-2951	689	1	[	[	X
ejpam-2951	689	2	95	95	NUM
ejpam-2951	689	3	]	]	X
ejpam-2951	689	4	b.	b.	PROPN
ejpam-2951	689	5	b.	b.	PROPN
ejpam-2951	689	6	mandelbrot	mandelbrot	PROPN
ejpam-2951	689	7	.	.	PUNCT
ejpam-2951	690	1	long	long	ADV
ejpam-2951	690	2	-	-	PUNCT
ejpam-2951	690	3	run	run	NOUN
ejpam-2951	690	4	linearity	linearity	NOUN
ejpam-2951	690	5	,	,	PUNCT
ejpam-2951	690	6	locally	locally	ADV
ejpam-2951	690	7	gaussian	gaussian	ADJ
ejpam-2951	690	8	process	process	NOUN
ejpam-2951	690	9	,	,	PUNCT
ejpam-2951	690	10	h	h	NOUN
ejpam-2951	690	11	-	-	PUNCT
ejpam-2951	690	12	spectra	spectra	ADJ
ejpam-2951	690	13	and	and	CCONJ
ejpam-2951	690	14	infinite	infinite	ADJ
ejpam-2951	690	15	variances	variance	NOUN
ejpam-2951	690	16	.	.	PUNCT
ejpam-2951	691	1	international	international	ADJ
ejpam-2951	691	2	economic	economic	ADJ
ejpam-2951	691	3	review	review	NOUN
ejpam-2951	691	4	,	,	PUNCT
ejpam-2951	691	5	10:82–111	10:82–111	NUM
ejpam-2951	691	6	,	,	PUNCT
ejpam-2951	691	7	1969	1969	NUM
ejpam-2951	691	8	.	.	PUNCT
ejpam-2951	692	1	[	[	X
ejpam-2951	692	2	96	96	NUM
ejpam-2951	692	3	]	]	X
ejpam-2951	692	4	b.	b.	PROPN
ejpam-2951	692	5	b.	b.	PROPN
ejpam-2951	692	6	mandelbrot	mandelbrot	PROPN
ejpam-2951	692	7	and	and	CCONJ
ejpam-2951	692	8	j.	j.	PROPN
ejpam-2951	692	9	w.	w.	PROPN
ejpam-2951	692	10	van	van	PROPN
ejpam-2951	692	11	ness	ness	PROPN
ejpam-2951	692	12	.	.	PUNCT
ejpam-2951	693	1	fractional	fractional	ADJ
ejpam-2951	693	2	brownian	brownian	ADJ
ejpam-2951	693	3	motions	motion	NOUN
ejpam-2951	693	4	,	,	PUNCT
ejpam-2951	693	5	fractional	fractional	ADJ
ejpam-2951	693	6	noises	noise	NOUN
ejpam-2951	693	7	and	and	CCONJ
ejpam-2951	693	8	applications	application	NOUN
ejpam-2951	693	9	.	.	PUNCT
ejpam-2951	694	1	siam	siam	PROPN
ejpam-2951	694	2	review	review	PROPN
ejpam-2951	694	3	,	,	PUNCT
ejpam-2951	694	4	10:422–437	10:422–437	NUM
ejpam-2951	694	5	,	,	PUNCT
ejpam-2951	694	6	1968	1968	NUM
ejpam-2951	694	7	.	.	PUNCT
ejpam-2951	695	1	[	[	X
ejpam-2951	695	2	97	97	NUM
ejpam-2951	695	3	]	]	PUNCT
ejpam-2951	695	4	m.	m.	NOUN
ejpam-2951	695	5	ø	ø	PROPN
ejpam-2951	695	6	.	.	PUNCT
ejpam-2951	696	1	nielsen	nielsen	PROPN
ejpam-2951	696	2	.	.	PUNCT
ejpam-2951	697	1	local	local	ADJ
ejpam-2951	697	2	whittle	whittle	NOUN
ejpam-2951	697	3	analysis	analysis	NOUN
ejpam-2951	697	4	of	of	ADP
ejpam-2951	697	5	stationary	stationary	ADJ
ejpam-2951	697	6	fractional	fractional	ADJ
ejpam-2951	697	7	cointegration	cointegration	NOUN
ejpam-2951	697	8	and	and	CCONJ
ejpam-2951	697	9	the	the	DET
ejpam-2951	697	10	implied	imply	VERB
ejpam-2951	697	11	-	-	PUNCT
ejpam-2951	697	12	realized	realize	VERB
ejpam-2951	697	13	volatility	volatility	NOUN
ejpam-2951	697	14	relation	relation	NOUN
ejpam-2951	697	15	.	.	PUNCT
ejpam-2951	698	1	journal	journal	PROPN
ejpam-2951	698	2	of	of	ADP
ejpam-2951	698	3	business	business	NOUN
ejpam-2951	698	4	and	and	CCONJ
ejpam-2951	698	5	economic	economic	ADJ
ejpam-2951	698	6	statistics	statistic	NOUN
ejpam-2951	698	7	,	,	PUNCT
ejpam-2951	698	8	25	25	NUM
ejpam-2951	698	9	:	:	PUNCT
ejpam-2951	698	10	427–446	427–446	NUM
ejpam-2951	698	11	,	,	PUNCT
ejpam-2951	698	12	2007	2007	NUM
ejpam-2951	698	13	.	.	PUNCT
ejpam-2951	699	1	[	[	X
ejpam-2951	699	2	98	98	NUM
ejpam-2951	699	3	]	]	X
ejpam-2951	699	4	l.	l.	PROPN
ejpam-2951	699	5	c.	c.	PROPN
ejpam-2951	699	6	nunes	nunes	PROPN
ejpam-2951	699	7	,	,	PUNCT
ejpam-2951	699	8	c.	c.	PROPN
ejpam-2951	699	9	m.	m.	PROPN
ejpam-2951	699	10	kuan	kuan	PROPN
ejpam-2951	699	11	,	,	PUNCT
ejpam-2951	699	12	and	and	CCONJ
ejpam-2951	699	13	p.	p.	PROPN
ejpam-2951	699	14	newbold	newbold	PROPN
ejpam-2951	699	15	.	.	PUNCT
ejpam-2951	700	1	spurious	spurious	ADJ
ejpam-2951	700	2	break	break	NOUN
ejpam-2951	700	3	.	.	PUNCT
ejpam-2951	701	1	econometric	econometric	PROPN
ejpam-2951	701	2	theory	theory	NOUN
ejpam-2951	701	3	,	,	PUNCT
ejpam-2951	701	4	11:736–749	11:736–749	PROPN
ejpam-2951	701	5	,	,	PUNCT
ejpam-2951	701	6	1995	1995	NUM
ejpam-2951	701	7	.	.	PUNCT
ejpam-2951	702	1	[	[	X
ejpam-2951	702	2	99	99	NUM
ejpam-2951	702	3	]	]	PUNCT
ejpam-2951	702	4	p.	p.	NOUN
