id	sid	tid	token	lemma	pos
ejpam-2952	1	1	european	european	PROPN
ejpam-2952	1	2	journal	journal	PROPN
ejpam-2952	1	3	of	of	ADP
ejpam-2952	1	4	pure	pure	ADJ
ejpam-2952	1	5	and	and	CCONJ
ejpam-2952	1	6	applied	apply	VERB
ejpam-2952	1	7	mathematics	mathematic	NOUN
ejpam-2952	1	8	vol	vol	NOUN
ejpam-2952	1	9	.	.	PROPN
ejpam-2952	2	1	10	10	NUM
ejpam-2952	2	2	,	,	PUNCT
ejpam-2952	2	3	no	no	INTJ
ejpam-2952	2	4	.	.	NOUN
ejpam-2952	2	5	1	1	NUM
ejpam-2952	2	6	,	,	PUNCT
ejpam-2952	2	7	2017	2017	NUM
ejpam-2952	2	8	,	,	PUNCT
ejpam-2952	2	9	104	104	NUM
ejpam-2952	2	10	-	-	SYM
ejpam-2952	2	11	132	132	NUM
ejpam-2952	2	12	issn	issn	PROPN
ejpam-2952	2	13	1307	1307	NUM
ejpam-2952	2	14	-	-	SYM
ejpam-2952	2	15	5543	5543	NUM
ejpam-2952	2	16	–	–	PUNCT
ejpam-2952	2	17	www.ejpam.com	www.ejpam.com	X
ejpam-2952	2	18	published	publish	VERB
ejpam-2952	2	19	by	by	ADP
ejpam-2952	2	20	new	new	PROPN
ejpam-2952	2	21	york	york	PROPN
ejpam-2952	2	22	business	business	PROPN
ejpam-2952	2	23	global	global	PROPN
ejpam-2952	2	24	sir	sir	PROPN
ejpam-2952	2	25	clive	clive	PROPN
ejpam-2952	2	26	w.j	w.j	PROPN
ejpam-2952	2	27	.	.	PROPN
ejpam-2952	3	1	granger	granger	PROPN
ejpam-2952	3	2	memorial	memorial	ADJ
ejpam-2952	3	3	special	special	ADJ
ejpam-2952	3	4	issue	issue	NOUN
ejpam-2952	3	5	on	on	ADP
ejpam-2952	3	6	econometrics	econometric	NOUN
ejpam-2952	3	7	sir	sir	PROPN
ejpam-2952	3	8	clive	clive	PROPN
ejpam-2952	3	9	granger	granger	PROPN
ejpam-2952	3	10	’s	’s	PART
ejpam-2952	3	11	contributions	contribution	NOUN
ejpam-2952	3	12	to	to	ADP
ejpam-2952	3	13	nonlinear	nonlinear	ADJ
ejpam-2952	3	14	time	time	NOUN
ejpam-2952	3	15	series	series	NOUN
ejpam-2952	3	16	and	and	CCONJ
ejpam-2952	3	17	econometrics	econometrics	PROPN
ejpam-2952	3	18	timo	timo	PROPN
ejpam-2952	3	19	teräsvirta1,2	teräsvirta1,2	PROPN
ejpam-2952	3	20	1	1	NUM
ejpam-2952	3	21	creates	create	VERB
ejpam-2952	3	22	,	,	PUNCT
ejpam-2952	3	23	aarhus	aarhus	PROPN
ejpam-2952	3	24	university	university	PROPN
ejpam-2952	3	25	,	,	PUNCT
ejpam-2952	3	26	denmark	denmark	NOUN
ejpam-2952	3	27	2	2	NUM
ejpam-2952	3	28	c.a.s.e	c.a.s.e	PROPN
ejpam-2952	3	29	.	.	PROPN
ejpam-2952	3	30	,	,	PUNCT
ejpam-2952	3	31	humboldt	humboldt	PROPN
ejpam-2952	3	32	-	-	PUNCT
ejpam-2952	3	33	universität	universität	PROPN
ejpam-2952	3	34	zu	zu	PROPN
ejpam-2952	3	35	berlin	berlin	PROPN
ejpam-2952	3	36	,	,	PUNCT
ejpam-2952	3	37	germany	germany	PROPN
ejpam-2952	3	38	abstract	abstract	NOUN
ejpam-2952	3	39	.	.	PUNCT
ejpam-2952	4	1	clive	clive	PROPN
ejpam-2952	4	2	granger	granger	PROPN
ejpam-2952	4	3	had	have	VERB
ejpam-2952	4	4	a	a	DET
ejpam-2952	4	5	wide	wide	ADJ
ejpam-2952	4	6	range	range	NOUN
ejpam-2952	4	7	of	of	ADP
ejpam-2952	4	8	research	research	NOUN
ejpam-2952	4	9	interests	interest	NOUN
ejpam-2952	4	10	and	and	CCONJ
ejpam-2952	4	11	has	have	AUX
ejpam-2952	4	12	worked	work	VERB
ejpam-2952	4	13	in	in	ADP
ejpam-2952	4	14	a	a	DET
ejpam-2952	4	15	number	number	NOUN
ejpam-2952	4	16	of	of	ADP
ejpam-2952	4	17	areas	area	NOUN
ejpam-2952	4	18	.	.	PUNCT
ejpam-2952	5	1	in	in	ADP
ejpam-2952	5	2	this	this	DET
ejpam-2952	5	3	work	work	NOUN
ejpam-2952	5	4	the	the	DET
ejpam-2952	5	5	focus	focus	NOUN
ejpam-2952	5	6	is	be	AUX
ejpam-2952	5	7	on	on	ADP
ejpam-2952	5	8	his	his	PRON
ejpam-2952	5	9	contributions	contribution	NOUN
ejpam-2952	5	10	to	to	ADP
ejpam-2952	5	11	nonlinear	nonlinear	ADJ
ejpam-2952	5	12	time	time	NOUN
ejpam-2952	5	13	series	series	NOUN
ejpam-2952	5	14	models	model	NOUN
ejpam-2952	5	15	and	and	CCONJ
ejpam-2952	5	16	modelling	modelling	NOUN
ejpam-2952	5	17	.	.	PUNCT
ejpam-2952	6	1	granger	granger	PROPN
ejpam-2952	6	2	’s	’s	PART
ejpam-2952	6	3	contributions	contribution	NOUN
ejpam-2952	6	4	to	to	ADP
ejpam-2952	6	5	a	a	DET
ejpam-2952	6	6	few	few	ADJ
ejpam-2952	6	7	other	other	ADJ
ejpam-2952	6	8	aspects	aspect	NOUN
ejpam-2952	6	9	of	of	ADP
ejpam-2952	6	10	nonlinearity	nonlinearity	NOUN
ejpam-2952	6	11	are	be	AUX
ejpam-2952	6	12	reviewed	review	VERB
ejpam-2952	6	13	as	as	ADV
ejpam-2952	6	14	well	well	ADV
ejpam-2952	6	15	.	.	PUNCT
ejpam-2952	7	1	2010	2010	NUM
ejpam-2952	7	2	mathematics	mathematic	NOUN
ejpam-2952	7	3	subject	subject	NOUN
ejpam-2952	7	4	classifications	classification	NOUN
ejpam-2952	7	5	:	:	PUNCT
ejpam-2952	7	6	62m10;91b84	62m10;91b84	ADJ
ejpam-2952	7	7	key	key	ADJ
ejpam-2952	7	8	words	word	NOUN
ejpam-2952	7	9	and	and	CCONJ
ejpam-2952	7	10	phrases	phrase	NOUN
ejpam-2952	7	11	:	:	PUNCT
ejpam-2952	7	12	cointegration	cointegration	NOUN
ejpam-2952	7	13	,	,	PUNCT
ejpam-2952	7	14	nonlinearity	nonlinearity	NOUN
ejpam-2952	7	15	,	,	PUNCT
ejpam-2952	7	16	nonstationarity	nonstationarity	NOUN
ejpam-2952	7	17	,	,	PUNCT
ejpam-2952	7	18	testing	test	VERB
ejpam-2952	7	19	linearity	linearity	NOUN
ejpam-2952	7	20	1	1	NUM
ejpam-2952	7	21	.	.	PUNCT
ejpam-2952	8	1	introduction	introduction	NOUN
ejpam-2952	8	2	sir	sir	PROPN
ejpam-2952	8	3	clive	clive	PROPN
ejpam-2952	8	4	granger	granger	PROPN
ejpam-2952	8	5	has	have	AUX
ejpam-2952	8	6	been	be	AUX
ejpam-2952	8	7	active	active	ADJ
ejpam-2952	8	8	in	in	ADP
ejpam-2952	8	9	many	many	ADJ
ejpam-2952	8	10	areas	area	NOUN
ejpam-2952	8	11	of	of	ADP
ejpam-2952	8	12	time	time	NOUN
ejpam-2952	8	13	series	series	PROPN
ejpam-2952	8	14	econometrics	econometrics	PROPN
ejpam-2952	8	15	and	and	CCONJ
ejpam-2952	8	16	made	make	VERB
ejpam-2952	8	17	a	a	DET
ejpam-2952	8	18	large	large	ADJ
ejpam-2952	8	19	number	number	NOUN
ejpam-2952	8	20	of	of	ADP
ejpam-2952	8	21	important	important	ADJ
ejpam-2952	8	22	contributions	contribution	NOUN
ejpam-2952	8	23	.	.	PUNCT
ejpam-2952	9	1	as	as	SCONJ
ejpam-2952	9	2	[	[	X
ejpam-2952	9	3	49	49	NUM
ejpam-2952	9	4	]	]	PUNCT
ejpam-2952	9	5	puts	put	VERB
ejpam-2952	9	6	it	it	PRON
ejpam-2952	9	7	:	:	PUNCT
ejpam-2952	9	8	’	'	PUNCT
ejpam-2952	9	9	it	it	PRON
ejpam-2952	9	10	can	can	AUX
ejpam-2952	9	11	be	be	AUX
ejpam-2952	9	12	argued	argue	VERB
ejpam-2952	9	13	that	that	SCONJ
ejpam-2952	9	14	granger	granger	PROPN
ejpam-2952	9	15	’s	’s	PART
ejpam-2952	9	16	is	be	AUX
ejpam-2952	9	17	one	one	NUM
ejpam-2952	9	18	of	of	ADP
ejpam-2952	9	19	the	the	DET
ejpam-2952	9	20	most	most	ADV
ejpam-2952	9	21	successful	successful	ADJ
ejpam-2952	9	22	research	research	NOUN
ejpam-2952	9	23	programmes	programme	NOUN
ejpam-2952	9	24	in	in	ADP
ejpam-2952	9	25	the	the	DET
ejpam-2952	9	26	history	history	NOUN
ejpam-2952	9	27	of	of	ADP
ejpam-2952	9	28	econometrics	econometric	NOUN
ejpam-2952	9	29	,	,	PUNCT
ejpam-2952	9	30	and	and	CCONJ
ejpam-2952	9	31	will	will	AUX
ejpam-2952	9	32	be	be	AUX
ejpam-2952	9	33	a	a	DET
ejpam-2952	9	34	lasting	last	VERB
ejpam-2952	9	35	contribution	contribution	NOUN
ejpam-2952	9	36	to	to	ADP
ejpam-2952	9	37	our	our	PRON
ejpam-2952	9	38	discipline	discipline	NOUN
ejpam-2952	9	39	.	.	PUNCT
ejpam-2952	9	40	’	'	PUNCT
ejpam-2952	10	1	the	the	DET
ejpam-2952	10	2	introduction	introduction	NOUN
ejpam-2952	10	3	to	to	ADP
ejpam-2952	10	4	the	the	DET
ejpam-2952	10	5	two	two	NUM
ejpam-2952	10	6	volumes	volume	NOUN
ejpam-2952	10	7	of	of	ADP
ejpam-2952	10	8	granger	granger	PROPN
ejpam-2952	10	9	’s	’s	PART
ejpam-2952	10	10	collected	collect	VERB
ejpam-2952	10	11	papers	paper	NOUN
ejpam-2952	10	12	,	,	PUNCT
ejpam-2952	10	13	see	see	VERB
ejpam-2952	10	14	[	[	X
ejpam-2952	10	15	17	17	NUM
ejpam-2952	10	16	]	]	PUNCT
ejpam-2952	10	17	,	,	PUNCT
ejpam-2952	10	18	gives	give	VERB
ejpam-2952	10	19	an	an	DET
ejpam-2952	10	20	idea	idea	NOUN
ejpam-2952	10	21	of	of	ADP
ejpam-2952	10	22	the	the	DET
ejpam-2952	10	23	scope	scope	NOUN
ejpam-2952	10	24	and	and	CCONJ
ejpam-2952	10	25	width	width	NOUN
ejpam-2952	10	26	of	of	ADP
ejpam-2952	10	27	this	this	DET
ejpam-2952	10	28	programme	programme	NOUN
ejpam-2952	10	29	,	,	PUNCT
ejpam-2952	10	30	and	and	CCONJ
ejpam-2952	10	31	the	the	DET
ejpam-2952	10	32	two	two	NUM
ejpam-2952	10	33	volumes	volume	NOUN
ejpam-2952	10	34	themselves	themselves	PRON
ejpam-2952	10	35	contain	contain	VERB
ejpam-2952	10	36	a	a	DET
ejpam-2952	10	37	sizable	sizable	ADJ
ejpam-2952	10	38	amount	amount	NOUN
ejpam-2952	10	39	of	of	ADP
ejpam-2952	10	40	his	his	PRON
ejpam-2952	10	41	published	publish	VERB
ejpam-2952	10	42	articles	article	NOUN
ejpam-2952	10	43	.	.	PUNCT
ejpam-2952	11	1	the	the	DET
ejpam-2952	11	2	papers	paper	NOUN
ejpam-2952	11	3	in	in	ADP
ejpam-2952	11	4	this	this	DET
ejpam-2952	11	5	issue	issue	NOUN
ejpam-2952	11	6	complement	complement	VERB
ejpam-2952	11	7	the	the	DET
ejpam-2952	11	8	picture	picture	NOUN
ejpam-2952	11	9	.	.	PUNCT
ejpam-2952	12	1	in	in	ADP
ejpam-2952	12	2	this	this	DET
ejpam-2952	12	3	paper	paper	NOUN
ejpam-2952	12	4	the	the	DET
ejpam-2952	12	5	focus	focus	NOUN
ejpam-2952	12	6	will	will	AUX
ejpam-2952	12	7	be	be	AUX
ejpam-2952	12	8	on	on	ADP
ejpam-2952	12	9	granger	granger	PROPN
ejpam-2952	12	10	’s	’s	PART
ejpam-2952	12	11	work	work	NOUN
ejpam-2952	12	12	on	on	ADP
ejpam-2952	12	13	nonlinear	nonlinear	ADJ
ejpam-2952	12	14	models	model	NOUN
ejpam-2952	12	15	and	and	CCONJ
ejpam-2952	12	16	modelling	modelling	NOUN
ejpam-2952	12	17	.	.	PUNCT
ejpam-2952	13	1	for	for	ADP
ejpam-2952	13	2	space	space	NOUN
ejpam-2952	13	3	reasons	reason	NOUN
ejpam-2952	13	4	,	,	PUNCT
ejpam-2952	13	5	the	the	DET
ejpam-2952	13	6	exposition	exposition	NOUN
ejpam-2952	13	7	is	be	AUX
ejpam-2952	13	8	restricted	restrict	VERB
ejpam-2952	13	9	to	to	ADP
ejpam-2952	13	10	conditional	conditional	ADJ
ejpam-2952	13	11	mean	mean	NOUN
ejpam-2952	13	12	models	model	NOUN
ejpam-2952	13	13	,	,	PUNCT
ejpam-2952	13	14	and	and	CCONJ
ejpam-2952	13	15	granger	granger	PROPN
ejpam-2952	13	16	’s	’s	PART
ejpam-2952	13	17	contributions	contribution	NOUN
ejpam-2952	13	18	to	to	ADP
ejpam-2952	13	19	modelling	model	VERB
ejpam-2952	13	20	the	the	DET
ejpam-2952	13	21	conditional	conditional	ADJ
ejpam-2952	13	22	variance	variance	NOUN
ejpam-2952	13	23	are	be	AUX
ejpam-2952	13	24	not	not	PART
ejpam-2952	13	25	considered	consider	VERB
ejpam-2952	13	26	here	here	ADV
ejpam-2952	13	27	.	.	PUNCT
ejpam-2952	14	1	this	this	DET
ejpam-2952	14	2	review	review	NOUN
ejpam-2952	14	3	is	be	AUX
ejpam-2952	14	4	necessarily	necessarily	ADV
ejpam-2952	14	5	rather	rather	ADV
ejpam-2952	14	6	brief	brief	ADJ
ejpam-2952	14	7	,	,	PUNCT
ejpam-2952	14	8	and	and	CCONJ
ejpam-2952	14	9	more	more	ADJ
ejpam-2952	14	10	information	information	NOUN
ejpam-2952	14	11	can	can	AUX
ejpam-2952	14	12	be	be	AUX
ejpam-2952	14	13	found	find	VERB
ejpam-2952	14	14	in	in	ADP
ejpam-2952	14	15	the	the	DET
ejpam-2952	14	16	two	two	NUM
ejpam-2952	14	17	books	book	NOUN
ejpam-2952	14	18	granger	granger	PROPN
ejpam-2952	14	19	has	have	AUX
ejpam-2952	14	20	co	co	VERB
ejpam-2952	14	21	-	-	VERB
ejpam-2952	14	22	authored	author	VERB
ejpam-2952	14	23	,	,	PUNCT
ejpam-2952	14	24	[	[	X
ejpam-2952	14	25	45	45	NUM
ejpam-2952	14	26	]	]	PUNCT
ejpam-2952	14	27	and	and	CCONJ
ejpam-2952	14	28	[	[	X
ejpam-2952	14	29	73	73	NUM
ejpam-2952	14	30	]	]	PUNCT
ejpam-2952	14	31	.	.	PUNCT
ejpam-2952	15	1	the	the	DET
ejpam-2952	15	2	survey	survey	NOUN
ejpam-2952	15	3	article	article	NOUN
ejpam-2952	15	4	[	[	X
ejpam-2952	15	5	72	72	NUM
ejpam-2952	15	6	]	]	PUNCT
ejpam-2952	15	7	may	may	AUX
ejpam-2952	15	8	also	also	ADV
ejpam-2952	15	9	be	be	AUX
ejpam-2952	15	10	helpful	helpful	ADJ
ejpam-2952	15	11	.	.	PUNCT
ejpam-2952	16	1	the	the	DET
ejpam-2952	16	2	paper	paper	NOUN
ejpam-2952	16	3	is	be	AUX
ejpam-2952	16	4	organised	organise	VERB
ejpam-2952	16	5	as	as	SCONJ
ejpam-2952	16	6	follows	follow	VERB
ejpam-2952	16	7	.	.	PUNCT
ejpam-2952	17	1	granger	granger	PROPN
ejpam-2952	17	2	’s	’s	PART
ejpam-2952	17	3	views	view	NOUN
ejpam-2952	17	4	on	on	ADP
ejpam-2952	17	5	nonlinearity	nonlinearity	NOUN
ejpam-2952	17	6	and	and	CCONJ
ejpam-2952	17	7	building	building	NOUN
ejpam-2952	17	8	nonlinear	nonlinear	ADJ
ejpam-2952	17	9	models	model	NOUN
ejpam-2952	17	10	are	be	AUX
ejpam-2952	17	11	presented	present	VERB
ejpam-2952	17	12	in	in	ADP
ejpam-2952	17	13	section	section	NOUN
ejpam-2952	17	14	2	2	NUM
ejpam-2952	17	15	.	.	PUNCT
ejpam-2952	17	16	section	section	NOUN
ejpam-2952	17	17	3	3	NUM
ejpam-2952	17	18	reviews	review	VERB
ejpam-2952	17	19	his	his	PRON
ejpam-2952	17	20	contributions	contribution	NOUN
ejpam-2952	17	21	to	to	ADP
ejpam-2952	17	22	testing	test	VERB
ejpam-2952	17	23	email	email	NOUN
ejpam-2952	17	24	address	address	NOUN
ejpam-2952	17	25	:	:	PUNCT
ejpam-2952	17	26	tterasvirta@econ.au.dk	tterasvirta@econ.au.dk	PROPN
ejpam-2952	17	27	(	(	PUNCT
ejpam-2952	17	28	timo	timo	PROPN
ejpam-2952	17	29	teräsvirta)k	teräsvirta)k	PROPN
ejpam-2952	17	30	http://www.ejpam.com	http://www.ejpam.com	X
ejpam-2952	17	31	104	104	NUM
ejpam-2952	17	32	c	c	NOUN
ejpam-2952	17	33	©	©	PROPN
ejpam-2952	17	34	2017	2017	NUM
ejpam-2952	17	35	ejpam	ejpam	VERB
ejpam-2952	17	36	all	all	DET
ejpam-2952	17	37	rights	right	NOUN
ejpam-2952	17	38	reserved	reserve	VERB
ejpam-2952	17	39	.	.	PUNCT
ejpam-2952	18	1	timo	timo	VERB
ejpam-2952	18	2	teräsvirta	teräsvirta	NUM
ejpam-2952	18	3	/	/	SYM
ejpam-2952	18	4	eur	eur	PROPN
ejpam-2952	18	5	.	.	PUNCT
ejpam-2952	19	1	j.	j.	PROPN
ejpam-2952	19	2	pure	pure	PROPN
ejpam-2952	19	3	appl	appl	PROPN
ejpam-2952	19	4	.	.	PROPN
ejpam-2952	19	5	math	math	PROPN
ejpam-2952	19	6	,	,	PUNCT
ejpam-2952	19	7	10	10	NUM
ejpam-2952	19	8	(	(	PUNCT
ejpam-2952	19	9	1	1	NUM
ejpam-2952	19	10	)	)	PUNCT
ejpam-2952	19	11	(	(	PUNCT
ejpam-2952	19	12	2017	2017	NUM
ejpam-2952	19	13	)	)	PUNCT
ejpam-2952	19	14	,	,	PUNCT
ejpam-2952	19	15	104	104	NUM
ejpam-2952	19	16	-	-	SYM
ejpam-2952	19	17	132	132	NUM
ejpam-2952	19	18	105	105	NUM
ejpam-2952	19	19	linearity	linearity	NOUN
ejpam-2952	19	20	,	,	PUNCT
ejpam-2952	19	21	and	and	CCONJ
ejpam-2952	19	22	section	section	NOUN
ejpam-2952	19	23	4	4	NUM
ejpam-2952	19	24	considers	consider	VERB
ejpam-2952	19	25	nonlinear	nonlinear	ADJ
ejpam-2952	19	26	models	model	NOUN
ejpam-2952	19	27	granger	granger	PROPN
ejpam-2952	19	28	has	have	AUX
ejpam-2952	19	29	developed	develop	VERB
ejpam-2952	19	30	and	and	CCONJ
ejpam-2952	19	31	worked	work	VERB
ejpam-2952	19	32	on	on	ADP
ejpam-2952	19	33	.	.	PUNCT
ejpam-2952	20	1	section	section	NOUN
ejpam-2952	20	2	5	5	NUM
ejpam-2952	20	3	presents	present	VERB
ejpam-2952	20	4	granger	granger	PROPN
ejpam-2952	20	5	’s	’s	PART
ejpam-2952	20	6	ideas	idea	NOUN
ejpam-2952	20	7	concerning	concern	VERB
ejpam-2952	20	8	nonstationary	nonstationary	ADJ
ejpam-2952	20	9	models	model	NOUN
ejpam-2952	20	10	and	and	CCONJ
ejpam-2952	20	11	cointegration	cointegration	NOUN
ejpam-2952	20	12	.	.	PUNCT
ejpam-2952	21	1	in	in	ADP
ejpam-2952	21	2	section	section	NOUN
ejpam-2952	21	3	6	6	NUM
ejpam-2952	21	4	the	the	DET
ejpam-2952	21	5	focus	focus	NOUN
ejpam-2952	21	6	is	be	AUX
ejpam-2952	21	7	on	on	ADP
ejpam-2952	21	8	two	two	NUM
ejpam-2952	21	9	cases	case	NOUN
ejpam-2952	21	10	in	in	ADP
ejpam-2952	21	11	which	which	PRON
ejpam-2952	21	12	nonlinear	nonlinear	ADJ
ejpam-2952	21	13	models	model	NOUN
ejpam-2952	21	14	may	may	AUX
ejpam-2952	21	15	be	be	AUX
ejpam-2952	21	16	confused	confuse	VERB
ejpam-2952	21	17	with	with	ADP
ejpam-2952	21	18	autoregressive	autoregressive	ADJ
ejpam-2952	21	19	models	model	NOUN
ejpam-2952	21	20	with	with	ADP
ejpam-2952	21	21	long	long	ADJ
ejpam-2952	21	22	memory	memory	NOUN
ejpam-2952	21	23	.	.	PUNCT
ejpam-2952	22	1	granger	granger	PROPN
ejpam-2952	22	2	’s	’s	PART
ejpam-2952	22	3	work	work	NOUN
ejpam-2952	22	4	on	on	ADP
ejpam-2952	22	5	forecasting	forecasting	NOUN
ejpam-2952	22	6	with	with	ADP
ejpam-2952	22	7	nonlinear	nonlinear	ADJ
ejpam-2952	22	8	models	model	NOUN
ejpam-2952	22	9	is	be	AUX
ejpam-2952	22	10	presented	present	VERB
ejpam-2952	22	11	in	in	ADP
ejpam-2952	22	12	section	section	NOUN
ejpam-2952	22	13	7	7	NUM
ejpam-2952	22	14	,	,	PUNCT
ejpam-2952	22	15	and	and	CCONJ
ejpam-2952	22	16	section	section	NOUN
ejpam-2952	22	17	8	8	NUM
ejpam-2952	22	18	contains	contain	VERB
ejpam-2952	22	19	short	short	ADJ
ejpam-2952	22	20	discussions	discussion	NOUN
ejpam-2952	22	21	on	on	ADP
ejpam-2952	22	22	his	his	PRON
ejpam-2952	22	23	contributions	contribution	NOUN
ejpam-2952	22	24	to	to	ADP
ejpam-2952	22	25	a	a	DET
ejpam-2952	22	26	number	number	NOUN
ejpam-2952	22	27	of	of	ADP
ejpam-2952	22	28	other	other	ADJ
ejpam-2952	22	29	’	'	PUNCT
ejpam-2952	22	30	nonlinear	nonlinear	ADJ
ejpam-2952	22	31	topics	topic	NOUN
ejpam-2952	22	32	’	'	PUNCT
ejpam-2952	22	33	,	,	PUNCT
ejpam-2952	22	34	including	include	VERB
ejpam-2952	22	35	chaos	chaos	NOUN
ejpam-2952	22	36	.	.	PUNCT
ejpam-2952	23	1	final	final	ADJ
ejpam-2952	23	2	remarks	remark	NOUN
ejpam-2952	23	3	can	can	AUX
ejpam-2952	23	4	be	be	AUX
ejpam-2952	23	5	found	find	VERB
ejpam-2952	23	6	in	in	ADP
ejpam-2952	23	7	section	section	NOUN
ejpam-2952	23	8	9	9	NUM
ejpam-2952	23	9	.	.	NOUN
ejpam-2952	23	10	2	2	NUM
ejpam-2952	23	11	.	.	NOUN
ejpam-2952	23	12	views	view	NOUN
ejpam-2952	23	13	before	before	ADP
ejpam-2952	23	14	discussing	discuss	VERB
ejpam-2952	23	15	clive	clive	PROPN
ejpam-2952	23	16	granger	granger	PROPN
ejpam-2952	23	17	’s	’s	PART
ejpam-2952	23	18	contributions	contribution	NOUN
ejpam-2952	23	19	to	to	ADP
ejpam-2952	23	20	nonlinear	nonlinear	ADJ
ejpam-2952	23	21	econometrics	econometric	NOUN
ejpam-2952	23	22	,	,	PUNCT
ejpam-2952	23	23	it	it	PRON
ejpam-2952	23	24	may	may	AUX
ejpam-2952	23	25	be	be	AUX
ejpam-2952	23	26	instructive	instructive	ADJ
ejpam-2952	23	27	to	to	PART
ejpam-2952	23	28	consider	consider	VERB
ejpam-2952	23	29	his	his	PRON
ejpam-2952	23	30	views	view	NOUN
ejpam-2952	23	31	on	on	ADP
ejpam-2952	23	32	nonlinearity	nonlinearity	NOUN
ejpam-2952	23	33	,	,	PUNCT
ejpam-2952	23	34	in	in	ADP
ejpam-2952	23	35	macroeconomic	macroeconomic	ADJ
ejpam-2952	23	36	time	time	NOUN
ejpam-2952	23	37	series	series	NOUN
ejpam-2952	23	38	in	in	ADP
ejpam-2952	23	39	particular	particular	ADJ
ejpam-2952	23	40	.	.	PUNCT
ejpam-2952	24	1	in	in	ADP
ejpam-2952	24	2	this	this	DET
ejpam-2952	24	3	review	review	NOUN
ejpam-2952	24	4	i	i	PRON
ejpam-2952	24	5	shall	shall	AUX
ejpam-2952	24	6	highlight	highlight	VERB
ejpam-2952	24	7	three	three	NUM
ejpam-2952	24	8	articles	article	NOUN
ejpam-2952	24	9	that	that	PRON
ejpam-2952	24	10	contain	contain	VERB
ejpam-2952	24	11	such	such	ADJ
ejpam-2952	24	12	views	view	NOUN
ejpam-2952	24	13	.	.	PUNCT
ejpam-2952	25	1	first	first	ADV
ejpam-2952	25	2	,	,	PUNCT
ejpam-2952	25	3	there	there	PRON
ejpam-2952	25	4	is	be	VERB
ejpam-2952	25	5	[	[	X
ejpam-2952	25	6	26	26	NUM
ejpam-2952	25	7	]	]	PUNCT
ejpam-2952	25	8	,	,	PUNCT
ejpam-2952	25	9	based	base	VERB
ejpam-2952	25	10	on	on	ADP
ejpam-2952	25	11	an	an	DET
ejpam-2952	25	12	invited	invite	VERB
ejpam-2952	25	13	lecture	lecture	NOUN
ejpam-2952	25	14	at	at	ADP
ejpam-2952	25	15	the	the	DET
ejpam-2952	25	16	australasian	australasian	ADJ
ejpam-2952	25	17	meeting	meeting	NOUN
ejpam-2952	25	18	of	of	ADP
ejpam-2952	25	19	the	the	DET
ejpam-2952	25	20	econometric	econometric	ADJ
ejpam-2952	25	21	society	society	NOUN
ejpam-2952	25	22	in	in	ADP
ejpam-2952	25	23	1992	1992	NUM
ejpam-2952	25	24	.	.	PUNCT
ejpam-2952	26	1	the	the	DET
ejpam-2952	26	2	second	second	NOUN
ejpam-2952	26	3	is	be	AUX
ejpam-2952	26	4	[	[	X
ejpam-2952	26	5	29	29	NUM
ejpam-2952	26	6	]	]	X
ejpam-2952	26	7	,	,	PUNCT
ejpam-2952	26	8	a	a	DET
ejpam-2952	26	9	leading	lead	VERB
ejpam-2952	26	10	article	article	NOUN
ejpam-2952	26	11	in	in	ADP
ejpam-2952	26	12	a	a	DET
ejpam-2952	26	13	conference	conference	NOUN
ejpam-2952	26	14	issue	issue	NOUN
ejpam-2952	26	15	of	of	ADP
ejpam-2952	26	16	macroeconomic	macroeconomic	ADJ
ejpam-2952	26	17	dynamics	dynamic	NOUN
ejpam-2952	26	18	.	.	PUNCT
ejpam-2952	27	1	finally	finally	ADV
ejpam-2952	27	2	,	,	PUNCT
ejpam-2952	27	3	[	[	X
ejpam-2952	27	4	30	30	NUM
ejpam-2952	27	5	]	]	PUNCT
ejpam-2952	27	6	is	be	AUX
ejpam-2952	27	7	based	base	VERB
ejpam-2952	27	8	on	on	ADP
ejpam-2952	27	9	a	a	DET
ejpam-2952	27	10	keynote	keynote	ADJ
ejpam-2952	27	11	address	address	NOUN
ejpam-2952	27	12	in	in	ADP
ejpam-2952	27	13	a	a	DET
ejpam-2952	27	14	conference	conference	NOUN
ejpam-2952	27	15	on	on	ADP
ejpam-2952	27	16	nonlinear	nonlinear	ADJ
ejpam-2952	27	17	models	model	NOUN
ejpam-2952	27	18	and	and	CCONJ
ejpam-2952	27	19	modelling	modelling	NOUN
ejpam-2952	27	20	.	.	PUNCT
ejpam-2952	28	1	as	as	SCONJ
ejpam-2952	28	2	already	already	ADV
ejpam-2952	28	3	mentioned	mention	VERB
ejpam-2952	28	4	,	,	PUNCT
ejpam-2952	28	5	granger	granger	PROPN
ejpam-2952	28	6	’s	’s	PART
ejpam-2952	28	7	views	view	NOUN
ejpam-2952	28	8	on	on	ADP
ejpam-2952	28	9	chaos	chaos	NOUN
ejpam-2952	28	10	are	be	AUX
ejpam-2952	28	11	presented	present	VERB
ejpam-2952	28	12	in	in	ADP
ejpam-2952	28	13	section	section	NOUN
ejpam-2952	28	14	8	8	NUM
ejpam-2952	28	15	.	.	PUNCT
ejpam-2952	29	1	[	[	X
ejpam-2952	29	2	26	26	NUM
ejpam-2952	29	3	]	]	PUNCT
ejpam-2952	29	4	is	be	AUX
ejpam-2952	29	5	mostly	mostly	ADV
ejpam-2952	29	6	concerned	concerned	ADJ
ejpam-2952	29	7	with	with	ADP
ejpam-2952	29	8	building	build	VERB
ejpam-2952	29	9	nonlinear	nonlinear	ADJ
ejpam-2952	29	10	models	model	NOUN
ejpam-2952	29	11	.	.	PUNCT
ejpam-2952	30	1	he	he	PRON
ejpam-2952	30	2	notes	note	VERB
ejpam-2952	30	3	that	that	SCONJ
ejpam-2952	30	4	the	the	DET
ejpam-2952	30	5	number	number	NOUN
ejpam-2952	30	6	of	of	ADP
ejpam-2952	30	7	nonlinear	nonlinear	ADJ
ejpam-2952	30	8	models	model	NOUN
ejpam-2952	30	9	is	be	AUX
ejpam-2952	30	10	large	large	ADJ
ejpam-2952	30	11	and	and	CCONJ
ejpam-2952	30	12	that	that	SCONJ
ejpam-2952	30	13	it	it	PRON
ejpam-2952	30	14	may	may	AUX
ejpam-2952	30	15	be	be	AUX
ejpam-2952	30	16	difficult	difficult	ADJ
ejpam-2952	30	17	to	to	PART
ejpam-2952	30	18	choose	choose	VERB
ejpam-2952	30	19	among	among	ADP
ejpam-2952	30	20	them	they	PRON
ejpam-2952	30	21	.	.	PUNCT
ejpam-2952	31	1	he	he	PRON
ejpam-2952	31	2	lists	list	VERB
ejpam-2952	31	3	a	a	DET
ejpam-2952	31	4	few	few	ADJ
ejpam-2952	31	5	families	family	NOUN
ejpam-2952	31	6	of	of	ADP
ejpam-2952	31	7	such	such	ADJ
ejpam-2952	31	8	models	model	NOUN
ejpam-2952	31	9	,	,	PUNCT
ejpam-2952	31	10	including	include	VERB
ejpam-2952	31	11	the	the	DET
ejpam-2952	31	12	fourier	fourier	ADJ
ejpam-2952	31	13	flexible	flexible	ADJ
ejpam-2952	31	14	form	form	NOUN
ejpam-2952	31	15	,	,	PUNCT
ejpam-2952	31	16	the	the	DET
ejpam-2952	31	17	single	single	ADJ
ejpam-2952	31	18	hidden	hide	VERB
ejpam-2952	31	19	layer	layer	NOUN
ejpam-2952	31	20	neural	neural	ADJ
ejpam-2952	31	21	network	network	NOUN
ejpam-2952	31	22	model	model	NOUN
ejpam-2952	31	23	,	,	PUNCT
ejpam-2952	31	24	projection	projection	NOUN
ejpam-2952	31	25	pursuit	pursuit	NOUN
ejpam-2952	31	26	,	,	PUNCT
ejpam-2952	31	27	and	and	CCONJ
ejpam-2952	31	28	the	the	DET
ejpam-2952	31	29	smooth	smooth	ADJ
ejpam-2952	31	30	transition	transition	NOUN
ejpam-2952	31	31	regression	regression	NOUN
ejpam-2952	31	32	model	model	NOUN
ejpam-2952	31	33	.	.	PUNCT
ejpam-2952	32	1	he	he	PRON
ejpam-2952	32	2	considers	consider	VERB
ejpam-2952	32	3	ways	way	NOUN
ejpam-2952	32	4	of	of	ADP
ejpam-2952	32	5	selecting	select	VERB
ejpam-2952	32	6	a	a	DET
ejpam-2952	32	7	parsimonious	parsimonious	ADJ
ejpam-2952	32	8	model	model	NOUN
ejpam-2952	32	9	within	within	ADP
ejpam-2952	32	10	a	a	DET
ejpam-2952	32	11	given	give	VERB
ejpam-2952	32	12	family	family	NOUN
ejpam-2952	32	13	,	,	PUNCT
ejpam-2952	32	14	for	for	ADP
ejpam-2952	32	15	example	example	NOUN
ejpam-2952	32	16	that	that	SCONJ
ejpam-2952	32	17	of	of	ADP
ejpam-2952	32	18	neural	neural	ADJ
ejpam-2952	32	19	network	network	NOUN
ejpam-2952	32	20	models	model	NOUN
ejpam-2952	32	21	,	,	PUNCT
ejpam-2952	32	22	using	use	VERB
ejpam-2952	32	23	model	model	NOUN
ejpam-2952	32	24	selection	selection	NOUN
ejpam-2952	32	25	criteria	criterion	NOUN
ejpam-2952	32	26	such	such	ADJ
ejpam-2952	32	27	as	as	ADP
ejpam-2952	32	28	c(m	c(m	NOUN
ejpam-2952	32	29	)	)	PUNCT
ejpam-2952	33	1	=	=	SYM
ejpam-2952	33	2	lnσ2(m	lnσ2(m	NOUN
ejpam-2952	33	3	)	)	PUNCT
ejpam-2952	34	1	+	+	NOUN
ejpam-2952	34	2	md	md	PROPN
ejpam-2952	34	3	lnt	lnt	PROPN
ejpam-2952	34	4	t	t	PROPN
ejpam-2952	34	5	(	(	PUNCT
ejpam-2952	34	6	1	1	NUM
ejpam-2952	34	7	)	)	PUNCT
ejpam-2952	34	8	where	where	SCONJ
ejpam-2952	34	9	σ2(m	σ2(m	X
ejpam-2952	34	10	)	)	PUNCT
ejpam-2952	34	11	is	be	AUX
ejpam-2952	34	12	the	the	DET
ejpam-2952	34	13	error	error	NOUN
ejpam-2952	34	14	variance	variance	NOUN
ejpam-2952	34	15	of	of	ADP
ejpam-2952	34	16	a	a	DET
ejpam-2952	34	17	model	model	NOUN
ejpam-2952	34	18	with	with	ADP
ejpam-2952	34	19	m	m	PROPN
ejpam-2952	34	20	parameters	parameter	NOUN
ejpam-2952	34	21	and	and	CCONJ
ejpam-2952	34	22	t	t	PROPN
ejpam-2952	34	23	is	be	AUX
ejpam-2952	34	24	the	the	DET
ejpam-2952	34	25	number	number	NOUN
ejpam-2952	34	26	of	of	ADP
ejpam-2952	34	27	observations	observation	NOUN
ejpam-2952	34	28	.	.	PUNCT
ejpam-2952	35	1	when	when	SCONJ
ejpam-2952	35	2	d	d	NOUN
ejpam-2952	35	3	=	=	SYM
ejpam-2952	35	4	1	1	NUM
ejpam-2952	35	5	,	,	PUNCT
ejpam-2952	35	6	(	(	PUNCT
ejpam-2952	35	7	1	1	X
ejpam-2952	35	8	)	)	PUNCT
ejpam-2952	35	9	is	be	AUX
ejpam-2952	35	10	the	the	DET
ejpam-2952	35	11	criterion	criterion	NOUN
ejpam-2952	35	12	(	(	PUNCT
ejpam-2952	35	13	bic	bic	PROPN
ejpam-2952	35	14	)	)	PUNCT
ejpam-2952	35	15	suggested	suggest	VERB
ejpam-2952	35	16	by	by	ADP
ejpam-2952	35	17	[	[	X
ejpam-2952	35	18	66	66	NUM
ejpam-2952	35	19	]	]	PUNCT
ejpam-2952	35	20	and	and	CCONJ
ejpam-2952	35	21	[	[	X
ejpam-2952	35	22	67	67	NUM
ejpam-2952	35	23	]	]	PUNCT
ejpam-2952	35	24	.	.	PUNCT
ejpam-2952	36	1	to	to	PART
ejpam-2952	36	2	keep	keep	VERB
ejpam-2952	36	3	the	the	DET
ejpam-2952	36	4	number	number	NOUN
ejpam-2952	36	5	of	of	ADP
ejpam-2952	36	6	parameters	parameter	NOUN
ejpam-2952	36	7	low	low	ADJ
ejpam-2952	36	8	,	,	PUNCT
ejpam-2952	36	9	granger	granger	PROPN
ejpam-2952	36	10	recommends	recommend	VERB
ejpam-2952	36	11	using	use	VERB
ejpam-2952	36	12	a	a	DET
ejpam-2952	36	13	’	'	PUNCT
ejpam-2952	36	14	super	super	ADJ
ejpam-2952	36	15	-	-	ADJ
ejpam-2952	36	16	parsimonious	parsimonious	ADJ
ejpam-2952	36	17	’	'	PUNCT
ejpam-2952	36	18	version	version	NOUN
ejpam-2952	36	19	in	in	ADP
ejpam-2952	36	20	which	which	PRON
ejpam-2952	36	21	d	d	X
ejpam-2952	36	22	>	>	X
ejpam-2952	36	23	1	1	NUM
ejpam-2952	36	24	.	.	PUNCT
ejpam-2952	37	1	in	in	ADP
ejpam-2952	37	2	probably	probably	ADV
ejpam-2952	37	3	the	the	DET
ejpam-2952	37	4	most	most	ADV
ejpam-2952	37	5	important	important	ADJ
ejpam-2952	37	6	part	part	NOUN
ejpam-2952	37	7	of	of	ADP
ejpam-2952	37	8	the	the	DET
ejpam-2952	37	9	paper	paper	NOUN
ejpam-2952	37	10	granger	granger	PROPN
ejpam-2952	37	11	outlines	outline	VERB
ejpam-2952	37	12	a	a	DET
ejpam-2952	37	13	strategy	strategy	NOUN
ejpam-2952	37	14	for	for	ADP
ejpam-2952	37	15	building	build	VERB
ejpam-2952	37	16	nonlinear	nonlinear	ADJ
ejpam-2952	37	17	models	model	NOUN
ejpam-2952	37	18	for	for	ADP
ejpam-2952	37	19	economic	economic	ADJ
ejpam-2952	37	20	time	time	NOUN
ejpam-2952	37	21	series	series	NOUN
ejpam-2952	37	22	.	.	PUNCT
ejpam-2952	38	1	his	his	PRON
ejpam-2952	38	2	advice	advice	NOUN
ejpam-2952	38	3	is	be	AUX
ejpam-2952	38	4	to	to	PART
ejpam-2952	38	5	start	start	VERB
ejpam-2952	38	6	with	with	ADP
ejpam-2952	38	7	a	a	DET
ejpam-2952	38	8	small	small	ADJ
ejpam-2952	38	9	set	set	NOUN
ejpam-2952	38	10	of	of	ADP
ejpam-2952	38	11	most	most	ADV
ejpam-2952	38	12	relevant	relevant	ADJ
ejpam-2952	38	13	explanatory	explanatory	ADJ
ejpam-2952	38	14	variables	variable	NOUN
ejpam-2952	38	15	,	,	PUNCT
ejpam-2952	38	16	perhaps	perhaps	ADV
ejpam-2952	38	17	one	one	NUM
ejpam-2952	38	18	or	or	CCONJ
ejpam-2952	38	19	two	two	NUM
ejpam-2952	38	20	.	.	PUNCT
ejpam-2952	39	1	assuming	assume	VERB
ejpam-2952	39	2	the	the	DET
ejpam-2952	39	3	nonlinear	nonlinear	ADJ
ejpam-2952	39	4	family	family	NOUN
ejpam-2952	39	5	of	of	ADP
ejpam-2952	39	6	models	model	NOUN
ejpam-2952	39	7	considered	consider	VERB
ejpam-2952	39	8	nests	nest	NOUN
ejpam-2952	39	9	a	a	DET
ejpam-2952	39	10	linear	linear	ADJ
ejpam-2952	39	11	model	model	NOUN
ejpam-2952	39	12	,	,	PUNCT
ejpam-2952	39	13	the	the	DET
ejpam-2952	39	14	first	first	ADJ
ejpam-2952	39	15	step	step	NOUN
ejpam-2952	39	16	is	be	AUX
ejpam-2952	39	17	to	to	PART
ejpam-2952	39	18	test	test	VERB
ejpam-2952	39	19	linearity	linearity	NOUN
ejpam-2952	39	20	using	use	VERB
ejpam-2952	39	21	a	a	DET
ejpam-2952	39	22	couple	couple	NOUN
ejpam-2952	39	23	of	of	ADP
ejpam-2952	39	24	different	different	ADJ
ejpam-2952	39	25	tests	test	NOUN
ejpam-2952	39	26	.	.	PUNCT
ejpam-2952	40	1	granger	granger	PROPN
ejpam-2952	40	2	’s	’s	PART
ejpam-2952	40	3	contributions	contribution	NOUN
ejpam-2952	40	4	in	in	ADP
ejpam-2952	40	5	this	this	DET
ejpam-2952	40	6	area	area	NOUN
ejpam-2952	40	7	are	be	AUX
ejpam-2952	40	8	reviewed	review	VERB
ejpam-2952	40	9	in	in	ADP
ejpam-2952	40	10	section	section	NOUN
ejpam-2952	40	11	3	3	NUM
ejpam-2952	40	12	.	.	PUNCT
ejpam-2952	40	13	as	as	SCONJ
ejpam-2952	40	14	already	already	ADV
ejpam-2952	40	15	discussed	discuss	VERB
ejpam-2952	40	16	,	,	PUNCT
ejpam-2952	40	17	models	model	NOUN
ejpam-2952	40	18	to	to	PART
ejpam-2952	40	19	be	be	AUX
ejpam-2952	40	20	fitted	fit	VERB
ejpam-2952	40	21	if	if	SCONJ
ejpam-2952	40	22	linearity	linearity	NOUN
ejpam-2952	40	23	is	be	AUX
ejpam-2952	40	24	rejected	reject	VERB
ejpam-2952	40	25	should	should	AUX
ejpam-2952	40	26	be	be	AUX
ejpam-2952	40	27	parsimonious	parsimonious	ADJ
ejpam-2952	40	28	.	.	PUNCT
ejpam-2952	41	1	the	the	DET
ejpam-2952	41	2	fitted	fit	VERB
ejpam-2952	41	3	model	model	NOUN
ejpam-2952	41	4	has	have	VERB
ejpam-2952	41	5	to	to	PART
ejpam-2952	41	6	be	be	AUX
ejpam-2952	41	7	evaluated	evaluate	VERB
ejpam-2952	41	8	using	use	VERB
ejpam-2952	41	9	out	out	ADV
ejpam-2952	41	10	-	-	PUNCT
ejpam-2952	41	11	of	of	ADP
ejpam-2952	41	12	-	-	PUNCT
ejpam-2952	41	13	sample	sample	NOUN
ejpam-2952	41	14	data	datum	NOUN
ejpam-2952	41	15	.	.	PUNCT
ejpam-2952	42	1	granger	granger	PROPN
ejpam-2952	42	2	’s	’s	PART
ejpam-2952	42	3	recommendation	recommendation	NOUN
ejpam-2952	42	4	,	,	PUNCT
ejpam-2952	42	5	not	not	PART
ejpam-2952	42	6	always	always	ADV
ejpam-2952	42	7	followed	follow	VERB
ejpam-2952	42	8	by	by	ADP
ejpam-2952	42	9	econometricians	econometrician	NOUN
ejpam-2952	42	10	,	,	PUNCT
ejpam-2952	42	11	is	be	AUX
ejpam-2952	42	12	to	to	PART
ejpam-2952	42	13	save	save	VERB
ejpam-2952	42	14	at	at	ADV
ejpam-2952	42	15	least	least	ADV
ejpam-2952	42	16	20	20	NUM
ejpam-2952	42	17	%	%	NOUN
ejpam-2952	42	18	of	of	ADP
ejpam-2952	42	19	the	the	DET
ejpam-2952	42	20	sample	sample	NOUN
ejpam-2952	42	21	for	for	ADP
ejpam-2952	42	22	out	out	ADV
ejpam-2952	42	23	-	-	PUNCT
ejpam-2952	42	24	of	of	ADP
ejpam-2952	42	25	-	-	PUNCT
ejpam-2952	42	26	sample	sample	NOUN
ejpam-2952	42	27	forecasting	forecasting	NOUN
ejpam-2952	42	28	.	.	PUNCT
ejpam-2952	43	1	he	he	PRON
ejpam-2952	43	2	would	would	AUX
ejpam-2952	43	3	like	like	VERB
ejpam-2952	43	4	to	to	PART
ejpam-2952	43	5	compare	compare	VERB
ejpam-2952	43	6	one	one	NUM
ejpam-2952	43	7	-	-	PUNCT
ejpam-2952	43	8	step	step	NOUN
ejpam-2952	43	9	-	-	PUNCT
ejpam-2952	43	10	ahead	ahead	NOUN
ejpam-2952	43	11	forecasts	forecast	NOUN
ejpam-2952	43	12	from	from	ADP
ejpam-2952	43	13	the	the	DET
ejpam-2952	43	14	nonlinear	nonlinear	ADJ
ejpam-2952	43	15	model	model	NOUN
ejpam-2952	43	16	with	with	ADP
ejpam-2952	43	17	ones	one	NOUN
ejpam-2952	43	18	from	from	ADP
ejpam-2952	43	19	a	a	DET
ejpam-2952	43	20	(	(	PUNCT
ejpam-2952	43	21	parsimonious	parsimonious	ADJ
ejpam-2952	43	22	)	)	PUNCT
ejpam-2952	43	23	linear	linear	PROPN
ejpam-2952	43	24	one	one	NUM
ejpam-2952	43	25	.	.	PUNCT
ejpam-2952	44	1	(	(	PUNCT
ejpam-2952	44	2	out	out	ADV
ejpam-2952	44	3	-	-	PUNCT
ejpam-2952	44	4	of	of	ADP
ejpam-2952	44	5	-	-	PUNCT
ejpam-2952	44	6	sample	sample	NOUN
ejpam-2952	44	7	plays	play	VERB
ejpam-2952	44	8	an	an	DET
ejpam-2952	44	9	important	important	ADJ
ejpam-2952	44	10	role	role	NOUN
ejpam-2952	44	11	in	in	ADP
ejpam-2952	44	12	granger	granger	PROPN
ejpam-2952	44	13	’s	’s	PART
ejpam-2952	44	14	work	work	NOUN
ejpam-2952	44	15	:	:	PUNCT
ejpam-2952	44	16	recall	recall	VERB
ejpam-2952	44	17	his	his	PRON
ejpam-2952	44	18	opinion	opinion	NOUN
ejpam-2952	44	19	that	that	SCONJ
ejpam-2952	44	20	the	the	DET
ejpam-2952	44	21	granger	granger	PROPN
ejpam-2952	44	22	noncausality	noncausality	PROPN
ejpam-2952	44	23	hypothesis	hypothesis	NOUN
ejpam-2952	44	24	should	should	AUX
ejpam-2952	44	25	be	be	AUX
ejpam-2952	44	26	tested	test	VERB
ejpam-2952	44	27	using	use	VERB
ejpam-2952	44	28	the	the	DET
ejpam-2952	44	29	out	out	ADJ
ejpam-2952	44	30	-	-	PUNCT
ejpam-2952	44	31	of	of	ADP
ejpam-2952	44	32	-	-	PUNCT
ejpam-2952	44	33	sample	sample	NOUN
ejpam-2952	44	34	period	period	NOUN
ejpam-2952	44	35	;	;	PUNCT
ejpam-2952	44	36	see	see	VERB
ejpam-2952	44	37	[	[	X
ejpam-2952	44	38	2	2	NUM
ejpam-2952	44	39	]	]	PUNCT
ejpam-2952	44	40	.	.	PUNCT
ejpam-2952	44	41	)	)	PUNCT
ejpam-2952	45	1	in	in	ADP
ejpam-2952	45	2	general	general	ADJ
ejpam-2952	45	3	,	,	PUNCT
ejpam-2952	45	4	he	he	PRON
ejpam-2952	45	5	would	would	AUX
ejpam-2952	45	6	timo	timo	VERB
ejpam-2952	45	7	teräsvirta	teräsvirta	NUM
ejpam-2952	45	8	/	/	SYM
ejpam-2952	45	9	eur	eur	PROPN
ejpam-2952	45	10	.	.	PUNCT
ejpam-2952	46	1	j.	j.	PROPN
ejpam-2952	46	2	pure	pure	PROPN
ejpam-2952	46	3	appl	appl	PROPN
ejpam-2952	46	4	.	.	PROPN
ejpam-2952	46	5	math	math	PROPN
ejpam-2952	46	6	,	,	PUNCT
ejpam-2952	46	7	10	10	NUM
ejpam-2952	46	8	(	(	PUNCT
ejpam-2952	46	9	1	1	NUM
ejpam-2952	46	10	)	)	PUNCT
ejpam-2952	46	11	(	(	PUNCT
ejpam-2952	46	12	2017	2017	NUM
ejpam-2952	46	13	)	)	PUNCT
ejpam-2952	46	14	,	,	PUNCT
ejpam-2952	46	15	104	104	NUM
ejpam-2952	46	16	-	-	SYM
ejpam-2952	46	17	132	132	NUM
ejpam-2952	46	18	106	106	NUM
ejpam-2952	46	19	accept	accept	VERB
ejpam-2952	46	20	the	the	DET
ejpam-2952	46	21	nonlinear	nonlinear	ADJ
ejpam-2952	46	22	model	model	NOUN
ejpam-2952	46	23	only	only	ADV
ejpam-2952	46	24	if	if	SCONJ
ejpam-2952	46	25	evidence	evidence	NOUN
ejpam-2952	46	26	favouring	favour	VERB
ejpam-2952	46	27	it	it	PRON
ejpam-2952	46	28	is	be	AUX
ejpam-2952	46	29	what	what	PRON
ejpam-2952	46	30	he	he	PRON
ejpam-2952	46	31	calls	call	VERB
ejpam-2952	46	32	clear	clear	ADV
ejpam-2952	46	33	-	-	PUNCT
ejpam-2952	46	34	cut	cut	NOUN
ejpam-2952	46	35	.	.	PUNCT
ejpam-2952	47	1	finally	finally	ADV
ejpam-2952	47	2	,	,	PUNCT
ejpam-2952	47	3	granger	granger	PROPN
ejpam-2952	47	4	stresses	stress	VERB
ejpam-2952	47	5	the	the	DET
ejpam-2952	47	6	fact	fact	NOUN
ejpam-2952	47	7	that	that	SCONJ
ejpam-2952	47	8	this	this	DET
ejpam-2952	47	9	strategy	strategy	NOUN
ejpam-2952	47	10	is	be	AUX
ejpam-2952	47	11	applicable	applicable	ADJ
ejpam-2952	47	12	when	when	SCONJ
ejpam-2952	47	13	the	the	DET
ejpam-2952	47	14	series	series	NOUN
ejpam-2952	47	15	are	be	AUX
ejpam-2952	47	16	stationary	stationary	ADJ
ejpam-2952	47	17	.	.	PUNCT
ejpam-2952	48	1	more	more	ADJ
ejpam-2952	48	2	discussion	discussion	NOUN
ejpam-2952	48	3	can	can	AUX
ejpam-2952	48	4	be	be	AUX
ejpam-2952	48	5	found	find	VERB
ejpam-2952	48	6	in	in	ADP
ejpam-2952	48	7	granger	granger	PROPN
ejpam-2952	48	8	and	and	CCONJ
ejpam-2952	48	9	[	[	X
ejpam-2952	48	10	73	73	NUM
ejpam-2952	48	11	]	]	PUNCT
ejpam-2952	48	12	,	,	PUNCT
ejpam-2952	48	13	chapter	chapter	NOUN
ejpam-2952	48	14	9	9	NUM
ejpam-2952	48	15	,	,	PUNCT
ejpam-2952	48	16	and	and	CCONJ
ejpam-2952	48	17	[	[	X
ejpam-2952	48	18	73	73	NUM
ejpam-2952	48	19	]	]	PUNCT
ejpam-2952	48	20	,	,	PUNCT
ejpam-2952	48	21	chapter	chapter	NOUN
ejpam-2952	48	22	16	16	NUM
ejpam-2952	48	23	,	,	PUNCT
ejpam-2952	48	24	where	where	SCONJ
ejpam-2952	48	25	the	the	DET
ejpam-2952	48	26	strategy	strategy	NOUN
ejpam-2952	48	27	is	be	AUX
ejpam-2952	48	28	applied	apply	VERB
ejpam-2952	48	29	to	to	ADP
ejpam-2952	48	30	particular	particular	ADJ
ejpam-2952	48	31	families	family	NOUN
ejpam-2952	48	32	of	of	ADP
ejpam-2952	48	33	nonlinear	nonlinear	ADJ
ejpam-2952	48	34	models	model	NOUN
ejpam-2952	48	35	.	.	PUNCT
ejpam-2952	49	1	[	[	X
ejpam-2952	49	2	29	29	NUM
ejpam-2952	49	3	]	]	PUNCT
ejpam-2952	49	4	opens	open	VERB
ejpam-2952	49	5	with	with	ADP
ejpam-2952	49	6	the	the	DET
ejpam-2952	49	7	statement	statement	NOUN
ejpam-2952	49	8	that	that	SCONJ
ejpam-2952	49	9	nonlinearity	nonlinearity	NOUN
ejpam-2952	49	10	in	in	ADP
ejpam-2952	49	11	macroeconomic	macroeconomic	ADJ
ejpam-2952	49	12	time	time	NOUN
ejpam-2952	49	13	series	series	NOUN
ejpam-2952	49	14	is	be	AUX
ejpam-2952	49	15	weak	weak	ADJ
ejpam-2952	49	16	.	.	PUNCT
ejpam-2952	50	1	aggregation	aggregation	NOUN
ejpam-2952	50	2	is	be	AUX
ejpam-2952	50	3	claimed	claim	VERB
ejpam-2952	50	4	to	to	PART
ejpam-2952	50	5	be	be	AUX
ejpam-2952	50	6	one	one	NUM
ejpam-2952	50	7	of	of	ADP
ejpam-2952	50	8	the	the	DET
ejpam-2952	50	9	reasons	reason	NOUN
ejpam-2952	50	10	for	for	ADP
ejpam-2952	50	11	this	this	PRON
ejpam-2952	50	12	.	.	PUNCT
ejpam-2952	51	1	there	there	PRON
ejpam-2952	51	2	is	be	VERB
ejpam-2952	51	3	more	more	ADJ
ejpam-2952	51	4	about	about	ADP
ejpam-2952	51	5	the	the	DET
ejpam-2952	51	6	effect	effect	NOUN
ejpam-2952	51	7	of	of	ADP
ejpam-2952	51	8	aggregation	aggregation	NOUN
ejpam-2952	51	9	on	on	ADP
ejpam-2952	51	10	nonlinearity	nonlinearity	NOUN
ejpam-2952	51	11	in	in	ADP
ejpam-2952	51	12	section	section	NOUN
ejpam-2952	51	13	8.2	8.2	NUM
ejpam-2952	51	14	.	.	PUNCT
ejpam-2952	52	1	interestingly	interestingly	ADV
ejpam-2952	52	2	,	,	PUNCT
ejpam-2952	52	3	granger	granger	PROPN
ejpam-2952	52	4	also	also	ADV
ejpam-2952	52	5	mentions	mention	VERB
ejpam-2952	52	6	seasonal	seasonal	ADJ
ejpam-2952	52	7	adjustments	adjustment	NOUN
ejpam-2952	52	8	as	as	ADP
ejpam-2952	52	9	a	a	DET
ejpam-2952	52	10	potential	potential	ADJ
ejpam-2952	52	11	cause	cause	NOUN
ejpam-2952	52	12	for	for	ADP
ejpam-2952	52	13	this	this	DET
ejpam-2952	52	14	weakness	weakness	NOUN
ejpam-2952	52	15	.	.	PUNCT
ejpam-2952	53	1	he	he	PRON
ejpam-2952	53	2	thinks	think	VERB
ejpam-2952	53	3	,	,	PUNCT
ejpam-2952	53	4	however	however	ADV
ejpam-2952	53	5	,	,	PUNCT
ejpam-2952	53	6	that	that	SCONJ
ejpam-2952	53	7	nonlinearity	nonlinearity	NOUN
ejpam-2952	53	8	may	may	AUX
ejpam-2952	53	9	be	be	AUX
ejpam-2952	53	10	stronger	strong	ADJ
ejpam-2952	53	11	in	in	ADP
ejpam-2952	53	12	multivariate	multivariate	NOUN
ejpam-2952	53	13	contexts	contexts	NOUN
ejpam-2952	53	14	.	.	PUNCT
ejpam-2952	54	1	as	as	ADP
ejpam-2952	54	2	an	an	DET
ejpam-2952	54	3	example	example	NOUN
ejpam-2952	54	4	he	he	PRON
ejpam-2952	54	5	takes	take	VERB
ejpam-2952	54	6	the	the	DET
ejpam-2952	54	7	study	study	NOUN
ejpam-2952	54	8	by	by	ADP
ejpam-2952	54	9	[	[	X
ejpam-2952	54	10	68	68	NUM
ejpam-2952	54	11	]	]	PUNCT
ejpam-2952	54	12	.	.	PUNCT
ejpam-2952	55	1	the	the	DET
ejpam-2952	55	2	authors	author	NOUN
ejpam-2952	55	3	analysed	analyse	VERB
ejpam-2952	55	4	214	214	NUM
ejpam-2952	55	5	us	we	PRON
ejpam-2952	55	6	macroeconomic	macroeconomic	ADJ
ejpam-2952	55	7	time	time	NOUN
ejpam-2952	55	8	series	series	NOUN
ejpam-2952	55	9	and	and	CCONJ
ejpam-2952	55	10	found	find	VERB
ejpam-2952	55	11	that	that	SCONJ
ejpam-2952	55	12	nonlinear	nonlinear	ADJ
ejpam-2952	55	13	models	model	NOUN
ejpam-2952	55	14	fitted	fit	VERB
ejpam-2952	55	15	to	to	ADP
ejpam-2952	55	16	them	they	PRON
ejpam-2952	55	17	,	,	PUNCT
ejpam-2952	55	18	albeit	albeit	SCONJ
ejpam-2952	55	19	without	without	ADP
ejpam-2952	55	20	first	first	ADJ
ejpam-2952	55	21	testing	testing	NOUN
ejpam-2952	55	22	linearity	linearity	NOUN
ejpam-2952	55	23	,	,	PUNCT
ejpam-2952	55	24	generated	generate	VERB
ejpam-2952	55	25	less	less	ADV
ejpam-2952	55	26	accurate	accurate	ADJ
ejpam-2952	55	27	forecasts	forecast	NOUN
ejpam-2952	55	28	than	than	ADP
ejpam-2952	55	29	a	a	DET
ejpam-2952	55	30	simple	simple	ADJ
ejpam-2952	55	31	linear	linear	ADJ
ejpam-2952	55	32	autoregressive	autoregressive	ADJ
ejpam-2952	55	33	model	model	NOUN
ejpam-2952	55	34	of	of	ADP
ejpam-2952	55	35	order	order	NOUN
ejpam-2952	55	36	four	four	NUM
ejpam-2952	55	37	.	.	PUNCT
ejpam-2952	56	1	however	however	ADV
ejpam-2952	56	2	,	,	PUNCT
ejpam-2952	56	3	when	when	SCONJ
ejpam-2952	56	4	the	the	DET
ejpam-2952	56	5	forecasts	forecast	NOUN
ejpam-2952	56	6	from	from	ADP
ejpam-2952	56	7	nonlinear	nonlinear	ADJ
ejpam-2952	56	8	models	model	NOUN
ejpam-2952	56	9	were	be	AUX
ejpam-2952	56	10	combined	combine	VERB
ejpam-2952	56	11	using	use	VERB
ejpam-2952	56	12	equal	equal	ADJ
ejpam-2952	56	13	weights	weight	NOUN
ejpam-2952	56	14	,	,	PUNCT
ejpam-2952	56	15	the	the	DET
ejpam-2952	56	16	performance	performance	NOUN
ejpam-2952	56	17	of	of	ADP
ejpam-2952	56	18	the	the	DET
ejpam-2952	56	19	nonlinear	nonlinear	ADJ
ejpam-2952	56	20	models	model	NOUN
ejpam-2952	56	21	improved	improve	VERB
ejpam-2952	56	22	,	,	PUNCT
ejpam-2952	56	23	and	and	CCONJ
ejpam-2952	56	24	the	the	DET
ejpam-2952	56	25	combined	combine	VERB
ejpam-2952	56	26	forecast	forecast	NOUN
ejpam-2952	56	27	was	be	AUX
ejpam-2952	56	28	among	among	ADP
ejpam-2952	56	29	the	the	DET
ejpam-2952	56	30	best	good	ADJ
ejpam-2952	56	31	ones	one	NOUN
ejpam-2952	56	32	in	in	ADP
ejpam-2952	56	33	a	a	DET
ejpam-2952	56	34	majority	majority	NOUN
ejpam-2952	56	35	of	of	ADP
ejpam-2952	56	36	series	series	NOUN
ejpam-2952	56	37	.	.	PUNCT
ejpam-2952	57	1	granger	granger	PROPN
ejpam-2952	57	2	highlights	highlights	PROPN
ejpam-2952	57	3	nonlinear	nonlinear	PROPN
ejpam-2952	57	4	state	state	NOUN
ejpam-2952	57	5	space	space	NOUN
ejpam-2952	57	6	models	model	NOUN
ejpam-2952	57	7	as	as	ADP
ejpam-2952	57	8	a	a	DET
ejpam-2952	57	9	promising	promising	ADJ
ejpam-2952	57	10	tool	tool	NOUN
ejpam-2952	57	11	and	and	CCONJ
ejpam-2952	57	12	notes	note	NOUN
ejpam-2952	57	13	that	that	SCONJ
ejpam-2952	57	14	they	they	PRON
ejpam-2952	57	15	have	have	AUX
ejpam-2952	57	16	not	not	PART
ejpam-2952	57	17	been	be	AUX
ejpam-2952	57	18	much	much	ADV
ejpam-2952	57	19	applied	apply	VERB
ejpam-2952	57	20	in	in	ADP
ejpam-2952	57	21	practice	practice	NOUN
ejpam-2952	57	22	.	.	PUNCT
ejpam-2952	58	1	more	more	ADJ
ejpam-2952	58	2	about	about	ADP
ejpam-2952	58	3	them	they	PRON
ejpam-2952	58	4	can	can	AUX
ejpam-2952	58	5	be	be	AUX
ejpam-2952	58	6	found	find	VERB
ejpam-2952	58	7	in	in	ADP
ejpam-2952	58	8	[	[	X
ejpam-2952	58	9	73	73	NUM
ejpam-2952	58	10	]	]	PUNCT
ejpam-2952	58	11	,	,	PUNCT
ejpam-2952	58	12	chapter	chapter	NOUN
ejpam-2952	58	13	9	9	NUM
ejpam-2952	58	14	.	.	PUNCT
ejpam-2952	59	1	he	he	PRON
ejpam-2952	59	2	regards	regard	VERB
ejpam-2952	59	3	nonlinear	nonlinear	ADJ
ejpam-2952	59	4	error	error	NOUN
ejpam-2952	59	5	correction	correction	NOUN
ejpam-2952	59	6	models	model	NOUN
ejpam-2952	59	7	as	as	ADP
ejpam-2952	59	8	a	a	DET
ejpam-2952	59	9	success	success	NOUN
ejpam-2952	59	10	.	.	PUNCT
ejpam-2952	60	1	they	they	PRON
ejpam-2952	60	2	are	be	AUX
ejpam-2952	60	3	discussed	discuss	VERB
ejpam-2952	60	4	in	in	ADP
ejpam-2952	60	5	section	section	NOUN
ejpam-2952	60	6	5	5	NUM
ejpam-2952	60	7	.	.	PUNCT
ejpam-2952	61	1	finally	finally	ADV
ejpam-2952	61	2	,	,	PUNCT
ejpam-2952	61	3	he	he	PRON
ejpam-2952	61	4	points	point	VERB
ejpam-2952	61	5	out	out	ADP
ejpam-2952	61	6	that	that	SCONJ
ejpam-2952	61	7	nonlinear	nonlinear	ADJ
ejpam-2952	61	8	models	model	NOUN
ejpam-2952	61	9	are	be	AUX
ejpam-2952	61	10	inclined	incline	VERB
ejpam-2952	61	11	to	to	PART
ejpam-2952	61	12	overfit	overfit	VERB
ejpam-2952	61	13	the	the	DET
ejpam-2952	61	14	data	datum	NOUN
ejpam-2952	61	15	.	.	PUNCT
ejpam-2952	62	1	one	one	NUM
ejpam-2952	62	2	way	way	NOUN
ejpam-2952	62	3	of	of	ADP
ejpam-2952	62	4	reducing	reduce	VERB
ejpam-2952	62	5	the	the	DET
ejpam-2952	62	6	risk	risk	NOUN
ejpam-2952	62	7	of	of	ADP
ejpam-2952	62	8	this	this	DET
ejpam-2952	62	9	happening	happening	NOUN
ejpam-2952	62	10	is	be	AUX
ejpam-2952	62	11	testing	test	VERB
ejpam-2952	62	12	linearity	linearity	NOUN
ejpam-2952	62	13	before	before	ADP
ejpam-2952	62	14	fitting	fit	VERB
ejpam-2952	62	15	any	any	DET
ejpam-2952	62	16	nonlinear	nonlinear	ADJ
ejpam-2952	62	17	model	model	NOUN
ejpam-2952	62	18	.	.	PUNCT
ejpam-2952	63	1	this	this	PRON
ejpam-2952	63	2	was	be	AUX
ejpam-2952	63	3	already	already	ADV
ejpam-2952	63	4	emphasized	emphasize	VERB
ejpam-2952	63	5	in	in	ADP
ejpam-2952	63	6	[	[	X
ejpam-2952	63	7	26	26	NUM
ejpam-2952	63	8	]	]	PUNCT
ejpam-2952	63	9	.	.	PUNCT
ejpam-2952	64	1	[	[	X
ejpam-2952	64	2	30	30	NUM
ejpam-2952	64	3	]	]	PUNCT
ejpam-2952	64	4	discusses	discuss	VERB
ejpam-2952	64	5	the	the	DET
ejpam-2952	64	6	possibility	possibility	NOUN
ejpam-2952	64	7	of	of	ADP
ejpam-2952	64	8	moving	move	VERB
ejpam-2952	64	9	from	from	ADP
ejpam-2952	64	10	nonlinear	nonlinear	ADJ
ejpam-2952	64	11	models	model	NOUN
ejpam-2952	64	12	to	to	ADP
ejpam-2952	64	13	models	model	NOUN
ejpam-2952	64	14	with	with	ADP
ejpam-2952	64	15	timevarying	timevarye	VERB
ejpam-2952	64	16	parameters	parameter	NOUN
ejpam-2952	64	17	.	.	PUNCT
ejpam-2952	65	1	as	as	ADP
ejpam-2952	65	2	an	an	DET
ejpam-2952	65	3	argument	argument	NOUN
ejpam-2952	65	4	he	he	PRON
ejpam-2952	65	5	uses	use	VERB
ejpam-2952	65	6	the	the	DET
ejpam-2952	65	7	result	result	NOUN
ejpam-2952	65	8	he	he	PRON
ejpam-2952	65	9	calls	call	VERB
ejpam-2952	65	10	white	white	PROPN
ejpam-2952	65	11	’s	’s	PART
ejpam-2952	65	12	theorem	theorem	NOUN
ejpam-2952	65	13	because	because	SCONJ
ejpam-2952	65	14	hal	hal	PROPN
ejpam-2952	65	15	white	white	PROPN
ejpam-2952	65	16	proved	prove	VERB
ejpam-2952	65	17	it	it	PRON
ejpam-2952	65	18	for	for	ADP
ejpam-2952	65	19	him	he	PRON
ejpam-2952	65	20	.	.	PUNCT
ejpam-2952	66	1	the	the	DET
ejpam-2952	66	2	theorem	theorem	ADJ
ejpam-2952	66	3	states	state	NOUN
ejpam-2952	66	4	that	that	SCONJ
ejpam-2952	66	5	any	any	DET
ejpam-2952	66	6	nonlinear	nonlinear	ADJ
ejpam-2952	66	7	model	model	NOUN
ejpam-2952	66	8	can	can	AUX
ejpam-2952	66	9	be	be	AUX
ejpam-2952	66	10	viewed	view	VERB
ejpam-2952	66	11	as	as	ADP
ejpam-2952	66	12	a	a	DET
ejpam-2952	66	13	time	time	NOUN
ejpam-2952	66	14	-	-	PUNCT
ejpam-2952	66	15	varying	vary	VERB
ejpam-2952	66	16	parameter	parameter	NOUN
ejpam-2952	66	17	(	(	PUNCT
ejpam-2952	66	18	tvp	tvp	PROPN
ejpam-2952	66	19	)	)	PUNCT
ejpam-2952	66	20	model	model	NOUN
ejpam-2952	66	21	.	.	PUNCT
ejpam-2952	67	1	let	let	VERB
ejpam-2952	67	2	the	the	DET
ejpam-2952	67	3	yt	yt	NOUN
ejpam-2952	67	4	be	be	AUX
ejpam-2952	67	5	an	an	DET
ejpam-2952	67	6	arbitrary	arbitrary	ADJ
ejpam-2952	67	7	time	time	NOUN
ejpam-2952	67	8	series	series	NOUN
ejpam-2952	67	9	such	such	ADJ
ejpam-2952	68	1	that	that	SCONJ
ejpam-2952	68	2	eyt	eyt	PROPN
ejpam-2952	68	3	<	<	X
ejpam-2952	68	4	∞	∞	PROPN
ejpam-2952	68	5	and	and	CCONJ
ejpam-2952	68	6	pr{yt	pr{yt	NOUN
ejpam-2952	68	7	=	=	PUNCT
ejpam-2952	68	8	0	0	X
ejpam-2952	68	9	}	}	PUNCT
ejpam-2952	68	10	=	=	SYM
ejpam-2952	68	11	0	0	X
ejpam-2952	68	12	.	.	PUNCT
ejpam-2952	68	13	then	then	ADV
ejpam-2952	68	14	there	there	PRON
ejpam-2952	68	15	exist	exist	VERB
ejpam-2952	68	16	sequences	sequence	NOUN
ejpam-2952	68	17	{	{	PUNCT
ejpam-2952	68	18	pt	pt	NOUN
ejpam-2952	68	19	}	}	PUNCT
ejpam-2952	68	20	and	and	CCONJ
ejpam-2952	68	21	{	{	PUNCT
ejpam-2952	68	22	et	et	NOUN
ejpam-2952	68	23	}	}	PUNCT
ejpam-2952	68	24	such	such	ADJ
ejpam-2952	68	25	that	that	SCONJ
ejpam-2952	68	26	pt	pt	PROPN
ejpam-2952	68	27	is	be	AUX
ejpam-2952	68	28	ft−1	ft−1	NOUN
ejpam-2952	68	29	-	-	ADJ
ejpam-2952	68	30	measurable	measurable	ADJ
ejpam-2952	68	31	where	where	SCONJ
ejpam-2952	68	32	ft−1	ft−1	PROPN
ejpam-2952	68	33	is	be	AUX
ejpam-2952	68	34	the	the	DET
ejpam-2952	68	35	σ	σ	NOUN
ejpam-2952	68	36	-	-	PUNCT
ejpam-2952	68	37	field	field	NOUN
ejpam-2952	68	38	σ(	σ(	NOUN
ejpam-2952	68	39	...	...	PUNCT
ejpam-2952	68	40	yt−2	yt−2	NOUN
ejpam-2952	68	41	,	,	PUNCT
ejpam-2952	68	42	yt−1	yt−1	PROPN
ejpam-2952	68	43	)	)	PUNCT
ejpam-2952	68	44	,	,	PUNCT
ejpam-2952	68	45	(	(	PUNCT
ejpam-2952	68	46	et	et	NOUN
ejpam-2952	68	47	,	,	PUNCT
ejpam-2952	68	48	ft	ft	PROPN
ejpam-2952	68	49	)	)	PUNCT
ejpam-2952	68	50	is	be	AUX
ejpam-2952	68	51	a	a	DET
ejpam-2952	68	52	martingale	martingale	ADJ
ejpam-2952	68	53	difference	difference	NOUN
ejpam-2952	68	54	sequence	sequence	NOUN
ejpam-2952	68	55	,	,	PUNCT
ejpam-2952	68	56	and	and	CCONJ
ejpam-2952	68	57	yt	yt	VERB
ejpam-2952	68	58	=	=	PUNCT
ejpam-2952	68	59	ptyt−1	ptyt−1	PROPN
ejpam-2952	68	60	+	+	CCONJ
ejpam-2952	68	61	et	et	NOUN
ejpam-2952	68	62	.	.	PUNCT
ejpam-2952	69	1	define	define	VERB
ejpam-2952	69	2	et	et	NOUN
ejpam-2952	69	3	=	=	PUNCT
ejpam-2952	69	4	yt	yt	PROPN
ejpam-2952	69	5	−	−	PROPN
ejpam-2952	69	6	e{yt|ft−1	e{yt|ft−1	NOUN
ejpam-2952	69	7	}	}	PUNCT
ejpam-2952	69	8	so	so	SCONJ
ejpam-2952	69	9	the	the	DET
ejpam-2952	69	10	model	model	NOUN
ejpam-2952	69	11	for	for	ADP
ejpam-2952	69	12	yt	yt	PROPN
ejpam-2952	69	13	is	be	AUX
ejpam-2952	70	1	yt	yt	NOUN
ejpam-2952	70	2	=	=	PUNCT
ejpam-2952	70	3	e{yt|ft−1}+	e{yt|ft−1}+	ADJ
ejpam-2952	70	4	et	et	NOUN
ejpam-2952	70	5	=	=	PUNCT
ejpam-2952	71	1	[	[	X
ejpam-2952	71	2	e{yt|ft−1}/yt−1]yt−1	e{yt|ft−1}/yt−1]yt−1	X
ejpam-2952	71	3	+	+	X
ejpam-2952	71	4	et	et	X
ejpam-2952	71	5	=	=	SYM
ejpam-2952	71	6	ptyt−1	ptyt−1	PROPN
ejpam-2952	71	7	+	+	CCONJ
ejpam-2952	71	8	et	et	NOUN
ejpam-2952	71	9	where	where	SCONJ
ejpam-2952	71	10	pt	pt	PROPN
ejpam-2952	71	11	=	=	SYM
ejpam-2952	71	12	e{yt|ft−1}/yt−1	e{yt|ft−1}/yt−1	PROPN
ejpam-2952	71	13	is	be	AUX
ejpam-2952	71	14	the	the	DET
ejpam-2952	71	15	tvp	tvp	PROPN
ejpam-2952	71	16	.	.	PUNCT
ejpam-2952	72	1	since	since	SCONJ
ejpam-2952	72	2	e{yt|ft−1	e{yt|ft−1	NOUN
ejpam-2952	72	3	}	}	PUNCT
ejpam-2952	72	4	is	be	AUX
ejpam-2952	72	5	not	not	PART
ejpam-2952	72	6	specified	specify	VERB
ejpam-2952	72	7	,	,	PUNCT
ejpam-2952	72	8	granger	granger	PROPN
ejpam-2952	72	9	argues	argue	VERB
ejpam-2952	72	10	that	that	SCONJ
ejpam-2952	72	11	the	the	DET
ejpam-2952	72	12	tvp	tvp	PROPN
ejpam-2952	72	13	can	can	AUX
ejpam-2952	72	14	be	be	AUX
ejpam-2952	72	15	’	'	PUNCT
ejpam-2952	72	16	a	a	DET
ejpam-2952	72	17	deterministic	deterministic	ADJ
ejpam-2952	72	18	function	function	NOUN
ejpam-2952	72	19	of	of	ADP
ejpam-2952	72	20	time	time	NOUN
ejpam-2952	72	21	,	,	PUNCT
ejpam-2952	72	22	a	a	DET
ejpam-2952	72	23	specific	specific	ADJ
ejpam-2952	72	24	function	function	NOUN
ejpam-2952	72	25	of	of	ADP
ejpam-2952	72	26	a	a	DET
ejpam-2952	72	27	stochastic	stochastic	ADJ
ejpam-2952	72	28	process	process	NOUN
ejpam-2952	72	29	such	such	ADJ
ejpam-2952	72	30	as	as	ADP
ejpam-2952	72	31	a	a	DET
ejpam-2952	72	32	lagged	lag	VERB
ejpam-2952	72	33	observed	observe	VERB
ejpam-2952	72	34	time	time	NOUN
ejpam-2952	72	35	series	series	NOUN
ejpam-2952	72	36	or	or	CCONJ
ejpam-2952	72	37	an	an	DET
ejpam-2952	72	38	unobserved	unobserved	ADJ
ejpam-2952	72	39	series	series	NOUN
ejpam-2952	72	40	such	such	ADJ
ejpam-2952	72	41	as	as	ADP
ejpam-2952	72	42	the	the	DET
ejpam-2952	72	43	common	common	ADJ
ejpam-2952	72	44	factor	factor	NOUN
ejpam-2952	72	45	in	in	ADP
ejpam-2952	72	46	the	the	DET
ejpam-2952	72	47	kalman	kalman	NOUN
ejpam-2952	72	48	filter	filter	NOUN
ejpam-2952	72	49	’	'	PUNCT
ejpam-2952	72	50	.	.	PUNCT
ejpam-2952	73	1	in	in	ADP
ejpam-2952	73	2	fact	fact	NOUN
ejpam-2952	73	3	,	,	PUNCT
ejpam-2952	73	4	this	this	DET
ejpam-2952	73	5	definition	definition	NOUN
ejpam-2952	73	6	incorporates	incorporate	VERB
ejpam-2952	73	7	many	many	ADJ
ejpam-2952	73	8	models	model	NOUN
ejpam-2952	73	9	that	that	PRON
ejpam-2952	73	10	are	be	AUX
ejpam-2952	73	11	normally	normally	ADV
ejpam-2952	73	12	thought	think	VERB
ejpam-2952	73	13	of	of	ADP
ejpam-2952	73	14	as	as	ADP
ejpam-2952	73	15	nonlinear	nonlinear	ADJ
ejpam-2952	73	16	time	time	NOUN
ejpam-2952	73	17	series	series	NOUN
ejpam-2952	73	18	models	model	NOUN
ejpam-2952	73	19	such	such	ADJ
ejpam-2952	73	20	as	as	ADP
ejpam-2952	73	21	smooth	smooth	ADJ
ejpam-2952	73	22	transition	transition	NOUN
ejpam-2952	73	23	,	,	PUNCT
ejpam-2952	73	24	threshold	threshold	NOUN
ejpam-2952	73	25	autoregressive	autoregressive	ADJ
ejpam-2952	73	26	or	or	CCONJ
ejpam-2952	73	27	markov	markov	NOUN
ejpam-2952	73	28	-	-	PUNCT
ejpam-2952	73	29	switching	switch	VERB
ejpam-2952	73	30	autoregressive	autoregressive	ADJ
ejpam-2952	73	31	models	model	NOUN
ejpam-2952	73	32	.	.	PUNCT
ejpam-2952	74	1	it	it	PRON
ejpam-2952	74	2	also	also	ADV
ejpam-2952	74	3	contains	contain	VERB
ejpam-2952	74	4	random	random	ADJ
ejpam-2952	74	5	coefficient	coefficient	NOUN
ejpam-2952	74	6	models	model	NOUN
ejpam-2952	74	7	that	that	PRON
ejpam-2952	74	8	are	be	AUX
ejpam-2952	74	9	favoured	favour	VERB
ejpam-2952	74	10	by	by	ADP
ejpam-2952	74	11	macroeconomists	macroeconomist	NOUN
ejpam-2952	74	12	,	,	PUNCT
ejpam-2952	74	13	at	at	ADP
ejpam-2952	74	14	least	least	ADJ
ejpam-2952	74	15	if	if	SCONJ
ejpam-2952	74	16	the	the	DET
ejpam-2952	74	17	coefficients	coefficient	NOUN
ejpam-2952	74	18	are	be	AUX
ejpam-2952	74	19	random	random	ADJ
ejpam-2952	74	20	timo	timo	NOUN
ejpam-2952	74	21	teräsvirta	teräsvirta	NUM
ejpam-2952	74	22	/	/	SYM
ejpam-2952	74	23	eur	eur	PROPN
ejpam-2952	74	24	.	.	PUNCT
ejpam-2952	75	1	j.	j.	PROPN
ejpam-2952	75	2	pure	pure	PROPN
ejpam-2952	75	3	appl	appl	PROPN
ejpam-2952	75	4	.	.	PROPN
ejpam-2952	75	5	math	math	PROPN
ejpam-2952	75	6	,	,	PUNCT
ejpam-2952	75	7	10	10	NUM
ejpam-2952	75	8	(	(	PUNCT
ejpam-2952	75	9	1	1	NUM
ejpam-2952	75	10	)	)	PUNCT
ejpam-2952	75	11	(	(	PUNCT
ejpam-2952	75	12	2017	2017	NUM
ejpam-2952	75	13	)	)	PUNCT
ejpam-2952	75	14	,	,	PUNCT
ejpam-2952	75	15	104	104	NUM
ejpam-2952	75	16	-	-	SYM
ejpam-2952	75	17	132	132	NUM
ejpam-2952	75	18	107	107	NUM
ejpam-2952	75	19	walks	walk	NOUN
ejpam-2952	75	20	and	and	CCONJ
ejpam-2952	75	21	the	the	DET
ejpam-2952	75	22	models	model	NOUN
ejpam-2952	75	23	thus	thus	ADV
ejpam-2952	75	24	nonstationary	nonstationary	ADJ
ejpam-2952	75	25	.	.	PUNCT
ejpam-2952	76	1	all	all	DET
ejpam-2952	76	2	these	these	DET
ejpam-2952	76	3	models	model	NOUN
ejpam-2952	76	4	are	be	AUX
ejpam-2952	76	5	discussed	discuss	VERB
ejpam-2952	76	6	in	in	ADP
ejpam-2952	76	7	[	[	X
ejpam-2952	76	8	73	73	NUM
ejpam-2952	76	9	]	]	PUNCT
ejpam-2952	76	10	,	,	PUNCT
ejpam-2952	76	11	chapter	chapter	NOUN
ejpam-2952	76	12	3	3	NUM
ejpam-2952	76	13	.	.	NOUN
ejpam-2952	76	14	3	3	X
ejpam-2952	76	15	.	.	X
ejpam-2952	76	16	testing	test	VERB
ejpam-2952	76	17	linearity	linearity	PROPN
ejpam-2952	76	18	linear	linear	NOUN
ejpam-2952	76	19	models	model	NOUN
ejpam-2952	76	20	have	have	AUX
ejpam-2952	76	21	for	for	ADP
ejpam-2952	76	22	a	a	DET
ejpam-2952	76	23	long	long	ADJ
ejpam-2952	76	24	time	time	NOUN
ejpam-2952	76	25	dominated	dominate	VERB
ejpam-2952	76	26	the	the	DET
ejpam-2952	76	27	modelling	modelling	NOUN
ejpam-2952	76	28	of	of	ADP
ejpam-2952	76	29	economic	economic	ADJ
ejpam-2952	76	30	time	time	NOUN
ejpam-2952	76	31	series	series	NOUN
ejpam-2952	76	32	.	.	PUNCT
ejpam-2952	77	1	many	many	ADJ
ejpam-2952	77	2	nonlinear	nonlinear	ADJ
ejpam-2952	77	3	models	model	NOUN
ejpam-2952	77	4	that	that	PRON
ejpam-2952	77	5	are	be	AUX
ejpam-2952	77	6	applied	apply	VERB
ejpam-2952	77	7	in	in	ADP
ejpam-2952	77	8	economic	economic	ADJ
ejpam-2952	77	9	and	and	CCONJ
ejpam-2952	77	10	econometric	econometric	ADJ
ejpam-2952	77	11	research	research	NOUN
ejpam-2952	77	12	nest	nest	NOUN
ejpam-2952	77	13	a	a	DET
ejpam-2952	77	14	linear	linear	ADJ
ejpam-2952	77	15	model	model	NOUN
ejpam-2952	77	16	.	.	PUNCT
ejpam-2952	78	1	besides	besides	SCONJ
ejpam-2952	78	2	,	,	PUNCT
ejpam-2952	78	3	several	several	ADJ
ejpam-2952	78	4	of	of	ADP
ejpam-2952	78	5	these	these	DET
ejpam-2952	78	6	models	model	NOUN
ejpam-2952	78	7	are	be	AUX
ejpam-2952	78	8	only	only	ADV
ejpam-2952	78	9	identified	identify	VERB
ejpam-2952	78	10	under	under	ADP
ejpam-2952	78	11	the	the	DET
ejpam-2952	78	12	alternative	alternative	NOUN
ejpam-2952	78	13	,	,	PUNCT
ejpam-2952	78	14	that	that	ADV
ejpam-2952	78	15	is	is	ADV
ejpam-2952	78	16	,	,	PUNCT
ejpam-2952	78	17	when	when	SCONJ
ejpam-2952	78	18	the	the	DET
ejpam-2952	78	19	nonlinear	nonlinear	ADJ
ejpam-2952	78	20	model	model	NOUN
ejpam-2952	78	21	is	be	AUX