ejpam-2951	702	5	perron	perron	PROPN
ejpam-2951	702	6	and	and	CCONJ
ejpam-2951	702	7	z.	z.	PROPN
ejpam-2951	702	8	qu	qu	PROPN
ejpam-2951	702	9	.	.	PROPN
ejpam-2951	702	10	long	long	ADJ
ejpam-2951	702	11	-	-	PUNCT
ejpam-2951	702	12	memory	memory	NOUN
ejpam-2951	702	13	and	and	CCONJ
ejpam-2951	702	14	level	level	NOUN
ejpam-2951	702	15	shifts	shift	NOUN
ejpam-2951	702	16	in	in	ADP
ejpam-2951	702	17	the	the	DET
ejpam-2951	702	18	volatility	volatility	NOUN
ejpam-2951	702	19	of	of	ADP
ejpam-2951	702	20	stock	stock	NOUN
ejpam-2951	702	21	market	market	NOUN
ejpam-2951	702	22	return	return	NOUN
ejpam-2951	702	23	indices	index	NOUN
ejpam-2951	702	24	.	.	PUNCT
ejpam-2951	703	1	journal	journal	NOUN
ejpam-2951	703	2	of	of	ADP
ejpam-2951	703	3	business	business	NOUN
ejpam-2951	703	4	and	and	CCONJ
ejpam-2951	703	5	economic	economic	ADJ
ejpam-2951	703	6	statistics	statistic	NOUN
ejpam-2951	703	7	,	,	PUNCT
ejpam-2951	703	8	28:275–290	28:275–290	NUM
ejpam-2951	703	9	,	,	PUNCT
ejpam-2951	703	10	2010	2010	NUM
ejpam-2951	703	11	.	.	PUNCT
ejpam-2951	704	1	[	[	X
ejpam-2951	704	2	100	100	NUM
ejpam-2951	704	3	]	]	PUNCT
ejpam-2951	704	4	pierre	pierre	PROPN
ejpam-2951	704	5	perron	perron	PROPN
ejpam-2951	704	6	.	.	PUNCT
ejpam-2951	705	1	dealing	deal	VERB
ejpam-2951	705	2	with	with	ADP
ejpam-2951	705	3	structural	structural	ADJ
ejpam-2951	705	4	breaks	break	NOUN
ejpam-2951	705	5	.	.	PUNCT
ejpam-2951	706	1	in	in	ADP
ejpam-2951	706	2	palgrave	palgrave	PROPN
ejpam-2951	706	3	handbook	handbook	NOUN
ejpam-2951	706	4	of	of	ADP
ejpam-2951	706	5	econometrics	econometric	NOUN
ejpam-2951	706	6	,	,	PUNCT
ejpam-2951	706	7	pages	page	NOUN
ejpam-2951	706	8	278–352	278–352	NUM
ejpam-2951	706	9	,	,	PUNCT
ejpam-2951	706	10	2006	2006	NUM
ejpam-2951	706	11	.	.	PUNCT
ejpam-2951	707	1	[	[	X
ejpam-2951	707	2	101	101	NUM
ejpam-2951	707	3	]	]	PUNCT
ejpam-2951	707	4	m.	m.	NOUN
ejpam-2951	707	5	h.	h.	PROPN
ejpam-2951	707	6	pesaran	pesaran	PROPN
ejpam-2951	707	7	and	and	CCONJ
ejpam-2951	707	8	a.	a.	PROPN
ejpam-2951	707	9	chudik	chudik	PROPN
ejpam-2951	707	10	.	.	PUNCT
ejpam-2951	708	1	aggregation	aggregation	NOUN
ejpam-2951	708	2	in	in	ADP
ejpam-2951	708	3	large	large	ADJ
ejpam-2951	708	4	dynamic	dynamic	ADJ
ejpam-2951	708	5	panels	panel	NOUN
ejpam-2951	708	6	.	.	PUNCT
ejpam-2951	709	1	journal	journal	PROPN
ejpam-2951	709	2	of	of	ADP
ejpam-2951	709	3	econometrics	econometric	NOUN
ejpam-2951	709	4	,	,	PUNCT
ejpam-2951	709	5	178:273–285	178:273–285	NUM
ejpam-2951	709	6	,	,	PUNCT
ejpam-2951	709	7	2014	2014	NUM
ejpam-2951	709	8	.	.	PUNCT
ejpam-2951	710	1	[	[	X
ejpam-2951	710	2	102	102	NUM
ejpam-2951	710	3	]	]	X
ejpam-2951	710	4	m.	m.	NOUN
ejpam-2951	710	5	h.	h.	PROPN
ejpam-2951	710	6	pesaran	pesaran	PROPN
ejpam-2951	710	7	and	and	CCONJ
ejpam-2951	710	8	a.	a.	NOUN
ejpam-2951	710	9	timmerman	timmerman	PROPN
ejpam-2951	710	10	.	.	PUNCT
ejpam-2951	711	1	small	small	ADJ
ejpam-2951	711	2	sample	sample	NOUN
ejpam-2951	711	3	properties	property	NOUN
ejpam-2951	711	4	of	of	ADP
ejpam-2951	711	5	forecasts	forecast	NOUN
ejpam-2951	711	6	from	from	ADP
ejpam-2951	711	7	autoregressive	autoregressive	ADJ
ejpam-2951	711	8	models	model	NOUN
ejpam-2951	711	9	under	under	ADP
ejpam-2951	711	10	structural	structural	ADJ
ejpam-2951	711	11	breaks	break	NOUN
ejpam-2951	711	12	.	.	PUNCT
ejpam-2951	712	1	journal	journal	NOUN
ejpam-2951	712	2	of	of	ADP
ejpam-2951	712	3	econometrics	econometric	NOUN
ejpam-2951	712	4	,	,	PUNCT
ejpam-2951	712	5	129:183–217	129:183–217	NUM
ejpam-2951	712	6	,	,	PUNCT
ejpam-2951	712	7	2005	2005	NUM
ejpam-2951	712	8	.	.	PUNCT
ejpam-2951	713	1	[	[	X
ejpam-2951	713	2	103	103	NUM
ejpam-2951	713	3	]	]	X
ejpam-2951	713	4	m.	m.	NOUN
ejpam-2951	713	5	h.	h.	PROPN
ejpam-2951	713	6	pesaran	pesaran	PROPN
ejpam-2951	713	7	and	and	CCONJ
ejpam-2951	713	8	a.	a.	NOUN
ejpam-2951	713	9	timmerman	timmerman	PROPN
ejpam-2951	713	10	.	.	PUNCT
ejpam-2951	714	1	selection	selection	NOUN
ejpam-2951	714	2	of	of	ADP
ejpam-2951	714	3	estimation	estimation	NOUN
ejpam-2951	714	4	window	window	NOUN
ejpam-2951	714	5	in	in	ADP