ejpam-2952	78	22	true	true	ADJ
ejpam-2952	78	23	.	.	PUNCT
ejpam-2952	79	1	as	as	SCONJ
ejpam-2952	79	2	granger	granger	PROPN
ejpam-2952	79	3	argues	argue	VERB
ejpam-2952	79	4	,	,	PUNCT
ejpam-2952	79	5	see	see	VERB
ejpam-2952	79	6	for	for	ADP
ejpam-2952	79	7	example	example	NOUN
ejpam-2952	79	8	[	[	X
ejpam-2952	79	9	26	26	NUM
ejpam-2952	79	10	]	]	PUNCT
ejpam-2952	79	11	,	,	PUNCT
ejpam-2952	79	12	it	it	PRON
ejpam-2952	79	13	is	be	AUX
ejpam-2952	79	14	therefore	therefore	ADV
ejpam-2952	79	15	advisable	advisable	ADJ
ejpam-2952	79	16	to	to	PART
ejpam-2952	79	17	test	test	VERB
ejpam-2952	79	18	linearity	linearity	NOUN
ejpam-2952	79	19	before	before	ADP
ejpam-2952	79	20	fitting	fit	VERB
ejpam-2952	79	21	such	such	DET
ejpam-2952	79	22	a	a	DET
ejpam-2952	79	23	nonlinear	nonlinear	ADJ
ejpam-2952	79	24	model	model	NOUN
ejpam-2952	79	25	to	to	ADP
ejpam-2952	79	26	the	the	DET
ejpam-2952	79	27	data	datum	NOUN
ejpam-2952	79	28	.	.	PUNCT
ejpam-2952	80	1	clive	clive	PROPN
ejpam-2952	80	2	granger	granger	PROPN
ejpam-2952	80	3	and	and	CCONJ
ejpam-2952	80	4	co	co	NOUN
ejpam-2952	80	5	-	-	NOUN
ejpam-2952	80	6	authors	author	NOUN
ejpam-2952	80	7	have	have	AUX
ejpam-2952	80	8	made	make	VERB
ejpam-2952	80	9	two	two	NUM
ejpam-2952	80	10	contributions	contribution	NOUN
ejpam-2952	80	11	to	to	ADP
ejpam-2952	80	12	this	this	DET
ejpam-2952	80	13	area	area	NOUN
ejpam-2952	80	14	of	of	ADP
ejpam-2952	80	15	research	research	NOUN
ejpam-2952	80	16	.	.	PUNCT
ejpam-2952	81	1	in	in	ADP
ejpam-2952	81	2	[	[	X
ejpam-2952	81	3	53	53	NUM
ejpam-2952	81	4	]	]	PUNCT
ejpam-2952	81	5	the	the	DET
ejpam-2952	81	6	aim	aim	NOUN
ejpam-2952	81	7	is	be	AUX
ejpam-2952	81	8	to	to	PART
ejpam-2952	81	9	compare	compare	VERB
ejpam-2952	81	10	a	a	DET
ejpam-2952	81	11	new	new	ADJ
ejpam-2952	81	12	test	test	NOUN
ejpam-2952	81	13	based	base	VERB
ejpam-2952	81	14	on	on	ADP
ejpam-2952	81	15	neural	neural	ADJ
ejpam-2952	81	16	networks	network	NOUN
ejpam-2952	81	17	and	and	CCONJ
ejpam-2952	81	18	originally	originally	ADV
ejpam-2952	81	19	developed	develop	VERB
ejpam-2952	81	20	by	by	ADP
ejpam-2952	81	21	[	[	X
ejpam-2952	81	22	77	77	NUM
ejpam-2952	81	23	]	]	PUNCT
ejpam-2952	81	24	with	with	ADP
ejpam-2952	81	25	a	a	DET
ejpam-2952	81	26	large	large	ADJ
ejpam-2952	81	27	number	number	NOUN
ejpam-2952	81	28	of	of	ADP
ejpam-2952	81	29	other	other	ADJ
ejpam-2952	81	30	well	well	ADV
ejpam-2952	81	31	-	-	PUNCT
ejpam-2952	81	32	known	know	VERB
ejpam-2952	81	33	linearity	linearity	NOUN
ejpam-2952	81	34	tests	test	NOUN
ejpam-2952	81	35	.	.	PUNCT
ejpam-2952	82	1	the	the	DET
ejpam-2952	82	2	model	model	NOUN
ejpam-2952	82	3	to	to	PART
ejpam-2952	82	4	be	be	AUX
ejpam-2952	82	5	tested	test	VERB
ejpam-2952	82	6	is	be	AUX
ejpam-2952	82	7	yt	yt	NOUN
ejpam-2952	82	8	=	=	PUNCT
ejpam-2952	82	9	x′tθ	x′tθ	PROPN
ejpam-2952	83	1	+	+	CCONJ
ejpam-2952	83	2	q∑	q∑	X
ejpam-2952	83	3	j=1	j=1	NOUN
ejpam-2952	83	4	βjψ(x′tγj	βjψ(x′tγj	PROPN
ejpam-2952	83	5	)	)	PUNCT
ejpam-2952	84	1	+	+	CCONJ
ejpam-2952	84	2	εt	εt	PROPN
ejpam-2952	84	3	(	(	PUNCT
ejpam-2952	84	4	2	2	NUM
ejpam-2952	84	5	)	)	PUNCT
ejpam-2952	84	6	where	where	SCONJ
ejpam-2952	84	7	{	{	PUNCT
ejpam-2952	84	8	εt	εt	VERB
ejpam-2952	84	9	}	}	PUNCT
ejpam-2952	84	10	is	be	AUX
ejpam-2952	84	11	a	a	DET
ejpam-2952	84	12	white	white	ADJ
ejpam-2952	84	13	noise	noise	NOUN
ejpam-2952	84	14	process	process	NOUN
ejpam-2952	84	15	with	with	ADP
ejpam-2952	84	16	zero	zero	NUM
ejpam-2952	84	17	mean	mean	NOUN
ejpam-2952	84	18	and	and	CCONJ
ejpam-2952	84	19	ψ	ψ	X
ejpam-2952	84	20	(	(	PUNCT
ejpam-2952	84	21	·	·	PUNCT
ejpam-2952	84	22	)	)	PUNCT
ejpam-2952	84	23	is	be	AUX
ejpam-2952	84	24	a	a	DET
ejpam-2952	84	25	logistic	logistic	ADJ
ejpam-2952	84	26	function	function	NOUN
ejpam-2952	84	27	,	,	PUNCT
ejpam-2952	84	28	often	often	ADV
ejpam-2952	84	29	called	call	VERB
ejpam-2952	84	30	a	a	DET
ejpam-2952	84	31	’	'	PUNCT
ejpam-2952	84	32	hidden	hidden	ADJ
ejpam-2952	84	33	unit	unit	NOUN
ejpam-2952	84	34	’	'	PUNCT
ejpam-2952	84	35	.	.	PUNCT
ejpam-2952	85	1	the	the	DET
ejpam-2952	85	2	weighted	weight	VERB
ejpam-2952	85	3	sum	sum	NOUN
ejpam-2952	85	4	of	of	ADP
ejpam-2952	85	5	the	the	DET
ejpam-2952	85	6	q	q	ADV
ejpam-2952	85	7	hidden	hide	VERB
ejpam-2952	85	8	units	unit	NOUN
ejpam-2952	85	9	is	be	AUX
ejpam-2952	85	10	taken	take	VERB
ejpam-2952	85	11	to	to	PART
ejpam-2952	85	12	be	be	AUX
ejpam-2952	85	13	an	an	DET
ejpam-2952	85	14	approximation	approximation	NOUN
ejpam-2952	85	15	to	to	ADP
ejpam-2952	85	16	the	the	DET
ejpam-2952	85	17	unknown	unknown	ADJ
ejpam-2952	85	18	form	form	NOUN
ejpam-2952	85	19	of	of	ADP
ejpam-2952	85	20	nonlinearity	nonlinearity	NOUN
ejpam-2952	85	21	present	present	ADJ
ejpam-2952	85	22	under	under	ADP
ejpam-2952	85	23	the	the	DET
ejpam-2952	85	24	alternative	alternative	NOUN
ejpam-2952	85	25	.	.	PUNCT
ejpam-2952	86	1	the	the	DET
ejpam-2952	86	2	null	null	ADJ
ejpam-2952	86	3	hypothesis	hypothesis	NOUN
ejpam-2952	86	4	,	,	PUNCT
ejpam-2952	86	5	as	as	SCONJ
ejpam-2952	86	6	formulated	formulate	VERB
ejpam-2952	86	7	in	in	ADP
ejpam-2952	86	8	the	the	DET
ejpam-2952	86	9	paper	paper	NOUN
ejpam-2952	86	10	,	,	PUNCT
ejpam-2952	86	11	is	be	AUX
ejpam-2952	86	12	pr{e(yt|xt	pr{e(yt|xt	NOUN
ejpam-2952	86	13	)	)	PUNCT
ejpam-2952	86	14	=	=	SYM
ejpam-2952	87	1	x′tθ	x′tθ	PROPN
ejpam-2952	87	2	}	}	PUNCT
ejpam-2952	87	3	=	=	SYM
ejpam-2952	87	4	1	1	NUM
ejpam-2952	87	5	or	or	CCONJ
ejpam-2952	87	6	,	,	PUNCT
ejpam-2952	87	7	β1	β1	PROPN
ejpam-2952	87	8	=	=	PUNCT
ejpam-2952	87	9	...	...	PUNCT
ejpam-2952	88	1	=	=	SYM
ejpam-2952	88	2	βq	βq	ADJ
ejpam-2952	88	3	=	=	NOUN
ejpam-2952	88	4	0	0	NUM
ejpam-2952	88	5	,	,	PUNCT
ejpam-2952	88	6	whereas	whereas	SCONJ
ejpam-2952	88	7	the	the	DET
ejpam-2952	88	8	alternative	alternative	NOUN
ejpam-2952	88	9	is	be	AUX
ejpam-2952	88	10	pr{e(yt|xt	pr{e(yt|xt	PRON
ejpam-2952	88	11	)	)	PUNCT
ejpam-2952	88	12	=	=	SYM
ejpam-2952	89	1	x′tθ	x′tθ	PROPN
ejpam-2952	89	2	}	}	PUNCT
ejpam-2952	89	3	<	<	X
ejpam-2952	89	4	1	1	X
ejpam-2952	89	5	.	.	PUNCT
ejpam-2952	90	1	it	it	PRON
ejpam-2952	90	2	is	be	AUX
ejpam-2952	90	3	seen	see	VERB
ejpam-2952	90	4	that	that	SCONJ
ejpam-2952	90	5	the	the	DET
ejpam-2952	90	6	model	model	NOUN
ejpam-2952	90	7	is	be	AUX
ejpam-2952	90	8	not	not	PART
ejpam-2952	90	9	identified	identify	VERB
ejpam-2952	90	10	under	under	ADP
ejpam-2952	90	11	h0	h0	NOUN
ejpam-2952	90	12	as	as	ADP
ejpam-2952	90	13	γj	γj	PROPN
ejpam-2952	90	14	,	,	PUNCT
ejpam-2952	90	15	j	j	PROPN
ejpam-2952	90	16	=	=	SYM
ejpam-2952	90	17	1	1	NUM
ejpam-2952	90	18	,	,	PUNCT
ejpam-2952	90	19	...	...	PUNCT
ejpam-2952	90	20	,	,	PUNCT
ejpam-2952	90	21	q	q	X
ejpam-2952	90	22	,	,	PUNCT
ejpam-2952	90	23	are	be	AUX
ejpam-2952	90	24	unidentified	unidentified	ADJ
ejpam-2952	90	25	nuisance	nuisance	ADJ
ejpam-2952	90	26	parameter	parameter	NOUN
ejpam-2952	90	27	vectors	vector	NOUN
ejpam-2952	90	28	.	.	PUNCT
ejpam-2952	91	1	this	this	DET
ejpam-2952	91	2	identification	identification	NOUN
ejpam-2952	91	3	problem	problem	NOUN
ejpam-2952	91	4	was	be	AUX
ejpam-2952	91	5	first	first	ADV
ejpam-2952	91	6	studied	study	VERB
ejpam-2952	91	7	by	by	ADP
ejpam-2952	91	8	[	[	PUNCT
ejpam-2952	91	9	11	11	NUM
ejpam-2952	91	10	]	]	PUNCT
ejpam-2952	91	11	.	.	PUNCT
ejpam-2952	92	1	for	for	ADP
ejpam-2952	92	2	more	more	ADJ
ejpam-2952	92	3	discussion	discussion	NOUN
ejpam-2952	92	4	,	,	PUNCT
ejpam-2952	92	5	see	see	VERB
ejpam-2952	92	6	[	[	X
ejpam-2952	92	7	73	73	NUM
ejpam-2952	92	8	]	]	PUNCT
ejpam-2952	92	9	,	,	PUNCT
ejpam-2952	92	10	chapter	chapter	NOUN
ejpam-2952	92	11	5	5	NUM
ejpam-2952	92	12	.	.	PUNCT
ejpam-2952	93	1	the	the	DET
ejpam-2952	93	2	novelty	novelty	NOUN
ejpam-2952	93	3	in	in	ADP
ejpam-2952	93	4	[	[	X
ejpam-2952	93	5	53	53	NUM
ejpam-2952	93	6	]	]	PUNCT
ejpam-2952	93	7	is	be	AUX
ejpam-2952	93	8	that	that	SCONJ
ejpam-2952	93	9	the	the	DET
ejpam-2952	93	10	problem	problem	NOUN
ejpam-2952	93	11	is	be	AUX
ejpam-2952	93	12	solved	solve	VERB
ejpam-2952	93	13	by	by	ADP
ejpam-2952	93	14	giving	give	VERB
ejpam-2952	93	15	parameter	parameter	NOUN
ejpam-2952	93	16	vectors	vector	NOUN
ejpam-2952	93	17	γj	γj	ADP
ejpam-2952	93	18	in	in	ADP
ejpam-2952	93	19	(	(	PUNCT
ejpam-2952	93	20	2	2	X
ejpam-2952	93	21	)	)	PUNCT
ejpam-2952	93	22	values	value	NOUN
ejpam-2952	93	23	drawn	draw	VERB
ejpam-2952	93	24	randomly	randomly	ADV
ejpam-2952	93	25	from	from	ADP
ejpam-2952	93	26	a	a	DET
ejpam-2952	93	27	given	give	VERB
ejpam-2952	93	28	distribution	distribution	NOUN
ejpam-2952	93	29	,	,	PUNCT
ejpam-2952	93	30	so	so	CCONJ
ejpam-2952	93	31	ψ(x′tγj	ψ(x′tγj	NOUN
ejpam-2952	93	32	)	)	PUNCT
ejpam-2952	93	33	,	,	PUNCT
ejpam-2952	93	34	j	j	PROPN
ejpam-2952	94	1	=	=	SYM
ejpam-2952	94	2	1	1	NUM
ejpam-2952	94	3	,	,	PUNCT
ejpam-2952	94	4	...	...	PUNCT
ejpam-2952	94	5	,	,	PUNCT
ejpam-2952	94	6	q	q	X
ejpam-2952	94	7	,	,	PUNCT
ejpam-2952	94	8	become	become	VERB
ejpam-2952	94	9	observable	observable	ADJ
ejpam-2952	94	10	random	random	ADJ
ejpam-2952	94	11	variables	variable	NOUN
ejpam-2952	94	12	.	.	PUNCT
ejpam-2952	95	1	a	a	DET
ejpam-2952	95	2	fairly	fairly	ADV
ejpam-2952	95	3	large	large	ADJ
ejpam-2952	95	4	q	q	NOUN
ejpam-2952	95	5	is	be	AUX
ejpam-2952	95	6	required	require	VERB
ejpam-2952	95	7	for	for	ADP
ejpam-2952	95	8	this	this	DET
ejpam-2952	95	9	lee	lee	PROPN
ejpam-2952	95	10	,	,	PUNCT
ejpam-2952	95	11	white	white	ADJ
ejpam-2952	95	12	and	and	CCONJ
ejpam-2952	95	13	granger	granger	PROPN
ejpam-2952	95	14	or	or	CCONJ
ejpam-2952	95	15	lwg	lwg	ADJ
ejpam-2952	95	16	test	test	NOUN
ejpam-2952	95	17	to	to	PART
ejpam-2952	95	18	have	have	VERB
ejpam-2952	95	19	reasonable	reasonable	ADJ
ejpam-2952	95	20	power	power	NOUN
ejpam-2952	95	21	,	,	PUNCT
ejpam-2952	95	22	but	but	CCONJ
ejpam-2952	95	23	then	then	ADV
ejpam-2952	95	24	this	this	PRON
ejpam-2952	95	25	may	may	AUX
ejpam-2952	95	26	lead	lead	VERB
ejpam-2952	95	27	to	to	ADP
ejpam-2952	95	28	problems	problem	NOUN
ejpam-2952	95	29	with	with	ADP
ejpam-2952	95	30	nearly	nearly	ADV
ejpam-2952	95	31	collinear	collinear	ADJ
ejpam-2952	95	32	regressors	regressor	NOUN
ejpam-2952	95	33	.	.	PUNCT
ejpam-2952	96	1	as	as	ADP
ejpam-2952	96	2	a	a	DET
ejpam-2952	96	3	remedy	remedy	NOUN
ejpam-2952	96	4	,	,	PUNCT
ejpam-2952	96	5	the	the	DET
ejpam-2952	96	6	authors	author	NOUN
ejpam-2952	96	7	suggest	suggest	VERB
ejpam-2952	96	8	principal	principal	ADJ
ejpam-2952	96	9	components	component	NOUN
ejpam-2952	96	10	and	and	CCONJ
ejpam-2952	96	11	selecting	select	VERB
ejpam-2952	96	12	the	the	DET
ejpam-2952	96	13	most	most	ADV
ejpam-2952	96	14	informative	informative	ADJ
ejpam-2952	96	15	ones	one	NOUN
ejpam-2952	96	16	to	to	PART
ejpam-2952	96	17	replace	replace	VERB
ejpam-2952	96	18	the	the	DET
ejpam-2952	96	19	original	original	ADJ
ejpam-2952	96	20	hidden	hide	VERB
ejpam-2952	96	21	units	unit	NOUN
ejpam-2952	96	22	.	.	PUNCT
ejpam-2952	97	1	if	if	SCONJ
ejpam-2952	97	2	the	the	DET
ejpam-2952	97	3	model	model	NOUN
ejpam-2952	97	4	is	be	AUX
ejpam-2952	97	5	dynamic	dynamic	ADJ
ejpam-2952	97	6	(	(	PUNCT
ejpam-2952	97	7	xt	xt	PROPN
ejpam-2952	97	8	contains	contain	VERB
ejpam-2952	97	9	lags	lag	NOUN
ejpam-2952	97	10	of	of	ADP
ejpam-2952	97	11	yt	yt	NOUN
ejpam-2952	97	12	)	)	PUNCT
ejpam-2952	97	13	,	,	PUNCT
ejpam-2952	97	14	the	the	DET
ejpam-2952	97	15	resulting	result	VERB
ejpam-2952	97	16	test	test	NOUN
ejpam-2952	97	17	has	have	VERB
ejpam-2952	97	18	an	an	DET
ejpam-2952	97	19	asymptotic	asymptotic	ADJ
ejpam-2952	97	20	χ2	χ2	NOUN
ejpam-2952	97	21	-	-	PUNCT
ejpam-2952	97	22	distribution	distribution	NOUN
ejpam-2952	97	23	when	when	SCONJ
ejpam-2952	97	24	the	the	DET
ejpam-2952	97	25	null	null	ADJ
ejpam-2952	97	26	hypothesis	hypothesis	NOUN
ejpam-2952	97	27	holds	hold	VERB
ejpam-2952	97	28	.	.	PUNCT
ejpam-2952	98	1	the	the	DET
ejpam-2952	98	2	power	power	NOUN
ejpam-2952	98	3	of	of	ADP
ejpam-2952	98	4	this	this	PRON
ejpam-2952	98	5	and	and	CCONJ
ejpam-2952	98	6	a	a	DET
ejpam-2952	98	7	number	number	NOUN
ejpam-2952	98	8	of	of	ADP
ejpam-2952	98	9	other	other	ADJ
ejpam-2952	98	10	tests	test	NOUN
ejpam-2952	98	11	is	be	AUX
ejpam-2952	98	12	studied	study	VERB
ejpam-2952	98	13	by	by	ADP
ejpam-2952	98	14	simulation	simulation	NOUN
ejpam-2952	98	15	.	.	PUNCT
ejpam-2952	99	1	the	the	DET
ejpam-2952	99	2	set	set	NOUN
ejpam-2952	99	3	of	of	ADP
ejpam-2952	99	4	models	model	NOUN
ejpam-2952	99	5	contains	contain	VERB
ejpam-2952	99	6	both	both	CCONJ
ejpam-2952	99	7	univariate	univariate	ADJ
ejpam-2952	99	8	and	and	CCONJ
ejpam-2952	99	9	multivariate	multivariate	VERB
ejpam-2952	99	10	nonlinear	nonlinear	ADJ
ejpam-2952	99	11	models	model	NOUN
ejpam-2952	99	12	,	,	PUNCT
ejpam-2952	99	13	including	include	VERB
ejpam-2952	99	14	the	the	DET
ejpam-2952	99	15	bilinear	bilinear	NOUN
ejpam-2952	99	16	model	model	NOUN
ejpam-2952	99	17	in	in	ADP
ejpam-2952	99	18	section	section	NOUN
ejpam-2952	99	19	4.1	4.1	NUM
ejpam-2952	99	20	and	and	CCONJ
ejpam-2952	99	21	the	the	DET
ejpam-2952	99	22	sign	sign	NOUN
ejpam-2952	99	23	-	-	PUNCT
ejpam-2952	99	24	autoregressive	autoregressive	ADJ
ejpam-2952	99	25	test	test	NOUN
ejpam-2952	99	26	in	in	ADP
ejpam-2952	99	27	section	section	NOUN
ejpam-2952	99	28	3	3	NUM
ejpam-2952	99	29	.	.	PUNCT
ejpam-2952	100	1	the	the	DET
ejpam-2952	100	2	empirical	empirical	ADJ
ejpam-2952	100	3	size	size	NOUN
ejpam-2952	100	4	of	of	ADP
ejpam-2952	100	5	the	the	DET
ejpam-2952	100	6	tests	test	NOUN
ejpam-2952	100	7	is	be	AUX
ejpam-2952	100	8	investigated	investigate	VERB
ejpam-2952	100	9	by	by	ADP
ejpam-2952	100	10	having	have	VERB
ejpam-2952	100	11	a	a	DET
ejpam-2952	100	12	first	first	ADJ
ejpam-2952	100	13	-	-	PUNCT
ejpam-2952	100	14	order	order	NOUN
ejpam-2952	100	15	autoregressive	autoregressive	ADJ
ejpam-2952	100	16	model	model	NOUN
ejpam-2952	100	17	as	as	ADP
ejpam-2952	100	18	the	the	DET
ejpam-2952	100	19	null	null	ADJ
ejpam-2952	100	20	model	model	NOUN
ejpam-2952	100	21	.	.	PUNCT
ejpam-2952	101	1	no	no	DET
ejpam-2952	101	2	test	test	NOUN
ejpam-2952	101	3	turns	turn	VERB
ejpam-2952	101	4	out	out	ADP
ejpam-2952	101	5	to	to	PART
ejpam-2952	101	6	dominate	dominate	VERB
ejpam-2952	101	7	the	the	DET
ejpam-2952	101	8	others	other	NOUN
ejpam-2952	101	9	.	.	PUNCT
ejpam-2952	102	1	however	however	ADV
ejpam-2952	102	2	,	,	PUNCT
ejpam-2952	102	3	the	the	DET
ejpam-2952	102	4	authors	author	NOUN
ejpam-2952	102	5	conclude	conclude	VERB
ejpam-2952	102	6	that	that	SCONJ
ejpam-2952	102	7	’	'	PUNCT
ejpam-2952	102	8	the	the	DET
ejpam-2952	102	9	new	new	ADJ
ejpam-2952	102	10	neural	neural	ADJ
ejpam-2952	102	11	network	network	NOUN
ejpam-2952	102	12	test	test	NOUN
ejpam-2952	102	13	[	[	X
ejpam-2952	102	14	...	...	X
ejpam-2952	102	15	]	]	PUNCT
ejpam-2952	102	16	appears	appear	VERB
ejpam-2952	102	17	to	to	PART
ejpam-2952	102	18	perform	perform	VERB
ejpam-2952	102	19	as	as	ADV
ejpam-2952	102	20	well	well	ADV
ejpam-2952	102	21	as	as	ADP
ejpam-2952	102	22	or	or	CCONJ
ejpam-2952	102	23	better	well	ADJ
ejpam-2952	102	24	than	than	ADP
ejpam-2952	102	25	standard	standard	ADJ
ejpam-2952	102	26	tests	test	NOUN
ejpam-2952	102	27	in	in	ADP
ejpam-2952	102	28	certain	certain	ADJ
ejpam-2952	102	29	contexts	context	NOUN
ejpam-2952	102	30	.	.	PUNCT
ejpam-2952	102	31	’	'	PUNCT
ejpam-2952	103	1	it	it	PRON
ejpam-2952	103	2	may	may	AUX
ejpam-2952	103	3	be	be	AUX
ejpam-2952	103	4	mentioned	mention	VERB
ejpam-2952	103	5	that	that	SCONJ
ejpam-2952	103	6	later	later	ADV
ejpam-2952	103	7	on	on	ADV
ejpam-2952	103	8	,	,	PUNCT
ejpam-2952	103	9	[	[	X
ejpam-2952	103	10	70	70	NUM
ejpam-2952	103	11	]	]	PUNCT
ejpam-2952	103	12	was	be	AUX
ejpam-2952	103	13	able	able	ADJ
ejpam-2952	103	14	to	to	PART
ejpam-2952	103	15	explain	explain	VERB
ejpam-2952	103	16	many	many	ADJ
ejpam-2952	103	17	of	of	ADP
ejpam-2952	103	18	the	the	DET
ejpam-2952	103	19	simulation	simulation	NOUN
ejpam-2952	103	20	results	result	VERB
ejpam-2952	103	21	in	in	ADP
ejpam-2952	103	22	[	[	X
ejpam-2952	103	23	53	53	NUM
ejpam-2952	103	24	]	]	PUNCT
ejpam-2952	103	25	using	use	VERB
ejpam-2952	103	26	analytic	analytic	ADJ
ejpam-2952	103	27	tools	tool	NOUN
ejpam-2952	103	28	.	.	PUNCT
ejpam-2952	104	1	the	the	DET
ejpam-2952	104	2	starting	start	VERB
ejpam-2952	104	3	-	-	PUNCT
ejpam-2952	104	4	point	point	NOUN
ejpam-2952	104	5	of	of	ADP
ejpam-2952	104	6	[	[	X
ejpam-2952	104	7	71	71	NUM
ejpam-2952	104	8	]	]	PUNCT
ejpam-2952	104	9	is	be	AUX
ejpam-2952	104	10	the	the	DET
ejpam-2952	104	11	same	same	ADJ
ejpam-2952	104	12	(	(	PUNCT
ejpam-2952	104	13	but	but	CCONJ
ejpam-2952	104	14	univariate	univariate	ADJ
ejpam-2952	104	15	)	)	PUNCT
ejpam-2952	104	16	model	model	NOUN
ejpam-2952	104	17	.	.	PUNCT
ejpam-2952	105	1	the	the	DET
ejpam-2952	105	2	identification	identification	NOUN
ejpam-2952	105	3	problem	problem	NOUN
ejpam-2952	105	4	is	be	AUX
ejpam-2952	105	5	solved	solve	VERB
ejpam-2952	105	6	differently	differently	ADV
ejpam-2952	105	7	by	by	ADP
ejpam-2952	105	8	approximating	approximate	VERB
ejpam-2952	105	9	ψ(x′tγj	ψ(x′tγj	NOUN
ejpam-2952	105	10	)	)	PUNCT
ejpam-2952	105	11	by	by	ADP
ejpam-2952	105	12	a	a	DET
ejpam-2952	105	13	third	third	ADJ
ejpam-2952	105	14	-	-	PUNCT
ejpam-2952	105	15	order	order	NOUN
ejpam-2952	105	16	polynomial	polynomial	NOUN
ejpam-2952	105	17	of	of	ADP
ejpam-2952	105	18	timo	timo	PROPN
ejpam-2952	105	19	teräsvirta	teräsvirta	NUM
ejpam-2952	105	20	/	/	SYM
ejpam-2952	105	21	eur	eur	PROPN
ejpam-2952	105	22	.	.	PUNCT
ejpam-2952	106	1	j.	j.	PROPN
ejpam-2952	106	2	pure	pure	PROPN
ejpam-2952	106	3	appl	appl	PROPN
ejpam-2952	106	4	.	.	PROPN
ejpam-2952	106	5	math	math	PROPN
ejpam-2952	106	6	,	,	PUNCT
ejpam-2952	106	7	10	10	NUM
ejpam-2952	106	8	(	(	PUNCT
ejpam-2952	106	9	1	1	NUM
ejpam-2952	106	10	)	)	PUNCT
ejpam-2952	106	11	(	(	PUNCT
ejpam-2952	106	12	2017	2017	NUM
ejpam-2952	106	13	)	)	PUNCT
ejpam-2952	106	14	,	,	PUNCT
ejpam-2952	106	15	104	104	NUM
ejpam-2952	106	16	-	-	SYM
ejpam-2952	106	17	132	132	NUM
ejpam-2952	106	18	108	108	NUM
ejpam-2952	106	19	xt	xt	X
ejpam-2952	106	20	=	=	SYM
ejpam-2952	106	21	(	(	PUNCT
ejpam-2952	106	22	1	1	NUM
ejpam-2952	106	23	,	,	PUNCT
ejpam-2952	106	24	yt−1	yt−1	PROPN
ejpam-2952	106	25	,	,	PUNCT
ejpam-2952	106	26	...	...	PUNCT
ejpam-2952	106	27	,	,	PUNCT
ejpam-2952	106	28	yt−p	yt−p	PROPN
ejpam-2952	106	29	)	)	PUNCT
ejpam-2952	106	30	′.	′.	NOUN
ejpam-2952	106	31	this	this	PRON
ejpam-2952	106	32	leads	lead	VERB
ejpam-2952	106	33	to	to	ADP
ejpam-2952	106	34	the	the	DET
ejpam-2952	106	35	following	follow	VERB
ejpam-2952	106	36	approximation	approximation	NOUN
ejpam-2952	106	37	:	:	PUNCT
ejpam-2952	106	38	yt	yt	PROPN
ejpam-2952	106	39	=	=	PUNCT
ejpam-2952	106	40	x′tθ	x′tθ	PROPN
ejpam-2952	106	41	∗	∗	NOUN
ejpam-2952	106	42	+	+	CCONJ
ejpam-2952	106	43	p∑	p∑	NOUN
ejpam-2952	106	44	i=1	i=1	PROPN
ejpam-2952	106	45	∑	∑	PROPN
ejpam-2952	106	46	j≤i	j≤i	ADV
ejpam-2952	106	47	δijyt−iyt−j	δijyt−iyt−j	NOUN
ejpam-2952	106	48	+	+	CCONJ
ejpam-2952	106	49	p∑	p∑	X
ejpam-2952	106	50	i=1	i=1	X
ejpam-2952	106	51	∑	∑	ADV
ejpam-2952	106	52	j≤i	j≤i	ADJ
ejpam-2952	106	53	∑	∑	PUNCT
ejpam-2952	106	54	k≤j	k≤j	NOUN
ejpam-2952	106	55	δijkyt−iyt−jyt−k	δijkyt−iyt−jyt−k	NOUN
ejpam-2952	106	56	+	+	SYM
ejpam-2952	106	57	ε∗t	ε∗t	SYM
ejpam-2952	106	58	(	(	PUNCT
ejpam-2952	106	59	3	3	NUM
ejpam-2952	106	60	)	)	PUNCT
ejpam-2952	106	61	and	and	CCONJ
ejpam-2952	106	62	the	the	DET
ejpam-2952	106	63	null	null	ADJ
ejpam-2952	106	64	hypothesis	hypothesis	NOUN
ejpam-2952	106	65	of	of	ADP
ejpam-2952	106	66	this	this	DET
ejpam-2952	106	67	auxiliary	auxiliary	ADJ
ejpam-2952	106	68	model	model	NOUN
ejpam-2952	106	69	becomes	become	VERB
ejpam-2952	106	70	h0	h0	NOUN
ejpam-2952	106	71	:	:	PUNCT
ejpam-2952	106	72	δij	δij	NOUN
ejpam-2952	106	73	=	=	SYM
ejpam-2952	106	74	0	0	PROPN
ejpam-2952	106	75	,	,	PUNCT
ejpam-2952	106	76	i	i	PRON
ejpam-2952	106	77	=	=	NOUN
ejpam-2952	106	78	1	1	NUM
ejpam-2952	106	79	,	,	PUNCT
ejpam-2952	106	80	...	...	PUNCT
ejpam-2952	106	81	,	,	PUNCT
ejpam-2952	106	82	p	p	X
ejpam-2952	106	83	,	,	PUNCT
ejpam-2952	106	84	j	j	PROPN
ejpam-2952	106	85	=	=	SYM
ejpam-2952	106	86	1	1	NUM
ejpam-2952	106	87	,	,	PUNCT
ejpam-2952	106	88	...	...	PUNCT
ejpam-2952	106	89	,	,	PUNCT
ejpam-2952	106	90	i	i	PRON
ejpam-2952	106	91	,	,	PUNCT
ejpam-2952	106	92	and	and	CCONJ
ejpam-2952	106	93	δijk	δijk	NOUN
ejpam-2952	106	94	=	=	SYM
ejpam-2952	106	95	0	0	NUM
ejpam-2952	106	96	,	,	PUNCT
ejpam-2952	106	97	i	i	PRON
ejpam-2952	106	98	=	=	NOUN
ejpam-2952	106	99	1	1	NUM
ejpam-2952	106	100	,	,	PUNCT
ejpam-2952	106	101	...	...	PUNCT
ejpam-2952	106	102	,	,	PUNCT
ejpam-2952	106	103	p	p	X
ejpam-2952	106	104	,	,	PUNCT
ejpam-2952	106	105	j	j	PROPN
ejpam-2952	106	106	=	=	SYM
ejpam-2952	106	107	1	1	NUM
ejpam-2952	106	108	,	,	PUNCT
ejpam-2952	106	109	...	...	PUNCT
ejpam-2952	106	110	,	,	PUNCT
ejpam-2952	106	111	i	i	PRON
ejpam-2952	106	112	,	,	PUNCT
ejpam-2952	106	113	k	k	PROPN
ejpam-2952	106	114	=	=	SYM
ejpam-2952	106	115	1	1	NUM
ejpam-2952	106	116	,	,	PUNCT
ejpam-2952	106	117	...	...	PUNCT
ejpam-2952	106	118	,	,	PUNCT
ejpam-2952	106	119	j.	j.	PROPN
ejpam-2952	107	1	under	under	ADP
ejpam-2952	107	2	appropriate	appropriate	ADJ
ejpam-2952	107	3	assumptions	assumption	NOUN
ejpam-2952	107	4	,	,	PUNCT
ejpam-2952	107	5	this	this	PRON
ejpam-2952	107	6	teräsvirta	teräsvirta	ADP
ejpam-2952	107	7	,	,	PUNCT
ejpam-2952	107	8	lee	lee	PROPN
ejpam-2952	107	9	and	and	CCONJ
ejpam-2952	107	10	granger	granger	PROPN
ejpam-2952	107	11	or	or	CCONJ
ejpam-2952	107	12	tlg	tlg	PROPN
ejpam-2952	107	13	statistic	statistic	NOUN
ejpam-2952	107	14	also	also	ADV
ejpam-2952	107	15	has	have	VERB
ejpam-2952	107	16	an	an	DET
ejpam-2952	107	17	asymptotic	asymptotic	ADJ
ejpam-2952	107	18	χ2	χ2	NOUN
ejpam-2952	107	19	-	-	PUNCT
ejpam-2952	107	20	distribution	distribution	NOUN
ejpam-2952	107	21	when	when	SCONJ
ejpam-2952	107	22	the	the	DET
ejpam-2952	107	23	null	null	ADJ
ejpam-2952	107	24	hypothesis	hypothesis	NOUN
ejpam-2952	107	25	is	be	AUX
ejpam-2952	107	26	valid	valid	ADJ
ejpam-2952	107	27	.	.	PUNCT
ejpam-2952	108	1	ignoring	ignore	VERB
ejpam-2952	108	2	the	the	DET
ejpam-2952	108	3	third	third	ADJ
ejpam-2952	108	4	-	-	PUNCT
ejpam-2952	108	5	order	order	NOUN
ejpam-2952	108	6	terms	term	NOUN
ejpam-2952	108	7	in	in	ADP
ejpam-2952	108	8	(	(	PUNCT
ejpam-2952	108	9	3	3	X
ejpam-2952	108	10	)	)	PUNCT
ejpam-2952	108	11	yields	yield	VERB
ejpam-2952	108	12	the	the	DET
ejpam-2952	108	13	well	well	ADV
ejpam-2952	108	14	-	-	PUNCT
ejpam-2952	108	15	known	know	VERB
ejpam-2952	108	16	linearity	linearity	NOUN
ejpam-2952	108	17	test	test	NOUN
ejpam-2952	108	18	by	by	ADP
ejpam-2952	108	19	[	[	X
ejpam-2952	108	20	76	76	NUM
ejpam-2952	108	21	]	]	PUNCT
ejpam-2952	108	22	.	.	PUNCT
ejpam-2952	109	1	simulations	simulation	NOUN
ejpam-2952	109	2	suggest	suggest	VERB
ejpam-2952	109	3	that	that	SCONJ
ejpam-2952	109	4	the	the	DET
ejpam-2952	109	5	tlg	tlg	PROPN
ejpam-2952	109	6	test	test	NOUN
ejpam-2952	109	7	often	often	ADV
ejpam-2952	109	8	has	have	VERB
ejpam-2952	109	9	a	a	DET
ejpam-2952	109	10	better	well	ADJ
ejpam-2952	109	11	power	power	NOUN
ejpam-2952	109	12	than	than	ADP
ejpam-2952	109	13	the	the	DET
ejpam-2952	109	14	lwg	lwg	ADJ
ejpam-2952	109	15	one	one	NUM
ejpam-2952	109	16	.	.	PUNCT
ejpam-2952	110	1	this	this	PRON
ejpam-2952	110	2	,	,	PUNCT
ejpam-2952	110	3	however	however	ADV
ejpam-2952	110	4	,	,	PUNCT
ejpam-2952	110	5	depends	depend	VERB
ejpam-2952	110	6	for	for	ADP
ejpam-2952	110	7	instance	instance	NOUN
ejpam-2952	110	8	on	on	ADP
ejpam-2952	110	9	how	how	SCONJ
ejpam-2952	110	10	many	many	ADJ
ejpam-2952	110	11	principal	principal	ADJ
ejpam-2952	110	12	components	component	NOUN
ejpam-2952	110	13	is	be	AUX
ejpam-2952	110	14	chosen	choose	VERB
ejpam-2952	110	15	for	for	ADP
ejpam-2952	110	16	the	the	DET
ejpam-2952	110	17	lwg	lwg	ADJ
ejpam-2952	110	18	test	test	NOUN
ejpam-2952	110	19	.	.	PUNCT
ejpam-2952	111	1	(	(	PUNCT
ejpam-2952	111	2	principal	principal	ADJ
ejpam-2952	111	3	components	component	NOUN
ejpam-2952	111	4	can	can	AUX
ejpam-2952	111	5	be	be	AUX
ejpam-2952	111	6	used	use	VERB
ejpam-2952	111	7	in	in	ADP
ejpam-2952	111	8	connection	connection	NOUN
ejpam-2952	111	9	with	with	ADP
ejpam-2952	111	10	the	the	DET
ejpam-2952	111	11	tlg	tlg	PROPN
ejpam-2952	111	12	test	test	NOUN
ejpam-2952	111	13	as	as	ADV
ejpam-2952	111	14	well	well	ADV
ejpam-2952	111	15	.	.	PUNCT
ejpam-2952	111	16	)	)	PUNCT
ejpam-2952	112	1	in	in	ADP
ejpam-2952	112	2	simulations	simulation	NOUN
ejpam-2952	112	3	the	the	DET
ejpam-2952	112	4	number	number	NOUN
ejpam-2952	112	5	was	be	AUX
ejpam-2952	112	6	the	the	DET
ejpam-2952	112	7	same	same	ADJ
ejpam-2952	112	8	(	(	PUNCT
ejpam-2952	112	9	two	two	NUM
ejpam-2952	112	10	)	)	PUNCT
ejpam-2952	112	11	as	as	ADP
ejpam-2952	112	12	the	the	DET
ejpam-2952	112	13	one	one	NOUN
ejpam-2952	112	14	in	in	ADP
ejpam-2952	112	15	the	the	DET
ejpam-2952	112	16	simulations	simulation	NOUN
ejpam-2952	112	17	of	of	ADP
ejpam-2952	112	18	[	[	X
ejpam-2952	112	19	53	53	NUM
ejpam-2952	112	20	]	]	PUNCT
ejpam-2952	112	21	.	.	PUNCT
ejpam-2952	113	1	the	the	DET
ejpam-2952	113	2	authors	author	NOUN
ejpam-2952	113	3	point	point	VERB
ejpam-2952	113	4	out	out	ADP
ejpam-2952	113	5	that	that	SCONJ
ejpam-2952	113	6	the	the	DET
ejpam-2952	113	7	asymptotic	asymptotic	ADJ
ejpam-2952	113	8	theory	theory	NOUN
ejpam-2952	113	9	is	be	AUX
ejpam-2952	113	10	not	not	PART
ejpam-2952	113	11	a	a	DET
ejpam-2952	113	12	reliable	reliable	ADJ
ejpam-2952	113	13	guide	guide	NOUN
ejpam-2952	113	14	in	in	ADP
ejpam-2952	113	15	small	small	ADJ
ejpam-2952	113	16	samples	sample	NOUN
ejpam-2952	113	17	when	when	SCONJ
ejpam-2952	113	18	the	the	DET
ejpam-2952	113	19	number	number	NOUN
ejpam-2952	113	20	of	of	ADP
ejpam-2952	113	21	observations	observation	NOUN
ejpam-2952	113	22	is	be	AUX
ejpam-2952	113	23	small	small	ADJ
ejpam-2952	113	24	in	in	ADP
ejpam-2952	113	25	relation	relation	NOUN
ejpam-2952	113	26	to	to	ADP
ejpam-2952	113	27	the	the	DET
ejpam-2952	113	28	dimension	dimension	NOUN
ejpam-2952	113	29	of	of	ADP
ejpam-2952	113	30	the	the	DET
ejpam-2952	113	31	null	null	ADJ
ejpam-2952	113	32	hypothesis	hypothesis	NOUN
ejpam-2952	113	33	.	.	PUNCT
ejpam-2952	114	1	they	they	PRON
ejpam-2952	114	2	suggest	suggest	VERB
ejpam-2952	114	3	using	use	VERB
ejpam-2952	114	4	the	the	DET
ejpam-2952	114	5	f	f	NOUN
ejpam-2952	114	6	-	-	PUNCT
ejpam-2952	114	7	distribution	distribution	NOUN
ejpam-2952	114	8	instead	instead	ADV
ejpam-2952	114	9	.	.	PUNCT
ejpam-2952	115	1	[	[	X
ejpam-2952	115	2	5	5	NUM
ejpam-2952	115	3	]	]	PUNCT
ejpam-2952	115	4	extended	extend	VERB
ejpam-2952	115	5	the	the	DET
ejpam-2952	115	6	test	test	NOUN
ejpam-2952	115	7	to	to	PART
ejpam-2952	115	8	work	work	VERB
ejpam-2952	115	9	in	in	ADP
ejpam-2952	115	10	the	the	DET
ejpam-2952	115	11	presence	presence	NOUN
ejpam-2952	115	12	of	of	ADP
ejpam-2952	115	13	conditional	conditional	ADJ
ejpam-2952	115	14	heteroskedasticity	heteroskedasticity	NOUN
ejpam-2952	115	15	in	in	ADP
ejpam-2952	115	16	errors	error	NOUN
ejpam-2952	115	17	.	.	PUNCT
ejpam-2952	116	1	at	at	ADP
ejpam-2952	116	2	this	this	DET
ejpam-2952	116	3	point	point	NOUN
ejpam-2952	116	4	it	it	PRON
ejpam-2952	116	5	may	may	AUX
ejpam-2952	116	6	be	be	AUX
ejpam-2952	116	7	interesting	interesting	ADJ
ejpam-2952	116	8	to	to	PART
ejpam-2952	116	9	consider	consider	VERB
ejpam-2952	116	10	[	[	PUNCT
ejpam-2952	116	11	37	37	NUM
ejpam-2952	116	12	]	]	PUNCT
ejpam-2952	116	13	who	who	PRON
ejpam-2952	116	14	write	write	VERB
ejpam-2952	116	15	that	that	DET
ejpam-2952	116	16	model	model	NOUN
ejpam-2952	116	17	selection	selection	NOUN
ejpam-2952	116	18	or	or	CCONJ
ejpam-2952	116	19	information	information	NOUN
ejpam-2952	116	20	criteria	criterion	NOUN
ejpam-2952	116	21	should	should	AUX
ejpam-2952	116	22	be	be	AUX
ejpam-2952	116	23	preferred	prefer	VERB
ejpam-2952	116	24	to	to	ADP
ejpam-2952	116	25	statistical	statistical	ADJ