ejpam-2951	714	6	the	the	DET
ejpam-2951	714	7	presence	presence	NOUN
ejpam-2951	714	8	of	of	ADP
ejpam-2951	714	9	breaks	break	NOUN
ejpam-2951	714	10	.	.	PUNCT
ejpam-2951	715	1	journal	journal	NOUN
ejpam-2951	715	2	of	of	ADP
ejpam-2951	715	3	econometrics	econometric	NOUN
ejpam-2951	715	4	,	,	PUNCT
ejpam-2951	715	5	137:134–161	137:134–161	NUM
ejpam-2951	715	6	,	,	PUNCT
ejpam-2951	715	7	2007	2007	NUM
ejpam-2951	715	8	.	.	PUNCT
ejpam-2951	716	1	[	[	X
ejpam-2951	716	2	104	104	X
ejpam-2951	716	3	]	]	X
ejpam-2951	716	4	s.	s.	PROPN
ejpam-2951	716	5	pong	pong	PROPN
ejpam-2951	716	6	,	,	PUNCT
ejpam-2951	716	7	s.	s.	PROPN
ejpam-2951	716	8	j.	j.	PROPN
ejpam-2951	716	9	shackleton	shackleton	PROPN
ejpam-2951	716	10	,	,	PUNCT
ejpam-2951	716	11	s.	s.	PROPN
ejpam-2951	716	12	j.	j.	PROPN
ejpam-2951	716	13	taylor	taylor	PROPN
ejpam-2951	716	14	,	,	PUNCT
ejpam-2951	716	15	and	and	CCONJ
ejpam-2951	716	16	x.	x.	PROPN
ejpam-2951	716	17	xu	xu	PROPN
ejpam-2951	716	18	.	.	PUNCT
ejpam-2951	717	1	forecasting	forecast	VERB
ejpam-2951	717	2	currency	currency	NOUN
ejpam-2951	717	3	volatility	volatility	NOUN
ejpam-2951	717	4	:	:	PUNCT
ejpam-2951	717	5	a	a	DET
ejpam-2951	717	6	comparison	comparison	NOUN
ejpam-2951	717	7	of	of	ADP
ejpam-2951	717	8	implied	imply	VERB
ejpam-2951	717	9	volatilities	volatility	NOUN
ejpam-2951	717	10	and	and	CCONJ
ejpam-2951	717	11	ar(fi)ma	ar(fi)ma	NOUN
ejpam-2951	717	12	models	model	NOUN
ejpam-2951	717	13	.	.	PUNCT
ejpam-2951	718	1	journal	journal	NOUN
ejpam-2951	718	2	of	of	ADP
ejpam-2951	718	3	banking	banking	NOUN
ejpam-2951	718	4	and	and	CCONJ
ejpam-2951	718	5	finance	finance	NOUN
ejpam-2951	718	6	,	,	PUNCT
ejpam-2951	718	7	28:2541–2563	28:2541–2563	NUM
ejpam-2951	718	8	,	,	PUNCT
ejpam-2951	718	9	2004	2004	NUM
ejpam-2951	718	10	.	.	PUNCT
ejpam-2951	719	1	references	reference	NOUN
ejpam-2951	719	2	102	102	NUM
ejpam-2951	719	3	[	[	X
ejpam-2951	719	4	105	105	NUM
ejpam-2951	719	5	]	]	X
ejpam-2951	719	6	d.	d.	PROPN
ejpam-2951	719	7	s.	s.	PROPN
ejpam-2951	719	8	poskitt	poskitt	VERB
ejpam-2951	719	9	.	.	PUNCT
ejpam-2951	720	1	properties	property	NOUN
ejpam-2951	720	2	of	of	ADP
ejpam-2951	720	3	the	the	DET
ejpam-2951	720	4	sieve	sieve	NOUN
ejpam-2951	720	5	bootstrap	bootstrap	NOUN
ejpam-2951	720	6	for	for	ADP
ejpam-2951	720	7	fractionally	fractionally	ADV
ejpam-2951	720	8	integrated	integrate	VERB
ejpam-2951	720	9	and	and	CCONJ
ejpam-2951	720	10	noninvertible	noninvertible	NOUN
ejpam-2951	720	11	processes	process	NOUN
ejpam-2951	720	12	.	.	PUNCT
ejpam-2951	721	1	journal	journal	PROPN
ejpam-2951	721	2	of	of	ADP
ejpam-2951	721	3	time	time	NOUN
ejpam-2951	721	4	series	series	PROPN
ejpam-2951	721	5	analysis	analysis	NOUN
ejpam-2951	721	6	,	,	PUNCT
ejpam-2951	721	7	29:224–250	29:224–250	PROPN
ejpam-2951	721	8	,	,	PUNCT
ejpam-2951	721	9	2008	2008	NUM
ejpam-2951	721	10	.	.	PUNCT
ejpam-2951	722	1	[	[	X
ejpam-2951	722	2	106	106	X
ejpam-2951	722	3	]	]	X
ejpam-2951	722	4	d.	d.	PROPN
ejpam-2951	722	5	s.	s.	PROPN
ejpam-2951	722	6	poskitt	poskitt	VERB
ejpam-2951	722	7	,	,	PUNCT
ejpam-2951	722	8	simone	simone	PROPN
ejpam-2951	722	9	d.	d.	PROPN
ejpam-2951	722	10	grose	grose	PROPN
ejpam-2951	722	11	,	,	PUNCT
ejpam-2951	722	12	and	and	CCONJ
ejpam-2951	722	13	gael	gael	PROPN
ejpam-2951	722	14	m.	m.	PROPN
ejpam-2951	722	15	martin	martin	PROPN
ejpam-2951	722	16	.	.	PUNCT
ejpam-2951	723	1	higher	high	ADJ
ejpam-2951	723	2	-	-	PUNCT
ejpam-2951	723	3	order	order	NOUN
ejpam-2951	723	4	improvements	improvement	NOUN
ejpam-2951	723	5	of	of	ADP
ejpam-2951	723	6	the	the	DET
ejpam-2951	723	7	sieve	sieve	NOUN
ejpam-2951	723	8	bootstrap	bootstrap	NOUN
ejpam-2951	723	9	for	for	ADP
ejpam-2951	723	10	fractionally	fractionally	ADV
ejpam-2951	723	11	integrated	integrate	VERB
ejpam-2951	723	12	processes	process	NOUN
ejpam-2951	723	13	.	.	PUNCT
ejpam-2951	724	1	journal	journal	PROPN
ejpam-2951	724	2	of	of	ADP
ejpam-2951	724	3	econometrics	econometric	NOUN
ejpam-2951	724	4	,	,	PUNCT
ejpam-2951	724	5	188:94–110	188:94–110	NUM
ejpam-2951	724	6	,	,	PUNCT
ejpam-2951	724	7	2015	2015	NUM
ejpam-2951	724	8	.	.	PUNCT
ejpam-2951	725	1	[	[	X
ejpam-2951	725	2	107	107	X
ejpam-2951	725	3	]	]	X
ejpam-2951	725	4	p.	p.	NOUN
ejpam-2951	725	5	m.	m.	PROPN
ejpam-2951	725	6	robinson	robinson	PROPN
ejpam-2951	725	7	.	.	PUNCT
ejpam-2951	726	1	statistical	statistical	ADJ
ejpam-2951	726	2	inference	inference	NOUN
ejpam-2951	726	3	for	for	ADP
ejpam-2951	726	4	a	a	DET
ejpam-2951	726	5	random	random	ADJ
ejpam-2951	726	6	coefficient	coefficient	NOUN
ejpam-2951	726	7	autoregressive	autoregressive	ADJ
ejpam-2951	726	8	model	model	NOUN
ejpam-2951	726	9	.	.	PUNCT
ejpam-2951	727	1	scandinavian	scandinavian	ADJ
ejpam-2951	727	2	journal	journal	PROPN
ejpam-2951	727	3	of	of	ADP
ejpam-2951	727	4	statistics	statistic	NOUN
ejpam-2951	727	5	,	,	PUNCT
ejpam-2951	727	6	5:163–168	5:163–168	NOUN
ejpam-2951	727	7	,	,	PUNCT
ejpam-2951	727	8	1978	1978	NUM
ejpam-2951	727	9	.	.	PUNCT
ejpam-2951	728	1	[	[	X
ejpam-2951	728	2	108	108	NUM
ejpam-2951	728	3	]	]	PUNCT
ejpam-2951	728	4	p.	p.	NOUN
ejpam-2951	728	5	m.	m.	PROPN
ejpam-2951	728	6	robinson	robinson	PROPN
ejpam-2951	728	7	.	.	PUNCT
ejpam-2951	729	1	testing	testing	NOUN
ejpam-2951	729	2	for	for	ADP
ejpam-2951	729	3	strong	strong	ADJ
ejpam-2951	729	4	serial	serial	ADJ
ejpam-2951	729	5	correlation	correlation	NOUN
ejpam-2951	729	6	and	and	CCONJ
ejpam-2951	729	7	dynamic	dynamic	ADJ
ejpam-2951	729	8	conditional	conditional	ADJ
ejpam-2951	729	9	heteroskedasticity	heteroskedasticity	NOUN
ejpam-2951	729	10	in	in	ADP
ejpam-2951	729	11	multiple	multiple	ADJ
ejpam-2951	729	12	regression	regression	NOUN
ejpam-2951	729	13	.	.	PUNCT
ejpam-2951	730	1	journal	journal	PROPN
ejpam-2951	730	2	of	of	ADP
ejpam-2951	730	3	econometrics	econometric	NOUN
ejpam-2951	730	4	,	,	PUNCT
ejpam-2951	730	5	47:67–84	47:67–84	NOUN
ejpam-2951	730	6	,	,	PUNCT
ejpam-2951	730	7	1991	1991	NUM
ejpam-2951	730	8	.	.	PUNCT
ejpam-2951	731	1	[	[	X
ejpam-2951	731	2	109	109	NUM
ejpam-2951	731	3	]	]	PUNCT
ejpam-2951	731	4	p.	p.	NOUN
ejpam-2951	731	5	m.	m.	PROPN
ejpam-2951	731	6	robinson	robinson	PROPN
ejpam-2951	731	7	.	.	PROPN
ejpam-2951	731	8	time	time	PROPN
ejpam-2951	731	9	series	series	PROPN
ejpam-2951	731	10	with	with	ADP
ejpam-2951	731	11	strong	strong	ADJ
ejpam-2951	731	12	dependence	dependence	NOUN
ejpam-2951	731	13	,	,	PUNCT
ejpam-2951	731	14	advances	advance	NOUN
ejpam-2951	731	15	in	in	ADP
ejpam-2951	731	16	econometrics	econometric	NOUN
ejpam-2951	731	17	:	:	PUNCT
ejpam-2951	731	18	6th	6th	ADJ
ejpam-2951	731	19	world	world	PROPN
ejpam-2951	731	20	congress	congress	PROPN
ejpam-2951	731	21	.	.	PUNCT
ejpam-2951	732	1	cambridge	cambridge	PROPN
ejpam-2951	732	2	university	university	PROPN
ejpam-2951	732	3	press	press	PROPN
ejpam-2951	732	4	,	,	PUNCT
ejpam-2951	732	5	cambridge	cambridge	PROPN
ejpam-2951	732	6	,	,	PUNCT
ejpam-2951	732	7	1994	1994	NUM
ejpam-2951	732	8	.	.	PUNCT
ejpam-2951	733	1	[	[	X
ejpam-2951	733	2	110	110	NUM
ejpam-2951	733	3	]	]	X
ejpam-2951	733	4	p.	p.	NOUN
ejpam-2951	733	5	m.	m.	PROPN
ejpam-2951	733	6	robinson	robinson	PROPN
ejpam-2951	733	7	.	.	PUNCT
ejpam-2951	734	1	efficient	efficient	ADJ
ejpam-2951	734	2	tests	test	NOUN
ejpam-2951	734	3	of	of	ADP
ejpam-2951	734	4	nonstationary	nonstationary	ADJ
ejpam-2951	734	5	hypotheses	hypothesis	NOUN
ejpam-2951	734	6	.	.	PUNCT
ejpam-2951	735	1	journal	journal	NOUN
ejpam-2951	735	2	of	of	ADP
ejpam-2951	735	3	american	american	PROPN
ejpam-2951	735	4	statistical	statistical	ADJ
ejpam-2951	735	5	association	association	NOUN
ejpam-2951	735	6	,	,	PUNCT
ejpam-2951	735	7	89:1420–1437	89:1420–1437	NUM
ejpam-2951	735	8	,	,	PUNCT
ejpam-2951	735	9	1994	1994	NUM
ejpam-2951	735	10	.	.	PUNCT
ejpam-2951	736	1	[	[	X
ejpam-2951	736	2	111	111	NUM
ejpam-2951	736	3	]	]	PUNCT
ejpam-2951	736	4	p.	p.	NOUN
ejpam-2951	736	5	m.	m.	PROPN
ejpam-2951	736	6	robinson	robinson	PROPN
ejpam-2951	736	7	.	.	PROPN
ejpam-2951	737	1	semiparametric	semiparametric	VERB
ejpam-2951	737	2	analysis	analysis	NOUN
ejpam-2951	737	3	of	of	ADP
ejpam-2951	737	4	long	long	ADJ
ejpam-2951	737	5	-	-	PUNCT
ejpam-2951	737	6	memory	memory	NOUN
ejpam-2951	737	7	time	time	NOUN