ejpam-2952	116	26	tests	test	NOUN
ejpam-2952	116	27	in	in	ADP
ejpam-2952	116	28	economic	economic	ADJ
ejpam-2952	116	29	modelling	modelling	NOUN
ejpam-2952	116	30	.	.	PUNCT
ejpam-2952	117	1	if	if	SCONJ
ejpam-2952	117	2	,	,	PUNCT
ejpam-2952	117	3	however	however	ADV
ejpam-2952	117	4	,	,	PUNCT
ejpam-2952	117	5	the	the	DET
ejpam-2952	117	6	selection	selection	NOUN
ejpam-2952	117	7	process	process	NOUN
ejpam-2952	117	8	involves	involve	VERB
ejpam-2952	117	9	nested	nested	ADJ
ejpam-2952	117	10	models	model	NOUN
ejpam-2952	117	11	and	and	CCONJ
ejpam-2952	117	12	the	the	DET
ejpam-2952	117	13	aforementioned	aforementioned	ADJ
ejpam-2952	117	14	identification	identification	NOUN
ejpam-2952	117	15	problem	problem	NOUN
ejpam-2952	117	16	is	be	AUX
ejpam-2952	117	17	present	present	ADJ
ejpam-2952	117	18	,	,	PUNCT
ejpam-2952	117	19	this	this	DET
ejpam-2952	117	20	suggestion	suggestion	NOUN
ejpam-2952	117	21	becomes	become	VERB
ejpam-2952	117	22	difficult	difficult	ADJ
ejpam-2952	117	23	to	to	PART
ejpam-2952	117	24	follow	follow	VERB
ejpam-2952	117	25	.	.	PUNCT
ejpam-2952	118	1	as	as	ADP
ejpam-2952	118	2	an	an	DET
ejpam-2952	118	3	example	example	NOUN
ejpam-2952	118	4	,	,	PUNCT
ejpam-2952	118	5	consider	consider	VERB
ejpam-2952	118	6	the	the	DET
ejpam-2952	118	7	following	follow	VERB
ejpam-2952	118	8	smooth	smooth	ADJ
ejpam-2952	118	9	transition	transition	NOUN
ejpam-2952	118	10	autoregressive	autoregressive	ADJ
ejpam-2952	118	11	(	(	PUNCT
ejpam-2952	118	12	star	star	NOUN
ejpam-2952	118	13	)	)	PUNCT
ejpam-2952	118	14	model	model	NOUN
ejpam-2952	118	15	(	(	PUNCT
ejpam-2952	118	16	[	[	X
ejpam-2952	118	17	73	73	NUM
ejpam-2952	118	18	]	]	PUNCT
ejpam-2952	118	19	,	,	PUNCT
ejpam-2952	118	20	chapter	chapter	NOUN
ejpam-2952	118	21	3	3	NUM
ejpam-2952	118	22	):	):	PUNCT
ejpam-2952	118	23	yt	yt	PROPN
ejpam-2952	118	24	=	=	PUNCT
ejpam-2952	118	25	φ0	φ0	PROPN
ejpam-2952	118	26	+	+	CCONJ
ejpam-2952	118	27	φ1yt−1	φ1yt−1	NUM
ejpam-2952	118	28	+	+	CCONJ
ejpam-2952	118	29	(	(	PUNCT
ejpam-2952	118	30	ψ0	ψ0	PROPN
ejpam-2952	118	31	+	+	PROPN
ejpam-2952	118	32	ψ1yt−1)(1	ψ1yt−1)(1	PROPN
ejpam-2952	118	33	+	+	CCONJ
ejpam-2952	118	34	exp{−γ(yt−1	exp{−γ(yt−1	NOUN
ejpam-2952	118	35	−	−	PROPN
ejpam-2952	118	36	c)})−1	c)})−1	NOUN
ejpam-2952	119	1	+	+	CCONJ
ejpam-2952	119	2	εt	εt	PROPN
ejpam-2952	119	3	(	(	PUNCT
ejpam-2952	119	4	4	4	NUM
ejpam-2952	119	5	)	)	PUNCT
ejpam-2952	119	6	where	where	SCONJ
ejpam-2952	119	7	εt	εt	PROPN
ejpam-2952	119	8	is	be	AUX
ejpam-2952	119	9	zero	zero	NUM
ejpam-2952	119	10	mean	mean	VERB
ejpam-2952	119	11	white	white	ADJ
ejpam-2952	119	12	noise	noise	NOUN
ejpam-2952	119	13	,	,	PUNCT
ejpam-2952	119	14	and	and	CCONJ
ejpam-2952	119	15	γ	γ	X
ejpam-2952	119	16	>	>	X
ejpam-2952	119	17	0	0	PROPN
ejpam-2952	119	18	.	.	PUNCT
ejpam-2952	120	1	equation	equation	NOUN
ejpam-2952	120	2	(	(	PUNCT
ejpam-2952	120	3	4	4	X
ejpam-2952	120	4	)	)	PUNCT
ejpam-2952	120	5	nests	nest	NOUN
ejpam-2952	120	6	a	a	DET
ejpam-2952	120	7	linear	linear	ADJ
ejpam-2952	120	8	model	model	NOUN
ejpam-2952	120	9	and	and	CCONJ
ejpam-2952	120	10	becomes	become	VERB
ejpam-2952	120	11	linear	linear	ADJ
ejpam-2952	120	12	when	when	SCONJ
ejpam-2952	120	13	γ	γ	X
ejpam-2952	120	14	=	=	SYM
ejpam-2952	120	15	0	0	PROPN
ejpam-2952	120	16	.	.	PUNCT
ejpam-2952	121	1	the	the	DET
ejpam-2952	121	2	difference	difference	NOUN
ejpam-2952	121	3	in	in	ADP
ejpam-2952	121	4	the	the	DET
ejpam-2952	121	5	number	number	NOUN
ejpam-2952	121	6	of	of	ADP
ejpam-2952	121	7	parameters	parameter	NOUN
ejpam-2952	121	8	between	between	ADP
ejpam-2952	121	9	the	the	DET
ejpam-2952	121	10	star	star	NOUN
ejpam-2952	121	11	model	model	NOUN
ejpam-2952	121	12	and	and	CCONJ
ejpam-2952	121	13	the	the	DET
ejpam-2952	121	14	linear	linear	ADJ
ejpam-2952	121	15	autoregressive	autoregressive	ADJ
ejpam-2952	121	16	model	model	NOUN
ejpam-2952	121	17	to	to	PART
ejpam-2952	121	18	be	be	AUX
ejpam-2952	121	19	used	use	VERB
ejpam-2952	121	20	in	in	ADP
ejpam-2952	121	21	the	the	DET
ejpam-2952	121	22	model	model	NOUN
ejpam-2952	121	23	selection	selection	NOUN
ejpam-2952	121	24	criterion	criterion	NOUN
ejpam-2952	121	25	would	would	AUX
ejpam-2952	121	26	thus	thus	ADV
ejpam-2952	121	27	equal	equal	VERB
ejpam-2952	121	28	one	one	NUM
ejpam-2952	121	29	.	.	PUNCT
ejpam-2952	122	1	however	however	ADV
ejpam-2952	122	2	,	,	PUNCT
ejpam-2952	122	3	(	(	PUNCT
ejpam-2952	122	4	4	4	X
ejpam-2952	122	5	)	)	PUNCT
ejpam-2952	122	6	becomes	become	VERB
ejpam-2952	122	7	linear	linear	ADJ
ejpam-2952	122	8	also	also	ADV
ejpam-2952	122	9	when	when	SCONJ
ejpam-2952	122	10	ψ0	ψ0	ADJ
ejpam-2952	122	11	=	=	NOUN
ejpam-2952	122	12	ψ1	ψ1	NOUN
ejpam-2952	122	13	=	=	SYM
ejpam-2952	122	14	0	0	NUM
ejpam-2952	122	15	,	,	PUNCT
ejpam-2952	122	16	which	which	PRON
ejpam-2952	122	17	suggests	suggest	VERB
ejpam-2952	122	18	that	that	SCONJ
ejpam-2952	122	19	this	this	DET
ejpam-2952	122	20	difference	difference	NOUN
ejpam-2952	122	21	equals	equal	VERB
ejpam-2952	122	22	two	two	NUM
ejpam-2952	122	23	.	.	PUNCT
ejpam-2952	123	1	sometimes	sometimes	ADV
ejpam-2952	123	2	it	it	PRON
ejpam-2952	123	3	is	be	AUX
ejpam-2952	123	4	taken	take	VERB
ejpam-2952	123	5	to	to	PART
ejpam-2952	123	6	equal	equal	VERB
ejpam-2952	123	7	four	four	NUM
ejpam-2952	123	8	because	because	SCONJ
ejpam-2952	123	9	the	the	DET
ejpam-2952	123	10	nonlinear	nonlinear	ADJ
ejpam-2952	123	11	component	component	NOUN
ejpam-2952	123	12	contains	contain	VERB
ejpam-2952	123	13	four	four	NUM
ejpam-2952	123	14	parameters	parameter	NOUN
ejpam-2952	123	15	.	.	PUNCT
ejpam-2952	124	1	because	because	SCONJ
ejpam-2952	124	2	of	of	ADP
ejpam-2952	124	3	the	the	DET
ejpam-2952	124	4	identification	identification	NOUN
ejpam-2952	124	5	problem	problem	NOUN
ejpam-2952	124	6	,	,	PUNCT
ejpam-2952	124	7	the	the	DET
ejpam-2952	124	8	’	'	PUNCT
ejpam-2952	124	9	correct	correct	ADJ
ejpam-2952	124	10	’	'	PUNCT
ejpam-2952	124	11	number	number	NOUN
ejpam-2952	124	12	and	and	CCONJ
ejpam-2952	124	13	thus	thus	ADV
ejpam-2952	124	14	the	the	DET
ejpam-2952	124	15	’	'	PUNCT
ejpam-2952	124	16	true	true	ADJ
ejpam-2952	124	17	’	'	PUNCT
ejpam-2952	124	18	penalty	penalty	NOUN
ejpam-2952	124	19	remain	remain	VERB
ejpam-2952	124	20	unknown	unknown	ADJ
ejpam-2952	124	21	.	.	PUNCT
ejpam-2952	125	1	in	in	ADP
ejpam-2952	125	2	this	this	DET
ejpam-2952	125	3	example	example	NOUN
ejpam-2952	125	4	,	,	PUNCT
ejpam-2952	125	5	the	the	DET
ejpam-2952	125	6	use	use	NOUN
ejpam-2952	125	7	of	of	ADP
ejpam-2952	125	8	model	model	NOUN
ejpam-2952	125	9	selection	selection	NOUN
ejpam-2952	125	10	criteria	criterion	NOUN
ejpam-2952	125	11	leads	lead	VERB
ejpam-2952	125	12	to	to	ADP
ejpam-2952	125	13	another	another	DET
ejpam-2952	125	14	problem	problem	NOUN
ejpam-2952	125	15	.	.	PUNCT
ejpam-2952	126	1	suppose	suppose	VERB
ejpam-2952	126	2	the	the	DET
ejpam-2952	126	3	nested	nested	ADJ
ejpam-2952	126	4	linear	linear	PROPN
ejpam-2952	126	5	model	model	NOUN
ejpam-2952	126	6	is	be	AUX
ejpam-2952	126	7	true	true	ADJ
ejpam-2952	126	8	,	,	PUNCT
ejpam-2952	126	9	and	and	CCONJ
ejpam-2952	126	10	an	an	DET
ejpam-2952	126	11	information	information	NOUN
ejpam-2952	126	12	criterion	criterion	NOUN
ejpam-2952	126	13	such	such	ADJ
ejpam-2952	126	14	as	as	ADP
ejpam-2952	126	15	aic	aic	PROPN
ejpam-2952	126	16	or	or	CCONJ
ejpam-2952	126	17	bic	bic	PROPN
ejpam-2952	126	18	is	be	AUX
ejpam-2952	126	19	used	use	VERB
ejpam-2952	126	20	to	to	PART
ejpam-2952	126	21	select	select	VERB
ejpam-2952	126	22	the	the	DET
ejpam-2952	126	23	model	model	NOUN
ejpam-2952	126	24	.	.	PUNCT
ejpam-2952	127	1	this	this	PRON
ejpam-2952	127	2	means	mean	VERB
ejpam-2952	127	3	estimating	estimate	VERB
ejpam-2952	127	4	unidentified	unidentified	ADJ
ejpam-2952	127	5	nonlinear	nonlinear	ADJ
ejpam-2952	127	6	models	model	NOUN
ejpam-2952	127	7	,	,	PUNCT
ejpam-2952	127	8	which	which	PRON
ejpam-2952	127	9	causes	cause	VERB
ejpam-2952	127	10	numerical	numerical	ADJ
ejpam-2952	127	11	problems	problem	NOUN
ejpam-2952	127	12	as	as	SCONJ
ejpam-2952	127	13	the	the	DET
ejpam-2952	127	14	estimation	estimation	NOUN
ejpam-2952	127	15	algorithm	algorithm	NOUN
ejpam-2952	127	16	may	may	AUX
ejpam-2952	127	17	not	not	PART
ejpam-2952	127	18	converge	converge	VERB
ejpam-2952	127	19	.	.	PUNCT
ejpam-2952	128	1	there	there	PRON
ejpam-2952	128	2	exists	exist	VERB
ejpam-2952	128	3	,	,	PUNCT
ejpam-2952	128	4	however	however	ADV
ejpam-2952	128	5	,	,	PUNCT
ejpam-2952	128	6	a	a	DET
ejpam-2952	128	7	way	way	NOUN
ejpam-2952	128	8	round	round	ADP
ejpam-2952	128	9	this	this	DET
ejpam-2952	128	10	difficulty	difficulty	NOUN
ejpam-2952	128	11	.	.	PUNCT
ejpam-2952	129	1	the	the	DET
ejpam-2952	129	2	idea	idea	NOUN
ejpam-2952	129	3	of	of	ADP
ejpam-2952	129	4	[	[	X
ejpam-2952	129	5	78	78	NUM
ejpam-2952	129	6	]	]	PUNCT
ejpam-2952	129	7	is	be	AUX
ejpam-2952	129	8	to	to	PART
ejpam-2952	129	9	transform	transform	VERB
ejpam-2952	129	10	the	the	DET
ejpam-2952	129	11	nonlinear	nonlinear	ADJ
ejpam-2952	129	12	specification	specification	NOUN
ejpam-2952	129	13	and	and	CCONJ
ejpam-2952	129	14	estimation	estimation	NOUN
ejpam-2952	129	15	problem	problem	NOUN
ejpam-2952	129	16	into	into	ADP
ejpam-2952	129	17	a	a	DET
ejpam-2952	129	18	linear	linear	ADJ
ejpam-2952	129	19	model	model	NOUN
ejpam-2952	129	20	selection	selection	NOUN
ejpam-2952	129	21	problem	problem	NOUN
ejpam-2952	129	22	.	.	PUNCT
ejpam-2952	130	1	white	white	PROPN
ejpam-2952	130	2	applies	apply	VERB
ejpam-2952	130	3	it	it	PRON
ejpam-2952	130	4	to	to	ADP
ejpam-2952	130	5	building	build	VERB
ejpam-2952	130	6	artificial	artificial	ADJ
ejpam-2952	130	7	neural	neural	ADJ
ejpam-2952	130	8	network	network	NOUN
ejpam-2952	130	9	models	model	NOUN
ejpam-2952	130	10	that	that	PRON
ejpam-2952	130	11	can	can	AUX
ejpam-2952	130	12	nest	nest	VERB
ejpam-2952	130	13	a	a	DET
ejpam-2952	130	14	linear	linear	ADJ
ejpam-2952	130	15	model	model	NOUN
ejpam-2952	130	16	,	,	PUNCT
ejpam-2952	130	17	but	but	CCONJ
ejpam-2952	130	18	it	it	PRON
ejpam-2952	130	19	can	can	AUX
ejpam-2952	130	20	also	also	ADV
ejpam-2952	130	21	be	be	AUX
ejpam-2952	130	22	used	use	VERB
ejpam-2952	130	23	for	for	ADP
ejpam-2952	130	24	constructing	construct	VERB
ejpam-2952	130	25	star	star	NOUN
ejpam-2952	130	26	models	model	NOUN
ejpam-2952	130	27	.	.	PUNCT
ejpam-2952	131	1	for	for	ADP
ejpam-2952	131	2	details	detail	NOUN
ejpam-2952	131	3	,	,	PUNCT
ejpam-2952	131	4	see	see	VERB
ejpam-2952	131	5	[	[	X
ejpam-2952	131	6	78	78	NUM
ejpam-2952	131	7	]	]	PUNCT
ejpam-2952	131	8	,	,	PUNCT
ejpam-2952	131	9	and	and	CCONJ
ejpam-2952	131	10	for	for	ADP
ejpam-2952	131	11	additional	additional	ADJ
ejpam-2952	131	12	applications	application	NOUN
ejpam-2952	131	13	,	,	PUNCT
ejpam-2952	131	14	[	[	X
ejpam-2952	131	15	50	50	NUM
ejpam-2952	131	16	]	]	PUNCT
ejpam-2952	131	17	and	and	CCONJ
ejpam-2952	131	18	[	[	X
ejpam-2952	131	19	51	51	NUM
ejpam-2952	131	20	]	]	PUNCT
ejpam-2952	131	21	.	.	PUNCT
ejpam-2952	132	1	timo	timo	VERB
ejpam-2952	132	2	teräsvirta	teräsvirta	NUM
ejpam-2952	132	3	/	/	SYM
ejpam-2952	132	4	eur	eur	PROPN
ejpam-2952	132	5	.	.	PUNCT
ejpam-2952	133	1	j.	j.	PROPN
ejpam-2952	133	2	pure	pure	PROPN
ejpam-2952	133	3	appl	appl	PROPN
ejpam-2952	133	4	.	.	PROPN
ejpam-2952	133	5	math	math	PROPN
ejpam-2952	133	6	,	,	PUNCT
ejpam-2952	133	7	10	10	NUM
ejpam-2952	133	8	(	(	PUNCT
ejpam-2952	133	9	1	1	NUM
ejpam-2952	133	10	)	)	PUNCT
ejpam-2952	133	11	(	(	PUNCT
ejpam-2952	133	12	2017	2017	NUM
ejpam-2952	133	13	)	)	PUNCT
ejpam-2952	133	14	,	,	PUNCT
ejpam-2952	133	15	104	104	NUM
ejpam-2952	133	16	-	-	SYM
ejpam-2952	133	17	132	132	NUM
ejpam-2952	133	18	109	109	NUM
ejpam-2952	133	19	4	4	NUM
ejpam-2952	133	20	.	.	PUNCT
ejpam-2952	133	21	nonlinear	nonlinear	ADJ
ejpam-2952	133	22	models	model	NOUN
ejpam-2952	133	23	4.1	4.1	NUM
ejpam-2952	133	24	.	.	PUNCT
ejpam-2952	134	1	bilinear	bilinear	PROPN
ejpam-2952	134	2	model	model	NOUN
ejpam-2952	134	3	the	the	DET
ejpam-2952	134	4	first	first	ADJ
ejpam-2952	134	5	nonlinear	nonlinear	ADJ
ejpam-2952	134	6	model	model	NOUN
ejpam-2952	134	7	that	that	PRON
ejpam-2952	134	8	has	have	AUX
ejpam-2952	134	9	attracted	attract	VERB
ejpam-2952	134	10	clive	clive	PROPN
ejpam-2952	134	11	granger	granger	PROPN
ejpam-2952	134	12	’s	’s	PART
ejpam-2952	134	13	interest	interest	NOUN
ejpam-2952	134	14	is	be	AUX
ejpam-2952	134	15	the	the	DET
ejpam-2952	134	16	bilinear	bilinear	NOUN
ejpam-2952	134	17	model	model	NOUN
ejpam-2952	134	18	examined	examine	VERB
ejpam-2952	134	19	at	at	ADP
ejpam-2952	134	20	length	length	NOUN
ejpam-2952	134	21	in	in	ADP
ejpam-2952	134	22	[	[	X
ejpam-2952	134	23	31	31	NUM
ejpam-2952	134	24	]	]	PUNCT
ejpam-2952	134	25	.	.	PUNCT
ejpam-2952	135	1	in	in	ADP
ejpam-2952	135	2	this	this	DET
ejpam-2952	135	3	monograph	monograph	NOUN
ejpam-2952	135	4	the	the	DET
ejpam-2952	135	5	authors	author	NOUN
ejpam-2952	135	6	also	also	ADV
ejpam-2952	135	7	discuss	discuss	VERB
ejpam-2952	135	8	nonlinearity	nonlinearity	NOUN
ejpam-2952	135	9	in	in	ADP
ejpam-2952	135	10	general	general	ADJ
ejpam-2952	135	11	and	and	CCONJ
ejpam-2952	135	12	mention	mention	VERB
ejpam-2952	135	13	another	another	DET
ejpam-2952	135	14	nonlinear	nonlinear	ADJ
ejpam-2952	135	15	model	model	NOUN
ejpam-2952	135	16	,	,	PUNCT
ejpam-2952	135	17	the	the	DET
ejpam-2952	135	18	random	random	ADJ
ejpam-2952	135	19	coefficient	coefficient	NOUN
ejpam-2952	135	20	autoregressive	autoregressive	ADJ
ejpam-2952	135	21	model	model	NOUN
ejpam-2952	135	22	yt	yt	NOUN
ejpam-2952	136	1	+	+	CCONJ
ejpam-2952	136	2	α1tyt−1	α1tyt−1	PROPN
ejpam-2952	136	3	+	+	CCONJ
ejpam-2952	136	4	...	...	PUNCT
ejpam-2952	136	5	+	+	CCONJ
ejpam-2952	136	6	αptyt−p	αptyt−p	NUM
ejpam-2952	136	7	=	=	SYM
ejpam-2952	136	8	εt	εt	PROPN
ejpam-2952	136	9	(	(	PUNCT
ejpam-2952	136	10	5	5	NUM
ejpam-2952	136	11	)	)	PUNCT
ejpam-2952	136	12	where	where	SCONJ
ejpam-2952	136	13	αjt	αjt	PROPN
ejpam-2952	136	14	,	,	PUNCT
ejpam-2952	136	15	j	j	PROPN
ejpam-2952	136	16	=	=	SYM
ejpam-2952	136	17	1	1	NUM
ejpam-2952	136	18	,	,	PUNCT
ejpam-2952	136	19	...	...	PUNCT
ejpam-2952	136	20	,	,	PUNCT
ejpam-2952	136	21	p	p	X
ejpam-2952	136	22	,	,	PUNCT
ejpam-2952	136	23	and	and	CCONJ
ejpam-2952	136	24	εt	εt	PRON
ejpam-2952	136	25	are	be	AUX
ejpam-2952	136	26	’	'	PUNCT
ejpam-2952	136	27	time	time	NOUN
ejpam-2952	136	28	-	-	PUNCT
ejpam-2952	136	29	varying	vary	VERB
ejpam-2952	136	30	functions	function	NOUN
ejpam-2952	136	31	whose	whose	DET
ejpam-2952	136	32	values	value	NOUN
ejpam-2952	136	33	are	be	AUX
ejpam-2952	136	34	known	know	VERB
ejpam-2952	136	35	at	at	ADP
ejpam-2952	136	36	time	time	NOUN
ejpam-2952	136	37	t.	t.	PROPN
ejpam-2952	136	38	’	'	PUNCT
ejpam-2952	137	1	they	they	PRON
ejpam-2952	137	2	,	,	PUNCT
ejpam-2952	137	3	however	however	ADV
ejpam-2952	137	4	,	,	PUNCT
ejpam-2952	137	5	see	see	VERB
ejpam-2952	137	6	equation	equation	NOUN
ejpam-2952	137	7	(	(	PUNCT
ejpam-2952	137	8	5	5	NUM
ejpam-2952	137	9	)	)	PUNCT
ejpam-2952	137	10	mainly	mainly	ADV
ejpam-2952	137	11	as	as	ADP
ejpam-2952	137	12	a	a	DET
ejpam-2952	137	13	difference	difference	NOUN
ejpam-2952	137	14	equation	equation	NOUN
ejpam-2952	137	15	whose	whose	DET
ejpam-2952	137	16	solutions	solution	NOUN
ejpam-2952	137	17	,	,	PUNCT
ejpam-2952	137	18	after	after	ADP
ejpam-2952	137	19	setting	set	VERB
ejpam-2952	137	20	εt	εt	PROPN
ejpam-2952	137	21	=	=	SYM
ejpam-2952	137	22	0	0	NUM
ejpam-2952	137	23	,	,	PUNCT
ejpam-2952	137	24	are	be	AUX
ejpam-2952	137	25	the	the	DET
ejpam-2952	137	26	main	main	ADJ
ejpam-2952	137	27	object	object	NOUN
ejpam-2952	137	28	of	of	ADP
ejpam-2952	137	29	interest	interest	NOUN
ejpam-2952	137	30	.	.	PUNCT
ejpam-2952	138	1	granger	granger	PROPN
ejpam-2952	138	2	and	and	CCONJ
ejpam-2952	138	3	andersen	andersen	PROPN
ejpam-2952	138	4	distinguish	distinguish	VERB
ejpam-2952	138	5	between	between	ADP
ejpam-2952	138	6	two	two	NUM
ejpam-2952	138	7	main	main	ADJ
ejpam-2952	138	8	types	type	NOUN
ejpam-2952	138	9	of	of	ADP
ejpam-2952	138	10	bilinear	bilinear	NOUN
ejpam-2952	138	11	models	model	NOUN
ejpam-2952	138	12	:	:	PUNCT
ejpam-2952	138	13	the	the	DET
ejpam-2952	138	14	bilinear	bilinear	NOUN
ejpam-2952	138	15	autoregressive	autoregressive	ADJ
ejpam-2952	138	16	moving	move	VERB
ejpam-2952	138	17	average	average	ADJ
ejpam-2952	138	18	(	(	PUNCT
ejpam-2952	138	19	barma	barma	NOUN
ejpam-2952	138	20	)	)	PUNCT
ejpam-2952	138	21	model	model	NOUN
ejpam-2952	138	22	defined	define	VERB
ejpam-2952	138	23	as	as	ADP
ejpam-2952	138	24	yt	yt	NOUN
ejpam-2952	138	25	=	=	PUNCT
ejpam-2952	138	26	p∑	p∑	NOUN
ejpam-2952	139	1	j=1	j=1	NOUN
ejpam-2952	139	2	φjyt−j	φjyt−j	ADV
ejpam-2952	140	1	+	+	CCONJ
ejpam-2952	140	2	q∑	q∑	X
ejpam-2952	140	3	j=1	j=1	PROPN
ejpam-2952	140	4	θjεt−j	θjεt−j	PROPN
ejpam-2952	141	1	+	+	CCONJ
ejpam-2952	141	2	q∑	q∑	X
ejpam-2952	141	3	k=0	k=0	PUNCT
ejpam-2952	141	4	p∑	p∑	NOUN
ejpam-2952	142	1	`	`	PUNCT
ejpam-2952	142	2	=	=	SYM
ejpam-2952	142	3	1	1	NUM
ejpam-2952	142	4	βk`εt−kyt−	βk`εt−kyt−	PROPN
ejpam-2952	142	5	`	`	PUNCT
ejpam-2952	142	6	+	+	CCONJ
ejpam-2952	142	7	εt	εt	PROPN
ejpam-2952	142	8	(	(	PUNCT
ejpam-2952	142	9	6	6	NUM
ejpam-2952	142	10	)	)	PUNCT
ejpam-2952	142	11	where	where	SCONJ
ejpam-2952	142	12	εt	εt	PROPN
ejpam-2952	142	13	is	be	AUX
ejpam-2952	142	14	zero	zero	NUM
ejpam-2952	142	15	mean	mean	VERB
ejpam-2952	142	16	white	white	ADJ
ejpam-2952	142	17	noise	noise	NOUN
ejpam-2952	142	18	,	,	PUNCT
ejpam-2952	142	19	and	and	CCONJ
ejpam-2952	142	20	the	the	DET
ejpam-2952	142	21	complete	complete	ADJ
ejpam-2952	142	22	bilinear	bilinear	NOUN
ejpam-2952	142	23	model	model	NOUN
ejpam-2952	142	24	is	be	AUX
ejpam-2952	142	25	obtained	obtain	VERB
ejpam-2952	142	26	by	by	ADP
ejpam-2952	142	27	setting	set	VERB
ejpam-2952	142	28	p	p	X
ejpam-2952	142	29	=	=	PUNCT
ejpam-2952	142	30	q	q	NOUN
ejpam-2952	143	1	=	=	SYM
ejpam-2952	143	2	0	0	NUM
ejpam-2952	143	3	in	in	ADP
ejpam-2952	143	4	(	(	PUNCT
ejpam-2952	143	5	6	6	NUM
ejpam-2952	143	6	)	)	PUNCT
ejpam-2952	143	7	.	.	PUNCT
ejpam-2952	144	1	the	the	DET
ejpam-2952	144	2	barma(p	barma(p	PROPN
ejpam-2952	144	3	,	,	PUNCT
ejpam-2952	144	4	q	q	INTJ
ejpam-2952	144	5	,	,	PUNCT
ejpam-2952	144	6	p	p	X
ejpam-2952	144	7	,	,	PUNCT
ejpam-2952	144	8	q	q	NOUN
ejpam-2952	144	9	)	)	PUNCT
ejpam-2952	144	10	model	model	NOUN
ejpam-2952	144	11	nests	nest	NOUN
ejpam-2952	144	12	the	the	DET
ejpam-2952	144	13	linear	linear	PROPN
ejpam-2952	144	14	ar	ar	PROPN
ejpam-2952	144	15	model	model	NOUN
ejpam-2952	144	16	,	,	PUNCT
ejpam-2952	144	17	and	and	CCONJ
ejpam-2952	144	18	testing	testing	NOUN
ejpam-2952	144	19	h0	h0	PROPN
ejpam-2952	144	20	:	:	PUNCT
ejpam-2952	144	21	βk	βk	NOUN
ejpam-2952	144	22	`	`	PUNCT
ejpam-2952	144	23	=	=	SYM
ejpam-2952	144	24	0	0	NUM
ejpam-2952	144	25	,	,	PUNCT
ejpam-2952	144	26	k	k	NOUN
ejpam-2952	144	27	=	=	SYM
ejpam-2952	144	28	1	1	NUM
ejpam-2952	144	29	,	,	PUNCT
ejpam-2952	144	30	...	...	PUNCT
ejpam-2952	144	31	,	,	PUNCT
ejpam-2952	144	32	q	q	X
ejpam-2952	144	33	;	;	PUNCT
ejpam-2952	144	34	`	`	PUNCT
ejpam-2952	144	35	=	=	SYM
ejpam-2952	144	36	1	1	NUM
ejpam-2952	144	37	,	,	PUNCT
ejpam-2952	144	38	...	...	PUNCT
ejpam-2952	144	39	,	,	PUNCT
ejpam-2952	144	40	p	p	X
ejpam-2952	144	41	,	,	PUNCT
ejpam-2952	144	42	amounts	amount	VERB
ejpam-2952	144	43	to	to	ADP
ejpam-2952	144	44	testing	test	VERB
ejpam-2952	144	45	linearity	linearity	NOUN
ejpam-2952	144	46	.	.	PUNCT
ejpam-2952	145	1	several	several	ADJ
ejpam-2952	145	2	special	special	ADJ
ejpam-2952	145	3	cases	case	NOUN
ejpam-2952	145	4	of	of	ADP
ejpam-2952	145	5	the	the	DET
ejpam-2952	145	6	complete	complete	ADJ
ejpam-2952	145	7	bilinear	bilinear	NOUN
ejpam-2952	145	8	model	model	NOUN
ejpam-2952	145	9	are	be	AUX
ejpam-2952	145	10	considered	consider	VERB
ejpam-2952	145	11	in	in	ADP
ejpam-2952	145	12	the	the	DET
ejpam-2952	145	13	monograph	monograph	NOUN
ejpam-2952	145	14	.	.	PUNCT
ejpam-2952	146	1	the	the	DET
ejpam-2952	146	2	authors	author	NOUN
ejpam-2952	146	3	provide	provide	VERB
ejpam-2952	146	4	some	some	DET
ejpam-2952	146	5	examples	example	NOUN
ejpam-2952	146	6	of	of	ADP
ejpam-2952	146	7	bilinear	bilinear	NOUN
ejpam-2952	146	8	models	model	NOUN
ejpam-2952	146	9	in	in	ADP
ejpam-2952	146	10	economics	economic	NOUN
ejpam-2952	146	11	.	.	PUNCT
ejpam-2952	147	1	one	one	NUM
ejpam-2952	147	2	of	of	ADP
ejpam-2952	147	3	them	they	PRON
ejpam-2952	147	4	has	have	VERB
ejpam-2952	147	5	to	to	PART
ejpam-2952	147	6	do	do	VERB
ejpam-2952	147	7	with	with	ADP
ejpam-2952	147	8	modelling	model	VERB
ejpam-2952	147	9	stock	stock	NOUN
ejpam-2952	147	10	returns	return	NOUN
ejpam-2952	147	11	with	with	ADP
ejpam-2952	147	12	an	an	DET
ejpam-2952	147	13	ma(1	ma(1	NOUN
ejpam-2952	147	14	)	)	PUNCT
ejpam-2952	147	15	model	model	NOUN
ejpam-2952	147	16	.	.	PUNCT
ejpam-2952	148	1	defining	define	VERB
ejpam-2952	148	2	returns	return	NOUN
ejpam-2952	148	3	as	as	ADP
ejpam-2952	148	4	rt	rt	PROPN
ejpam-2952	148	5	=	=	PUNCT
ejpam-2952	148	6	(	(	PUNCT
ejpam-2952	148	7	yt	yt	PROPN
ejpam-2952	148	8	−	−	PROPN
ejpam-2952	148	9	yt−1)/yt−1	yt−1)/yt−1	NOUN
ejpam-2952	148	10	,	,	PUNCT
ejpam-2952	148	11	where	where	SCONJ
ejpam-2952	148	12	yt	yt	PROPN
ejpam-2952	148	13	is	be	AUX
ejpam-2952	148	14	the	the	DET
ejpam-2952	148	15	price	price	NOUN
ejpam-2952	148	16	,	,	PUNCT
ejpam-2952	148	17	one	one	PRON
ejpam-2952	148	18	obtains	obtain	VERB
ejpam-2952	148	19	yt	yt	NOUN
ejpam-2952	149	1	=	=	PUNCT
ejpam-2952	149	2	yt−1	yt−1	PROPN
ejpam-2952	149	3	+	+	CCONJ
ejpam-2952	149	4	εtyt−1	εtyt−1	PROPN
ejpam-2952	149	5	+	+	CCONJ
ejpam-2952	149	6	θ1εt−1yt−1	θ1εt−1yt−1	NOUN
ejpam-2952	149	7	.	.	PUNCT
ejpam-2952	150	1	at	at	ADP
ejpam-2952	150	2	this	this	DET
ejpam-2952	150	3	point	point	NOUN
ejpam-2952	150	4	clive	clive	PROPN
ejpam-2952	150	5	granger	granger	PROPN
ejpam-2952	150	6	may	may	AUX
ejpam-2952	150	7	not	not	PART
ejpam-2952	150	8	yet	yet	ADV
ejpam-2952	150	9	have	have	AUX
ejpam-2952	150	10	known	know	VERB
ejpam-2952	150	11	that	that	SCONJ
ejpam-2952	150	12	in	in	ADP
ejpam-2952	150	13	the	the	DET
ejpam-2952	150	14	near	near	ADJ
ejpam-2952	150	15	future	future	NOUN
ejpam-2952	150	16	he	he	PRON
ejpam-2952	150	17	would	would	AUX
ejpam-2952	150	18	have	have	VERB
ejpam-2952	150	19	much	much	ADJ
ejpam-2952	150	20	to	to	PART
ejpam-2952	150	21	do	do	VERB
ejpam-2952	150	22	with	with	ADP
ejpam-2952	150	23	nonstationary	nonstationary	ADJ
ejpam-2952	150	24	models	model	NOUN
ejpam-2952	150	25	,	,	PUNCT
ejpam-2952	150	26	albeit	albeit	SCONJ
ejpam-2952	150	27	not	not	PART
ejpam-2952	150	28	with	with	ADP
ejpam-2952	150	29	bilinear	bilinear	ADJ
ejpam-2952	150	30	ones	one	NOUN
ejpam-2952	150	31	.	.	PUNCT
ejpam-2952	151	1	much	much	ADJ
ejpam-2952	151	2	of	of	ADP
ejpam-2952	151	3	the	the	DET
ejpam-2952	151	4	discussion	discussion	NOUN
ejpam-2952	151	5	in	in	ADP
ejpam-2952	151	6	[	[	X
ejpam-2952	151	7	31	31	NUM
ejpam-2952	151	8	]	]	PUNCT
ejpam-2952	151	9	focusses	focusse	NOUN
ejpam-2952	151	10	on	on	ADP
ejpam-2952	151	11	finding	find	VERB
ejpam-2952	151	12	stationary	stationary	ADJ
ejpam-2952	151	13	solutions	solution	NOUN
ejpam-2952	151	14	for	for	ADP
ejpam-2952	151	15	bilinear	bilinear	NOUN
ejpam-2952	151	16	models	model	NOUN
ejpam-2952	151	17	,	,	PUNCT
ejpam-2952	151	18	deriving	derive	VERB
ejpam-2952	151	19	moments	moment	NOUN
ejpam-2952	151	20	of	of	ADP
ejpam-2952	151	21	bilinear	bilinear	NOUN
ejpam-2952	151	22	variables	variable	NOUN
ejpam-2952	151	23	and	and	CCONJ
ejpam-2952	151	24	conditions	condition	NOUN
ejpam-2952	151	25	for	for	ADP
ejpam-2952	151	26	invertibility	invertibility	NOUN
ejpam-2952	151	27	.	.	PUNCT
ejpam-2952	152	1	in	in	ADP
ejpam-2952	152	2	particular	particular	ADJ
ejpam-2952	152	3	,	,	PUNCT
ejpam-2952	152	4	the	the	DET
ejpam-2952	152	5	authors	author	NOUN
ejpam-2952	152	6	show	show	VERB
ejpam-2952	152	7	that	that	SCONJ
ejpam-2952	152	8	{	{	PUNCT
ejpam-2952	152	9	ε2	ε2	PROPN
ejpam-2952	152	10	t	t	PROPN
ejpam-2952	152	11	}	}	PUNCT
ejpam-2952	152	12	is	be	AUX
ejpam-2952	152	13	an	an	DET
ejpam-2952	152	14	autocorrelated	autocorrelated	ADJ
ejpam-2952	152	15	process	process	NOUN
ejpam-2952	152	16	.	.	PUNCT
ejpam-2952	153	1	this	this	PRON
ejpam-2952	153	2	has	have	AUX
ejpam-2952	153	3	prompted	prompt	VERB
ejpam-2952	153	4	comparisons	comparison	NOUN
ejpam-2952	153	5	with	with	ADP
ejpam-2952	153	6	arch	arch	ADJ
ejpam-2952	153	7	models	model	NOUN
ejpam-2952	153	8	for	for	ADP
ejpam-2952	153	9	the	the	DET
ejpam-2952	153	10	conditional	conditional	ADJ
ejpam-2952	153	11	variance	variance	NOUN
ejpam-2952	153	12	;	;	PUNCT
ejpam-2952	153	13	see	see	VERB
ejpam-2952	153	14	for	for	ADP
ejpam-2952	153	15	example	example	NOUN
ejpam-2952	153	16	[	[	X
ejpam-2952	153	17	6	6	NUM
ejpam-2952	153	18	]	]	PUNCT
ejpam-2952	153	19	.	.	PUNCT
ejpam-2952	154	1	consequently	consequently	ADV
ejpam-2952	154	2	,	,	PUNCT
ejpam-2952	154	3	in	in	ADP
ejpam-2952	154	4	simulations	simulation	NOUN
ejpam-2952	154	5	[	[	X
ejpam-2952	154	6	53	53	NUM
ejpam-2952	154	7	]	]	PUNCT
ejpam-2952	154	8	report	report	NOUN
ejpam-2952	154	9	,	,	PUNCT
ejpam-2952	154	10	the	the	DET
ejpam-2952	154	11	test	test	NOUN
ejpam-2952	154	12	of	of	ADP
ejpam-2952	154	13	no	no	DET
ejpam-2952	154	14	arch	arch	NOUN
ejpam-2952	154	15	by	by	ADP
ejpam-2952	154	16	[	[	PUNCT
ejpam-2952	154	17	62	62	NUM
ejpam-2952	154	18	]	]	PUNCT
ejpam-2952	154	19	performs	perform	VERB
ejpam-2952	154	20	well	well	ADV
ejpam-2952	154	21	when	when	SCONJ
ejpam-2952	154	22	the	the	DET
ejpam-2952	154	23	data	data	NOUN
ejpam-2952	154	24	-	-	PUNCT
ejpam-2952	154	25	generating	generate	VERB
ejpam-2952	154	26	process	process	NOUN
ejpam-2952	154	27	is	be	AUX
ejpam-2952	154	28	a	a	DET
ejpam-2952	154	29	bilinear	bilinear	NOUN
ejpam-2952	154	30	model	model	NOUN
ejpam-2952	154	31	.	.	PUNCT
ejpam-2952	155	1	invertibility	invertibility	NOUN
ejpam-2952	155	2	conditions	condition	NOUN
ejpam-2952	155	3	receive	receive	VERB
ejpam-2952	155	4	plenty	plenty	NOUN
ejpam-2952	155	5	of	of	ADP
ejpam-2952	155	6	attention	attention	NOUN
ejpam-2952	155	7	in	in	ADP
ejpam-2952	155	8	the	the	DET
ejpam-2952	155	9	monograph	monograph	NOUN
ejpam-2952	155	10	as	as	ADP
ejpam-2952	155	11	invertibility	invertibility	NOUN
ejpam-2952	155	12	of	of	ADP
ejpam-2952	155	13	bilinear	bilinear	NOUN
ejpam-2952	155	14	models	model	NOUN
ejpam-2952	155	15	is	be	AUX
ejpam-2952	155	16	crucial	crucial	ADJ
ejpam-2952	155	17	from	from	ADP
ejpam-2952	155	18	the	the	DET
ejpam-2952	155	19	point	point	NOUN
ejpam-2952	155	20	of	of	ADP
ejpam-2952	155	21	view	view	NOUN
ejpam-2952	155	22	of	of	ADP
ejpam-2952	155	23	estimation	estimation	NOUN
ejpam-2952	155	24	and	and	CCONJ
ejpam-2952	155	25	forecasting	forecasting	NOUN
ejpam-2952	155	26	.	.	PUNCT
ejpam-2952	156	1	the	the	DET
ejpam-2952	156	2	authors	author	NOUN
ejpam-2952	156	3	show	show	VERB
ejpam-2952	156	4	how	how	SCONJ
ejpam-2952	156	5	some	some	DET
ejpam-2952	156	6	simple	simple	ADJ
ejpam-2952	156	7	nonlinear	nonlinear	ADJ
ejpam-2952	156	8	moving	move	VERB
ejpam-2952	156	9	average	average	ADJ
ejpam-2952	156	10	models	model	NOUN
ejpam-2952	156	11	are	be	AUX
ejpam-2952	156	12	non	non	ADJ
ejpam-2952	156	13	-	-	ADJ
ejpam-2952	156	14	invertible	invertible	ADJ
ejpam-2952	156	15	.	.	PUNCT
ejpam-2952	157	1	they	they	PRON
ejpam-2952	157	2	also	also	ADV
ejpam-2952	157	3	derive	derive	VERB
ejpam-2952	157	4	invertibility	invertibility	NOUN
ejpam-2952	157	5	conditions	condition	NOUN
ejpam-2952	157	6	for	for	ADP
ejpam-2952	157	7	diagonal	diagonal	ADJ
ejpam-2952	157	8	bilinear	bilinear	NOUN
ejpam-2952	157	9	models	model	NOUN
ejpam-2952	157	10	in	in	ADP
ejpam-2952	157	11	which	which	PRON
ejpam-2952	157	12	the	the	DET
ejpam-2952	157	13	bilinear	bilinear	NOUN
ejpam-2952	157	14	component	component	NOUN
ejpam-2952	157	15	is	be	AUX
ejpam-2952	157	16	of	of	ADP
ejpam-2952	157	17	the	the	DET
ejpam-2952	157	18	form	form	NOUN
ejpam-2952	157	19	βkkεt−kyt−k	βkkεt−kyt−k	PUNCT
ejpam-2952	157	20	.	.	PUNCT
ejpam-2952	158	1	the	the	DET
ejpam-2952	158	2	considerations	consideration	NOUN
ejpam-2952	158	3	are	be	AUX
ejpam-2952	158	4	extended	extend	VERB
ejpam-2952	158	5	to	to	ADP
ejpam-2952	158	6	nondiagonal	nondiagonal	ADJ
ejpam-2952	158	7	models	model	NOUN
ejpam-2952	158	8	in	in	ADP
ejpam-2952	158	9	which	which	PRON
ejpam-2952	158	10	the	the	DET
ejpam-2952	158	11	bilinear	bilinear	ADJ
ejpam-2952	158	12	term	term	NOUN
ejpam-2952	158	13	equals	equal	VERB
ejpam-2952	158	14	βk	βk	NOUN
ejpam-2952	158	15	,	,	PUNCT
ejpam-2952	158	16	k+kεt−kyt−k−k	k+kεt−kyt−k−k	INTJ
ejpam-2952	158	17	,	,	PUNCT
ejpam-2952	158	18	k	k	X
ejpam-2952	158	19	>	>	X
ejpam-2952	158	20	0	0	X
ejpam-2952	158	21	.	.	PUNCT
ejpam-2952	159	1	[	[	X
ejpam-2952	159	2	32	32	NUM
ejpam-2952	159	3	]	]	PUNCT
ejpam-2952	159	4	is	be	AUX
ejpam-2952	159	5	devoted	devote	VERB
ejpam-2952	159	6	to	to	ADP
ejpam-2952	159	7	the	the	DET
ejpam-2952	159	8	diagonal	diagonal	ADJ
ejpam-2952	159	9	case	case	NOUN
ejpam-2952	159	10	with	with	ADP
ejpam-2952	159	11	k	k	PROPN
ejpam-2952	159	12	=	=	SYM
ejpam-2952	159	13	1	1	X
ejpam-2952	159	14	.	.	X
ejpam-2952	160	1	for	for	ADP
ejpam-2952	160	2	this	this	DET
ejpam-2952	160	3	model	model	NOUN
ejpam-2952	160	4	they	they	PRON
ejpam-2952	160	5	derive	derive	VERB
ejpam-2952	160	6	the	the	DET
ejpam-2952	160	7	sufficient	sufficient	ADJ
ejpam-2952	160	8	invertibility	invertibility	NOUN
ejpam-2952	160	9	condition	condition	NOUN
ejpam-2952	160	10	e	e	X
ejpam-2952	160	11	ln(θ21y	ln(θ21y	NUM
ejpam-2952	160	12	2	2	NUM
ejpam-2952	160	13	t	t	NOUN
ejpam-2952	160	14	)	)	PUNCT
ejpam-2952	161	1	=	=	SYM
ejpam-2952	161	2	ln	ln	ADJ
ejpam-2952	161	3	θ21	θ21	NOUN
ejpam-2952	161	4	+	+	CCONJ
ejpam-2952	161	5	e	e	X
ejpam-2952	161	6	ln	ln	ADJ
ejpam-2952	161	7	y2	y2	PROPN
ejpam-2952	161	8	t	t	X
ejpam-2952	161	9	<	<	X
ejpam-2952	161	10	0	0	NUM
ejpam-2952	161	11	.	.	PUNCT
ejpam-2952	162	1	this	this	PRON
ejpam-2952	162	2	and	and	CCONJ
ejpam-2952	162	3	other	other	ADJ
ejpam-2952	162	4	conditions	condition	NOUN
ejpam-2952	162	5	the	the	DET
ejpam-2952	162	6	timo	timo	PROPN
ejpam-2952	162	7	teräsvirta	teräsvirta	NUM
ejpam-2952	162	8	/	/	SYM
ejpam-2952	162	9	eur	eur	PROPN
ejpam-2952	162	10	.	.	PUNCT
ejpam-2952	163	1	j.	j.	PROPN
ejpam-2952	163	2	pure	pure	PROPN
ejpam-2952	163	3	appl	appl	PROPN
ejpam-2952	163	4	.	.	PROPN
ejpam-2952	163	5	math	math	PROPN
ejpam-2952	163	6	,	,	PUNCT
ejpam-2952	163	7	10	10	NUM
ejpam-2952	163	8	(	(	PUNCT
ejpam-2952	163	9	1	1	NUM
ejpam-2952	163	10	)	)	PUNCT
ejpam-2952	163	11	(	(	PUNCT
ejpam-2952	163	12	2017	2017	NUM
ejpam-2952	163	13	)	)	PUNCT
ejpam-2952	163	14	,	,	PUNCT
ejpam-2952	163	15	104	104	NUM
ejpam-2952	163	16	-	-	SYM
ejpam-2952	163	17	132	132	NUM
ejpam-2952	163	18	110	110	NUM
ejpam-2952	163	19	authors	author	NOUN
ejpam-2952	163	20	derived	derive	VERB
ejpam-2952	163	21	have	have	AUX
ejpam-2952	163	22	generated	generate	VERB
ejpam-2952	163	23	plenty	plenty	NOUN
ejpam-2952	163	24	of	of	ADP
ejpam-2952	163	25	interest	interest	NOUN
ejpam-2952	163	26	.	.	PUNCT
ejpam-2952	164	1	[	[	X
ejpam-2952	164	2	64	64	NUM
ejpam-2952	164	3	]	]	PUNCT
ejpam-2952	164	4	showed	show	VERB
ejpam-2952	164	5	that	that	SCONJ
ejpam-2952	164	6	the	the	DET
ejpam-2952	164	7	sufficient	sufficient	ADJ
ejpam-2952	164	8	condition	condition	NOUN
ejpam-2952	164	9	for	for	ADP
ejpam-2952	164	10	a	a	DET
ejpam-2952	164	11	more	more	ADV
ejpam-2952	164	12	general	general	ADJ
ejpam-2952	164	13	model	model	NOUN
ejpam-2952	164	14	yt	yt	PROPN
ejpam-2952	165	1	=	=	PUNCT
ejpam-2952	165	2	εt	εt	PROPN
ejpam-2952	165	3	+	+	CCONJ
ejpam-2952	165	4	θklεt−kyt−	θklεt−kyt−	PROPN
ejpam-2952	165	5	`	`	PUNCT
ejpam-2952	165	6	,	,	PUNCT
ejpam-2952	165	7	k	k	PROPN
ejpam-2952	165	8	,	,	PUNCT
ejpam-2952	165	9	`	`	PUNCT
ejpam-2952	165	10	>	>	X
ejpam-2952	165	11	0	0	PUNCT
ejpam-2952	165	12	is	be	AUX
ejpam-2952	165	13	ln	ln	ADJ
ejpam-2952	165	14	|θ1|+	|θ1|+	PROPN
ejpam-2952	165	15	e	e	NOUN
ejpam-2952	165	16	ln	ln	NOUN
ejpam-2952	165	17	|yt|	|yt|	NOUN
ejpam-2952	165	18	<	<	X
ejpam-2952	165	19	0	0	NUM
ejpam-2952	165	20	,	,	PUNCT
ejpam-2952	165	21	whereas	whereas	SCONJ
ejpam-2952	165	22	the	the	DET
ejpam-2952	165	23	necessary	necessary	ADJ
ejpam-2952	165	24	condition	condition	NOUN
ejpam-2952	165	25	equals	equal	VERB
ejpam-2952	165	26	ln	ln	ADJ
ejpam-2952	165	27	|θ1|+	|θ1|+	PROPN
ejpam-2952	165	28	e	e	NOUN
ejpam-2952	165	29	ln	ln	ADJ
ejpam-2952	165	30	|yt|	|yt|	NOUN
ejpam-2952	165	31	≤	≤	NUM
ejpam-2952	165	32	0	0	NUM
ejpam-2952	165	33	.	.	PUNCT
ejpam-2952	166	1	bilinear	bilinear	NOUN
ejpam-2952	166	2	models	model	NOUN
ejpam-2952	166	3	also	also	ADV
ejpam-2952	166	4	play	play	VERB
ejpam-2952	166	5	a	a	DET
ejpam-2952	166	6	role	role	NOUN
ejpam-2952	166	7	in	in	ADP
ejpam-2952	166	8	[	[	X
ejpam-2952	166	9	21	21	NUM
ejpam-2952	166	10	]	]	PUNCT
ejpam-2952	166	11	,	,	PUNCT
ejpam-2952	166	12	where	where	SCONJ
ejpam-2952	166	13	the	the	DET
ejpam-2952	166	14	topic	topic	NOUN
ejpam-2952	166	15	is	be	AUX
ejpam-2952	166	16	forecasting	forecast	VERB
ejpam-2952	166	17	white	white	ADJ
ejpam-2952	166	18	noise	noise	NOUN
ejpam-2952	166	19	.	.	PUNCT
ejpam-2952	167	1	contrary	contrary	ADJ
ejpam-2952	167	2	to	to	ADP
ejpam-2952	167	3	common	common	ADJ
ejpam-2952	167	4	beliefs	belief	NOUN
ejpam-2952	167	5	,	,	PUNCT
ejpam-2952	167	6	granger	granger	PROPN
ejpam-2952	167	7	demonstrates	demonstrate	VERB
ejpam-2952	167	8	that	that	SCONJ
ejpam-2952	167	9	white	white	ADJ
ejpam-2952	167	10	noise	noise	NOUN
ejpam-2952	167	11	can	can	AUX
ejpam-2952	167	12	indeed	indeed	ADV
ejpam-2952	167	13	be	be	AUX
ejpam-2952	167	14	forecastable	forecastable	ADJ
ejpam-2952	167	15	.	.	PUNCT
ejpam-2952	168	1	the	the	DET
ejpam-2952	168	2	paper	paper	NOUN
ejpam-2952	168	3	contains	contain	VERB
ejpam-2952	168	4	several	several	ADJ
ejpam-2952	168	5	examples	example	NOUN
ejpam-2952	168	6	,	,	PUNCT
ejpam-2952	168	7	the	the	DET
ejpam-2952	168	8	simplest	simple	ADJ
ejpam-2952	168	9	one	one	NUM
ejpam-2952	168	10	being	be	AUX
ejpam-2952	168	11	the	the	DET
ejpam-2952	168	12	bilinear	bilinear	NOUN
ejpam-2952	168	13	model	model	NOUN
ejpam-2952	168	14	yt	yt	PROPN
ejpam-2952	168	15	=	=	PROPN
ejpam-2952	168	16	θ12εt−1yt−2	θ12εt−1yt−2	PROPN
ejpam-2952	168	17	+	+	CCONJ
ejpam-2952	168	18	εt	εt	PROPN
ejpam-2952	168	19	(	(	PUNCT
ejpam-2952	168	20	7	7	NUM
ejpam-2952	168	21	)	)	PUNCT
ejpam-2952	168	22	where	where	SCONJ
ejpam-2952	168	23	εt	εt	PROPN
ejpam-2952	168	24	is	be	AUX
ejpam-2952	168	25	what	what	PRON
ejpam-2952	168	26	granger	granger	PROPN
ejpam-2952	168	27	calls	call	VERB
ejpam-2952	168	28	pure	pure	ADJ
ejpam-2952	168	29	white	white	ADJ
ejpam-2952	168	30	noise	noise	NOUN
ejpam-2952	168	31	:	:	PUNCT
ejpam-2952	168	32	εt	εt	PROPN
ejpam-2952	168	33	and	and	CCONJ
ejpam-2952	168	34	εt−k	εt−k	NOUN
ejpam-2952	168	35	are	be	AUX
ejpam-2952	168	36	independent	independent	ADJ
ejpam-2952	168	37	for	for	ADP
ejpam-2952	168	38	all	all	DET
ejpam-2952	168	39	t	t	PROPN
ejpam-2952	168	40	and	and	CCONJ
ejpam-2952	168	41	k.	k.	PROPN
ejpam-2952	168	42	gaussian	gaussian	PROPN
ejpam-2952	168	43	white	white	PROPN
ejpam-2952	168	44	noise	noise	NOUN
ejpam-2952	168	45	is	be	AUX
ejpam-2952	168	46	an	an	DET
ejpam-2952	168	47	example	example	NOUN
ejpam-2952	168	48	of	of	ADP
ejpam-2952	168	49	pure	pure	ADJ
ejpam-2952	168	50	white	white	ADJ
ejpam-2952	168	51	noise	noise	NOUN
ejpam-2952	168	52	.	.	PUNCT
ejpam-2952	169	1	if	if	SCONJ
ejpam-2952	169	2	εt	εt	PROPN
ejpam-2952	169	3	is	be	AUX
ejpam-2952	169	4	pure	pure	ADJ
ejpam-2952	169	5	white	white	ADJ
ejpam-2952	169	6	noise	noise	NOUN
ejpam-2952	169	7	in	in	ADP
ejpam-2952	169	8	(	(	PUNCT
ejpam-2952	169	9	7	7	NUM
ejpam-2952	169	10	)	)	PUNCT
ejpam-2952	169	11	,	,	PUNCT
ejpam-2952	169	12	then	then	ADV
ejpam-2952	169	13	yt	yt	PROPN
ejpam-2952	169	14	is	be	AUX
ejpam-2952	169	15	white	white	ADJ
ejpam-2952	169	16	noise	noise	NOUN
ejpam-2952	169	17	as	as	ADP
ejpam-2952	169	18	eyt	eyt	PROPN
ejpam-2952	169	19	=	=	PROPN
ejpam-2952	169	20	0	0	NUM
ejpam-2952	169	21	and	and	CCONJ
ejpam-2952	169	22	eytyt−k	eytyt−k	NUM
ejpam-2952	169	23	=	=	SYM
ejpam-2952	169	24	0	0	NUM
ejpam-2952	169	25	for	for	ADP
ejpam-2952	169	26	k	k	PROPN
ejpam-2952	169	27	6=	6=	PROPN
ejpam-2952	169	28	0	0	NUM
ejpam-2952	169	29	.	.	PUNCT
ejpam-2952	170	1	the	the	DET
ejpam-2952	170	2	model	model	NOUN
ejpam-2952	170	3	(	(	PUNCT
ejpam-2952	170	4	7	7	X
ejpam-2952	170	5	)	)	PUNCT
ejpam-2952	170	6	is	be	AUX
ejpam-2952	170	7	invertible	invertible	ADJ
ejpam-2952	170	8	if	if	SCONJ
ejpam-2952	170	9	θ12σε	θ12σε	PRON
ejpam-2952	170	10	<	<	X
ejpam-2952	170	11	1/	1/	NUM
ejpam-2952	170	12	√	√	NUM
ejpam-2952	170	13	2	2	NUM
ejpam-2952	170	14	,	,	PUNCT
ejpam-2952	170	15	and	and	CCONJ
ejpam-2952	170	16	the	the	DET
ejpam-2952	170	17	coefficient	coefficient	NOUN
ejpam-2952	170	18	of	of	ADP
ejpam-2952	170	19	determination	determination	NOUN
ejpam-2952	170	20	equals	equal	VERB
ejpam-2952	170	21	r2	r2	NOUN
ejpam-2952	170	22	=	=	PUNCT
ejpam-2952	171	1	θ212σ	θ212σ	NOUN
ejpam-2952	171	2	2	2	NUM
ejpam-2952	171	3	ε	ε	PROPN
ejpam-2952	171	4	,	,	PUNCT
ejpam-2952	171	5	where	where	SCONJ
ejpam-2952	171	6	σ2ε	σ2ε	PRON
ejpam-2952	171	7	=	=	PUNCT
ejpam-2952	172	1	eε2	eε2	VERB
ejpam-2952	172	2	t	t	X
ejpam-2952	172	3	<	<	X
ejpam-2952	172	4	∞.	∞.	PROPN
ejpam-2952	172	5	thus	thus	ADV
ejpam-2952	172	6	,	,	PUNCT
ejpam-2952	172	7	when	when	SCONJ
ejpam-2952	172	8	θ12σε	θ12σε	PRON
ejpam-2952	172	9	→	→	SYM
ejpam-2952	172	10	1/	1/	NUM
ejpam-2952	172	11	√	√	NUM
ejpam-2952	172	12	2	2	NUM
ejpam-2952	172	13	,	,	PUNCT
ejpam-2952	172	14	r2	r2	PROPN
ejpam-2952	172	15	→	→	SYM
ejpam-2952	172	16	1/2	1/2	NUM
ejpam-2952	172	17	,	,	PUNCT
ejpam-2952	172	18	so	so	CCONJ
ejpam-2952	172	19	there	there	PRON
ejpam-2952	172	20	is	be	VERB
ejpam-2952	172	21	plenty	plenty	NOUN
ejpam-2952	172	22	of	of	ADP
ejpam-2952	172	23	(	(	PUNCT
ejpam-2952	172	24	nonlinear	nonlinear	ADJ
ejpam-2952	172	25	)	)	PUNCT
ejpam-2952	172	26	forecastability	forecastability	NOUN
ejpam-2952	172	27	in	in	ADP
ejpam-2952	172	28	the	the	DET
ejpam-2952	172	29	model	model	NOUN
ejpam-2952	172	30	.	.	PUNCT
ejpam-2952	173	1	granger	granger	PROPN
ejpam-2952	173	2	issues	issue	VERB
ejpam-2952	173	3	a	a	DET
ejpam-2952	173	4	warning	warning	NOUN
ejpam-2952	173	5	:	:	PUNCT
ejpam-2952	173	6	when	when	SCONJ
ejpam-2952	173	7	one	one	NUM
ejpam-2952	173	8	estimates	estimate	VERB
ejpam-2952	173	9	a	a	DET
ejpam-2952	173	10	model	model	NOUN
ejpam-2952	173	11	such	such	ADJ
ejpam-2952	173	12	that	that	SCONJ
ejpam-2952	173	13	the	the	DET
ejpam-2952	173	14	errors	error	NOUN
ejpam-2952	173	15	(	(	PUNCT
ejpam-2952	173	16	judging	judge	VERB
ejpam-2952	173	17	from	from	ADP
ejpam-2952	173	18	the	the	DET
ejpam-2952	173	19	residuals	residual	NOUN
ejpam-2952	173	20	)	)	PUNCT
ejpam-2952	173	21	appear	appear	VERB
ejpam-2952	173	22	to	to	PART
ejpam-2952	173	23	be	be	AUX
ejpam-2952	173	24	white	white	ADJ
ejpam-2952	173	25	noise	noise	NOUN
ejpam-2952	173	26	,	,	PUNCT
ejpam-2952	173	27	they	they	PRON
ejpam-2952	173	28	may	may	AUX
ejpam-2952	173	29	still	still	ADV
ejpam-2952	173	30	be	be	AUX
ejpam-2952	173	31	forecastable	forecastable	ADJ
ejpam-2952	173	32	.	.	PUNCT
ejpam-2952	174	1	research	research	NOUN
ejpam-2952	174	2	on	on	ADP
ejpam-2952	174	3	bilinear	bilinear	NOUN
ejpam-2952	174	4	models	model	NOUN
ejpam-2952	174	5	has	have	AUX
ejpam-2952	174	6	generated	generate	VERB
ejpam-2952	174	7	a	a	DET
ejpam-2952	174	8	host	host	NOUN
ejpam-2952	174	9	of	of	ADP
ejpam-2952	174	10	theoretical	theoretical	ADJ
ejpam-2952	174	11	results	result	NOUN
ejpam-2952	174	12	concerning	concern	VERB
ejpam-2952	174	13	probabilistic	probabilistic	ADJ
ejpam-2952	174	14	properties	property	NOUN
ejpam-2952	174	15	of	of	ADP
ejpam-2952	174	16	the	the	DET
ejpam-2952	174	17	model	model	NOUN
ejpam-2952	174	18	and	and	CCONJ
ejpam-2952	174	19	properties	property	NOUN
ejpam-2952	174	20	of	of	ADP
ejpam-2952	174	21	estimators	estimator	NOUN
ejpam-2952	174	22	;	;	PUNCT
ejpam-2952	174	23	see	see	VERB
ejpam-2952	174	24	,	,	PUNCT
ejpam-2952	174	25	for	for	ADP
ejpam-2952	174	26	example	example	NOUN
ejpam-2952	174	27	,	,	PUNCT
ejpam-2952	174	28	[	[	X
ejpam-2952	174	29	69	69	NUM
ejpam-2952	174	30	]	]	PUNCT
ejpam-2952	174	31	.	.	PUNCT
ejpam-2952	175	1	nevertheless	nevertheless	ADV
ejpam-2952	175	2	,	,	PUNCT
ejpam-2952	175	3	the	the	DET
ejpam-2952	175	4	model	model	NOUN
ejpam-2952	175	5	has	have	AUX
ejpam-2952	175	6	not	not	PART
ejpam-2952	175	7	turned	turn	VERB
ejpam-2952	175	8	out	out	ADP
ejpam-2952	175	9	to	to	PART
ejpam-2952	175	10	be	be	AUX
ejpam-2952	175	11	very	very	ADV
ejpam-2952	175	12	useful	useful	ADJ
ejpam-2952	175	13	in	in	ADP
ejpam-2952	175	14	economic	economic	ADJ
ejpam-2952	175	15	research	research	NOUN
ejpam-2952	175	16	.	.	PUNCT
ejpam-2952	176	1	the	the	DET
ejpam-2952	176	2	reason	reason	NOUN
ejpam-2952	176	3	seems	seem	VERB
ejpam-2952	176	4	to	to	PART
ejpam-2952	176	5	be	be	AUX
ejpam-2952	176	6	that	that	SCONJ
ejpam-2952	176	7	it	it	PRON
ejpam-2952	176	8	mostly	mostly	ADV
ejpam-2952	176	9	describes	describe	VERB
ejpam-2952	176	10	atypical	atypical	ADJ
ejpam-2952	176	11	behaviour	behaviour	NOUN
ejpam-2952	176	12	that	that	PRON
ejpam-2952	176	13	manifests	manifest	VERB
ejpam-2952	176	14	itself	itself	PRON
ejpam-2952	176	15	in	in	ADP
ejpam-2952	176	16	the	the	DET
ejpam-2952	176	17	form	form	NOUN
ejpam-2952	176	18	of	of	ADP
ejpam-2952	176	19	outliers	outlier	NOUN
ejpam-2952	176	20	.	.	PUNCT
ejpam-2952	177	1	see	see	VERB
ejpam-2952	177	2	[	[	X
ejpam-2952	177	3	59	59	NUM
ejpam-2952	177	4	]	]	PUNCT
ejpam-2952	177	5	for	for	ADP
ejpam-2952	177	6	an	an	DET
ejpam-2952	177	7	illuminating	illuminating	ADJ
ejpam-2952	177	8	discussion	discussion	NOUN
ejpam-2952	177	9	.	.	PUNCT
ejpam-2952	178	1	some	some	DET
ejpam-2952	178	2	other	other	ADJ
ejpam-2952	178	3	nonlinear	nonlinear	ADJ
ejpam-2952	178	4	models	model	NOUN
ejpam-2952	178	5	such	such	ADJ
ejpam-2952	178	6	as	as	ADP
ejpam-2952	178	7	the	the	DET
ejpam-2952	178	8	threshold	threshold	NOUN
ejpam-2952	178	9	autoregressive	autoregressive	ADJ
ejpam-2952	178	10	,	,	PUNCT
ejpam-2952	178	11	the	the	DET
ejpam-2952	178	12	smooth	smooth	ADJ
ejpam-2952	178	13	transition	transition	NOUN
ejpam-2952	178	14	autoregressive	autoregressive	ADJ
ejpam-2952	178	15	or	or	CCONJ
ejpam-2952	178	16	the	the	DET
ejpam-2952	178	17	hidden	hide	VERB
ejpam-2952	178	18	markov	markov	NOUN
ejpam-2952	178	19	autoregressive	autoregressive	ADJ
ejpam-2952	178	20	model	model	NOUN
ejpam-2952	178	21	have	have	AUX
ejpam-2952	178	22	been	be	AUX
ejpam-2952	178	23	more	more	ADV
ejpam-2952	178	24	successful	successful	ADJ
ejpam-2952	178	25	in	in	ADP
ejpam-2952	178	26	this	this	DET
ejpam-2952	178	27	respect	respect	NOUN
ejpam-2952	178	28	.	.	PUNCT
ejpam-2952	179	1	they	they	PRON
ejpam-2952	179	2	are	be	AUX
ejpam-2952	179	3	discussed	discuss	VERB
ejpam-2952	179	4	in	in	ADP
ejpam-2952	179	5	[	[	X
ejpam-2952	179	6	73	73	NUM
ejpam-2952	179	7	]	]	PUNCT
ejpam-2952	179	8	,	,	PUNCT
ejpam-2952	179	9	chapters	chapter	NOUN
ejpam-2952	179	10	3	3	NUM
ejpam-2952	179	11	and	and	CCONJ
ejpam-2952	179	12	16	16	NUM
ejpam-2952	179	13	.	.	PUNCT
ejpam-2952	180	1	granger	granger	PROPN
ejpam-2952	180	2	and	and	CCONJ
ejpam-2952	180	3	andersen	andersen	PROPN
ejpam-2952	180	4	also	also	ADV
ejpam-2952	180	5	consider	consider	VERB
ejpam-2952	180	6	building	build	VERB
ejpam-2952	180	7	bilinear	bilinear	NOUN
ejpam-2952	180	8	models	model	NOUN
ejpam-2952	180	9	.	.	PUNCT
ejpam-2952	181	1	they	they	PRON
ejpam-2952	181	2	mention	mention	VERB
ejpam-2952	181	3	the	the	DET
ejpam-2952	181	4	threestage	threestage	NOUN
ejpam-2952	181	5	model	model	NOUN
ejpam-2952	181	6	building	building	NOUN
ejpam-2952	181	7	strategy	strategy	NOUN
ejpam-2952	181	8	of	of	ADP
ejpam-2952	181	9	[	[	X
ejpam-2952	181	10	7	7	NUM
ejpam-2952	181	11	]	]	PUNCT
ejpam-2952	181	12	,	,	PUNCT
ejpam-2952	181	13	in	in	ADP
ejpam-2952	181	14	which	which	PRON
ejpam-2952	181	15	the	the	DET
ejpam-2952	181	16	linear	linear	ADJ
ejpam-2952	181	17	autoregressive	autoregressive	ADJ
ejpam-2952	181	18	-	-	PUNCT
ejpam-2952	181	19	moving	move	VERB
ejpam-2952	181	20	average	average	ADJ
ejpam-2952	181	21	model	model	NOUN
ejpam-2952	181	22	is	be	AUX
ejpam-2952	181	23	first	first	ADV
ejpam-2952	181	24	specified	specify	VERB
ejpam-2952	181	25	(	(	PUNCT
ejpam-2952	181	26	’	'	PUNCT
ejpam-2952	181	27	identification	identification	NOUN
ejpam-2952	181	28	’	'	PUNCT
ejpam-2952	181	29	)	)	PUNCT
ejpam-2952	181	30	,	,	PUNCT
ejpam-2952	181	31	the	the	DET
ejpam-2952	181	32	specified	specified	ADJ
ejpam-2952	181	33	model	model	NOUN
ejpam-2952	181	34	estimated	estimate	VERB
ejpam-2952	181	35	,	,	PUNCT
ejpam-2952	181	36	and	and	CCONJ
ejpam-2952	181	37	the	the	DET
ejpam-2952	181	38	estimated	estimate	VERB
ejpam-2952	181	39	model	model	NOUN
ejpam-2952	181	40	evaluated	evaluate	VERB
ejpam-2952	181	41	(	(	PUNCT
ejpam-2952	181	42	’	'	PUNCT
ejpam-2952	181	43	diagnostic	diagnostic	ADJ
ejpam-2952	181	44	checking	checking	NOUN
ejpam-2952	181	45	’	'	PUNCT
ejpam-2952	181	46	)	)	PUNCT
ejpam-2952	181	47	.	.	PUNCT
ejpam-2952	182	1	they	they	PRON
ejpam-2952	182	2	write	write	VERB
ejpam-2952	182	3	that	that	SCONJ
ejpam-2952	182	4	the	the	DET
ejpam-2952	182	5	same	same	ADJ
ejpam-2952	182	6	strategy	strategy	NOUN
ejpam-2952	182	7	,	,	PUNCT
ejpam-2952	182	8	suitably	suitably	ADV
ejpam-2952	182	9	modified	modify	VERB
ejpam-2952	182	10	,	,	PUNCT
ejpam-2952	182	11	should	should	AUX
ejpam-2952	182	12	be	be	AUX
ejpam-2952	182	13	used	use	VERB
ejpam-2952	182	14	in	in	ADP
ejpam-2952	182	15	constructing	construct	VERB
ejpam-2952	182	16	bilinear	bilinear	NOUN
ejpam-2952	182	17	models	model	NOUN
ejpam-2952	182	18	.	.	PUNCT
ejpam-2952	183	1	granger	granger	PROPN
ejpam-2952	183	2	’s	’s	PART
ejpam-2952	183	3	contributions	contribution	NOUN
ejpam-2952	183	4	to	to	ADP
ejpam-2952	183	5	an	an	DET
ejpam-2952	183	6	important	important	ADJ
ejpam-2952	183	7	part	part	NOUN
ejpam-2952	183	8	of	of	ADP
ejpam-2952	183	9	specification	specification	NOUN
ejpam-2952	183	10	of	of	ADP
ejpam-2952	183	11	nonlinear	nonlinear	ADJ
ejpam-2952	183	12	models	model	NOUN
ejpam-2952	183	13	,	,	PUNCT
ejpam-2952	183	14	namely	namely	ADV
ejpam-2952	183	15	testing	test	VERB
ejpam-2952	183	16	linearity	linearity	NOUN
ejpam-2952	183	17	,	,	PUNCT
ejpam-2952	183	18	was	be	AUX
ejpam-2952	183	19	already	already	ADV
ejpam-2952	183	20	considered	consider	VERB
ejpam-2952	183	21	in	in	ADP
ejpam-2952	183	22	the	the	DET
ejpam-2952	183	23	previous	previous	ADJ
ejpam-2952	183	24	section	section	NOUN
ejpam-2952	183	25	.	.	PUNCT
ejpam-2952	184	1	4.2	4.2	NUM
ejpam-2952	184	2	.	.	PUNCT
ejpam-2952	185	1	the	the	DET
ejpam-2952	185	2	m	m	PROPN
ejpam-2952	185	3	-	-	PROPN
ejpam-2952	185	4	m	m	PROPN
ejpam-2952	185	5	model	model	NOUN
ejpam-2952	185	6	as	as	SCONJ
ejpam-2952	185	7	discussed	discuss	VERB
ejpam-2952	185	8	in	in	ADP
ejpam-2952	185	9	section	section	NOUN
ejpam-2952	185	10	2	2	NUM
ejpam-2952	185	11	,	,	PUNCT
ejpam-2952	185	12	granger	granger	PROPN
ejpam-2952	185	13	’s	’s	PART
ejpam-2952	185	14	view	view	NOUN
ejpam-2952	185	15	has	have	AUX
ejpam-2952	185	16	been	be	AUX
ejpam-2952	185	17	that	that	SCONJ
ejpam-2952	185	18	in	in	ADP
ejpam-2952	185	19	practice	practice	NOUN
ejpam-2952	185	20	,	,	PUNCT
ejpam-2952	185	21	nonlinearity	nonlinearity	NOUN
ejpam-2952	185	22	in	in	ADP
ejpam-2952	185	23	macroeconomic	macroeconomic	ADJ
ejpam-2952	185	24	series	series	NOUN
ejpam-2952	185	25	is	be	AUX
ejpam-2952	185	26	often	often	ADV
ejpam-2952	185	27	weak	weak	ADJ
ejpam-2952	185	28	.	.	PUNCT
ejpam-2952	186	1	in	in	ADP
ejpam-2952	186	2	introducing	introduce	VERB
ejpam-2952	186	3	the	the	DET
ejpam-2952	186	4	m	m	PROPN
ejpam-2952	186	5	-	-	NOUN
ejpam-2952	186	6	m	m	PROPN
ejpam-2952	186	7	process	process	NOUN
ejpam-2952	186	8	in	in	ADP
ejpam-2952	186	9	[	[	X
ejpam-2952	186	10	35	35	NUM
ejpam-2952	186	11	]	]	PUNCT
ejpam-2952	186	12	the	the	DET
ejpam-2952	186	13	authors	author	NOUN
ejpam-2952	186	14	point	point	VERB
ejpam-2952	186	15	out	out	ADP
ejpam-2952	186	16	that	that	SCONJ
ejpam-2952	186	17	while	while	SCONJ
ejpam-2952	186	18	this	this	PRON
ejpam-2952	186	19	is	be	AUX
ejpam-2952	186	20	the	the	DET
ejpam-2952	186	21	case	case	NOUN
ejpam-2952	186	22	in	in	ADP
ejpam-2952	186	23	univariate	univariate	ADJ
ejpam-2952	186	24	models	model	NOUN
ejpam-2952	186	25	,	,	PUNCT
ejpam-2952	186	26	the	the	DET
ejpam-2952	186	27	evidence	evidence	NOUN
ejpam-2952	186	28	of	of	ADP
ejpam-2952	186	29	nonlinearity	nonlinearity	NOUN
ejpam-2952	186	30	becomes	become	VERB
ejpam-2952	186	31	stronger	strong	ADJ
ejpam-2952	186	32	when	when	SCONJ
ejpam-2952	186	33	a	a	DET
ejpam-2952	186	34	bivariate	bivariate	ADJ
ejpam-2952	186	35	system	system	NOUN
ejpam-2952	186	36	is	be	AUX
ejpam-2952	186	37	considered	consider	VERB
ejpam-2952	186	38	.	.	PUNCT
ejpam-2952	187	1	they	they	PRON
ejpam-2952	187	2	define	define	VERB
ejpam-2952	187	3	a	a	DET
ejpam-2952	187	4	bivariate	bivariate	ADJ
ejpam-2952	187	5	nonlinear	nonlinear	ADJ
ejpam-2952	187	6	model	model	NOUN
ejpam-2952	187	7	called	call	VERB
ejpam-2952	187	8	the	the	DET
ejpam-2952	187	9	m	m	PROPN
ejpam-2952	187	10	-	-	PROPN
ejpam-2952	187	11	m	m	PROPN
ejpam-2952	187	12	model	model	NOUN
ejpam-2952	187	13	as	as	SCONJ
ejpam-2952	187	14	follows	follow	VERB
ejpam-2952	187	15	:	:	PUNCT
ejpam-2952	187	16	xt+1	xt+1	X
ejpam-2952	188	1	=	=	SYM
ejpam-2952	188	2	max(αxt	max(αxt	X
ejpam-2952	188	3	+	+	X
ejpam-2952	188	4	a	a	X
ejpam-2952	188	5	,	,	PUNCT
ejpam-2952	188	6	βyt	βyt	NOUN
ejpam-2952	189	1	+	+	CCONJ
ejpam-2952	189	2	b	b	X
ejpam-2952	189	3	)	)	PUNCT
ejpam-2952	190	1	+	+	CCONJ
ejpam-2952	190	2	εx	εx	PROPN
ejpam-2952	190	3	,	,	PUNCT
ejpam-2952	190	4	t+1	t+1	PROPN
ejpam-2952	190	5	(	(	PUNCT
ejpam-2952	190	6	8)	8)	NUM
ejpam-2952	190	7	yt+1	yt+1	NUM
ejpam-2952	190	8	=	=	PUNCT
ejpam-2952	190	9	min(γxt	min(γxt	PROPN
ejpam-2952	191	1	+	+	CCONJ
ejpam-2952	191	2	c	c	X
ejpam-2952	191	3	,	,	PUNCT
ejpam-2952	191	4	δyt	δyt	ADP
ejpam-2952	191	5	+	+	CCONJ
ejpam-2952	191	6	d	d	X
ejpam-2952	191	7	)	)	PUNCT
ejpam-2952	191	8	+	+	NUM
ejpam-2952	191	9	εy	εy	NOUN
ejpam-2952	191	10	,	,	PUNCT
ejpam-2952	191	11	t+1	t+1	PROPN
ejpam-2952	191	12	(	(	PUNCT
ejpam-2952	191	13	9	9	NUM
ejpam-2952	191	14	)	)	PUNCT
ejpam-2952	191	15	timo	timo	VERB
ejpam-2952	191	16	teräsvirta	teräsvirta	NUM
ejpam-2952	191	17	/	/	SYM
ejpam-2952	191	18	eur	eur	PROPN
ejpam-2952	191	19	.	.	PUNCT
ejpam-2952	192	1	j.	j.	PROPN
ejpam-2952	192	2	pure	pure	PROPN
ejpam-2952	192	3	appl	appl	PROPN
ejpam-2952	192	4	.	.	PROPN
ejpam-2952	192	5	math	math	PROPN
ejpam-2952	192	6	,	,	PUNCT
ejpam-2952	192	7	10	10	NUM
ejpam-2952	192	8	(	(	PUNCT
ejpam-2952	192	9	1	1	NUM
ejpam-2952	192	10	)	)	PUNCT
ejpam-2952	192	11	(	(	PUNCT
ejpam-2952	192	12	2017	2017	NUM
ejpam-2952	192	13	)	)	PUNCT
ejpam-2952	192	14	,	,	PUNCT
ejpam-2952	192	15	104	104	NUM
ejpam-2952	192	16	-	-	SYM
ejpam-2952	192	17	132	132	NUM
ejpam-2952	192	18	111	111	NUM
ejpam-2952	192	19	where	where	SCONJ
ejpam-2952	192	20	εx	εx	X
ejpam-2952	192	21	,	,	PUNCT
ejpam-2952	192	22	t+1	t+1	PROPN
ejpam-2952	192	23	and	and	CCONJ
ejpam-2952	192	24	εy	εy	VERB
ejpam-2952	192	25	,	,	PUNCT
ejpam-2952	192	26	t+1	t+1	PRON
ejpam-2952	192	27	are	be	AUX
ejpam-2952	192	28	independent	independent	ADJ
ejpam-2952	192	29	and	and	CCONJ
ejpam-2952	192	30	identically	identically	ADV
ejpam-2952	192	31	distributed	distribute	VERB
ejpam-2952	192	32	with	with	ADP
ejpam-2952	192	33	mean	mean	NOUN
ejpam-2952	192	34	zero	zero	NUM
ejpam-2952	192	35	and	and	CCONJ
ejpam-2952	192	36	mutually	mutually	ADV
ejpam-2952	192	37	independent	independent	ADJ
ejpam-2952	192	38	variances	variance	NOUN
ejpam-2952	192	39	σ2x	σ2x	NOUN
ejpam-2952	192	40	and	and	CCONJ
ejpam-2952	192	41	σ2y	σ2y	NOUN
ejpam-2952	192	42	,	,	PUNCT
ejpam-2952	192	43	respectively	respectively	ADV
ejpam-2952	192	44	.	.	PUNCT
ejpam-2952	193	1	the	the	DET
ejpam-2952	193	2	’	'	PUNCT
ejpam-2952	193	3	m	m	PROPN
ejpam-2952	193	4	-	-	PUNCT
ejpam-2952	193	5	m	m	NOUN
ejpam-2952	193	6	’	'	PUNCT
ejpam-2952	193	7	in	in	ADP
ejpam-2952	193	8	the	the	DET
ejpam-2952	193	9	title	title	NOUN
ejpam-2952	193	10	of	of	ADP
ejpam-2952	193	11	the	the	DET
ejpam-2952	193	12	paper	paper	NOUN
ejpam-2952	193	13	indicates	indicate	VERB
ejpam-2952	193	14	that	that	SCONJ
ejpam-2952	193	15	the	the	DET
ejpam-2952	193	16	process	process	NOUN
ejpam-2952	193	17	may	may	AUX
ejpam-2952	193	18	also	also	ADV
ejpam-2952	193	19	be	be	AUX
ejpam-2952	193	20	defined	define	VERB
ejpam-2952	193	21	as	as	ADP
ejpam-2952	193	22	max	max	PROPN
ejpam-2952	193	23	-	-	PUNCT
ejpam-2952	193	24	max	max	PROPN
ejpam-2952	193	25	or	or	CCONJ
ejpam-2952	193	26	min	min	PROPN
ejpam-2952	193	27	-	-	PUNCT
ejpam-2952	193	28	min	min	NOUN
ejpam-2952	193	29	.	.	PROPN
ejpam-2952	193	30	as	as	SCONJ
ejpam-2952	193	31	the	the	DET
ejpam-2952	193	32	equations	equation	NOUN
ejpam-2952	193	33	(	(	PUNCT
ejpam-2952	193	34	8)	8)	NUM
ejpam-2952	193	35	and	and	CCONJ
ejpam-2952	193	36	(	(	PUNCT
ejpam-2952	193	37	9	9	X
ejpam-2952	193	38	)	)	PUNCT
ejpam-2952	193	39	suggest	suggest	VERB
ejpam-2952	193	40	,	,	PUNCT
ejpam-2952	193	41	this	this	PRON
ejpam-2952	193	42	is	be	AUX
ejpam-2952	193	43	a	a	DET
ejpam-2952	193	44	highly	highly	ADV
ejpam-2952	193	45	nonlinear	nonlinear	ADJ
ejpam-2952	193	46	system	system	NOUN
ejpam-2952	193	47	that	that	PRON
ejpam-2952	193	48	does	do	AUX
ejpam-2952	193	49	not	not	PART
ejpam-2952	193	50	nest	nest	VERB
ejpam-2952	193	51	a	a	DET
ejpam-2952	193	52	linear	linear	ADJ
ejpam-2952	193	53	model	model	NOUN
ejpam-2952	193	54	.	.	PUNCT
ejpam-2952	194	1	when	when	SCONJ
ejpam-2952	194	2	α	α	X
ejpam-2952	194	3	=	=	X
ejpam-2952	194	4	β	β	X
ejpam-2952	194	5	=	=	PUNCT
ejpam-2952	194	6	γ	γ	X
ejpam-2952	194	7	=	=	SYM
ejpam-2952	194	8	δ	δ	PROPN
ejpam-2952	194	9	=	=	SYM
ejpam-2952	194	10	1	1	NUM
ejpam-2952	194	11	,	,	PUNCT
ejpam-2952	194	12	the	the	DET
ejpam-2952	194	13	resulting	result	VERB
ejpam-2952	194	14	system	system	NOUN
ejpam-2952	194	15	is	be	AUX
ejpam-2952	194	16	an	an	DET
ejpam-2952	194	17	integrated	integrate	VERB
ejpam-2952	194	18	m	m	PROPN
ejpam-2952	194	19	-	-	NOUN
ejpam-2952	194	20	m	m	NOUN
ejpam-2952	194	21	process	process	NOUN
ejpam-2952	194	22	.	.	PUNCT
ejpam-2952	195	1	setting	set	VERB
ejpam-2952	195	2	a	a	DET
ejpam-2952	195	3	=	=	SYM
ejpam-2952	195	4	b	b	NOUN
ejpam-2952	195	5	=	=	SYM
ejpam-2952	195	6	c	c	NOUN
ejpam-2952	196	1	=	=	SYM
ejpam-2952	196	2	d	d	NOUN
ejpam-2952	196	3	=	=	SYM
ejpam-2952	196	4	0	0	NUM
ejpam-2952	196	5	one	one	NOUN
ejpam-2952	196	6	obtains	obtain	VERB
ejpam-2952	196	7	what	what	PRON
ejpam-2952	196	8	is	be	AUX
ejpam-2952	196	9	called	call	VERB
ejpam-2952	196	10	a	a	DET
ejpam-2952	196	11	stationary	stationary	ADJ
ejpam-2952	196	12	m	m	PROPN
ejpam-2952	196	13	-	-	ADJ
ejpam-2952	196	14	m	m	NOUN
ejpam-2952	196	15	process	process	NOUN
ejpam-2952	196	16	.	.	PUNCT
ejpam-2952	197	1	the	the	DET
ejpam-2952	197	2	model	model	NOUN
ejpam-2952	197	3	is	be	AUX
ejpam-2952	197	4	similar	similar	ADJ
ejpam-2952	197	5	to	to	ADP
ejpam-2952	197	6	the	the	DET
ejpam-2952	197	7	linear	linear	ADJ
ejpam-2952	197	8	vector	vector	NOUN
ejpam-2952	197	9	autoregressive	autoregressive	ADJ
ejpam-2952	197	10	model	model	NOUN
ejpam-2952	197	11	in	in	ADP
ejpam-2952	197	12	the	the	DET
ejpam-2952	197	13	sense	sense	NOUN
ejpam-2952	197	14	that	that	SCONJ
ejpam-2952	197	15	neither	neither	DET
ejpam-2952	197	16	variable	variable	NOUN
ejpam-2952	197	17	is	be	AUX
ejpam-2952	197	18	exogenous	exogenous	ADJ
ejpam-2952	197	19	.	.	PUNCT
ejpam-2952	198	1	it	it	PRON
ejpam-2952	198	2	is	be	AUX
ejpam-2952	198	3	seen	see	VERB
ejpam-2952	198	4	from	from	ADP
ejpam-2952	198	5	the	the	DET
ejpam-2952	198	6	equations	equation	NOUN