ejpam-2951	737	8	series	series	PROPN
ejpam-2951	737	9	.	.	PUNCT
ejpam-2951	738	1	annals	annal	NOUN
ejpam-2951	738	2	of	of	ADP
ejpam-2951	738	3	statistics	statistic	NOUN
ejpam-2951	738	4	,	,	PUNCT
ejpam-2951	738	5	22:515–539	22:515–539	NUM
ejpam-2951	738	6	,	,	PUNCT
ejpam-2951	738	7	1994	1994	NUM
ejpam-2951	738	8	.	.	PUNCT
ejpam-2951	739	1	[	[	X
ejpam-2951	739	2	112	112	NUM
ejpam-2951	739	3	]	]	PUNCT
ejpam-2951	739	4	p.	p.	NOUN
ejpam-2951	739	5	m.	m.	PROPN
ejpam-2951	739	6	robinson	robinson	PROPN
ejpam-2951	739	7	.	.	PUNCT
ejpam-2951	740	1	gaussian	gaussian	ADJ
ejpam-2951	740	2	semiparametric	semiparametric	NOUN
ejpam-2951	740	3	estimation	estimation	NOUN
ejpam-2951	740	4	of	of	ADP
ejpam-2951	740	5	long	long	ADJ
ejpam-2951	740	6	range	range	NOUN
ejpam-2951	740	7	dependence	dependence	NOUN
ejpam-2951	740	8	.	.	PUNCT
ejpam-2951	741	1	annals	annal	NOUN
ejpam-2951	741	2	of	of	ADP
ejpam-2951	741	3	statistics	statistic	NOUN
ejpam-2951	741	4	,	,	PUNCT
ejpam-2951	741	5	23:1630–1661	23:1630–1661	NUM
ejpam-2951	741	6	,	,	PUNCT
ejpam-2951	741	7	1995	1995	NUM
ejpam-2951	741	8	.	.	PUNCT
ejpam-2951	742	1	[	[	X
ejpam-2951	742	2	113	113	NUM
ejpam-2951	742	3	]	]	PUNCT
ejpam-2951	742	4	p.	p.	NOUN
ejpam-2951	742	5	m.	m.	PROPN
ejpam-2951	742	6	robinson	robinson	PROPN
ejpam-2951	742	7	and	and	CCONJ
ejpam-2951	742	8	d.	d.	PROPN
ejpam-2951	742	9	marinucci	marinucci	PROPN
ejpam-2951	742	10	.	.	PUNCT
ejpam-2951	743	1	narrow	narrow	ADJ
ejpam-2951	743	2	-	-	PUNCT
ejpam-2951	743	3	band	band	NOUN
ejpam-2951	743	4	analysis	analysis	NOUN
ejpam-2951	743	5	of	of	ADP
ejpam-2951	743	6	nonstationary	nonstationary	ADJ
ejpam-2951	743	7	processes	process	NOUN
ejpam-2951	743	8	.	.	PUNCT
ejpam-2951	744	1	annals	annal	NOUN
ejpam-2951	744	2	of	of	ADP
ejpam-2951	744	3	statistics	statistic	NOUN
ejpam-2951	744	4	,	,	PUNCT
ejpam-2951	744	5	29:947–986	29:947–986	NUM
ejpam-2951	744	6	,	,	PUNCT
ejpam-2951	744	7	2001	2001	NUM
ejpam-2951	744	8	.	.	PUNCT
ejpam-2951	745	1	[	[	X
ejpam-2951	745	2	114	114	NUM
ejpam-2951	745	3	]	]	PUNCT
ejpam-2951	745	4	p.	p.	NOUN
ejpam-2951	745	5	m.	m.	PROPN
ejpam-2951	745	6	robinson	robinson	PROPN
ejpam-2951	745	7	and	and	CCONJ
ejpam-2951	745	8	d.	d.	PROPN
ejpam-2951	745	9	marinucci	marinucci	PROPN
ejpam-2951	745	10	.	.	PUNCT
ejpam-2951	746	1	semiparametric	semiparametric	ADJ
ejpam-2951	746	2	frequency	frequency	NOUN
ejpam-2951	746	3	domain	domain	NOUN
ejpam-2951	746	4	analysis	analysis	NOUN
ejpam-2951	746	5	of	of	ADP
ejpam-2951	746	6	fractional	fractional	ADJ
ejpam-2951	746	7	cointegration	cointegration	NOUN
ejpam-2951	746	8	.	.	PUNCT
ejpam-2951	747	1	in	in	ADP
ejpam-2951	747	2	p.	p.	PROPN
ejpam-2951	747	3	m.	m.	PROPN
ejpam-2951	747	4	robinson	robinson	PROPN
ejpam-2951	747	5	,	,	PUNCT
ejpam-2951	747	6	editor	editor	NOUN
ejpam-2951	747	7	,	,	PUNCT
ejpam-2951	747	8	time	time	NOUN
ejpam-2951	747	9	series	series	NOUN
ejpam-2951	747	10	with	with	ADP
ejpam-2951	747	11	long	long	ADJ
ejpam-2951	747	12	memory	memory	NOUN
ejpam-2951	747	13	,	,	PUNCT
ejpam-2951	747	14	pages	page	NOUN
ejpam-2951	747	15	334–373	334–373	NUM
ejpam-2951	747	16	.	.	PUNCT
ejpam-2951	748	1	oxford	oxford	PROPN
ejpam-2951	748	2	university	university	PROPN
ejpam-2951	748	3	press	press	NOUN
ejpam-2951	748	4	,	,	PUNCT
ejpam-2951	748	5	2003	2003	NUM
ejpam-2951	748	6	.	.	PUNCT
ejpam-2951	749	1	[	[	X
ejpam-2951	749	2	115	115	NUM
ejpam-2951	749	3	]	]	PUNCT
ejpam-2951	749	4	x.	x.	PROPN
ejpam-2951	749	5	shao	shao	PROPN
ejpam-2951	749	6	.	.	PUNCT
ejpam-2951	750	1	nonstationarity	nonstationarity	NOUN
ejpam-2951	750	2	-	-	PUNCT
ejpam-2951	750	3	extended	extend	VERB
ejpam-2951	750	4	whittle	whittle	NOUN
ejpam-2951	750	5	estimation	estimation	NOUN
ejpam-2951	750	6	.	.	PUNCT
ejpam-2951	751	1	econometric	econometric	PROPN
ejpam-2951	751	2	theory	theory	NOUN
ejpam-2951	751	3	,	,	PUNCT
ejpam-2951	751	4	26	26	NUM
ejpam-2951	751	5	:	:	SYM
ejpam-2951	751	6	1060–1087	1060–1087	NUM
ejpam-2951	751	7	,	,	PUNCT
ejpam-2951	751	8	2010	2010	NUM
ejpam-2951	751	9	.	.	PUNCT
ejpam-2951	752	1	[	[	X
ejpam-2951	752	2	116	116	X
ejpam-2951	752	3	]	]	X