ejpam-2952	198	7	(	(	PUNCT
ejpam-2952	198	8	8)	8)	NUM
ejpam-2952	198	9	and	and	CCONJ
ejpam-2952	198	10	(	(	PUNCT
ejpam-2952	198	11	9	9	NUM
ejpam-2952	198	12	)	)	PUNCT
ejpam-2952	198	13	that	that	PRON
ejpam-2952	198	14	testing	test	VERB
ejpam-2952	198	15	the	the	DET
ejpam-2952	198	16	granger	granger	PROPN
ejpam-2952	198	17	noncausality	noncausality	PROPN
ejpam-2952	198	18	hypothesis	hypothesis	NOUN
ejpam-2952	198	19	,	,	PUNCT
ejpam-2952	198	20	see	see	VERB
ejpam-2952	198	21	hendry	hendry	PROPN
ejpam-2952	198	22	,	,	PUNCT
ejpam-2952	198	23	this	this	DET
ejpam-2952	198	24	issue	issue	NOUN
ejpam-2952	198	25	,	,	PUNCT
ejpam-2952	198	26	is	be	AUX
ejpam-2952	198	27	possible	possible	ADJ
ejpam-2952	198	28	in	in	ADP
ejpam-2952	198	29	this	this	DET
ejpam-2952	198	30	framework	framework	NOUN
ejpam-2952	198	31	.	.	PUNCT
ejpam-2952	199	1	[	[	X
ejpam-2952	199	2	35	35	NUM
ejpam-2952	199	3	]	]	PUNCT
ejpam-2952	199	4	consider	consider	VERB
ejpam-2952	199	5	equilibrium	equilibrium	NOUN
ejpam-2952	199	6	values	value	NOUN
ejpam-2952	199	7	x	x	PUNCT
ejpam-2952	199	8	and	and	CCONJ
ejpam-2952	199	9	y	y	PROPN
ejpam-2952	199	10	of	of	ADP
ejpam-2952	199	11	the	the	DET
ejpam-2952	199	12	system	system	NOUN
ejpam-2952	199	13	.	.	PUNCT
ejpam-2952	200	1	these	these	PRON
ejpam-2952	200	2	are	be	AUX
ejpam-2952	200	3	values	value	NOUN
ejpam-2952	200	4	obtained	obtain	VERB
ejpam-2952	200	5	from	from	ADP
ejpam-2952	200	6	the	the	DET
ejpam-2952	200	7	model	model	NOUN
ejpam-2952	200	8	when	when	SCONJ
ejpam-2952	200	9	t	t	PROPN
ejpam-2952	200	10	→	→	SYM
ejpam-2952	200	11	∞	∞	PROPN
ejpam-2952	200	12	,	,	PUNCT
ejpam-2952	200	13	assuming	assume	VERB
ejpam-2952	200	14	σ2x	σ2x	NOUN
ejpam-2952	200	15	=	=	SYM
ejpam-2952	200	16	σ2y	σ2y	NOUN
ejpam-2952	200	17	=	=	SYM
ejpam-2952	200	18	0	0	NUM
ejpam-2952	200	19	for	for	ADP
ejpam-2952	200	20	all	all	DET
ejpam-2952	200	21	t	t	PROPN
ejpam-2952	200	22	>	>	X
ejpam-2952	200	23	t0	t0	X
ejpam-2952	200	24	>	>	X
ejpam-2952	200	25	0	0	X
ejpam-2952	200	26	.	.	PUNCT
ejpam-2952	201	1	whether	whether	SCONJ
ejpam-2952	201	2	or	or	CCONJ
ejpam-2952	201	3	not	not	PART
ejpam-2952	201	4	they	they	PRON
ejpam-2952	201	5	exist	exist	VERB
ejpam-2952	201	6	depends	depend	VERB
ejpam-2952	201	7	on	on	ADP
ejpam-2952	201	8	the	the	DET
ejpam-2952	201	9	parameters	parameter	NOUN
ejpam-2952	201	10	of	of	ADP
ejpam-2952	201	11	the	the	DET
ejpam-2952	201	12	system	system	NOUN
ejpam-2952	201	13	,	,	PUNCT
ejpam-2952	201	14	and	and	CCONJ
ejpam-2952	201	15	the	the	DET
ejpam-2952	201	16	appropriate	appropriate	ADJ
ejpam-2952	201	17	conditions	condition	NOUN
ejpam-2952	201	18	are	be	AUX
ejpam-2952	201	19	derived	derive	VERB
ejpam-2952	201	20	in	in	ADP
ejpam-2952	201	21	the	the	DET
ejpam-2952	201	22	article	article	NOUN
ejpam-2952	201	23	.	.	PUNCT
ejpam-2952	202	1	special	special	ADJ
ejpam-2952	202	2	attention	attention	NOUN
ejpam-2952	202	3	is	be	AUX
ejpam-2952	202	4	given	give	VERB
ejpam-2952	202	5	to	to	ADP
ejpam-2952	202	6	the	the	DET
ejpam-2952	202	7	equilibrium	equilibrium	NOUN
ejpam-2952	202	8	values	value	NOUN
ejpam-2952	202	9	of	of	ADP
ejpam-2952	202	10	zt	zt	PROPN
ejpam-2952	202	11	=	=	SYM
ejpam-2952	202	12	xt	xt	PROPN
ejpam-2952	202	13	−	−	PROPN
ejpam-2952	202	14	yt	yt	PROPN
ejpam-2952	202	15	.	.	PUNCT
ejpam-2952	203	1	the	the	DET
ejpam-2952	203	2	paper	paper	NOUN
ejpam-2952	203	3	contains	contain	VERB
ejpam-2952	203	4	a	a	DET
ejpam-2952	203	5	proposition	proposition	NOUN
ejpam-2952	203	6	that	that	PRON
ejpam-2952	203	7	generally	generally	ADV
ejpam-2952	203	8	{	{	PUNCT
ejpam-2952	203	9	xt+1	xt+1	NUM
ejpam-2952	203	10	}	}	PUNCT
ejpam-2952	203	11	and	and	CCONJ
ejpam-2952	203	12	{	{	PUNCT
ejpam-2952	203	13	yt+1	yt+1	X
ejpam-2952	203	14	}	}	PUNCT
ejpam-2952	203	15	are	be	AUX
ejpam-2952	203	16	nonlinearly	nonlinearly	ADV
ejpam-2952	203	17	integrated	integrate	VERB
ejpam-2952	203	18	processes	process	NOUN
ejpam-2952	203	19	,	,	PUNCT
ejpam-2952	203	20	that	that	ADV
ejpam-2952	203	21	is	is	ADV
ejpam-2952	203	22	,	,	PUNCT
ejpam-2952	203	23	their	their	PRON
ejpam-2952	203	24	variance	variance	NOUN
ejpam-2952	203	25	becomes	become	VERB
ejpam-2952	203	26	infinite	infinite	ADJ
ejpam-2952	203	27	with	with	ADP
ejpam-2952	203	28	the	the	DET
ejpam-2952	203	29	number	number	NOUN
ejpam-2952	203	30	of	of	ADP
ejpam-2952	203	31	observations	observation	NOUN
ejpam-2952	203	32	.	.	PUNCT
ejpam-2952	204	1	there	there	PRON
ejpam-2952	204	2	do	do	AUX
ejpam-2952	204	3	exist	exist	VERB
ejpam-2952	204	4	parameter	parameter	NOUN
ejpam-2952	204	5	restrictions	restriction	NOUN
ejpam-2952	204	6	that	that	PRON
ejpam-2952	204	7	make	make	VERB
ejpam-2952	204	8	zt	zt	PROPN
ejpam-2952	204	9	=	=	SYM
ejpam-2952	204	10	xt−yt	xt−yt	PROPN
ejpam-2952	204	11	stationary	stationary	ADJ
ejpam-2952	204	12	and	and	CCONJ
ejpam-2952	204	13	ergodic	ergodic	ADJ
ejpam-2952	204	14	,	,	PUNCT
ejpam-2952	204	15	which	which	PRON
ejpam-2952	204	16	means	mean	VERB
ejpam-2952	204	17	that	that	SCONJ
ejpam-2952	204	18	the	the	DET
ejpam-2952	204	19	nonlinear	nonlinear	ADJ
ejpam-2952	204	20	variables	variable	NOUN
ejpam-2952	204	21	xt	xt	PROPN
ejpam-2952	205	1	and	and	CCONJ
ejpam-2952	205	2	yt	yt	PROPN
ejpam-2952	205	3	are	be	AUX
ejpam-2952	205	4	linearly	linearly	ADV
ejpam-2952	205	5	cointegrated	cointegrate	VERB
ejpam-2952	205	6	.	.	PUNCT
ejpam-2952	206	1	it	it	PRON
ejpam-2952	206	2	turns	turn	VERB
ejpam-2952	206	3	out	out	ADP
ejpam-2952	206	4	that	that	SCONJ
ejpam-2952	206	5	the	the	DET
ejpam-2952	206	6	equilibrium	equilibrium	NOUN
ejpam-2952	206	7	conditions	condition	NOUN
ejpam-2952	206	8	for	for	ADP
ejpam-2952	206	9	zt	zt	PROPN
ejpam-2952	206	10	are	be	AUX
ejpam-2952	206	11	necessary	necessary	ADJ
ejpam-2952	206	12	for	for	SCONJ
ejpam-2952	206	13	this	this	DET
ejpam-2952	206	14	variable	variable	NOUN
ejpam-2952	206	15	to	to	PART
ejpam-2952	206	16	be	be	AUX
ejpam-2952	206	17	stationary	stationary	ADJ
ejpam-2952	206	18	and	and	CCONJ
ejpam-2952	206	19	ergodic	ergodic	ADJ
ejpam-2952	206	20	.	.	PUNCT
ejpam-2952	207	1	there	there	PRON
ejpam-2952	207	2	is	be	VERB
ejpam-2952	207	3	also	also	ADV
ejpam-2952	207	4	some	some	DET
ejpam-2952	207	5	discussion	discussion	NOUN
ejpam-2952	207	6	of	of	ADP
ejpam-2952	207	7	more	more	ADJ
ejpam-2952	207	8	general	general	ADJ
ejpam-2952	207	9	forms	form	NOUN
ejpam-2952	207	10	of	of	ADP
ejpam-2952	207	11	linear	linear	ADJ
ejpam-2952	207	12	cointegration	cointegration	NOUN
ejpam-2952	207	13	than	than	ADP
ejpam-2952	207	14	(	(	PUNCT
ejpam-2952	207	15	1,−1	1,−1	NUM
ejpam-2952	207	16	)	)	PUNCT
ejpam-2952	207	17	.	.	PUNCT
ejpam-2952	208	1	further	far	ADV
ejpam-2952	208	2	,	,	PUNCT
ejpam-2952	208	3	granger	granger	PROPN
ejpam-2952	208	4	and	and	CCONJ
ejpam-2952	208	5	hyung	hyung	PROPN
ejpam-2952	208	6	argue	argue	VERB
ejpam-2952	208	7	that	that	SCONJ
ejpam-2952	208	8	because	because	SCONJ
ejpam-2952	208	9	the	the	DET
ejpam-2952	208	10	cointegration	cointegration	NOUN
ejpam-2952	208	11	relationship	relationship	NOUN
ejpam-2952	208	12	is	be	AUX
ejpam-2952	208	13	linear	linear	ADJ
ejpam-2952	208	14	,	,	PUNCT
ejpam-2952	208	15	tests	test	NOUN
ejpam-2952	208	16	of	of	ADP
ejpam-2952	208	17	cointegration	cointegration	NOUN
ejpam-2952	208	18	derived	derive	VERB
ejpam-2952	208	19	for	for	ADP
ejpam-2952	208	20	standard	standard	ADJ
ejpam-2952	208	21	unit	unit	NOUN
ejpam-2952	208	22	root	root	NOUN
ejpam-2952	208	23	processes	process	NOUN
ejpam-2952	208	24	work	work	VERB
ejpam-2952	208	25	for	for	ADP
ejpam-2952	208	26	m	m	PROPN
ejpam-2952	208	27	-	-	ADJ
ejpam-2952	208	28	m	m	NOUN
ejpam-2952	208	29	variables	variable	NOUN
ejpam-2952	208	30	,	,	PUNCT
ejpam-2952	208	31	although	although	SCONJ
ejpam-2952	208	32	xt	xt	PROPN
ejpam-2952	208	33	and	and	CCONJ
ejpam-2952	208	34	yt	yt	PROPN
ejpam-2952	208	35	are	be	AUX
ejpam-2952	208	36	highly	highly	ADV
ejpam-2952	208	37	nonlinear	nonlinear	ADJ
ejpam-2952	208	38	.	.	PUNCT
ejpam-2952	209	1	estimation	estimation	NOUN
ejpam-2952	209	2	of	of	ADP
ejpam-2952	209	3	m	m	PROPN
ejpam-2952	209	4	-	-	NOUN
ejpam-2952	209	5	m	m	NOUN
ejpam-2952	209	6	processes	process	NOUN
ejpam-2952	209	7	with	with	ADP
ejpam-2952	209	8	maximum	maximum	ADJ
ejpam-2952	209	9	likelihood	likelihood	NOUN
ejpam-2952	209	10	is	be	AUX
ejpam-2952	209	11	not	not	PART
ejpam-2952	209	12	possible	possible	ADJ
ejpam-2952	209	13	because	because	SCONJ
ejpam-2952	209	14	of	of	ADP
ejpam-2952	209	15	discontinuities	discontinuity	NOUN
ejpam-2952	209	16	in	in	ADP
ejpam-2952	209	17	the	the	DET
ejpam-2952	209	18	equations	equation	NOUN
ejpam-2952	209	19	(	(	PUNCT
ejpam-2952	209	20	8)	8)	NUM
ejpam-2952	209	21	and	and	CCONJ
ejpam-2952	209	22	(	(	PUNCT
ejpam-2952	209	23	9	9	NUM
ejpam-2952	209	24	)	)	PUNCT
ejpam-2952	209	25	.	.	PUNCT
ejpam-2952	210	1	[	[	X
ejpam-2952	210	2	35	35	NUM
ejpam-2952	210	3	]	]	PUNCT
ejpam-2952	210	4	suggest	suggest	VERB
ejpam-2952	210	5	the	the	DET
ejpam-2952	210	6	following	follow	VERB
ejpam-2952	210	7	approximation	approximation	NOUN
ejpam-2952	210	8	:	:	PUNCT
ejpam-2952	210	9	xt	xt	X
ejpam-2952	210	10	=	=	SYM
ejpam-2952	211	1	1	1	NUM
ejpam-2952	211	2	s	s	NOUN
ejpam-2952	211	3	log(es(αxt+a	log(es(αxt+a	ADV
ejpam-2952	211	4	)	)	PUNCT
ejpam-2952	211	5	+	+	CCONJ
ejpam-2952	211	6	es(βyt+b	es(βyt+b	NUM
ejpam-2952	211	7	)	)	PUNCT
ejpam-2952	211	8	)	)	PUNCT
ejpam-2952	212	1	+	+	CCONJ
ejpam-2952	212	2	ε∗x	ε∗x	PROPN
ejpam-2952	212	3	,	,	PUNCT
ejpam-2952	212	4	t+1	t+1	PROPN
ejpam-2952	212	5	(	(	PUNCT
ejpam-2952	212	6	10	10	NUM
ejpam-2952	212	7	)	)	PUNCT
ejpam-2952	212	8	yt	yt	NOUN
ejpam-2952	212	9	=	=	PUNCT
ejpam-2952	212	10	−1	−1	NOUN
ejpam-2952	212	11	s	s	PART
ejpam-2952	212	12	log(es(γxt+c	log(es(γxt+c	PROPN
ejpam-2952	212	13	)	)	PUNCT
ejpam-2952	212	14	+	+	NUM
ejpam-2952	212	15	es(δyt+d	es(δyt+d	NOUN
ejpam-2952	212	16	)	)	PUNCT
ejpam-2952	212	17	)	)	PUNCT
ejpam-2952	213	1	+	+	CCONJ
ejpam-2952	213	2	ε∗y	ε∗y	NUM
ejpam-2952	213	3	,	,	PUNCT
ejpam-2952	213	4	t+1	t+1	PROPN
ejpam-2952	213	5	.	.	PUNCT
ejpam-2952	213	6	(	(	PUNCT
ejpam-2952	213	7	11	11	NUM
ejpam-2952	213	8	)	)	PUNCT
ejpam-2952	213	9	the	the	DET
ejpam-2952	213	10	argument	argument	NOUN
ejpam-2952	213	11	in	in	ADP
ejpam-2952	213	12	favour	favour	NOUN
ejpam-2952	213	13	of	of	ADP
ejpam-2952	213	14	using	use	VERB
ejpam-2952	213	15	the	the	DET
ejpam-2952	213	16	equations	equation	NOUN
ejpam-2952	213	17	(	(	PUNCT
ejpam-2952	213	18	10	10	NUM
ejpam-2952	213	19	)	)	PUNCT
ejpam-2952	213	20	and	and	CCONJ
ejpam-2952	213	21	(	(	PUNCT
ejpam-2952	213	22	11	11	NUM
ejpam-2952	213	23	)	)	PUNCT
ejpam-2952	213	24	is	be	AUX
ejpam-2952	213	25	that	that	SCONJ
ejpam-2952	213	26	when	when	SCONJ
ejpam-2952	213	27	the	the	DET
ejpam-2952	213	28	scale	scale	NOUN
ejpam-2952	213	29	parameter	parameter	NOUN
ejpam-2952	213	30	s	s	PART
ejpam-2952	213	31	→	→	SYM
ejpam-2952	213	32	∞	∞	PROPN
ejpam-2952	213	33	,	,	PUNCT
ejpam-2952	213	34	this	this	DET
ejpam-2952	213	35	system	system	NOUN
ejpam-2952	213	36	converges	converge	VERB
ejpam-2952	213	37	to	to	ADP
ejpam-2952	213	38	the	the	DET
ejpam-2952	213	39	m	m	PROPN
ejpam-2952	213	40	-	-	PROPN
ejpam-2952	213	41	m	m	PROPN
ejpam-2952	213	42	process	process	NOUN
ejpam-2952	213	43	defined	define	VERB
ejpam-2952	213	44	by	by	ADP
ejpam-2952	213	45	the	the	DET
ejpam-2952	213	46	equations	equation	NOUN
ejpam-2952	213	47	(	(	PUNCT
ejpam-2952	213	48	8)	8)	NUM
ejpam-2952	213	49	and	and	CCONJ
ejpam-2952	213	50	(	(	PUNCT
ejpam-2952	213	51	9	9	NUM
ejpam-2952	213	52	)	)	PUNCT
ejpam-2952	213	53	.	.	PUNCT
ejpam-2952	214	1	the	the	DET
ejpam-2952	214	2	likelihood	likelihood	NOUN
ejpam-2952	214	3	is	be	AUX
ejpam-2952	214	4	well	well	ADV
ejpam-2952	214	5	behaved	behave	VERB
ejpam-2952	214	6	for	for	ADP
ejpam-2952	214	7	finite	finite	ADJ
ejpam-2952	214	8	values	value	NOUN
ejpam-2952	214	9	of	of	ADP
ejpam-2952	214	10	s	s	PRON
ejpam-2952	214	11	and	and	CCONJ
ejpam-2952	214	12	choosing	choose	VERB
ejpam-2952	214	13	a	a	DET
ejpam-2952	214	14	large	large	ADJ
ejpam-2952	214	15	value	value	NOUN
ejpam-2952	214	16	for	for	ADP
ejpam-2952	214	17	it	it	PRON
ejpam-2952	214	18	,	,	PUNCT
ejpam-2952	214	19	maximum	maximum	ADJ
ejpam-2952	214	20	likelihood	likelihood	NOUN
ejpam-2952	214	21	estimation	estimation	NOUN
ejpam-2952	214	22	of	of	ADP
ejpam-2952	214	23	the	the	DET
ejpam-2952	214	24	parameters	parameter	NOUN
ejpam-2952	214	25	of	of	ADP
ejpam-2952	214	26	an	an	DET
ejpam-2952	214	27	approximate	approximate	ADJ
ejpam-2952	214	28	m	m	PROPN
ejpam-2952	214	29	-	-	PUNCT
ejpam-2952	214	30	m	m	NOUN
ejpam-2952	214	31	system	system	NOUN
ejpam-2952	214	32	is	be	AUX
ejpam-2952	214	33	possible	possible	ADJ
ejpam-2952	214	34	.	.	PUNCT
ejpam-2952	215	1	one	one	PRON
ejpam-2952	215	2	could	could	AUX
ejpam-2952	215	3	also	also	ADV
ejpam-2952	215	4	apply	apply	VERB
ejpam-2952	215	5	derivative	derivative	ADJ
ejpam-2952	215	6	-	-	PUNCT
ejpam-2952	215	7	free	free	ADJ
ejpam-2952	215	8	methods	method	NOUN
ejpam-2952	215	9	such	such	ADJ
ejpam-2952	215	10	as	as	ADP
ejpam-2952	215	11	simulated	simulate	VERB
ejpam-2952	215	12	annealing	annealing	NOUN
ejpam-2952	215	13	or	or	CCONJ
ejpam-2952	215	14	genetic	genetic	ADJ
ejpam-2952	215	15	algorithms	algorithm	NOUN
ejpam-2952	215	16	;	;	PUNCT
ejpam-2952	215	17	see	see	VERB
ejpam-2952	215	18	for	for	ADP
ejpam-2952	215	19	example	example	NOUN
ejpam-2952	216	1	[	[	X
ejpam-2952	216	2	73	73	NUM
ejpam-2952	216	3	]	]	PUNCT
ejpam-2952	216	4	,	,	PUNCT
ejpam-2952	216	5	chapter	chapter	NOUN
ejpam-2952	216	6	12	12	NUM
ejpam-2952	216	7	,	,	PUNCT
ejpam-2952	216	8	but	but	CCONJ
ejpam-2952	216	9	the	the	DET
ejpam-2952	216	10	authors	author	NOUN
ejpam-2952	216	11	do	do	AUX
ejpam-2952	216	12	not	not	PART
ejpam-2952	216	13	consider	consider	VERB
ejpam-2952	216	14	that	that	DET
ejpam-2952	216	15	possibility	possibility	NOUN
ejpam-2952	216	16	.	.	PUNCT
ejpam-2952	217	1	[	[	X
ejpam-2952	217	2	35	35	NUM
ejpam-2952	217	3	]	]	PUNCT
ejpam-2952	217	4	conduct	conduct	NOUN
ejpam-2952	217	5	a	a	DET
ejpam-2952	217	6	simulation	simulation	NOUN
ejpam-2952	217	7	study	study	NOUN
ejpam-2952	217	8	to	to	PART
ejpam-2952	217	9	find	find	VERB
ejpam-2952	217	10	out	out	ADP
ejpam-2952	217	11	how	how	SCONJ
ejpam-2952	217	12	well	well	ADV
ejpam-2952	217	13	standard	standard	ADJ
ejpam-2952	217	14	linearity	linearity	NOUN
ejpam-2952	217	15	tests	test	NOUN
ejpam-2952	217	16	respond	respond	VERB
ejpam-2952	217	17	to	to	ADP
ejpam-2952	217	18	nonlinearity	nonlinearity	NOUN
ejpam-2952	217	19	of	of	ADP
ejpam-2952	217	20	m	m	PROPN
ejpam-2952	217	21	-	-	PROPN
ejpam-2952	217	22	m	m	NOUN
ejpam-2952	217	23	type	type	NOUN
ejpam-2952	217	24	.	.	PUNCT
ejpam-2952	218	1	the	the	DET
ejpam-2952	218	2	design	design	NOUN
ejpam-2952	218	3	of	of	ADP
ejpam-2952	218	4	the	the	DET
ejpam-2952	218	5	experiment	experiment	NOUN
ejpam-2952	218	6	closely	closely	ADV
ejpam-2952	218	7	resembles	resemble	VERB
ejpam-2952	218	8	that	that	SCONJ
ejpam-2952	218	9	in	in	ADP
ejpam-2952	218	10	[	[	X
ejpam-2952	218	11	53	53	NUM
ejpam-2952	218	12	]	]	PUNCT
ejpam-2952	218	13	.	.	PUNCT
ejpam-2952	219	1	the	the	DET
ejpam-2952	219	2	same	same	ADJ
ejpam-2952	219	3	tests	test	NOUN
ejpam-2952	219	4	are	be	AUX
ejpam-2952	219	5	used	use	VERB
ejpam-2952	219	6	in	in	ADP
ejpam-2952	219	7	both	both	DET
ejpam-2952	219	8	papers	paper	NOUN
ejpam-2952	219	9	.	.	PUNCT
ejpam-2952	220	1	four	four	NUM
ejpam-2952	220	2	m	m	PROPN
ejpam-2952	220	3	-	-	PUNCT
ejpam-2952	220	4	m	m	PROPN
ejpam-2952	220	5	models	model	NOUN
ejpam-2952	220	6	are	be	AUX
ejpam-2952	220	7	simulated	simulate	VERB
ejpam-2952	220	8	,	,	PUNCT
ejpam-2952	220	9	and	and	CCONJ
ejpam-2952	220	10	the	the	DET
ejpam-2952	220	11	power	power	NOUN
ejpam-2952	220	12	of	of	ADP
ejpam-2952	220	13	the	the	DET
ejpam-2952	220	14	tests	test	NOUN
ejpam-2952	220	15	varies	vary	VERB
ejpam-2952	220	16	greatly	greatly	ADV
ejpam-2952	220	17	with	with	ADP
ejpam-2952	220	18	the	the	DET
ejpam-2952	220	19	model	model	NOUN
ejpam-2952	220	20	.	.	PUNCT
ejpam-2952	221	1	an	an	DET
ejpam-2952	221	2	interesting	interesting	ADJ
ejpam-2952	221	3	detail	detail	NOUN
ejpam-2952	221	4	is	be	AUX
ejpam-2952	221	5	that	that	SCONJ
ejpam-2952	221	6	there	there	PRON
ejpam-2952	221	7	is	be	VERB
ejpam-2952	221	8	a	a	DET
ejpam-2952	221	9	stationary	stationary	ADJ
ejpam-2952	221	10	model	model	NOUN
ejpam-2952	221	11	in	in	ADP
ejpam-2952	221	12	which	which	PRON
ejpam-2952	221	13	even	even	ADV
ejpam-2952	221	14	the	the	DET
ejpam-2952	221	15	[	[	X
ejpam-2952	221	16	62	62	NUM
ejpam-2952	221	17	]	]	PUNCT
ejpam-2952	221	18	test	test	NOUN
ejpam-2952	221	19	has	have	VERB
ejpam-2952	221	20	power	power	NOUN
ejpam-2952	221	21	,	,	PUNCT
ejpam-2952	221	22	albeit	albeit	SCONJ
ejpam-2952	221	23	less	less	ADJ
ejpam-2952	221	24	than	than	ADP
ejpam-2952	221	25	the	the	DET
ejpam-2952	221	26	other	other	ADJ
ejpam-2952	221	27	tests	test	NOUN
ejpam-2952	221	28	.	.	PUNCT
ejpam-2952	222	1	since	since	SCONJ
ejpam-2952	222	2	,	,	PUNCT
ejpam-2952	222	3	as	as	SCONJ
ejpam-2952	222	4	already	already	ADV
ejpam-2952	222	5	mentioned	mention	VERB
ejpam-2952	222	6	,	,	PUNCT
ejpam-2952	222	7	this	this	PRON
ejpam-2952	222	8	is	be	AUX
ejpam-2952	222	9	a	a	DET
ejpam-2952	222	10	test	test	NOUN
ejpam-2952	222	11	of	of	ADP
ejpam-2952	222	12	no	no	DET
ejpam-2952	222	13	arch	arch	NOUN
ejpam-2952	222	14	,	,	PUNCT
ejpam-2952	222	15	it	it	PRON
ejpam-2952	222	16	appears	appear	VERB
ejpam-2952	222	17	that	that	SCONJ
ejpam-2952	222	18	some	some	DET
ejpam-2952	222	19	m	m	PROPN
ejpam-2952	222	20	-	-	PUNCT
ejpam-2952	222	21	m	m	PROPN
ejpam-2952	222	22	models	model	NOUN
ejpam-2952	222	23	can	can	AUX
ejpam-2952	222	24	generate	generate	VERB
ejpam-2952	222	25	series	series	NOUN
ejpam-2952	222	26	that	that	PRON
ejpam-2952	222	27	contain	contain	VERB
ejpam-2952	222	28	conspicuous	conspicuous	ADJ
ejpam-2952	222	29	outliers	outlier	NOUN
ejpam-2952	222	30	or	or	CCONJ
ejpam-2952	222	31	rather	rather	ADV
ejpam-2952	222	32	volatile	volatile	ADJ
ejpam-2952	222	33	periods	period	NOUN
ejpam-2952	222	34	.	.	PUNCT
ejpam-2952	223	1	timo	timo	VERB
ejpam-2952	223	2	teräsvirta	teräsvirta	NUM
ejpam-2952	223	3	/	/	SYM
ejpam-2952	223	4	eur	eur	PROPN
ejpam-2952	223	5	.	.	PUNCT
ejpam-2952	224	1	j.	j.	PROPN
ejpam-2952	224	2	pure	pure	PROPN
ejpam-2952	224	3	appl	appl	PROPN
ejpam-2952	224	4	.	.	PROPN
ejpam-2952	224	5	math	math	PROPN
ejpam-2952	224	6	,	,	PUNCT
ejpam-2952	224	7	10	10	NUM
ejpam-2952	224	8	(	(	PUNCT
ejpam-2952	224	9	1	1	NUM
ejpam-2952	224	10	)	)	PUNCT
ejpam-2952	224	11	(	(	PUNCT
ejpam-2952	224	12	2017	2017	NUM
ejpam-2952	224	13	)	)	PUNCT
ejpam-2952	224	14	,	,	PUNCT
ejpam-2952	224	15	104	104	NUM
ejpam-2952	224	16	-	-	SYM
ejpam-2952	224	17	132	132	NUM
ejpam-2952	224	18	112	112	NUM
ejpam-2952	224	19	finally	finally	ADV
ejpam-2952	224	20	,	,	PUNCT
ejpam-2952	224	21	the	the	DET
ejpam-2952	224	22	workings	working	NOUN
ejpam-2952	224	23	of	of	ADP
ejpam-2952	224	24	the	the	DET
ejpam-2952	224	25	m	m	PROPN
ejpam-2952	224	26	-	-	PROPN
ejpam-2952	224	27	m	m	PROPN
ejpam-2952	224	28	model	model	NOUN
ejpam-2952	224	29	are	be	AUX
ejpam-2952	224	30	illustrated	illustrate	VERB
ejpam-2952	224	31	using	use	VERB
ejpam-2952	224	32	the	the	DET
ejpam-2952	224	33	interest	interest	NOUN
ejpam-2952	224	34	rate	rate	NOUN
ejpam-2952	224	35	of	of	ADP
ejpam-2952	224	36	a	a	DET
ejpam-2952	224	37	sixmonth	sixmonth	ADJ
ejpam-2952	224	38	commercial	commercial	ADJ
ejpam-2952	224	39	paper	paper	NOUN
ejpam-2952	224	40	and	and	CCONJ
ejpam-2952	224	41	a	a	DET
ejpam-2952	224	42	three	three	NUM
ejpam-2952	224	43	-	-	PUNCT
ejpam-2952	224	44	month	month	NOUN
ejpam-2952	224	45	treasury	treasury	NOUN
ejpam-2952	224	46	bill	bill	NOUN
ejpam-2952	224	47	.	.	PUNCT
ejpam-2952	225	1	the	the	DET
ejpam-2952	225	2	estimation	estimation	NOUN
ejpam-2952	225	3	period	period	NOUN
ejpam-2952	225	4	extends	extend	VERB
ejpam-2952	225	5	from	from	ADP
ejpam-2952	225	6	january	january	PROPN
ejpam-2952	225	7	1947	1947	NUM
ejpam-2952	225	8	until	until	ADP
ejpam-2952	225	9	december	december	PROPN
ejpam-2952	225	10	1986	1986	NUM
ejpam-2952	225	11	(	(	PUNCT
ejpam-2952	225	12	480	480	NUM
ejpam-2952	225	13	observations	observation	NOUN
ejpam-2952	225	14	)	)	PUNCT
ejpam-2952	225	15	and	and	CCONJ
ejpam-2952	225	16	the	the	DET
ejpam-2952	225	17	forecasting	forecasting	NOUN
ejpam-2952	225	18	period	period	NOUN
ejpam-2952	225	19	from	from	ADP
ejpam-2952	225	20	january	january	PROPN
ejpam-2952	225	21	1987	1987	NUM
ejpam-2952	225	22	to	to	ADP
ejpam-2952	225	23	september	september	PROPN
ejpam-2952	225	24	1997	1997	NUM
ejpam-2952	225	25	(	(	PUNCT
ejpam-2952	225	26	129	129	NUM
ejpam-2952	225	27	observations	observation	NOUN
ejpam-2952	225	28	)	)	PUNCT
ejpam-2952	225	29	.	.	PUNCT
ejpam-2952	226	1	in	in	ADP
ejpam-2952	226	2	the	the	DET
ejpam-2952	226	3	estimated	estimate	VERB
ejpam-2952	226	4	model	model	NOUN
ejpam-2952	226	5	,	,	PUNCT
ejpam-2952	226	6	the	the	DET
ejpam-2952	226	7	monthly	monthly	ADJ
ejpam-2952	226	8	interest	interest	NOUN
ejpam-2952	226	9	rates	rate	NOUN
ejpam-2952	226	10	are	be	AUX
ejpam-2952	226	11	differenced	difference	VERB
ejpam-2952	226	12	,	,	PUNCT
ejpam-2952	226	13	and	and	CCONJ
ejpam-2952	226	14	the	the	DET
ejpam-2952	226	15	t	t	PROPN
ejpam-2952	226	16	-	-	PUNCT
ejpam-2952	226	17	bill	bill	NOUN
ejpam-2952	226	18	rate	rate	NOUN
ejpam-2952	226	19	equation	equation	NOUN
ejpam-2952	226	20	is	be	AUX
ejpam-2952	226	21	linear	linear	ADJ
ejpam-2952	226	22	.	.	PUNCT
ejpam-2952	227	1	the	the	DET
ejpam-2952	227	2	same	same	ADJ
ejpam-2952	227	3	battery	battery	NOUN
ejpam-2952	227	4	of	of	ADP
ejpam-2952	227	5	tests	test	NOUN
ejpam-2952	227	6	as	as	SCONJ
ejpam-2952	227	7	before	before	ADV
ejpam-2952	227	8	is	be	AUX
ejpam-2952	227	9	conducted	conduct	VERB
ejpam-2952	227	10	,	,	PUNCT
ejpam-2952	227	11	and	and	CCONJ
ejpam-2952	227	12	most	most	ADJ
ejpam-2952	227	13	of	of	ADP
ejpam-2952	227	14	them	they	PRON
ejpam-2952	227	15	reject	reject	VERB
ejpam-2952	227	16	linearity	linearity	NOUN
ejpam-2952	227	17	,	,	PUNCT
ejpam-2952	227	18	including	include	VERB
ejpam-2952	227	19	the	the	DET
ejpam-2952	227	20	test	test	NOUN
ejpam-2952	227	21	of	of	ADP
ejpam-2952	227	22	[	[	X
ejpam-2952	227	23	62	62	NUM
ejpam-2952	227	24	]	]	PUNCT
ejpam-2952	227	25	.	.	PUNCT
ejpam-2952	228	1	since	since	SCONJ
ejpam-2952	228	2	monthly	monthly	ADJ
ejpam-2952	228	3	interest	interest	NOUN
ejpam-2952	228	4	rate	rate	NOUN
ejpam-2952	228	5	series	series	NOUN
ejpam-2952	228	6	may	may	AUX
ejpam-2952	228	7	well	well	ADV
ejpam-2952	228	8	contain	contain	VERB
ejpam-2952	228	9	conditional	conditional	ADJ
ejpam-2952	228	10	heteroskedasticity	heteroskedasticity	NOUN
ejpam-2952	228	11	,	,	PUNCT
ejpam-2952	228	12	this	this	PRON
ejpam-2952	228	13	should	should	AUX
ejpam-2952	228	14	not	not	PART
ejpam-2952	228	15	be	be	AUX
ejpam-2952	228	16	surprising	surprising	ADJ
ejpam-2952	228	17	.	.	PUNCT
ejpam-2952	229	1	the	the	DET
ejpam-2952	229	2	forecasts	forecast	NOUN
ejpam-2952	229	3	from	from	ADP
ejpam-2952	229	4	the	the	DET
ejpam-2952	229	5	m	m	PROPN
ejpam-2952	229	6	-	-	PROPN
ejpam-2952	229	7	m	m	PROPN
ejpam-2952	229	8	model	model	NOUN
ejpam-2952	229	9	turn	turn	VERB
ejpam-2952	229	10	out	out	ADP
ejpam-2952	229	11	to	to	PART
ejpam-2952	229	12	be	be	AUX
ejpam-2952	229	13	more	more	ADV
ejpam-2952	229	14	accurate	accurate	ADJ
ejpam-2952	229	15	than	than	ADP
ejpam-2952	229	16	the	the	DET
ejpam-2952	229	17	ones	one	NOUN
ejpam-2952	229	18	from	from	ADP
ejpam-2952	229	19	a	a	DET
ejpam-2952	229	20	linear	linear	ADJ
ejpam-2952	229	21	vector	vector	NOUN
ejpam-2952	229	22	autoregressive	autoregressive	ADJ
ejpam-2952	229	23	model	model	NOUN
ejpam-2952	229	24	and	and	CCONJ
ejpam-2952	229	25	a	a	DET
ejpam-2952	229	26	threshold	threshold	NOUN
ejpam-2952	229	27	cointegration	cointegration	NOUN
ejpam-2952	229	28	model	model	NOUN
ejpam-2952	229	29	by	by	ADP
ejpam-2952	229	30	[	[	X
ejpam-2952	229	31	3	3	NUM
ejpam-2952	229	32	]	]	PUNCT
ejpam-2952	229	33	.	.	PUNCT
ejpam-2952	230	1	despite	despite	SCONJ
ejpam-2952	230	2	this	this	DET
ejpam-2952	230	3	success	success	NOUN
ejpam-2952	230	4	,	,	PUNCT
ejpam-2952	230	5	there	there	PRON
ejpam-2952	230	6	are	be	VERB
ejpam-2952	230	7	few	few	ADJ
ejpam-2952	230	8	applications	application	NOUN
ejpam-2952	230	9	of	of	ADP
ejpam-2952	230	10	the	the	DET
ejpam-2952	230	11	m	m	PROPN
ejpam-2952	230	12	-	-	PROPN
ejpam-2952	230	13	m	m	PROPN
ejpam-2952	230	14	model	model	NOUN
ejpam-2952	230	15	.	.	PUNCT
ejpam-2952	231	1	the	the	DET
ejpam-2952	231	2	reason	reason	NOUN
ejpam-2952	231	3	may	may	AUX
ejpam-2952	231	4	be	be	AUX
ejpam-2952	231	5	that	that	SCONJ
ejpam-2952	231	6	while	while	SCONJ
ejpam-2952	231	7	very	very	ADV
ejpam-2952	231	8	original	original	ADJ
ejpam-2952	231	9	,	,	PUNCT
ejpam-2952	231	10	the	the	DET
ejpam-2952	231	11	structure	structure	NOUN
ejpam-2952	231	12	of	of	ADP
ejpam-2952	231	13	the	the	DET
ejpam-2952	231	14	model	model	NOUN
ejpam-2952	231	15	may	may	AUX
ejpam-2952	231	16	not	not	PART
ejpam-2952	231	17	sufficiently	sufficiently	ADV
ejpam-2952	231	18	resemble	resemble	VERB
ejpam-2952	231	19	that	that	SCONJ
ejpam-2952	231	20	of	of	ADP
ejpam-2952	231	21	any	any	DET
ejpam-2952	231	22	economic	economic	ADJ
ejpam-2952	231	23	theory	theory	NOUN
ejpam-2952	231	24	model	model	NOUN
ejpam-2952	231	25	.	.	PUNCT
ejpam-2952	232	1	4.3	4.3	NUM
ejpam-2952	232	2	.	.	PUNCT
ejpam-2952	233	1	momentum	momentum	NOUN
ejpam-2952	233	2	threshold	threshold	VERB
ejpam-2952	233	3	autoregressive	autoregressive	ADJ
ejpam-2952	233	4	model	model	NOUN
ejpam-2952	233	5	unlike	unlike	ADP
ejpam-2952	233	6	the	the	DET
ejpam-2952	233	7	m	m	PROPN
ejpam-2952	233	8	-	-	PROPN
ejpam-2952	233	9	m	m	PROPN
ejpam-2952	233	10	model	model	NOUN
ejpam-2952	233	11	,	,	PUNCT
ejpam-2952	233	12	models	model	NOUN
ejpam-2952	233	13	with	with	ADP
ejpam-2952	233	14	switches	switch	NOUN
ejpam-2952	233	15	or	or	CCONJ
ejpam-2952	233	16	thresholds	threshold	NOUN
ejpam-2952	233	17	have	have	AUX
ejpam-2952	233	18	been	be	AUX
ejpam-2952	233	19	quite	quite	ADV
ejpam-2952	233	20	popular	popular	ADJ
ejpam-2952	233	21	in	in	ADP
ejpam-2952	233	22	economic	economic	ADJ
ejpam-2952	233	23	applications	application	NOUN
ejpam-2952	233	24	.	.	PUNCT
ejpam-2952	234	1	in	in	ADP
ejpam-2952	234	2	the	the	DET
ejpam-2952	234	3	econometric	econometric	ADJ
ejpam-2952	234	4	literature	literature	NOUN
ejpam-2952	234	5	[	[	X
ejpam-2952	234	6	18	18	NUM
ejpam-2952	234	7	]	]	PUNCT
ejpam-2952	234	8	,	,	PUNCT
ejpam-2952	234	9	chapter	chapter	NOUN
ejpam-2952	234	10	9	9	NUM
ejpam-2952	234	11	,	,	PUNCT
ejpam-2952	234	12	introduced	introduce	VERB
ejpam-2952	234	13	a	a	DET
ejpam-2952	234	14	switching	switch	VERB
ejpam-2952	234	15	regression	regression	NOUN
ejpam-2952	234	16	model	model	NOUN
ejpam-2952	234	17	with	with	ADP
ejpam-2952	234	18	two	two	NUM
ejpam-2952	234	19	regimes	regime	NOUN
ejpam-2952	234	20	in	in	ADP
ejpam-2952	234	21	which	which	PRON
ejpam-2952	234	22	the	the	DET
ejpam-2952	234	23	observations	observation	NOUN
ejpam-2952	234	24	are	be	AUX
ejpam-2952	234	25	independent	independent	ADJ
ejpam-2952	234	26	and	and	CCONJ
ejpam-2952	234	27	switching	switching	NOUN
ejpam-2952	234	28	is	be	AUX
ejpam-2952	234	29	controlled	control	VERB
ejpam-2952	234	30	by	by	ADP
ejpam-2952	234	31	a	a	DET
ejpam-2952	234	32	strongly	strongly	ADV
ejpam-2952	234	33	exogenous	exogenous	ADJ
ejpam-2952	234	34	variable	variable	NOUN
ejpam-2952	234	35	.	.	PUNCT
ejpam-2952	235	1	[	[	X
ejpam-2952	235	2	74	74	NUM
ejpam-2952	235	3	]	]	PUNCT
ejpam-2952	235	4	presented	present	VERB
ejpam-2952	235	5	an	an	DET
ejpam-2952	235	6	autoregressive	autoregressive	ADJ
ejpam-2952	235	7	model	model	NOUN
ejpam-2952	235	8	he	he	PRON
ejpam-2952	235	9	called	call	VERB
ejpam-2952	235	10	the	the	DET
ejpam-2952	235	11	self	self	NOUN
ejpam-2952	235	12	-	-	PUNCT
ejpam-2952	235	13	exciting	exciting	ADJ
ejpam-2952	235	14	threshold	threshold	NOUN
ejpam-2952	235	15	autoregressive	autoregressive	ADJ
ejpam-2952	235	16	(	(	PUNCT
ejpam-2952	235	17	setar	setar	NOUN
ejpam-2952	235	18	)	)	PUNCT
ejpam-2952	235	19	model	model	NOUN
ejpam-2952	235	20	.	.	PUNCT
ejpam-2952	236	1	[	[	X
ejpam-2952	236	2	75	75	NUM
ejpam-2952	236	3	]	]	PUNCT
ejpam-2952	236	4	contains	contain	VERB
ejpam-2952	236	5	a	a	DET
ejpam-2952	236	6	comprehensive	comprehensive	ADJ
ejpam-2952	236	7	account	account	NOUN
ejpam-2952	236	8	of	of	ADP
ejpam-2952	236	9	this	this	DET
ejpam-2952	236	10	model	model	NOUN
ejpam-2952	236	11	and	and	CCONJ
ejpam-2952	236	12	its	its	PRON
ejpam-2952	236	13	dynamic	dynamic	ADJ
ejpam-2952	236	14	properties	property	NOUN
ejpam-2952	236	15	,	,	PUNCT
ejpam-2952	236	16	hypothesis	hypothesis	NOUN
ejpam-2952	236	17	testing	testing	NOUN
ejpam-2952	236	18	and	and	CCONJ
ejpam-2952	236	19	parameter	parameter	NOUN
ejpam-2952	236	20	estimation	estimation	NOUN
ejpam-2952	236	21	are	be	AUX
ejpam-2952	236	22	also	also	ADV
ejpam-2952	236	23	discussed	discuss	VERB
ejpam-2952	236	24	.	.	PUNCT
ejpam-2952	237	1	[	[	X
ejpam-2952	237	2	15	15	NUM
ejpam-2952	237	3	]	]	X
ejpam-2952	237	4	look	look	NOUN
ejpam-2952	237	5	at	at	ADP
ejpam-2952	237	6	the	the	DET
ejpam-2952	237	7	simple	simple	ADJ
ejpam-2952	237	8	dickey	dickey	ADJ
ejpam-2952	237	9	-	-	PUNCT
ejpam-2952	237	10	fuller	full	ADJ
ejpam-2952	237	11	autoregression	autoregression	NOUN
ejpam-2952	237	12	∆yt	∆yt	NOUN
ejpam-2952	237	13	=	=	SYM
ejpam-2952	238	1	ρyt−1	ρyt−1	PROPN
ejpam-2952	238	2	+	+	CCONJ
ejpam-2952	238	3	εt	εt	INTJ
ejpam-2952	238	4	where	where	SCONJ
ejpam-2952	238	5	εt	εt	PROPN
ejpam-2952	238	6	is	be	AUX
ejpam-2952	238	7	(	(	PUNCT
ejpam-2952	238	8	nonforecastable	nonforecastable	ADJ
ejpam-2952	238	9	)	)	PUNCT
ejpam-2952	238	10	white	white	ADJ
ejpam-2952	238	11	noise	noise	NOUN
ejpam-2952	238	12	.	.	PUNCT
ejpam-2952	239	1	they	they	PRON
ejpam-2952	239	2	note	note	VERB
ejpam-2952	239	3	that	that	SCONJ
ejpam-2952	239	4	the	the	DET
ejpam-2952	239	5	adjustment	adjustment	NOUN
ejpam-2952	239	6	,	,	PUNCT
ejpam-2952	239	7	which	which	PRON
ejpam-2952	239	8	exists	exist	VERB
ejpam-2952	239	9	for	for	ADP
ejpam-2952	239	10	−2	−2	NOUN
ejpam-2952	239	11	<	<	X
ejpam-2952	239	12	ρ	ρ	X
ejpam-2952	239	13	<	<	X
ejpam-2952	239	14	1	1	NUM
ejpam-2952	239	15	,	,	PUNCT
ejpam-2952	239	16	is	be	AUX
ejpam-2952	239	17	symmetric	symmetric	ADJ
ejpam-2952	239	18	around	around	ADP
ejpam-2952	239	19	zero	zero	NUM
ejpam-2952	239	20	and	and	CCONJ
ejpam-2952	239	21	argue	argue	VERB
ejpam-2952	239	22	that	that	SCONJ
ejpam-2952	239	23	it	it	PRON
ejpam-2952	239	24	could	could	AUX
ejpam-2952	239	25	in	in	ADP
ejpam-2952	239	26	fact	fact	NOUN
ejpam-2952	239	27	be	be	AUX
ejpam-2952	239	28	asymmetric	asymmetric	ADJ
ejpam-2952	239	29	.	.	PUNCT
ejpam-2952	240	1	this	this	PRON
ejpam-2952	240	2	leads	lead	VERB
ejpam-2952	240	3	them	they	PRON
ejpam-2952	240	4	to	to	PART
ejpam-2952	240	5	consider	consider	VERB
ejpam-2952	240	6	the	the	DET
ejpam-2952	240	7	following	follow	VERB
ejpam-2952	240	8	tar	tar	NOUN
ejpam-2952	240	9	model	model	NOUN
ejpam-2952	240	10	:	:	PUNCT
ejpam-2952	240	11	∆yt	∆yt	NOUN
ejpam-2952	240	12	=	=	SYM
ejpam-2952	241	1	ρ1i(yt−1	ρ1i(yt−1	PROPN
ejpam-2952	241	2	≥	≥	NOUN
ejpam-2952	241	3	c)yt−1	c)yt−1	VERB
ejpam-2952	241	4	+	+	CCONJ
ejpam-2952	241	5	ρ2{1−	ρ2{1−	ADJ
ejpam-2952	241	6	i(yt−1	i(yt−1	NOUN
ejpam-2952	241	7	≥	≥	NOUN
ejpam-2952	241	8	c)}yt−1	c)}yt−1	NOUN
ejpam-2952	242	1	+	+	CCONJ
ejpam-2952	242	2	εt	εt	PROPN
ejpam-2952	242	3	=	=	SYM
ejpam-2952	242	4	ρ2yt−1	ρ2yt−1	PROPN
ejpam-2952	242	5	+	+	CCONJ
ejpam-2952	242	6	(	(	PUNCT
ejpam-2952	242	7	ρ1	ρ1	PROPN
ejpam-2952	242	8	−	−	PROPN
ejpam-2952	242	9	ρ2)i(yt−1	ρ2)i(yt−1	NOUN
ejpam-2952	242	10	≥	≥	NOUN
ejpam-2952	242	11	c)}yt−1	c)}yt−1	NOUN
ejpam-2952	243	1	+	+	CCONJ
ejpam-2952	243	2	εt	εt	PROPN
ejpam-2952	243	3	(	(	PUNCT
ejpam-2952	243	4	12	12	NUM
ejpam-2952	243	5	)	)	PUNCT
ejpam-2952	243	6	where	where	SCONJ
ejpam-2952	243	7	i(yt−1	i(yt−1	PRON
ejpam-2952	243	8	≥	≥	NOUN
ejpam-2952	243	9	c	c	NOUN
ejpam-2952	243	10	)	)	PUNCT
ejpam-2952	243	11	is	be	AUX
ejpam-2952	243	12	an	an	DET
ejpam-2952	243	13	indicator	indicator	NOUN
ejpam-2952	243	14	function	function	NOUN
ejpam-2952	243	15	:	:	PUNCT
ejpam-2952	243	16	i(a	i(a	X
ejpam-2952	243	17	)	)	PUNCT
ejpam-2952	243	18	=	=	PUNCT
ejpam-2952	244	1	1	1	NUM
ejpam-2952	244	2	when	when	SCONJ
ejpam-2952	244	3	a	a	PRON
ejpam-2952	244	4	is	be	AUX
ejpam-2952	244	5	true	true	ADJ
ejpam-2952	244	6	,	,	PUNCT
ejpam-2952	244	7	zero	zero	NUM
ejpam-2952	244	8	otherwise	otherwise	ADV
ejpam-2952	244	9	.	.	PUNCT
ejpam-2952	245	1	since	since	SCONJ
ejpam-2952	245	2	the	the	DET
ejpam-2952	245	3	interest	interest	NOUN
ejpam-2952	245	4	lies	lie	VERB
ejpam-2952	245	5	in	in	ADP
ejpam-2952	245	6	asymmetry	asymmetry	NOUN
ejpam-2952	245	7	around	around	ADP
ejpam-2952	245	8	zero	zero	NUM
ejpam-2952	245	9	,	,	PUNCT
ejpam-2952	245	10	[	[	X
ejpam-2952	245	11	15	15	NUM
ejpam-2952	245	12	]	]	PUNCT
ejpam-2952	245	13	assume	assume	VERB
ejpam-2952	245	14	c	c	X
ejpam-2952	245	15	=	=	SYM
ejpam-2952	245	16	0	0	NUM
ejpam-2952	245	17	in	in	ADP
ejpam-2952	245	18	(	(	PUNCT
ejpam-2952	245	19	12	12	NUM
ejpam-2952	245	20	)	)	PUNCT
ejpam-2952	245	21	.	.	PUNCT
ejpam-2952	246	1	this	this	PRON
ejpam-2952	246	2	means	mean	VERB
ejpam-2952	246	3	that	that	SCONJ
ejpam-2952	246	4	their	their	PRON
ejpam-2952	246	5	model	model	NOUN
ejpam-2952	246	6	is	be	AUX
ejpam-2952	246	7	in	in	ADP
ejpam-2952	246	8	fact	fact	NOUN
ejpam-2952	246	9	linear	linear	NOUN
ejpam-2952	246	10	.	.	PUNCT
ejpam-2952	247	1	the	the	DET
ejpam-2952	247	2	novelty	novelty	NOUN
ejpam-2952	247	3	,	,	PUNCT
ejpam-2952	247	4	the	the	DET
ejpam-2952	247	5	momentum	momentum	NOUN
ejpam-2952	247	6	tar	tar	NOUN
ejpam-2952	247	7	(	(	PUNCT
ejpam-2952	247	8	m	m	NOUN
ejpam-2952	247	9	-	-	PUNCT
ejpam-2952	247	10	tar	tar	NOUN
ejpam-2952	247	11	)	)	PUNCT
ejpam-2952	247	12	model	model	NOUN
ejpam-2952	247	13	,	,	PUNCT
ejpam-2952	247	14	is	be	AUX
ejpam-2952	247	15	obtained	obtain	VERB
ejpam-2952	247	16	by	by	ADP
ejpam-2952	247	17	replacing	replace	VERB
ejpam-2952	247	18	yt−1	yt−1	PROPN
ejpam-2952	247	19	in	in	ADP
ejpam-2952	247	20	the	the	DET
ejpam-2952	247	21	indicator	indicator	NOUN
ejpam-2952	247	22	function	function	NOUN
ejpam-2952	247	23	by	by	ADP
ejpam-2952	247	24	∆yt−1	∆yt−1	PROPN
ejpam-2952	247	25	.	.	PUNCT
ejpam-2952	248	1	the	the	DET
ejpam-2952	248	2	resulting	result	VERB
ejpam-2952	248	3	model	model	NOUN
ejpam-2952	248	4	is	be	AUX
ejpam-2952	248	5	linear	linear	ADJ
ejpam-2952	248	6	as	as	ADV
ejpam-2952	248	7	well	well	ADV
ejpam-2952	248	8	.	.	PUNCT
ejpam-2952	249	1	another	another	DET
ejpam-2952	249	2	version	version	NOUN
ejpam-2952	249	3	of	of	ADP
ejpam-2952	249	4	the	the	DET
ejpam-2952	249	5	m	m	PROPN
ejpam-2952	249	6	-	-	PUNCT
ejpam-2952	249	7	tar	tar	NOUN
ejpam-2952	249	8	one	one	NOUN
ejpam-2952	249	9	is	be	AUX
ejpam-2952	249	10	obtained	obtain	VERB
ejpam-2952	249	11	by	by	ADP
ejpam-2952	249	12	demeaning	demean	VERB
ejpam-2952	249	13	,	,	PUNCT
ejpam-2952	249	14	in	in	ADP
ejpam-2952	249	15	which	which	DET
ejpam-2952	249	16	case	case	NOUN
ejpam-2952	249	17	(	(	PUNCT
ejpam-2952	249	18	12	12	NUM
ejpam-2952	249	19	)	)	PUNCT
ejpam-2952	249	20	becomes	become	VERB
ejpam-2952	249	21	∆yt	∆yt	NOUN
ejpam-2952	249	22	=	=	SYM
ejpam-2952	250	1	ρ1i(yt−1	ρ1i(yt−1	NOUN
ejpam-2952	250	2	≥	≥	PRON
ejpam-2952	250	3	µ̂y)(yt−1	µ̂y)(yt−1	VERB
ejpam-2952	250	4	−	−	NOUN
ejpam-2952	250	5	µ̂y	µ̂y	NUM
ejpam-2952	250	6	)	)	PUNCT
ejpam-2952	250	7	+	+	CCONJ
ejpam-2952	250	8	ρ2{1−	ρ2{1−	ADJ
ejpam-2952	250	9	i(yt−1	i(yt−1	PRON
ejpam-2952	250	10	≥	≥	X
ejpam-2952	250	11	µ̂y)}(yt−1	µ̂y)}(yt−1	NOUN
ejpam-2952	250	12	−	−	ADP
ejpam-2952	250	13	µ̂y	µ̂y	NUM
ejpam-2952	250	14	)	)	PUNCT
ejpam-2952	251	1	+	+	CCONJ
ejpam-2952	251	2	εt	εt	PROPN
ejpam-2952	251	3	=	=	SYM
ejpam-2952	251	4	ρ2yt−1	ρ2yt−1	PROPN
ejpam-2952	251	5	+	+	CCONJ
ejpam-2952	251	6	(	(	PUNCT
ejpam-2952	251	7	ρ1	ρ1	PROPN
ejpam-2952	251	8	−	−	PROPN
ejpam-2952	251	9	ρ2)i(yt−1	ρ2)i(yt−1	NOUN
ejpam-2952	251	10	≥	≥	NOUN
ejpam-2952	251	11	µ̂y}yt−1	µ̂y}yt−1	PROPN
ejpam-2952	252	1	+	+	CCONJ
ejpam-2952	252	2	εt	εt	PROPN
ejpam-2952	252	3	(	(	PUNCT
ejpam-2952	252	4	13	13	NUM
ejpam-2952	252	5	)	)	PUNCT
ejpam-2952	252	6	where	where	SCONJ
ejpam-2952	252	7	µ̂y	µ̂y	NOUN
ejpam-2952	252	8	is	be	AUX
ejpam-2952	252	9	the	the	DET
ejpam-2952	252	10	sample	sample	NOUN
ejpam-2952	252	11	mean	mean	VERB
ejpam-2952	252	12	.	.	PUNCT
ejpam-2952	253	1	this	this	DET
ejpam-2952	253	2	model	model	NOUN
ejpam-2952	253	3	is	be	AUX
ejpam-2952	253	4	still	still	ADV
ejpam-2952	253	5	linear	linear	ADJ
ejpam-2952	253	6	because	because	SCONJ
ejpam-2952	253	7	µ̂y	µ̂y	NOUN
ejpam-2952	253	8	is	be	AUX
ejpam-2952	253	9	estimated	estimate	VERB
ejpam-2952	253	10	prior	prior	ADV
ejpam-2952	253	11	to	to	ADP
ejpam-2952	253	12	estimating	estimate	VERB
ejpam-2952	253	13	the	the	DET
ejpam-2952	253	14	other	other	ADJ
ejpam-2952	253	15	parameters	parameter	NOUN
ejpam-2952	253	16	of	of	ADP
ejpam-2952	253	17	the	the	DET
ejpam-2952	253	18	model	model	NOUN
ejpam-2952	253	19	.	.	PUNCT
ejpam-2952	254	1	timo	timo	VERB
ejpam-2952	254	2	teräsvirta	teräsvirta	NUM
ejpam-2952	254	3	/	/	SYM
ejpam-2952	254	4	eur	eur	PROPN
ejpam-2952	254	5	.	.	PUNCT
ejpam-2952	255	1	j.	j.	PROPN
ejpam-2952	255	2	pure	pure	PROPN
ejpam-2952	255	3	appl	appl	PROPN
ejpam-2952	255	4	.	.	PROPN
ejpam-2952	255	5	math	math	PROPN
ejpam-2952	255	6	,	,	PUNCT
ejpam-2952	255	7	10	10	NUM
ejpam-2952	255	8	(	(	PUNCT
ejpam-2952	255	9	1	1	NUM
ejpam-2952	255	10	)	)	PUNCT
ejpam-2952	255	11	(	(	PUNCT
ejpam-2952	255	12	2017	2017	NUM
ejpam-2952	255	13	)	)	PUNCT
ejpam-2952	255	14	,	,	PUNCT
ejpam-2952	255	15	104	104	NUM
ejpam-2952	255	16	-	-	SYM
ejpam-2952	255	17	132	132	NUM
ejpam-2952	255	18	113	113	NUM
ejpam-2952	255	19	the	the	DET
ejpam-2952	255	20	authors	author	NOUN
ejpam-2952	255	21	consider	consider	VERB
ejpam-2952	255	22	testing	test	VERB
ejpam-2952	255	23	the	the	DET
ejpam-2952	255	24	unit	unit	NOUN
ejpam-2952	255	25	root	root	NOUN
ejpam-2952	255	26	hypothesis	hypothesis	NOUN
ejpam-2952	255	27	ρ1	ρ1	NOUN
ejpam-2952	255	28	=	=	SYM
ejpam-2952	255	29	ρ2	ρ2	NOUN
ejpam-2952	255	30	=	=	NOUN
ejpam-2952	255	31	0	0	X
ejpam-2952	255	32	.	.	PUNCT
ejpam-2952	256	1	to	to	ADP
ejpam-2952	256	2	this	this	DET
ejpam-2952	256	3	end	end	NOUN
ejpam-2952	256	4	,	,	PUNCT
ejpam-2952	256	5	they	they	PRON
ejpam-2952	256	6	simulate	simulate	VERB
ejpam-2952	256	7	the	the	DET
ejpam-2952	256	8	null	null	ADJ
ejpam-2952	256	9	distribution	distribution	NOUN
ejpam-2952	256	10	of	of	ADP
ejpam-2952	256	11	tests	test	NOUN
ejpam-2952	256	12	of	of	ADP
ejpam-2952	256	13	this	this	DET
ejpam-2952	256	14	null	null	ADJ
ejpam-2952	256	15	hypothesis	hypothesis	NOUN
ejpam-2952	256	16	assuming	assume	VERB
ejpam-2952	256	17	both	both	PRON
ejpam-2952	256	18	c	c	NOUN
ejpam-2952	256	19	=	=	SYM
ejpam-2952	256	20	0	0	NUM
ejpam-2952	256	21	and	and	CCONJ
ejpam-2952	256	22	c	c	NOUN
ejpam-2952	256	23	=	=	SYM
ejpam-2952	256	24	µ̂y	µ̂y	PROPN
ejpam-2952	256	25	in	in	ADP
ejpam-2952	256	26	(	(	PUNCT
ejpam-2952	256	27	12	12	NUM
ejpam-2952	256	28	)	)	PUNCT
ejpam-2952	256	29	and	and	CCONJ
ejpam-2952	256	30	(	(	PUNCT
ejpam-2952	256	31	13	13	NUM
ejpam-2952	256	32	)	)	PUNCT
ejpam-2952	256	33	.	.	PUNCT
ejpam-2952	257	1	in	in	ADP
ejpam-2952	257	2	this	this	DET
ejpam-2952	257	3	set	set	NOUN
ejpam-2952	257	4	-	-	PUNCT
ejpam-2952	257	5	up	up	NOUN
ejpam-2952	257	6	,	,	PUNCT
ejpam-2952	257	7	nonlinearity	nonlinearity	NOUN
ejpam-2952	257	8	enters	enter	NOUN
ejpam-2952	257	9	(	(	PUNCT
ejpam-2952	257	10	12	12	NUM
ejpam-2952	257	11	)	)	PUNCT
ejpam-2952	257	12	through	through	ADP
ejpam-2952	257	13	the	the	DET
ejpam-2952	257	14	back	back	ADJ
ejpam-2952	257	15	door	door	NOUN
ejpam-2952	257	16	.	.	PUNCT
ejpam-2952	258	1	granger	granger	NOUN
ejpam-2952	258	2	and	and	CCONJ
ejpam-2952	258	3	enders	ender	NOUN
ejpam-2952	258	4	remark	remark	VERB
ejpam-2952	258	5	that	that	SCONJ
ejpam-2952	258	6	zero	zero	NUM
ejpam-2952	258	7	or	or	CCONJ
ejpam-2952	258	8	the	the	DET
ejpam-2952	258	9	sample	sample	NOUN
ejpam-2952	258	10	mean	mean	NOUN
ejpam-2952	258	11	may	may	AUX
ejpam-2952	258	12	be	be	AUX
ejpam-2952	258	13	biased	biased	ADJ
ejpam-2952	258	14	estimates	estimate	NOUN
ejpam-2952	258	15	of	of	ADP
ejpam-2952	258	16	the	the	DET
ejpam-2952	258	17	threshold	threshold	NOUN
ejpam-2952	258	18	parameter	parameter	PROPN
ejpam-2952	258	19	c.	c.	PROPN
ejpam-2952	258	20	if	if	SCONJ
ejpam-2952	258	21	the	the	DET
ejpam-2952	258	22	null	null	ADJ
ejpam-2952	258	23	hypothesis	hypothesis	NOUN
ejpam-2952	258	24	is	be	AUX
ejpam-2952	258	25	rejected	reject	VERB
ejpam-2952	258	26	,	,	PUNCT
ejpam-2952	258	27	they	they	PRON
ejpam-2952	258	28	suggest	suggest	AUX
ejpam-2952	258	29	estimating	estimate	VERB
ejpam-2952	258	30	this	this	DET
ejpam-2952	258	31	parameter	parameter	NOUN
ejpam-2952	258	32	by	by	ADP
ejpam-2952	258	33	giving	give	VERB
ejpam-2952	258	34	it	it	PRON
ejpam-2952	258	35	sample	sample	NOUN
ejpam-2952	258	36	values	value	NOUN
ejpam-2952	258	37	of	of	ADP
ejpam-2952	258	38	yt−1	yt−1	PROPN
ejpam-2952	258	39	or	or	CCONJ
ejpam-2952	258	40	∆yt−1	∆yt−1	NOUN
ejpam-2952	258	41	within	within	ADP
ejpam-2952	258	42	a	a	DET
ejpam-2952	258	43	certain	certain	ADJ
ejpam-2952	258	44	range	range	NOUN
ejpam-2952	258	45	that	that	PRON
ejpam-2952	258	46	excludes	exclude	VERB
ejpam-2952	258	47	the	the	DET
ejpam-2952	258	48	smallest	small	ADJ
ejpam-2952	258	49	and	and	CCONJ
ejpam-2952	258	50	largest	large	ADJ
ejpam-2952	258	51	values	value	NOUN
ejpam-2952	258	52	and	and	CCONJ
ejpam-2952	258	53	choosing	choose	VERB
ejpam-2952	258	54	the	the	DET
ejpam-2952	258	55	value	value	NOUN
ejpam-2952	258	56	that	that	PRON
ejpam-2952	258	57	minimises	minimise	VERB
ejpam-2952	258	58	the	the	DET
ejpam-2952	258	59	sum	sum	NOUN
ejpam-2952	258	60	of	of	ADP
ejpam-2952	258	61	squared	square	VERB
ejpam-2952	258	62	errors	error	NOUN
ejpam-2952	258	63	.	.	PUNCT
ejpam-2952	259	1	this	this	PRON
ejpam-2952	259	2	is	be	AUX
ejpam-2952	259	3	how	how	SCONJ
ejpam-2952	259	4	c	c	NOUN
ejpam-2952	259	5	is	be	AUX
ejpam-2952	259	6	generally	generally	ADV
ejpam-2952	259	7	estimated	estimate	VERB
ejpam-2952	259	8	in	in	ADP
ejpam-2952	259	9	tar	tar	NOUN
ejpam-2952	259	10	models	model	NOUN
ejpam-2952	259	11	.	.	PUNCT
ejpam-2952	260	1	the	the	DET
ejpam-2952	260	2	model	model	NOUN
ejpam-2952	260	3	does	do	AUX
ejpam-2952	260	4	not	not	PART
ejpam-2952	260	5	need	need	AUX
ejpam-2952	260	6	not	not	PART
ejpam-2952	260	7	be	be	AUX
ejpam-2952	260	8	of	of	ADP
ejpam-2952	260	9	order	order	NOUN
ejpam-2952	260	10	one	one	NUM
ejpam-2952	260	11	,	,	PUNCT
ejpam-2952	260	12	that	that	ADV
ejpam-2952	260	13	is	is	ADV
ejpam-2952	260	14	,	,	PUNCT
ejpam-2952	260	15	the	the	DET
ejpam-2952	260	16	regimes	regime	NOUN
ejpam-2952	260	17	may	may	AUX
ejpam-2952	260	18	have	have	AUX
ejpam-2952	260	19	longer	long	ADV
ejpam-2952	260	20	lags	lag	NOUN
ejpam-2952	260	21	than	than	ADP
ejpam-2952	260	22	one	one	NUM
ejpam-2952	260	23	.	.	PUNCT
ejpam-2952	261	1	an	an	DET
ejpam-2952	261	2	advantage	advantage	NOUN
ejpam-2952	261	3	of	of	ADP
ejpam-2952	261	4	this	this	DET
ejpam-2952	261	5	procedure	procedure	NOUN
ejpam-2952	261	6	is	be	AUX
ejpam-2952	261	7	that	that	SCONJ
ejpam-2952	261	8	the	the	DET
ejpam-2952	261	9	identification	identification	NOUN
ejpam-2952	261	10	problem	problem	NOUN
ejpam-2952	261	11	already	already	ADV
ejpam-2952	261	12	mentioned	mention	VERB
ejpam-2952	261	13	in	in	ADP
ejpam-2952	261	14	section	section	NOUN
ejpam-2952	261	15	3	3	NUM
ejpam-2952	261	16	arising	arise	VERB
ejpam-2952	261	17	when	when	SCONJ
ejpam-2952	261	18	c	c	PROPN
ejpam-2952	261	19	is	be	AUX
ejpam-2952	261	20	unknown	unknown	ADJ
ejpam-2952	261	21	is	be	AUX
ejpam-2952	261	22	avoided	avoid	VERB
ejpam-2952	261	23	.	.	PUNCT
ejpam-2952	262	1	a	a	DET
ejpam-2952	262	2	disadvantage	disadvantage	NOUN
ejpam-2952	262	3	is	be	AUX
ejpam-2952	262	4	that	that	SCONJ
ejpam-2952	262	5	the	the	DET
ejpam-2952	262	6	test	test	NOUN
ejpam-2952	262	7	may	may	AUX
ejpam-2952	262	8	not	not	PART
ejpam-2952	262	9	always	always	ADV
ejpam-2952	262	10	reject	reject	VERB
ejpam-2952	262	11	the	the	DET
ejpam-2952	262	12	null	null	ADJ
ejpam-2952	262	13	model	model	NOUN
ejpam-2952	262	14	when	when	SCONJ
ejpam-2952	262	15	the	the	DET
ejpam-2952	262	16	alternative	alternative	NOUN
ejpam-2952	262	17	holds	hold	VERB
ejpam-2952	262	18	but	but	CCONJ
ejpam-2952	262	19	c	c	NOUN
ejpam-2952	262	20	deviates	deviate	VERB
ejpam-2952	262	21	from	from	ADP
ejpam-2952	262	22	either	either	PRON
ejpam-2952	262	23	zero	zero	NUM
ejpam-2952	262	24	or	or	CCONJ
ejpam-2952	262	25	µ̂y	µ̂y	NUM
ejpam-2952	262	26	,	,	PUNCT
ejpam-2952	262	27	depending	depend	VERB
ejpam-2952	262	28	on	on	ADP
ejpam-2952	262	29	whether	whether	SCONJ
ejpam-2952	262	30	one	one	NOUN
ejpam-2952	262	31	applies	apply	VERB
ejpam-2952	262	32	(	(	PUNCT
ejpam-2952	262	33	12	12	NUM
ejpam-2952	262	34	)	)	PUNCT
ejpam-2952	262	35	or	or	CCONJ
ejpam-2952	262	36	(	(	PUNCT
ejpam-2952	262	37	13	13	NUM
ejpam-2952	262	38	)	)	PUNCT
ejpam-2952	262	39	.	.	PUNCT
ejpam-2952	263	1	one	one	NUM
ejpam-2952	263	2	solution	solution	NOUN
ejpam-2952	263	3	to	to	ADP
ejpam-2952	263	4	this	this	DET
ejpam-2952	263	5	inconvenience	inconvenience	NOUN
ejpam-2952	263	6	can	can	AUX
ejpam-2952	263	7	be	be	AUX
ejpam-2952	263	8	found	find	VERB
ejpam-2952	263	9	in	in	ADP
ejpam-2952	263	10	[	[	X
ejpam-2952	263	11	14	14	NUM
ejpam-2952	263	12	]	]	PUNCT
ejpam-2952	263	13	,	,	PUNCT
ejpam-2952	263	14	chapter	chapter	NOUN
ejpam-2952	263	15	1	1	NUM
ejpam-2952	263	16	.	.	PUNCT
ejpam-2952	264	1	his	his	PRON
ejpam-2952	264	2	model	model	NOUN
ejpam-2952	264	3	has	have	VERB
ejpam-2952	264	4	the	the	DET
ejpam-2952	264	5	following	follow	VERB
ejpam-2952	264	6	form	form	NOUN
ejpam-2952	264	7	∆yt	∆yt	NOUN
ejpam-2952	264	8	=	=	SYM
ejpam-2952	264	9	φ0	φ0	PROPN
ejpam-2952	264	10	+	+	CCONJ
ejpam-2952	264	11	φ1∆yt−1	φ1∆yt−1	NOUN
ejpam-2952	264	12	+	+	PUNCT
ejpam-2952	264	13	ψyt−1	ψyt−1	X
ejpam-2952	265	1	+	+	CCONJ
ejpam-2952	265	2	(	(	PUNCT
ejpam-2952	265	3	ϕ0	ϕ0	PROPN
ejpam-2952	265	4	+	+	CCONJ
ejpam-2952	265	5	ϕ1∆yt−1)g(yt−1	ϕ1∆yt−1)g(yt−1	PROPN
ejpam-2952	265	6	;	;	PUNCT
ejpam-2952	265	7	γ	γ	X
ejpam-2952	265	8	,	,	PUNCT
ejpam-2952	265	9	c	c	NOUN
ejpam-2952	265	10	)	)	PUNCT
ejpam-2952	266	1	+	+	CCONJ
ejpam-2952	266	2	εt	εt	PROPN
ejpam-2952	266	3	(	(	PUNCT
ejpam-2952	266	4	14	14	NUM
ejpam-2952	266	5	)	)	PUNCT
ejpam-2952	266	6	where	where	SCONJ
ejpam-2952	266	7	g(yt−1	g(yt−1	NOUN
ejpam-2952	266	8	;	;	PUNCT
ejpam-2952	266	9	γ	γ	X
ejpam-2952	266	10	,	,	PUNCT
ejpam-2952	266	11	c	c	NOUN
ejpam-2952	266	12	)	)	PUNCT
ejpam-2952	266	13	=	=	SYM
ejpam-2952	266	14	(	(	PUNCT
ejpam-2952	266	15	1	1	NUM
ejpam-2952	266	16	+	+	CCONJ
ejpam-2952	266	17	exp{−γ(yt−1	exp{−γ(yt−1	NOUN
ejpam-2952	266	18	−	−	PROPN
ejpam-2952	266	19	c)})−1	c)})−1	NOUN
ejpam-2952	266	20	−	−	PROPN
ejpam-2952	266	21	1/2	1/2	NUM
ejpam-2952	266	22	,	,	PUNCT
ejpam-2952	266	23	γ	γ	X
ejpam-2952	266	24	>	>	X
ejpam-2952	266	25	0	0	PUNCT
ejpam-2952	266	26	(	(	PUNCT
ejpam-2952	266	27	15	15	NUM
ejpam-2952	266	28	)	)	PUNCT
ejpam-2952	266	29	is	be	AUX
ejpam-2952	266	30	the	the	DET
ejpam-2952	266	31	logistic	logistic	ADJ
ejpam-2952	266	32	transition	transition	NOUN
ejpam-2952	266	33	function	function	NOUN
ejpam-2952	266	34	;	;	PUNCT
ejpam-2952	266	35	see	see	VERB
ejpam-2952	266	36	for	for	ADP
ejpam-2952	266	37	example	example	NOUN
ejpam-2952	266	38	[	[	X
ejpam-2952	266	39	73	73	NUM
ejpam-2952	266	40	]	]	PUNCT
ejpam-2952	266	41	,	,	PUNCT
ejpam-2952	266	42	chapter	chapter	NOUN
ejpam-2952	266	43	3	3	NUM
ejpam-2952	266	44	.	.	PUNCT
ejpam-2952	267	1	this	this	DET
ejpam-2952	267	2	model	model	NOUN
ejpam-2952	267	3	is	be	AUX
ejpam-2952	267	4	different	different	ADJ
ejpam-2952	267	5	from	from	ADP
ejpam-2952	267	6	(	(	PUNCT
ejpam-2952	267	7	12	12	NUM
ejpam-2952	267	8	)	)	PUNCT
ejpam-2952	267	9	in	in	SCONJ
ejpam-2952	267	10	that	that	SCONJ
ejpam-2952	267	11	it	it	PRON
ejpam-2952	267	12	contains	contain	VERB
ejpam-2952	267	13	two	two	NUM
ejpam-2952	267	14	free	free	ADJ
ejpam-2952	267	15	intercepts	intercept	NOUN
ejpam-2952	267	16	,	,	PUNCT
ejpam-2952	267	17	φ0	φ0	PROPN
ejpam-2952	267	18	and	and	CCONJ
ejpam-2952	267	19	ϕ0	ϕ0	NOUN
ejpam-2952	267	20	,	,	PUNCT
ejpam-2952	267	21	and	and	CCONJ
ejpam-2952	267	22	a	a	DET
ejpam-2952	267	23	continuum	continuum	NOUN
ejpam-2952	267	24	of	of	ADP
ejpam-2952	267	25	regimes	regime	NOUN
ejpam-2952	267	26	.	.	PUNCT
ejpam-2952	268	1	if	if	SCONJ
ejpam-2952	268	2	,	,	PUNCT
ejpam-2952	268	3	however	however	ADV
ejpam-2952	268	4	,	,	PUNCT
ejpam-2952	268	5	φi	φi	SCONJ
ejpam-2952	268	6	=	=	PUNCT
ejpam-2952	268	7	ϕi	ϕi	ADP
ejpam-2952	268	8	=	=	NOUN
ejpam-2952	268	9	0	0	PROPN
ejpam-2952	268	10	,	,	PUNCT
ejpam-2952	268	11	i	i	PRON
ejpam-2952	268	12	=	=	NOUN
ejpam-2952	268	13	0	0	NUM
ejpam-2952	268	14	,	,	PUNCT
ejpam-2952	268	15	1	1	NUM
ejpam-2952	268	16	,	,	PUNCT
ejpam-2952	268	17	and	and	CCONJ
ejpam-2952	268	18	γ	γ	X
ejpam-2952	268	19	→∞	→∞	PROPN
ejpam-2952	268	20	in	in	ADP
ejpam-2952	268	21	(	(	PUNCT
ejpam-2952	268	22	15	15	NUM
ejpam-2952	268	23	)	)	PUNCT
ejpam-2952	268	24	,	,	PUNCT
ejpam-2952	268	25	(	(	PUNCT
ejpam-2952	268	26	14	14	X
ejpam-2952	268	27	)	)	PUNCT
ejpam-2952	268	28	collapses	collapse	VERB
ejpam-2952	268	29	into	into	ADP
ejpam-2952	268	30	(	(	PUNCT
ejpam-2952	268	31	12	12	NUM
ejpam-2952	268	32	)	)	PUNCT
ejpam-2952	268	33	.	.	PUNCT
ejpam-2952	269	1	a	a	DET
ejpam-2952	269	2	combined	combine	VERB
ejpam-2952	269	3	unit	unit	NOUN
ejpam-2952	269	4	root	root	NOUN
ejpam-2952	269	5	and	and	CCONJ
ejpam-2952	269	6	linearity	linearity	NOUN
ejpam-2952	269	7	test	test	NOUN
ejpam-2952	269	8	against	against	ADP
ejpam-2952	269	9	(	(	PUNCT
ejpam-2952	269	10	14	14	NUM
ejpam-2952	269	11	)	)	PUNCT
ejpam-2952	269	12	can	can	AUX
ejpam-2952	269	13	be	be	AUX
ejpam-2952	269	14	formulated	formulate	VERB
ejpam-2952	269	15	as	as	ADP
ejpam-2952	269	16	the	the	DET
ejpam-2952	269	17	joint	joint	ADJ
ejpam-2952	269	18	test	test	NOUN
ejpam-2952	269	19	of	of	ADP
ejpam-2952	269	20	ψ	ψ	NOUN
ejpam-2952	269	21	=	=	SYM
ejpam-2952	269	22	1	1	NUM
ejpam-2952	269	23	and	and	CCONJ
ejpam-2952	269	24	γ	γ	X
ejpam-2952	269	25	=	=	SYM
ejpam-2952	269	26	0	0	NUM
ejpam-2952	269	27	,	,	PUNCT
ejpam-2952	269	28	in	in	ADP
ejpam-2952	269	29	which	which	DET
ejpam-2952	269	30	case	case	NOUN
ejpam-2952	269	31	ϕ0	ϕ0	NOUN
ejpam-2952	269	32	,	,	PUNCT
ejpam-2952	269	33	ϕ1	ϕ1	NOUN
ejpam-2952	269	34	,	,	PUNCT
ejpam-2952	269	35	and	and	CCONJ
ejpam-2952	269	36	c	c	NOUN
ejpam-2952	269	37	are	be	AUX
ejpam-2952	269	38	unidentified	unidentified	ADJ
ejpam-2952	269	39	when	when	SCONJ
ejpam-2952	269	40	the	the	DET
ejpam-2952	269	41	null	null	ADJ
ejpam-2952	269	42	hypothesis	hypothesis	NOUN
ejpam-2952	269	43	holds	hold	VERB
ejpam-2952	269	44	.	.	PUNCT
ejpam-2952	270	1	an	an	DET
ejpam-2952	270	2	operational	operational	ADJ
ejpam-2952	270	3	test	test	NOUN
ejpam-2952	270	4	statistic	statistic	NOUN
ejpam-2952	270	5	is	be	AUX
ejpam-2952	270	6	derived	derive	VERB
ejpam-2952	270	7	following	follow	VERB
ejpam-2952	270	8	[	[	X
ejpam-2952	270	9	58	58	NUM
ejpam-2952	270	10	]	]	PUNCT
ejpam-2952	270	11	.	.	PUNCT
ejpam-2952	271	1	this	this	PRON
ejpam-2952	271	2	implies	imply	VERB
ejpam-2952	271	3	approximating	approximate	VERB
ejpam-2952	271	4	(	(	PUNCT
ejpam-2952	271	5	14	14	NUM
ejpam-2952	271	6	)	)	PUNCT
ejpam-2952	271	7	by	by	ADP
ejpam-2952	271	8	its	its	PRON
ejpam-2952	271	9	first	first	ADJ
ejpam-2952	271	10	-	-	PUNCT
ejpam-2952	271	11	order	order	NOUN
ejpam-2952	271	12	taylor	taylor	NOUN
ejpam-2952	271	13	approximation	approximation	NOUN
ejpam-2952	271	14	around	around	ADP
ejpam-2952	271	15	zero	zero	NUM
ejpam-2952	271	16	.	.	PUNCT
ejpam-2952	272	1	doing	do	VERB
ejpam-2952	272	2	so	so	ADV
ejpam-2952	272	3	yields	yield	NOUN
ejpam-2952	272	4	the	the	DET
ejpam-2952	272	5	auxiliary	auxiliary	ADJ
ejpam-2952	272	6	model	model	NOUN
ejpam-2952	272	7	yt	yt	NOUN
ejpam-2952	272	8	=	=	PROPN
ejpam-2952	272	9	φ∗0	φ∗0	ADJ
ejpam-2952	272	10	+	+	CCONJ
ejpam-2952	272	11	φ∗1∆yt−1	φ∗1∆yt−1	PRON
ejpam-2952	273	1	+	+	X
ejpam-2952	273	2	λyt−1∆yt−1	λyt−1∆yt−1	X
ejpam-2952	274	1	+	+	CCONJ
ejpam-2952	274	2	ρyt−1	ρyt−1	PROPN
ejpam-2952	274	3	+	+	X
ejpam-2952	274	4	ε∗t	ε∗t	SYM
ejpam-2952	274	5	(	(	PUNCT
ejpam-2952	274	6	16	16	NUM
ejpam-2952	274	7	)	)	PUNCT
ejpam-2952	274	8	where	where	SCONJ
ejpam-2952	274	9	ε∗t	ε∗t	PUNCT
ejpam-2952	275	1	=	=	PUNCT
ejpam-2952	276	1	εt	εt	PROPN
ejpam-2952	277	1	when	when	SCONJ
ejpam-2952	277	2	the	the	DET
ejpam-2952	277	3	new	new	ADJ
ejpam-2952	277	4	null	null	ADJ
ejpam-2952	277	5	hypothesis	hypothesis	NOUN
ejpam-2952	277	6	λ	λ	NOUN
ejpam-2952	277	7	=	=	SYM
ejpam-2952	277	8	0	0	PROPN
ejpam-2952	277	9	,	,	PUNCT
ejpam-2952	277	10	ρ	ρ	PROPN
ejpam-2952	277	11	=	=	SYM
ejpam-2952	277	12	1	1	NUM
ejpam-2952	277	13	is	be	AUX
ejpam-2952	277	14	valid	valid	ADJ
ejpam-2952	277	15	.	.	PUNCT
ejpam-2952	278	1	eklund	eklund	PROPN
ejpam-2952	278	2	derives	derive	VERB
ejpam-2952	278	3	the	the	DET
ejpam-2952	278	4	asymptotic	asymptotic	ADJ
ejpam-2952	278	5	null	null	ADJ
ejpam-2952	278	6	distribution	distribution	NOUN
ejpam-2952	278	7	of	of	ADP
ejpam-2952	278	8	his	his	PRON
ejpam-2952	278	9	f	f	NOUN
ejpam-2952	278	10	-	-	PUNCT
ejpam-2952	278	11	statistic	statistic	NOUN
ejpam-2952	278	12	and	and	CCONJ
ejpam-2952	278	13	simulates	simulate	VERB
ejpam-2952	278	14	the	the	DET
ejpam-2952	278	15	relevant	relevant	ADJ
ejpam-2952	278	16	critical	critical	ADJ
ejpam-2952	278	17	values	value	NOUN
ejpam-2952	278	18	.	.	PUNCT
ejpam-2952	279	1	when	when	SCONJ
ejpam-2952	279	2	λ	λ	X
ejpam-2952	279	3	=	=	SYM
ejpam-2952	279	4	0	0	NUM
ejpam-2952	279	5	,	,	PUNCT
ejpam-2952	279	6	(	(	PUNCT
ejpam-2952	279	7	16	16	NUM
ejpam-2952	279	8	)	)	PUNCT
ejpam-2952	279	9	becomes	become	VERB
ejpam-2952	279	10	the	the	DET
ejpam-2952	279	11	adf	adf	NOUN
ejpam-2952	279	12	test	test	NOUN
ejpam-2952	279	13	equation	equation	NOUN
ejpam-2952	279	14	with	with	ADP
ejpam-2952	279	15	an	an	DET
ejpam-2952	279	16	intercept	intercept	NOUN
ejpam-2952	279	17	and	and	CCONJ
ejpam-2952	279	18	one	one	NUM
ejpam-2952	279	19	lag	lag	NOUN
ejpam-2952	279	20	.	.	PUNCT
ejpam-2952	280	1	the	the	DET
ejpam-2952	280	2	alternative	alternative	ADJ
ejpam-2952	280	3	model	model	NOUN
ejpam-2952	280	4	is	be	AUX
ejpam-2952	280	5	larger	large	ADJ
ejpam-2952	280	6	than	than	ADP
ejpam-2952	280	7	in	in	ADP
ejpam-2952	280	8	[	[	X
ejpam-2952	280	9	15	15	NUM
ejpam-2952	280	10	]	]	PUNCT
ejpam-2952	280	11	because	because	SCONJ
ejpam-2952	280	12	it	it	PRON
ejpam-2952	280	13	covers	cover	VERB
ejpam-2952	280	14	all	all	DET
ejpam-2952	280	15	positive	positive	ADJ
ejpam-2952	280	16	and	and	CCONJ
ejpam-2952	280	17	finite	finite	ADJ
ejpam-2952	280	18	values	value	NOUN
ejpam-2952	280	19	of	of	ADP
ejpam-2952	280	20	γ	γ	PROPN
ejpam-2952	280	21	.	.	PROPN
ejpam-2952	280	22	strictly	strictly	ADV
ejpam-2952	280	23	speaking	speak	VERB
ejpam-2952	280	24	,	,	PUNCT
ejpam-2952	280	25	the	the	DET
ejpam-2952	280	26	asymptotic	asymptotic	ADJ
ejpam-2952	280	27	theory	theory	NOUN
ejpam-2952	280	28	is	be	AUX
ejpam-2952	280	29	not	not	PART
ejpam-2952	280	30	valid	valid	ADJ
ejpam-2952	280	31	for	for	ADP
ejpam-2952	280	32	γ	γ	X
ejpam-2952	280	33	=	=	PROPN
ejpam-2952	280	34	∞	∞	PROPN
ejpam-2952	280	35	,	,	PUNCT
ejpam-2952	280	36	but	but	CCONJ
ejpam-2952	280	37	the	the	DET
ejpam-2952	280	38	test	test	NOUN
ejpam-2952	280	39	has	have	VERB
ejpam-2952	280	40	reasonable	reasonable	ADJ
ejpam-2952	280	41	power	power	NOUN
ejpam-2952	280	42	against	against	ADP
ejpam-2952	280	43	this	this	DET