ejpam-2951	752	4	yanlin	yanlin	PROPN
ejpam-2951	752	5	shi	shi	PROPN
ejpam-2951	752	6	and	and	CCONJ
ejpam-2951	752	7	kin	kin	PROPN
ejpam-2951	752	8	-	-	PUNCT
ejpam-2951	752	9	yip	yip	PROPN
ejpam-2951	752	10	ho	ho	PROPN
ejpam-2951	752	11	.	.	PROPN
ejpam-2951	752	12	long	long	ADJ
ejpam-2951	752	13	memory	memory	NOUN
ejpam-2951	752	14	and	and	CCONJ
ejpam-2951	752	15	regime	regime	NOUN
ejpam-2951	752	16	switching	switching	NOUN
ejpam-2951	752	17	:	:	PUNCT
ejpam-2951	752	18	a	a	DET
ejpam-2951	752	19	simulation	simulation	NOUN
ejpam-2951	752	20	study	study	NOUN
ejpam-2951	752	21	on	on	ADP
ejpam-2951	752	22	the	the	DET
ejpam-2951	752	23	markov	markov	NOUN
ejpam-2951	752	24	regime	regime	NOUN
ejpam-2951	752	25	switching	switch	VERB
ejpam-2951	752	26	arfima	arfima	PROPN
ejpam-2951	752	27	model	model	NOUN
ejpam-2951	752	28	.	.	PUNCT
ejpam-2951	753	1	journal	journal	PROPN
ejpam-2951	753	2	of	of	ADP
ejpam-2951	753	3	banking	banking	NOUN
ejpam-2951	753	4	and	and	CCONJ
ejpam-2951	753	5	finance	finance	NOUN
ejpam-2951	753	6	,	,	PUNCT
ejpam-2951	753	7	61	61	NUM
ejpam-2951	753	8	:	:	SYM
ejpam-2951	753	9	5189–5204	5189–5204	NUM
ejpam-2951	753	10	,	,	PUNCT
ejpam-2951	753	11	2015	2015	NUM
ejpam-2951	753	12	.	.	PUNCT
ejpam-2951	754	1	[	[	X
ejpam-2951	754	2	117	117	NUM
ejpam-2951	754	3	]	]	PUNCT
ejpam-2951	754	4	k.	k.	PROPN
ejpam-2951	754	5	shimotsu	shimotsu	PROPN
ejpam-2951	754	6	and	and	CCONJ
ejpam-2951	754	7	p.	p.	PROPN
ejpam-2951	754	8	c.	c.	PROPN
ejpam-2951	754	9	b.	b.	PROPN
ejpam-2951	754	10	phillips	phillips	PROPN
ejpam-2951	754	11	.	.	PUNCT
ejpam-2951	755	1	exact	exact	ADJ
ejpam-2951	755	2	local	local	ADJ
ejpam-2951	755	3	whittle	whittle	NOUN
ejpam-2951	755	4	estimation	estimation	NOUN
ejpam-2951	755	5	of	of	ADP
ejpam-2951	755	6	fractional	fractional	ADJ
ejpam-2951	755	7	integration	integration	NOUN
ejpam-2951	755	8	.	.	PUNCT
ejpam-2951	756	1	annals	annal	NOUN
ejpam-2951	756	2	of	of	ADP
ejpam-2951	756	3	statistics	statistic	NOUN
ejpam-2951	756	4	,	,	PUNCT
ejpam-2951	756	5	33:1890–1933	33:1890–1933	NUM
ejpam-2951	756	6	,	,	PUNCT
ejpam-2951	756	7	2005	2005	NUM
ejpam-2951	756	8	.	.	PUNCT
ejpam-2951	757	1	[	[	X
ejpam-2951	757	2	118	118	NUM
ejpam-2951	757	3	]	]	PUNCT
ejpam-2951	757	4	k.	k.	PROPN
ejpam-2951	757	5	shimotsu	shimotsu	PROPN
ejpam-2951	757	6	and	and	CCONJ
ejpam-2951	757	7	p.	p.	PROPN
ejpam-2951	757	8	c.	c.	PROPN
ejpam-2951	757	9	b.	b.	PROPN
ejpam-2951	757	10	phillips	phillips	PROPN
ejpam-2951	757	11	.	.	PUNCT
ejpam-2951	758	1	local	local	ADJ
ejpam-2951	758	2	whittle	whittle	NOUN
ejpam-2951	758	3	estimation	estimation	NOUN
ejpam-2951	758	4	of	of	ADP
ejpam-2951	758	5	fractional	fractional	ADJ
ejpam-2951	758	6	integration	integration	NOUN
ejpam-2951	758	7	and	and	CCONJ
ejpam-2951	758	8	some	some	PRON
ejpam-2951	758	9	of	of	ADP
ejpam-2951	758	10	its	its	PRON
ejpam-2951	758	11	variants	variant	NOUN
ejpam-2951	758	12	.	.	PUNCT
ejpam-2951	759	1	journal	journal	PROPN
ejpam-2951	759	2	of	of	ADP
ejpam-2951	759	3	econometrics	econometric	NOUN
ejpam-2951	759	4	,	,	PUNCT
ejpam-2951	759	5	130:209–233	130:209–233	NUM
ejpam-2951	759	6	,	,	PUNCT
ejpam-2951	759	7	2006	2006	NUM
ejpam-2951	759	8	.	.	PUNCT
ejpam-2951	760	1	[	[	X
ejpam-2951	760	2	119	119	NUM
ejpam-2951	760	3	]	]	X
ejpam-2951	760	4	f.	f.	PROPN
ejpam-2951	760	5	sowell	sowell	PROPN
ejpam-2951	760	6	.	.	PUNCT
ejpam-2951	761	1	maximum	maximum	ADJ
ejpam-2951	761	2	likelihood	likelihood	NOUN
ejpam-2951	761	3	estimation	estimation	NOUN
ejpam-2951	761	4	of	of	ADP
ejpam-2951	761	5	stationary	stationary	ADJ
ejpam-2951	761	6	univariate	univariate	ADJ
ejpam-2951	761	7	fractionally	fractionally	ADV
ejpam-2951	761	8	integrated	integrate	VERB
ejpam-2951	761	9	time	time	NOUN
ejpam-2951	761	10	series	series	NOUN
ejpam-2951	761	11	models	model	NOUN
ejpam-2951	761	12	.	.	PUNCT
ejpam-2951	762	1	journal	journal	NOUN
ejpam-2951	762	2	of	of	ADP
ejpam-2951	762	3	econometrics	econometric	NOUN
ejpam-2951	762	4	,	,	PUNCT
ejpam-2951	762	5	53:165–188	53:165–188	PROPN
ejpam-2951	762	6	,	,	PUNCT
ejpam-2951	762	7	1992	1992	NUM
ejpam-2951	762	8	.	.	PUNCT
ejpam-2951	763	1	references	reference	NOUN
ejpam-2951	763	2	103	103	NUM
ejpam-2951	763	3	[	[	X
ejpam-2951	763	4	120	120	NUM
ejpam-2951	763	5	]	]	PUNCT
ejpam-2951	763	6	f.	f.	PROPN
ejpam-2951	763	7	b.	b.	PROPN
ejpam-2951	763	8	sowell	sowell	PROPN
ejpam-2951	763	9	.	.	PUNCT
ejpam-2951	764	1	the	the	DET
ejpam-2951	764	2	fractional	fractional	ADJ
ejpam-2951	764	3	unit	unit	NOUN
ejpam-2951	764	4	root	root	NOUN
ejpam-2951	764	5	distribution	distribution	NOUN
ejpam-2951	764	6	.	.	PUNCT
ejpam-2951	765	1	econometrica	econometrica	PROPN
ejpam-2951	765	2	,	,	PUNCT
ejpam-2951	765	3	58:495–505	58:495–505	PROPN
ejpam-2951	765	4	,	,	PUNCT
ejpam-2951	765	5	1990	1990	NUM
ejpam-2951	765	6	.	.	PUNCT
ejpam-2951	766	1	[	[	X
ejpam-2951	766	2	121	121	NUM
ejpam-2951	766	3	]	]	PUNCT
ejpam-2951	766	4	j.	j.	PROPN
ejpam-2951	766	5	h.	h.	PROPN
ejpam-2951	766	6	stock	stock	PROPN
ejpam-2951	766	7	and	and	CCONJ
ejpam-2951	766	8	m.	m.	PROPN
ejpam-2951	766	9	w.	w.	PROPN
ejpam-2951	766	10	watson	watson	PROPN
ejpam-2951	766	11	.	.	PUNCT
ejpam-2951	767	1	evidence	evidence	NOUN
ejpam-2951	767	2	on	on	ADP
ejpam-2951	767	3	structural	structural	ADJ
ejpam-2951	767	4	instability	instability	NOUN
ejpam-2951	767	5	in	in	ADP
ejpam-2951	767	6	macroeconomic	macroeconomic	ADJ
ejpam-2951	767	7	time	time	NOUN
ejpam-2951	767	8	series	series	PROPN
ejpam-2951	767	9	relations	relations	PROPN
ejpam-2951	767	10	.	.	PUNCT
ejpam-2951	768	1	journal	journal	PROPN
ejpam-2951	768	2	of	of	ADP
ejpam-2951	768	3	business	business	NOUN
ejpam-2951	768	4	and	and	CCONJ
ejpam-2951	768	5	economic	economic	ADJ
ejpam-2951	768	6	statistics	statistic	NOUN
ejpam-2951	768	7	,	,	PUNCT
ejpam-2951	768	8	14:11–30	14:11–30	NUM
ejpam-2951	768	9	,	,	PUNCT
ejpam-2951	768	10	1996	1996	NUM
ejpam-2951	768	11	.	.	PUNCT
ejpam-2951	769	1	[	[	X
ejpam-2951	769	2	122	122	NUM
ejpam-2951	769	3	]	]	PUNCT
ejpam-2951	769	4	k.	k.	PROPN
ejpam-2951	769	5	tanaka	tanaka	PROPN
ejpam-2951	769	6	.	.	PUNCT
ejpam-2951	770	1	the	the	DET
ejpam-2951	770	2	nonstationary	nonstationary	ADJ
ejpam-2951	770	3	fractional	fractional	ADJ
ejpam-2951	770	4	unit	unit	NOUN
ejpam-2951	770	5	root	root	NOUN
ejpam-2951	770	6	.	.	PUNCT
ejpam-2951	771	1	econometric	econometric	PROPN
ejpam-2951	771	2	theory	theory	NOUN
ejpam-2951	771	3	,	,	PUNCT
ejpam-2951	771	4	15:549–582	15:549–582	NUM
ejpam-2951	771	5	,	,	PUNCT
ejpam-2951	771	6	1999	1999	NUM
ejpam-2951	771	7	.	.	PUNCT
ejpam-2951	772	1	[	[	X
ejpam-2951	772	2	123	123	NUM
ejpam-2951	772	3	]	]	PUNCT
ejpam-2951	772	4	s.	s.	PROPN
ejpam-2951	772	5	j.	j.	PROPN
ejpam-2951	772	6	taylor	taylor	PROPN
ejpam-2951	772	7	.	.	PUNCT
ejpam-2951	772	8	asset	asset	NOUN
ejpam-2951	772	9	price	price	NOUN
ejpam-2951	772	10	dynamics	dynamic	NOUN
ejpam-2951	772	11	,	,	PUNCT
ejpam-2951	772	12	volatility	volatility	NOUN
ejpam-2951	772	13	,	,	PUNCT
ejpam-2951	772	14	and	and	CCONJ
ejpam-2951	772	15	prediction	prediction	NOUN
ejpam-2951	772	16	.	.	PUNCT
ejpam-2951	773	1	princeton	princeton	PROPN
ejpam-2951	773	2	university	university	PROPN
ejpam-2951	773	3	press	press	PROPN
ejpam-2951	773	4	,	,	PUNCT
ejpam-2951	773	5	princeton	princeton	PROPN
ejpam-2951	773	6	,	,	PUNCT
ejpam-2951	773	7	n.j	n.j	PROPN
ejpam-2951	773	8	.	.	PROPN
ejpam-2951	773	9	,	,	PUNCT
ejpam-2951	773	10	2005	2005	NUM
ejpam-2951	773	11	.	.	PUNCT
ejpam-2951	774	1	[	[	X
ejpam-2951	774	2	124	124	NUM
ejpam-2951	774	3	]	]	PUNCT
ejpam-2951	774	4	m.	m.	NOUN
ejpam-2951	774	5	a.	a.	PROPN
ejpam-2951	774	6	tieslau	tieslau	PROPN
ejpam-2951	774	7	,	,	PUNCT
ejpam-2951	774	8	p.	p.	NOUN
ejpam-2951	774	9	schmidt	schmidt	PROPN
ejpam-2951	774	10	,	,	PUNCT
ejpam-2951	774	11	and	and	CCONJ
ejpam-2951	774	12	r.	r.	PROPN
ejpam-2951	774	13	t.	t.	PROPN
ejpam-2951	774	14	baillie	baillie	PROPN
ejpam-2951	774	15	.	.	PUNCT
ejpam-2951	775	1	a	a	DET
ejpam-2951	775	2	minimum	minimum	ADJ
ejpam-2951	775	3	-	-	PUNCT
ejpam-2951	775	4	distance	distance	NOUN
ejpam-2951	775	5	estimator	estimator	NOUN
ejpam-2951	775	6	for	for	ADP
ejpam-2951	775	7	long	long	ADJ
ejpam-2951	775	8	memory	memory	NOUN
ejpam-2951	775	9	processes	process	NOUN
ejpam-2951	775	10	.	.	PUNCT
ejpam-2951	776	1	journal	journal	PROPN
ejpam-2951	776	2	of	of	ADP
ejpam-2951	776	3	econometrics	econometric	NOUN
ejpam-2951	776	4	,	,	PUNCT
ejpam-2951	776	5	71:249–264	71:249–264	NUM
ejpam-2951	776	6	,	,	PUNCT
ejpam-2951	776	7	1996	1996	NUM
ejpam-2951	776	8	.	.	PUNCT
ejpam-2951	777	1	[	[	X
ejpam-2951	777	2	125	125	NUM
ejpam-2951	777	3	]	]	PUNCT
ejpam-2951	777	4	s.	s.	PROPN
ejpam-2951	777	5	h.	h.	PROPN
ejpam-2951	777	6	wang	wang	PROPN
ejpam-2951	777	7	and	and	CCONJ
ejpam-2951	777	8	c.	c.	PROPN
ejpam-2951	777	9	vasilakis	vasilakis	PROPN
ejpam-2951	777	10	.	.	PUNCT
ejpam-2951	778	1	recursive	recursive	ADJ
ejpam-2951	778	2	predictive	predictive	ADJ
ejpam-2951	778	3	tests	test	NOUN
ejpam-2951	778	4	for	for	ADP
ejpam-2951	778	5	structural	structural	ADJ
ejpam-2951	778	6	change	change	NOUN
ejpam-2951	778	7	of	of	ADP
ejpam-2951	778	8	long	long	ADJ
ejpam-2951	778	9	memory	memory	NOUN
ejpam-2951	778	10	arfima	arfima	NOUN
ejpam-2951	778	11	processes	process	NOUN
ejpam-2951	778	12	with	with	ADP
ejpam-2951	778	13	unknown	unknown	ADJ
ejpam-2951	778	14	break	break	NOUN
ejpam-2951	778	15	-	-	PUNCT
ejpam-2951	778	16	points	point	NOUN
ejpam-2951	778	17	.	.	PUNCT
ejpam-2951	779	1	economics	economic	NOUN
ejpam-2951	779	2	letters	letter	NOUN
ejpam-2951	779	3	,	,	PUNCT
ejpam-2951	779	4	118	118	NUM
ejpam-2951	779	5	:	:	PUNCT
ejpam-2951	779	6	389–392	389–392	NUM
ejpam-2951	779	7	,	,	PUNCT
ejpam-2951	779	8	2012	2012	NUM
ejpam-2951	779	9	.	.	PUNCT
ejpam-2951	780	1	[	[	X
ejpam-2951	780	2	126	126	NUM
ejpam-2951	780	3	]	]	X
ejpam-2951	780	4	j.	j.	PROPN
ejpam-2951	780	5	westerlund	westerlund	PROPN
ejpam-2951	780	6	and	and	CCONJ
ejpam-2951	780	7	p.	p.	PROPN
ejpam-2951	780	8	narayan	narayan	PROPN
ejpam-2951	780	9	.	.	PUNCT
ejpam-2951	781	1	testing	test	VERB
ejpam-2951	781	2	the	the	DET
ejpam-2951	781	3	efficient	efficient	ADJ
ejpam-2951	781	4	market	market	NOUN
ejpam-2951	781	5	hypothesis	hypothesis	NOUN
ejpam-2951	781	6	in	in	ADP
ejpam-2951	781	7	conditionally	conditionally	ADV
ejpam-2951	781	8	heteroskedastic	heteroskedastic	ADJ
ejpam-2951	781	9	futures	future	NOUN
ejpam-2951	781	10	markets	market	NOUN
ejpam-2951	781	11	.	.	PUNCT
ejpam-2951	782	1	journal	journal	PROPN
ejpam-2951	782	2	of	of	ADP
ejpam-2951	782	3	futures	future	NOUN
ejpam-2951	782	4	markets	market	NOUN
ejpam-2951	782	5	,	,	PUNCT
ejpam-2951	782	6	33:1024–1045	33:1024–1045	NUM
ejpam-2951	782	7	,	,	PUNCT
ejpam-2951	782	8	2013	2013	NUM
ejpam-2951	782	9	.	.	PUNCT
ejpam-2951	783	1	[	[	X
ejpam-2951	783	2	127	127	NUM
ejpam-2951	783	3	]	]	X
ejpam-2951	783	4	p.	p.	NOUN
ejpam-2951	783	5	whittle	whittle	VERB
ejpam-2951	783	6	.	.	PUNCT
ejpam-2951	784	1	hypothesis	hypothesis	NOUN
ejpam-2951	784	2	testing	testing	NOUN
ejpam-2951	784	3	in	in	ADP
ejpam-2951	784	4	time	time	NOUN
ejpam-2951	784	5	series	series	PROPN
ejpam-2951	784	6	analysis	analysis	NOUN
ejpam-2951	784	7	.	.	PUNCT
ejpam-2951	785	1	phd	phd	NOUN
ejpam-2951	785	2	dissertation	dissertation	NOUN
ejpam-2951	785	3	,	,	PUNCT
ejpam-2951	785	4	university	university	NOUN
ejpam-2951	785	5	of	of	ADP
ejpam-2951	785	6	uppsala	uppsala	PROPN
ejpam-2951	785	7	,	,	PUNCT
ejpam-2951	785	8	1951	1951	NUM
ejpam-2951	785	9	.	.	PUNCT
ejpam-2951	786	1	[	[	X
ejpam-2951	786	2	128	128	NUM
ejpam-2951	786	3	]	]	PUNCT
ejpam-2951	786	4	p.	p.	NOUN
ejpam-2951	786	5	zaffaroni	zaffaroni	PROPN
ejpam-2951	786	6	.	.	PUNCT
ejpam-2951	787	1	contemporaneous	contemporaneous	ADJ
ejpam-2951	787	2	aggregation	aggregation	NOUN
ejpam-2951	787	3	of	of	ADP
ejpam-2951	787	4	linear	linear	ADJ
ejpam-2951	787	5	dynamic	dynamic	ADJ
ejpam-2951	787	6	models	model	NOUN
ejpam-2951	787	7	in	in	ADP
ejpam-2951	787	8	large	large	ADJ
ejpam-2951	787	9	economies	economy	NOUN
ejpam-2951	787	10	.	.	PUNCT
ejpam-2951	788	1	journal	journal	NOUN
ejpam-2951	788	2	of	of	ADP
ejpam-2951	788	3	econometrics	econometric	NOUN
ejpam-2951	788	4	,	,	PUNCT
ejpam-2951	788	5	120:75–102	120:75–102	NUM
ejpam-2951	788	6	,	,	PUNCT
ejpam-2951	788	7	2004	2004	NUM
ejpam-2951	788	8	.	.	PUNCT