ejpam-2952	280	44	alternative	alternative	NOUN
ejpam-2952	280	45	as	as	ADV
ejpam-2952	280	46	well	well	ADV
ejpam-2952	280	47	.	.	PUNCT
ejpam-2952	281	1	comparing	compare	VERB
ejpam-2952	281	2	this	this	DET
ejpam-2952	281	3	approach	approach	NOUN
ejpam-2952	281	4	with	with	ADP
ejpam-2952	281	5	the	the	DET
ejpam-2952	281	6	one	one	NUM
ejpam-2952	281	7	in	in	ADP
ejpam-2952	281	8	[	[	X
ejpam-2952	281	9	15	15	NUM
ejpam-2952	281	10	]	]	X
ejpam-2952	281	11	could	could	AUX
ejpam-2952	281	12	be	be	AUX
ejpam-2952	281	13	interesting	interesting	ADJ
ejpam-2952	281	14	.	.	PUNCT
ejpam-2952	282	1	5	5	X
ejpam-2952	282	2	.	.	X
ejpam-2952	282	3	nonstationarity	nonstationarity	NOUN
ejpam-2952	282	4	and	and	CCONJ
ejpam-2952	282	5	nonlinearity	nonlinearity	NOUN
ejpam-2952	282	6	5.1	5.1	NUM
ejpam-2952	282	7	.	.	PUNCT
ejpam-2952	283	1	nonlinear	nonlinear	ADJ
ejpam-2952	283	2	transformations	transformation	NOUN
ejpam-2952	283	3	of	of	ADP
ejpam-2952	283	4	nonstationary	nonstationary	ADJ
ejpam-2952	283	5	processes	process	NOUN
ejpam-2952	283	6	what	what	PRON
ejpam-2952	283	7	happens	happen	VERB
ejpam-2952	283	8	to	to	ADP
ejpam-2952	283	9	nonstationary	nonstationary	ADJ
ejpam-2952	283	10	variables	variable	NOUN
ejpam-2952	283	11	,	,	PUNCT
ejpam-2952	283	12	for	for	ADP
ejpam-2952	283	13	instance	instance	NOUN
ejpam-2952	283	14	ones	one	NOUN
ejpam-2952	283	15	with	with	ADP
ejpam-2952	283	16	a	a	DET
ejpam-2952	283	17	unit	unit	NOUN
ejpam-2952	283	18	root	root	NOUN
ejpam-2952	283	19	,	,	PUNCT
ejpam-2952	283	20	when	when	SCONJ
ejpam-2952	283	21	they	they	PRON
ejpam-2952	283	22	are	be	AUX
ejpam-2952	283	23	transformed	transform	VERB
ejpam-2952	283	24	using	use	VERB
ejpam-2952	283	25	nonlinear	nonlinear	ADJ
ejpam-2952	283	26	transformations	transformation	NOUN
ejpam-2952	283	27	?	?	PUNCT
ejpam-2952	284	1	how	how	SCONJ
ejpam-2952	284	2	would	would	AUX
ejpam-2952	284	3	the	the	DET
ejpam-2952	284	4	probabilistic	probabilistic	ADJ
ejpam-2952	284	5	linear	linear	NOUN
ejpam-2952	284	6	timo	timo	PROPN
ejpam-2952	284	7	teräsvirta	teräsvirta	NUM
ejpam-2952	284	8	/	/	SYM
ejpam-2952	284	9	eur	eur	PROPN
ejpam-2952	284	10	.	.	PUNCT
ejpam-2952	285	1	j.	j.	PROPN
ejpam-2952	285	2	pure	pure	PROPN
ejpam-2952	285	3	appl	appl	PROPN
ejpam-2952	285	4	.	.	PROPN
ejpam-2952	285	5	math	math	PROPN
ejpam-2952	285	6	,	,	PUNCT
ejpam-2952	285	7	10	10	NUM
ejpam-2952	285	8	(	(	PUNCT
ejpam-2952	285	9	1	1	NUM
ejpam-2952	285	10	)	)	PUNCT
ejpam-2952	285	11	(	(	PUNCT
ejpam-2952	285	12	2017	2017	NUM
ejpam-2952	285	13	)	)	PUNCT
ejpam-2952	285	14	,	,	PUNCT
ejpam-2952	285	15	104	104	NUM
ejpam-2952	285	16	-	-	SYM
ejpam-2952	285	17	132	132	NUM
ejpam-2952	285	18	114	114	NUM
ejpam-2952	285	19	properties	property	NOUN
ejpam-2952	285	20	such	such	ADJ
ejpam-2952	285	21	as	as	ADP
ejpam-2952	285	22	the	the	DET
ejpam-2952	285	23	mean	mean	ADJ
ejpam-2952	285	24	,	,	PUNCT
ejpam-2952	285	25	variance	variance	NOUN
ejpam-2952	285	26	,	,	PUNCT
ejpam-2952	285	27	and	and	CCONJ
ejpam-2952	285	28	the	the	DET
ejpam-2952	285	29	autocovariance	autocovariance	NOUN
ejpam-2952	285	30	structure	structure	NOUN
ejpam-2952	285	31	in	in	ADP
ejpam-2952	285	32	particular	particular	ADJ
ejpam-2952	285	33	,	,	PUNCT
ejpam-2952	285	34	of	of	ADP
ejpam-2952	285	35	the	the	DET
ejpam-2952	285	36	transformed	transform	VERB
ejpam-2952	285	37	variables	variable	NOUN
ejpam-2952	285	38	look	look	VERB
ejpam-2952	285	39	like	like	ADP
ejpam-2952	285	40	?	?	PUNCT
ejpam-2952	286	1	[	[	X
ejpam-2952	286	2	16	16	NUM
ejpam-2952	286	3	]	]	PUNCT
ejpam-2952	286	4	study	study	VERB
ejpam-2952	286	5	these	these	DET
ejpam-2952	286	6	questions	question	NOUN
ejpam-2952	286	7	and	and	CCONJ
ejpam-2952	286	8	provide	provide	VERB
ejpam-2952	286	9	answers	answer	NOUN
ejpam-2952	286	10	.	.	PUNCT
ejpam-2952	287	1	they	they	PRON
ejpam-2952	287	2	consider	consider	VERB
ejpam-2952	287	3	polynomial	polynomial	ADJ
ejpam-2952	287	4	,	,	PUNCT
ejpam-2952	287	5	exponential	exponential	ADJ
ejpam-2952	287	6	and	and	CCONJ
ejpam-2952	287	7	periodic	periodic	ADJ
ejpam-2952	287	8	transformations	transformation	NOUN
ejpam-2952	287	9	as	as	ADV
ejpam-2952	287	10	well	well	ADV
ejpam-2952	287	11	as	as	ADP
ejpam-2952	287	12	the	the	DET
ejpam-2952	287	13	probability	probability	NOUN
ejpam-2952	287	14	integral	integral	ADJ
ejpam-2952	287	15	transform	transform	NOUN
ejpam-2952	287	16	of	of	ADP
ejpam-2952	287	17	xt	xt	NOUN
ejpam-2952	287	18	=	=	PUNCT
ejpam-2952	287	19	µ+mt+	µ+mt+	ADP
ejpam-2952	287	20	t∑	t∑	PROPN
ejpam-2952	287	21	j=1	j=1	PROPN
ejpam-2952	287	22	εj	εj	PROPN
ejpam-2952	287	23	,	,	PUNCT
ejpam-2952	287	24	j	j	PROPN
ejpam-2952	287	25	=	=	SYM
ejpam-2952	287	26	1	1	NUM
ejpam-2952	287	27	,	,	PUNCT
ejpam-2952	287	28	...	...	PUNCT
ejpam-2952	287	29	,	,	PUNCT
ejpam-2952	287	30	t	t	X
ejpam-2952	287	31	where	where	SCONJ
ejpam-2952	287	32	µ	µ	NOUN
ejpam-2952	287	33	is	be	AUX
ejpam-2952	287	34	the	the	DET
ejpam-2952	287	35	starting	starting	NOUN
ejpam-2952	287	36	-	-	PUNCT
ejpam-2952	287	37	value	value	NOUN
ejpam-2952	287	38	of	of	ADP
ejpam-2952	287	39	the	the	DET
ejpam-2952	287	40	process	process	NOUN
ejpam-2952	287	41	at	at	ADP
ejpam-2952	287	42	t	t	PROPN
ejpam-2952	287	43	=	=	SYM
ejpam-2952	287	44	0	0	NUM
ejpam-2952	287	45	,	,	PUNCT
ejpam-2952	287	46	and	and	CCONJ
ejpam-2952	287	47	εt	εt	PROPN
ejpam-2952	287	48	∼	∼	NOUN
ejpam-2952	287	49	iidn	iidn	NOUN
ejpam-2952	287	50	(	(	PUNCT
ejpam-2952	287	51	0	0	NUM
ejpam-2952	287	52	,	,	PUNCT
ejpam-2952	287	53	σ2ε	σ2ε	PROPN
ejpam-2952	287	54	)	)	PUNCT
ejpam-2952	287	55	.	.	PUNCT
ejpam-2952	288	1	it	it	PRON
ejpam-2952	288	2	is	be	AUX
ejpam-2952	288	3	seen	see	VERB
ejpam-2952	288	4	that	that	SCONJ
ejpam-2952	288	5	xt	xt	PROPN
ejpam-2952	288	6	is	be	AUX
ejpam-2952	288	7	i(1	i(1	NOUN
ejpam-2952	288	8	)	)	PUNCT
ejpam-2952	288	9	with	with	ADP
ejpam-2952	288	10	drift	drift	NOUN
ejpam-2952	288	11	.	.	PUNCT
ejpam-2952	289	1	under	under	ADP
ejpam-2952	289	2	these	these	DET
ejpam-2952	289	3	assumptions	assumption	NOUN
ejpam-2952	289	4	,	,	PUNCT
ejpam-2952	289	5	ext	ext	NOUN
ejpam-2952	289	6	=	=	PUNCT
ejpam-2952	289	7	µ+mt	µ+mt	NOUN
ejpam-2952	289	8	and	and	CCONJ
ejpam-2952	289	9	cov(xt	cov(xt	NOUN
ejpam-2952	289	10	,	,	PUNCT
ejpam-2952	289	11	xt−k	xt−k	PROPN
ejpam-2952	289	12	)	)	PUNCT
ejpam-2952	290	1	=	=	SYM
ejpam-2952	290	2	(	(	PUNCT
ejpam-2952	290	3	t−k)σ2ε	t−k)σ2ε	NOUN
ejpam-2952	290	4	for	for	ADP
ejpam-2952	290	5	|k|	|k|	PROPN
ejpam-2952	290	6	≤	≤	PROPN
ejpam-2952	290	7	t−1	t−1	PROPN
ejpam-2952	290	8	.	.	PUNCT
ejpam-2952	291	1	since	since	SCONJ
ejpam-2952	291	2	εt	εt	PROPN
ejpam-2952	291	3	is	be	AUX
ejpam-2952	291	4	normal	normal	ADJ
ejpam-2952	291	5	,	,	PUNCT
ejpam-2952	291	6	xt	xt	ADP
ejpam-2952	291	7	∼	∼	NOUN
ejpam-2952	291	8	n	n	CCONJ
ejpam-2952	291	9	(	(	PUNCT
ejpam-2952	291	10	µ+mt	µ+mt	NOUN
ejpam-2952	291	11	,	,	PUNCT
ejpam-2952	291	12	var(xt	var(xt	NOUN
ejpam-2952	291	13	)	)	PUNCT
ejpam-2952	291	14	)	)	PUNCT
ejpam-2952	291	15	,	,	PUNCT
ejpam-2952	291	16	where	where	SCONJ
ejpam-2952	291	17	var(xt	var(xt	NOUN
ejpam-2952	291	18	)	)	PUNCT
ejpam-2952	292	1	=	=	SYM
ejpam-2952	292	2	tσ2ε	tσ2ε	INTJ
ejpam-2952	292	3	.	.	PUNCT
ejpam-2952	293	1	define	define	VERB
ejpam-2952	293	2	the	the	DET
ejpam-2952	293	3	standard	standard	ADJ
ejpam-2952	293	4	normal	normal	ADJ
ejpam-2952	293	5	variable	variable	NOUN
ejpam-2952	293	6	zt	zt	PROPN
ejpam-2952	293	7	=	=	SYM
ejpam-2952	293	8	(	(	PUNCT
ejpam-2952	293	9	xt	xt	NUM
ejpam-2952	293	10	−	−	NOUN
ejpam-2952	293	11	µ−mt)/	µ−mt)/	PRON
ejpam-2952	293	12	√	√	ADP
ejpam-2952	293	13	var(xt	var(xt	NOUN
ejpam-2952	293	14	)	)	PUNCT
ejpam-2952	293	15	.	.	PUNCT
ejpam-2952	294	1	the	the	DET
ejpam-2952	294	2	transformation	transformation	NOUN
ejpam-2952	294	3	yt	yt	X
ejpam-2952	294	4	=	=	SYM
ejpam-2952	294	5	t(xt	t(xt	PROPN
ejpam-2952	294	6	)	)	PUNCT
ejpam-2952	294	7	is	be	AUX
ejpam-2952	294	8	approximated	approximate	VERB
ejpam-2952	294	9	by	by	ADP
ejpam-2952	294	10	hermite	hermite	ADJ
ejpam-2952	294	11	polynomials	polynomial	NOUN
ejpam-2952	294	12	that	that	PRON
ejpam-2952	294	13	are	be	AUX
ejpam-2952	294	14	defined	define	VERB
ejpam-2952	294	15	by	by	ADP
ejpam-2952	294	16	standard	standard	ADJ
ejpam-2952	294	17	normal	normal	ADJ
ejpam-2952	294	18	variables	variable	NOUN
ejpam-2952	294	19	:	:	PUNCT
ejpam-2952	294	20	yt	yt	PROPN
ejpam-2952	294	21	=	=	PUNCT
ejpam-2952	294	22	t(µ+mt+	t(µ+mt+	NOUN
ejpam-2952	294	23	√	√	ADP
ejpam-2952	294	24	var(xt)zt	var(xt)zt	NOUN
ejpam-2952	294	25	)	)	PUNCT
ejpam-2952	294	26	=	=	PUNCT
ejpam-2952	295	1	m∑	m∑	CCONJ
ejpam-2952	295	2	i=0	i=0	PROPN
ejpam-2952	295	3	α	α	X
ejpam-2952	295	4	(	(	PUNCT
ejpam-2952	295	5	t	t	PROPN
ejpam-2952	295	6	)	)	PUNCT
ejpam-2952	295	7	j	j	PROPN
ejpam-2952	295	8	hj(zt	hj(zt	PROPN
ejpam-2952	295	9	)	)	PUNCT
ejpam-2952	295	10	where	where	SCONJ
ejpam-2952	295	11	α	α	PROPN
ejpam-2952	295	12	(	(	PUNCT
ejpam-2952	295	13	t	t	PROPN
ejpam-2952	295	14	)	)	PUNCT
ejpam-2952	295	15	j	j	PROPN
ejpam-2952	295	16	=	=	SYM
ejpam-2952	295	17	1	1	NUM
ejpam-2952	295	18	j	j	NOUN
ejpam-2952	295	19	!	!	PUNCT
ejpam-2952	296	1	e	e	X
ejpam-2952	296	2	(	(	PUNCT
ejpam-2952	296	3	djt(µ+mt+	djt(µ+mt+	ADV
ejpam-2952	296	4	√	√	CCONJ
ejpam-2952	296	5	var(xt)zt	var(xt)zt	NOUN
ejpam-2952	296	6	)	)	PUNCT
ejpam-2952	296	7	dzjt	dzjt	NOUN
ejpam-2952	296	8	)	)	PUNCT
ejpam-2952	296	9	.	.	PUNCT
ejpam-2952	297	1	(	(	PUNCT
ejpam-2952	297	2	17	17	NUM
ejpam-2952	297	3	)	)	PUNCT
ejpam-2952	297	4	it	it	PRON
ejpam-2952	297	5	is	be	AUX
ejpam-2952	297	6	not	not	PART
ejpam-2952	297	7	possible	possible	ADJ
ejpam-2952	297	8	to	to	PART
ejpam-2952	297	9	review	review	VERB
ejpam-2952	297	10	all	all	DET
ejpam-2952	297	11	results	result	NOUN
ejpam-2952	297	12	of	of	ADP
ejpam-2952	297	13	[	[	X
ejpam-2952	297	14	16	16	NUM
ejpam-2952	297	15	]	]	PUNCT
ejpam-2952	297	16	here	here	ADV
ejpam-2952	297	17	.	.	PUNCT
ejpam-2952	298	1	the	the	DET
ejpam-2952	298	2	focus	focus	NOUN
ejpam-2952	298	3	will	will	AUX
ejpam-2952	298	4	be	be	AUX
ejpam-2952	298	5	on	on	ADP
ejpam-2952	298	6	selected	select	VERB
ejpam-2952	298	7	outcomes	outcome	NOUN
ejpam-2952	298	8	on	on	ADP
ejpam-2952	298	9	the	the	DET
ejpam-2952	298	10	exponential	exponential	NOUN
ejpam-2952	298	11	and	and	CCONJ
ejpam-2952	298	12	the	the	DET
ejpam-2952	298	13	probability	probability	NOUN
ejpam-2952	298	14	integral	integral	ADJ
ejpam-2952	298	15	transformation	transformation	NOUN
ejpam-2952	298	16	.	.	PUNCT
ejpam-2952	299	1	consider	consider	VERB
ejpam-2952	299	2	first	first	ADV
ejpam-2952	299	3	the	the	DET
ejpam-2952	299	4	exponential	exponential	ADJ
ejpam-2952	299	5	transformation	transformation	NOUN
ejpam-2952	299	6	yt	yt	X
ejpam-2952	299	7	=	=	PUNCT
ejpam-2952	299	8	exp(µ+mt+	exp(µ+mt+	NOUN
ejpam-2952	299	9	√	√	NOUN
ejpam-2952	299	10	var(xt)zt	var(xt)zt	NOUN
ejpam-2952	299	11	)	)	PUNCT
ejpam-2952	300	1	=	=	PUNCT
ejpam-2952	300	2	m∑	m∑	CCONJ
ejpam-2952	300	3	i=0	i=0	PROPN
ejpam-2952	300	4	α	α	X
ejpam-2952	300	5	(	(	PUNCT
ejpam-2952	300	6	t	t	PROPN
ejpam-2952	300	7	)	)	PUNCT
ejpam-2952	300	8	j	j	PROPN
ejpam-2952	300	9	hj(zt	hj(zt	PROPN
ejpam-2952	300	10	)	)	PUNCT
ejpam-2952	300	11	where	where	SCONJ
ejpam-2952	300	12	,	,	PUNCT
ejpam-2952	300	13	from	from	ADP
ejpam-2952	300	14	(	(	PUNCT
ejpam-2952	300	15	17	17	NUM
ejpam-2952	300	16	)	)	PUNCT
ejpam-2952	300	17	,	,	PUNCT
ejpam-2952	300	18	α	α	PROPN
ejpam-2952	300	19	(	(	PUNCT
ejpam-2952	300	20	t	t	PROPN
ejpam-2952	300	21	)	)	PUNCT
ejpam-2952	300	22	j	j	NOUN
ejpam-2952	301	1	=	=	PUNCT
ejpam-2952	301	2	exp(µ+mt+	exp(µ+mt+	NOUN
ejpam-2952	301	3	1	1	NUM
ejpam-2952	301	4	2	2	NUM
ejpam-2952	301	5	var(xt)zt	var(xt)zt	NOUN
ejpam-2952	301	6	)	)	PUNCT
ejpam-2952	301	7	var(xt	var(xt	NOUN
ejpam-2952	301	8	)	)	PUNCT
ejpam-2952	301	9	j/2	j/2	NUM
ejpam-2952	301	10	j	j	PROPN
ejpam-2952	301	11	!	!	PUNCT
ejpam-2952	301	12	.	.	PUNCT
ejpam-2952	302	1	it	it	PRON
ejpam-2952	302	2	turns	turn	VERB
ejpam-2952	302	3	out	out	ADP
ejpam-2952	302	4	that	that	SCONJ
ejpam-2952	302	5	eyt	eyt	PROPN
ejpam-2952	302	6	=	=	PROPN
ejpam-2952	302	7	exp{µ	exp{µ	PROPN
ejpam-2952	302	8	+	+	CCONJ
ejpam-2952	302	9	θt	θt	ADJ
ejpam-2952	302	10	}	}	PUNCT
ejpam-2952	302	11	where	where	SCONJ
ejpam-2952	302	12	θ	θ	X
ejpam-2952	302	13	=	=	SYM
ejpam-2952	302	14	m	m	VERB
ejpam-2952	302	15	+	+	X
ejpam-2952	302	16	σ2ε/2	σ2ε/2	ADJ
ejpam-2952	302	17	.	.	PUNCT
ejpam-2952	303	1	setting	set	VERB
ejpam-2952	303	2	θ	θ	NOUN
ejpam-2952	303	3	=	=	SYM
ejpam-2952	303	4	0	0	NUM
ejpam-2952	303	5	makes	make	VERB
ejpam-2952	303	6	the	the	DET
ejpam-2952	303	7	expectation	expectation	NOUN
ejpam-2952	303	8	constant	constant	ADJ
ejpam-2952	303	9	.	.	PUNCT
ejpam-2952	304	1	autocorrelations	autocorrelation	NOUN
ejpam-2952	304	2	of	of	ADP
ejpam-2952	304	3	yt	yt	NOUN
ejpam-2952	304	4	,	,	PUNCT
ejpam-2952	304	5	if	if	SCONJ
ejpam-2952	304	6	they	they	PRON
ejpam-2952	304	7	are	be	AUX
ejpam-2952	304	8	nevertheless	nevertheless	ADV
ejpam-2952	304	9	well	well	ADV
ejpam-2952	304	10	defined	define	VERB
ejpam-2952	304	11	using	use	VERB
ejpam-2952	304	12	the	the	DET
ejpam-2952	304	13	standard	standard	ADJ
ejpam-2952	304	14	definition	definition	NOUN
ejpam-2952	304	15	,	,	PUNCT
ejpam-2952	304	16	become	become	VERB
ejpam-2952	304	17	corr(yt	corr(yt	ADJ
ejpam-2952	304	18	,	,	PUNCT
ejpam-2952	304	19	yt−k	yt−k	NOUN
ejpam-2952	304	20	)	)	PUNCT
ejpam-2952	304	21	=	=	SYM
ejpam-2952	305	1	exp{−kσ2ε/2	exp{−kσ2ε/2	NOUN
ejpam-2952	305	2	}	}	PUNCT
ejpam-2952	305	3	and	and	CCONJ
ejpam-2952	305	4	so	so	ADV
ejpam-2952	305	5	decay	decay	VERB
ejpam-2952	305	6	exponentially	exponentially	ADV
ejpam-2952	305	7	as	as	ADP
ejpam-2952	305	8	in	in	ADP
ejpam-2952	305	9	the	the	DET
ejpam-2952	305	10	stationary	stationary	ADJ
ejpam-2952	305	11	ar(1	ar(1	PROPN
ejpam-2952	305	12	)	)	PUNCT
ejpam-2952	305	13	model	model	NOUN
ejpam-2952	305	14	.	.	PUNCT
ejpam-2952	306	1	differencing	difference	VERB
ejpam-2952	306	2	yields	yield	NOUN
ejpam-2952	306	3	e∆yt	e∆yt	NOUN
ejpam-2952	307	1	=	=	SYM
ejpam-2952	307	2	(	(	PUNCT
ejpam-2952	307	3	1	1	NUM
ejpam-2952	307	4	−	−	NOUN
ejpam-2952	307	5	exp{−θ	exp{−θ	NOUN
ejpam-2952	307	6	}	}	PUNCT
ejpam-2952	307	7	)	)	PUNCT
ejpam-2952	307	8	exp{µ	exp{µ	NOUN
ejpam-2952	307	9	+	+	CCONJ
ejpam-2952	307	10	θt	θt	PROPN
ejpam-2952	307	11	}	}	PUNCT
ejpam-2952	307	12	which	which	PRON
ejpam-2952	307	13	is	be	AUX
ejpam-2952	307	14	not	not	PART
ejpam-2952	307	15	constant	constant	ADJ
ejpam-2952	307	16	either	either	CCONJ
ejpam-2952	307	17	unless	unless	SCONJ
ejpam-2952	307	18	θ	θ	PROPN
ejpam-2952	307	19	=	=	SYM
ejpam-2952	307	20	0	0	X
ejpam-2952	307	21	.	.	PUNCT
ejpam-2952	308	1	consequently	consequently	ADV
ejpam-2952	308	2	,	,	PUNCT
ejpam-2952	308	3	the	the	DET
ejpam-2952	308	4	transformed	transform	VERB
ejpam-2952	308	5	variable	variable	ADJ
ejpam-2952	308	6	yt	yt	NOUN
ejpam-2952	308	7	can	can	AUX
ejpam-2952	308	8	not	not	PART
ejpam-2952	308	9	be	be	AUX
ejpam-2952	308	10	made	make	VERB
ejpam-2952	308	11	stationary	stationary	ADJ
ejpam-2952	308	12	by	by	ADP
ejpam-2952	308	13	differencing	difference	VERB
ejpam-2952	308	14	.	.	PUNCT
ejpam-2952	309	1	the	the	DET
ejpam-2952	309	2	probability	probability	NOUN
ejpam-2952	309	3	integral	integral	ADJ
ejpam-2952	309	4	transform	transform	NOUN
ejpam-2952	309	5	of	of	ADP
ejpam-2952	309	6	xt	xt	ADP
ejpam-2952	309	7	that	that	PRON
ejpam-2952	310	1	[	[	X
ejpam-2952	310	2	16	16	NUM
ejpam-2952	310	3	]	]	PUNCT
ejpam-2952	310	4	called	call	VERB
ejpam-2952	310	5	the	the	DET
ejpam-2952	310	6	neural	neural	ADJ
ejpam-2952	310	7	network	network	NOUN
ejpam-2952	310	8	transformation	transformation	NOUN
ejpam-2952	310	9	,	,	PUNCT
ejpam-2952	310	10	is	be	AUX
ejpam-2952	310	11	considered	consider	VERB
ejpam-2952	310	12	in	in	ADP
ejpam-2952	310	13	the	the	DET
ejpam-2952	310	14	case	case	NOUN
ejpam-2952	310	15	µ	µ	X
ejpam-2952	310	16	=	=	SYM
ejpam-2952	310	17	m	m	NOUN
ejpam-2952	310	18	=	=	NOUN
ejpam-2952	310	19	0	0	X
ejpam-2952	310	20	.	.	PUNCT
ejpam-2952	311	1	then	then	ADV
ejpam-2952	311	2	,	,	PUNCT
ejpam-2952	311	3	assuming	assume	VERB
ejpam-2952	311	4	normality	normality	NOUN
ejpam-2952	311	5	,	,	PUNCT
ejpam-2952	311	6	yt	yt	PROPN
ejpam-2952	311	7	=	=	SYM
ejpam-2952	311	8	1√	1√	PROPN
ejpam-2952	311	9	2π	2π	PROPN
ejpam-2952	311	10	∫	∫	X
ejpam-2952	311	11	xt	xt	PROPN
ejpam-2952	312	1	−∞	−∞	X
ejpam-2952	312	2	exp{−s	exp{−	NOUN
ejpam-2952	312	3	2	2	NUM
ejpam-2952	312	4	2	2	NUM
ejpam-2952	312	5	}	}	PUNCT
ejpam-2952	312	6	ds	ds	PROPN
ejpam-2952	312	7	.	.	PUNCT
ejpam-2952	313	1	(	(	PUNCT
ejpam-2952	313	2	18	18	NUM
ejpam-2952	313	3	)	)	PUNCT
ejpam-2952	313	4	timo	timo	VERB
ejpam-2952	313	5	teräsvirta	teräsvirta	NUM
ejpam-2952	313	6	/	/	SYM
ejpam-2952	313	7	eur	eur	PROPN
ejpam-2952	313	8	.	.	PUNCT
ejpam-2952	314	1	j.	j.	PROPN
ejpam-2952	314	2	pure	pure	PROPN
ejpam-2952	314	3	appl	appl	PROPN
ejpam-2952	314	4	.	.	PROPN
ejpam-2952	314	5	math	math	PROPN
ejpam-2952	314	6	,	,	PUNCT
ejpam-2952	314	7	10	10	NUM
ejpam-2952	314	8	(	(	PUNCT
ejpam-2952	314	9	1	1	NUM
ejpam-2952	314	10	)	)	PUNCT
ejpam-2952	314	11	(	(	PUNCT
ejpam-2952	314	12	2017	2017	NUM
ejpam-2952	314	13	)	)	PUNCT
ejpam-2952	314	14	,	,	PUNCT
ejpam-2952	314	15	104	104	NUM
ejpam-2952	314	16	-	-	SYM
ejpam-2952	314	17	132	132	NUM
ejpam-2952	314	18	115	115	NUM
ejpam-2952	314	19	due	due	ADP
ejpam-2952	314	20	to	to	ADP
ejpam-2952	314	21	the	the	DET
ejpam-2952	314	22	nature	nature	NOUN
ejpam-2952	314	23	of	of	ADP
ejpam-2952	314	24	the	the	DET
ejpam-2952	314	25	transformation	transformation	NOUN
ejpam-2952	315	1	,	,	PUNCT
ejpam-2952	315	2	the	the	DET
ejpam-2952	315	3	authors	author	NOUN
ejpam-2952	315	4	find	find	VERB
ejpam-2952	315	5	that	that	SCONJ
ejpam-2952	315	6	yt	yt	NOUN
ejpam-2952	315	7	still	still	ADV
ejpam-2952	315	8	has	have	VERB
ejpam-2952	315	9	the	the	DET
ejpam-2952	315	10	long	long	ADJ
ejpam-2952	315	11	memory	memory	NOUN
ejpam-2952	315	12	property	property	NOUN
ejpam-2952	315	13	.	.	PUNCT
ejpam-2952	316	1	in	in	ADP
ejpam-2952	316	2	order	order	NOUN
ejpam-2952	316	3	to	to	PART
ejpam-2952	316	4	consider	consider	VERB
ejpam-2952	316	5	the	the	DET
ejpam-2952	316	6	case	case	NOUN
ejpam-2952	316	7	m	m	VERB
ejpam-2952	316	8	6=	6=	NUM
ejpam-2952	316	9	0	0	NUM
ejpam-2952	316	10	,	,	PUNCT
ejpam-2952	316	11	a	a	DET
ejpam-2952	316	12	neural	neural	ADJ
ejpam-2952	316	13	network	network	NOUN
ejpam-2952	316	14	transformation	transformation	NOUN
ejpam-2952	316	15	should	should	AUX
ejpam-2952	316	16	involve	involve	VERB
ejpam-2952	316	17	a	a	DET
ejpam-2952	316	18	linear	linear	ADJ
ejpam-2952	316	19	combination	combination	NOUN
ejpam-2952	316	20	of	of	ADP
ejpam-2952	316	21	normal	normal	ADJ
ejpam-2952	316	22	distributions	distribution	NOUN
ejpam-2952	316	23	with	with	ADP
ejpam-2952	316	24	different	different	ADJ
ejpam-2952	316	25	means	mean	NOUN
ejpam-2952	316	26	and	and	CCONJ
ejpam-2952	316	27	variances	variance	NOUN
ejpam-2952	316	28	,	,	PUNCT
ejpam-2952	316	29	for	for	ADP
ejpam-2952	316	30	example	example	NOUN
ejpam-2952	316	31	yt	yt	VERB
ejpam-2952	316	32	=	=	SYM
ejpam-2952	316	33	β0	β0	PROPN
ejpam-2952	317	1	+	+	CCONJ
ejpam-2952	318	1	q∑	q∑	PROPN
ejpam-2952	318	2	j=1	j=1	NOUN
ejpam-2952	318	3	βj	βj	PRON
ejpam-2952	318	4	σj	σj	VERB
ejpam-2952	318	5	√	√	PROPN
ejpam-2952	318	6	2π	2π	NUM
ejpam-2952	318	7	∫	∫	PROPN
ejpam-2952	318	8	xt	xt	PROPN
ejpam-2952	319	1	−∞	−∞	ADP
ejpam-2952	319	2	exp{−(s−	exp{−(s−	PROPN
ejpam-2952	319	3	µj	µj	PROPN
ejpam-2952	319	4	)	)	PUNCT
ejpam-2952	319	5	2σ2j	2σ2j	NOUN
ejpam-2952	319	6	}	}	PUNCT
ejpam-2952	319	7	ds	ds	PROPN
ejpam-2952	319	8	.	.	NOUN
ejpam-2952	320	1	since	since	SCONJ
ejpam-2952	320	2	granger	granger	NOUN
ejpam-2952	320	3	and	and	CCONJ
ejpam-2952	320	4	ermini	ermini	NOUN
ejpam-2952	320	5	want	want	VERB
ejpam-2952	320	6	to	to	PART
ejpam-2952	320	7	keep	keep	VERB
ejpam-2952	320	8	the	the	DET
ejpam-2952	320	9	transformations	transformation	NOUN
ejpam-2952	320	10	as	as	ADV
ejpam-2952	320	11	simple	simple	ADJ
ejpam-2952	320	12	as	as	ADP
ejpam-2952	320	13	possible	possible	ADJ
ejpam-2952	320	14	,	,	PUNCT
ejpam-2952	320	15	they	they	PRON
ejpam-2952	320	16	do	do	AUX
ejpam-2952	320	17	not	not	PART
ejpam-2952	320	18	discuss	discuss	VERB
ejpam-2952	320	19	this	this	DET
ejpam-2952	320	20	extension	extension	NOUN
ejpam-2952	320	21	.	.	PUNCT
ejpam-2952	321	1	[	[	X
ejpam-2952	321	2	28	28	NUM
ejpam-2952	321	3	]	]	PUNCT
ejpam-2952	321	4	continues	continue	VERB
ejpam-2952	321	5	this	this	DET
ejpam-2952	321	6	discussion	discussion	NOUN
ejpam-2952	321	7	by	by	ADP
ejpam-2952	321	8	using	use	VERB
ejpam-2952	321	9	the	the	DET
ejpam-2952	321	10	concept	concept	NOUN
ejpam-2952	321	11	of	of	ADP
ejpam-2952	321	12	balance	balance	NOUN
ejpam-2952	321	13	.	.	PUNCT
ejpam-2952	322	1	to	to	PART
ejpam-2952	322	2	illustrate	illustrate	VERB
ejpam-2952	322	3	this	this	PRON
ejpam-2952	322	4	,	,	PUNCT
ejpam-2952	322	5	consider	consider	VERB
ejpam-2952	322	6	two	two	NUM
ejpam-2952	322	7	random	random	ADJ
ejpam-2952	322	8	variables	variable	NOUN
ejpam-2952	322	9	yt	yt	VERB
ejpam-2952	322	10	and	and	CCONJ
ejpam-2952	322	11	xt	xt	PROPN
ejpam-2952	322	12	and	and	CCONJ
ejpam-2952	322	13	an	an	DET
ejpam-2952	322	14	equation	equation	NOUN
ejpam-2952	322	15	yt	yt	X
ejpam-2952	322	16	=	=	PUNCT
ejpam-2952	322	17	g(xt	g(xt	PROPN
ejpam-2952	322	18	)	)	PUNCT
ejpam-2952	323	1	+	+	CCONJ
ejpam-2952	323	2	εt	εt	PROPN
ejpam-2952	323	3	(	(	PUNCT
ejpam-2952	323	4	19	19	NUM
ejpam-2952	323	5	)	)	PUNCT
ejpam-2952	323	6	where	where	SCONJ
ejpam-2952	323	7	εt	εt	PROPN
ejpam-2952	323	8	is	be	AUX
ejpam-2952	323	9	white	white	ADJ
ejpam-2952	323	10	noise	noise	NOUN
ejpam-2952	323	11	.	.	PUNCT
ejpam-2952	324	1	the	the	DET
ejpam-2952	324	2	equation	equation	NOUN
ejpam-2952	324	3	(	(	PUNCT
ejpam-2952	324	4	19	19	NUM
ejpam-2952	324	5	)	)	PUNCT
ejpam-2952	324	6	is	be	AUX
ejpam-2952	324	7	balanced	balance	VERB
ejpam-2952	324	8	if	if	SCONJ
ejpam-2952	324	9	the	the	DET
ejpam-2952	324	10	left	leave	VERB
ejpam-2952	324	11	-	-	PUNCT
ejpam-2952	324	12	hand	hand	NOUN
ejpam-2952	324	13	and	and	CCONJ
ejpam-2952	324	14	right	right	ADJ
ejpam-2952	324	15	-	-	PUNCT
ejpam-2952	324	16	hand	hand	NOUN
ejpam-2952	324	17	side	side	NOUN
ejpam-2952	324	18	possess	possess	VERB
ejpam-2952	324	19	the	the	DET
ejpam-2952	324	20	same	same	ADJ
ejpam-2952	324	21	properties	property	NOUN
ejpam-2952	324	22	.	.	PUNCT
ejpam-2952	325	1	for	for	ADP
ejpam-2952	325	2	example	example	NOUN
ejpam-2952	325	3	,	,	PUNCT
ejpam-2952	325	4	assume	assume	VERB
ejpam-2952	325	5	that	that	SCONJ
ejpam-2952	325	6	yt	yt	PROPN
ejpam-2952	325	7	and	and	CCONJ
ejpam-2952	325	8	xt	xt	X
ejpam-2952	325	9	are	be	AUX
ejpam-2952	325	10	random	random	ADJ
ejpam-2952	325	11	walks	walk	NOUN
ejpam-2952	325	12	.	.	PUNCT
ejpam-2952	326	1	then	then	ADV
ejpam-2952	326	2	g(xt	g(xt	NOUN
ejpam-2952	326	3	)	)	PUNCT
ejpam-2952	326	4	also	also	ADV
ejpam-2952	326	5	has	have	VERB
ejpam-2952	326	6	to	to	PART
ejpam-2952	326	7	be	be	AUX
ejpam-2952	326	8	a	a	DET
ejpam-2952	326	9	random	random	ADJ
ejpam-2952	326	10	walk	walk	NOUN
ejpam-2952	326	11	,	,	PUNCT
ejpam-2952	326	12	otherwise	otherwise	ADV
ejpam-2952	326	13	(	(	PUNCT
ejpam-2952	326	14	19	19	NUM
ejpam-2952	326	15	)	)	PUNCT
ejpam-2952	326	16	is	be	AUX
ejpam-2952	326	17	not	not	PART
ejpam-2952	326	18	a	a	DET
ejpam-2952	326	19	balanced	balanced	ADJ
ejpam-2952	326	20	equation	equation	NOUN
ejpam-2952	326	21	.	.	PUNCT
ejpam-2952	327	1	this	this	DET
ejpam-2952	327	2	requirement	requirement	NOUN
ejpam-2952	327	3	excludes	exclude	VERB
ejpam-2952	327	4	a	a	DET
ejpam-2952	327	5	large	large	ADJ
ejpam-2952	327	6	number	number	NOUN
ejpam-2952	327	7	of	of	ADP
ejpam-2952	327	8	nonlinear	nonlinear	ADJ
ejpam-2952	327	9	transformations	transformation	NOUN
ejpam-2952	327	10	.	.	PUNCT
ejpam-2952	328	1	one	one	NUM
ejpam-2952	328	2	message	message	NOUN
ejpam-2952	328	3	of	of	ADP
ejpam-2952	328	4	this	this	PRON
ejpam-2952	328	5	is	be	AUX
ejpam-2952	328	6	that	that	SCONJ
ejpam-2952	328	7	when	when	SCONJ
ejpam-2952	328	8	economic	economic	ADJ
ejpam-2952	328	9	theorists	theorist	NOUN
ejpam-2952	328	10	write	write	VERB
ejpam-2952	328	11	up	up	ADP
ejpam-2952	328	12	models	model	NOUN
ejpam-2952	328	13	linking	link	VERB
ejpam-2952	328	14	economic	economic	ADJ
ejpam-2952	328	15	variables	variable	NOUN
ejpam-2952	328	16	,	,	PUNCT
ejpam-2952	328	17	they	they	PRON
ejpam-2952	328	18	have	have	VERB
ejpam-2952	328	19	to	to	PART
ejpam-2952	328	20	be	be	AUX
ejpam-2952	328	21	aware	aware	ADJ
ejpam-2952	328	22	of	of	ADP
ejpam-2952	328	23	their	their	PRON
ejpam-2952	328	24	properties	property	NOUN
ejpam-2952	328	25	and	and	CCONJ
ejpam-2952	328	26	those	those	PRON
ejpam-2952	328	27	of	of	ADP
ejpam-2952	328	28	the	the	DET
ejpam-2952	328	29	transformations	transformation	NOUN
ejpam-2952	328	30	so	so	SCONJ
ejpam-2952	328	31	that	that	SCONJ
ejpam-2952	328	32	they	they	PRON
ejpam-2952	328	33	do	do	AUX
ejpam-2952	328	34	not	not	PART
ejpam-2952	328	35	end	end	VERB
ejpam-2952	328	36	up	up	ADP
ejpam-2952	328	37	with	with	ADP
ejpam-2952	328	38	unbalanced	unbalanced	ADJ
ejpam-2952	328	39	equations	equation	NOUN
ejpam-2952	328	40	.	.	PUNCT
ejpam-2952	329	1	more	more	ADV
ejpam-2952	329	2	generally	generally	ADV
ejpam-2952	329	3	,	,	PUNCT
ejpam-2952	329	4	[	[	X
ejpam-2952	329	5	28	28	NUM
ejpam-2952	329	6	]	]	PUNCT
ejpam-2952	329	7	contains	contain	VERB
ejpam-2952	329	8	a	a	DET
ejpam-2952	329	9	lot	lot	NOUN
ejpam-2952	329	10	of	of	ADP
ejpam-2952	329	11	interesting	interesting	ADJ
ejpam-2952	329	12	material	material	NOUN
ejpam-2952	329	13	that	that	PRON
ejpam-2952	329	14	for	for	ADP
ejpam-2952	329	15	space	space	NOUN
ejpam-2952	329	16	reasons	reason	NOUN
ejpam-2952	329	17	can	can	AUX
ejpam-2952	329	18	not	not	PART
ejpam-2952	329	19	be	be	AUX
ejpam-2952	329	20	discussed	discuss	VERB
ejpam-2952	329	21	here	here	ADV
ejpam-2952	329	22	.	.	PUNCT
ejpam-2952	330	1	it	it	PRON
ejpam-2952	330	2	may	may	AUX
ejpam-2952	330	3	be	be	AUX
ejpam-2952	330	4	added	add	VERB
ejpam-2952	330	5	that	that	SCONJ
ejpam-2952	330	6	[	[	X
ejpam-2952	330	7	13	13	NUM
ejpam-2952	330	8	]	]	PUNCT
ejpam-2952	330	9	examine	examine	NOUN
ejpam-2952	330	10	transformations	transformation	NOUN
ejpam-2952	330	11	of	of	ADP
ejpam-2952	330	12	fractionally	fractionally	ADV
ejpam-2952	330	13	integrated	integrate	VERB
ejpam-2952	330	14	processes	process	NOUN
ejpam-2952	330	15	.	.	PUNCT
ejpam-2952	331	1	a	a	DET
ejpam-2952	331	2	process	process	NOUN
ejpam-2952	331	3	{	{	PUNCT
ejpam-2952	331	4	xt	xt	X
ejpam-2952	331	5	}	}	PUNCT
ejpam-2952	331	6	is	be	AUX
ejpam-2952	331	7	called	call	VERB
ejpam-2952	331	8	fractionally	fractionally	ADV
ejpam-2952	331	9	integrated	integrate	VERB
ejpam-2952	331	10	with	with	ADP
ejpam-2952	331	11	the	the	DET
ejpam-2952	331	12	memory	memory	NOUN
ejpam-2952	331	13	index	index	NOUN
ejpam-2952	331	14	d	d	PROPN
ejpam-2952	331	15	,	,	PUNCT
ejpam-2952	331	16	i(d	i(d	NOUN
ejpam-2952	331	17	)	)	PUNCT
ejpam-2952	331	18	for	for	ADP
ejpam-2952	331	19	short	short	ADJ
ejpam-2952	331	20	,	,	PUNCT
ejpam-2952	331	21	if	if	SCONJ
ejpam-2952	331	22	xt	xt	ADP
ejpam-2952	331	23	=	=	SYM
ejpam-2952	332	1	∞∑	∞∑	PROPN
ejpam-2952	332	2	j=0	j=0	PROPN
ejpam-2952	332	3	cjεt−j	cjεt−j	VERB
ejpam-2952	332	4	where	where	SCONJ
ejpam-2952	332	5	cj	cj	NOUN
ejpam-2952	332	6	=	=	PUNCT
ejpam-2952	333	1	γ(j	γ(j	NOUN
ejpam-2952	333	2	+	+	CCONJ
ejpam-2952	333	3	d)/{γ(j	d)/{γ(j	PROPN
ejpam-2952	333	4	+	+	X
ejpam-2952	333	5	1)γ(d	1)γ(d	NUM
ejpam-2952	333	6	)	)	PUNCT
ejpam-2952	333	7	}	}	PUNCT
ejpam-2952	333	8	.	.	PUNCT
ejpam-2952	334	1	only	only	ADV
ejpam-2952	334	2	the	the	DET
ejpam-2952	334	3	case	case	NOUN
ejpam-2952	334	4	where	where	SCONJ
ejpam-2952	334	5	xt	xt	PROPN
ejpam-2952	334	6	is	be	AUX
ejpam-2952	334	7	nonstationary	nonstationary	ADJ
ejpam-2952	334	8	and	and	CCONJ
ejpam-2952	334	9	,	,	PUNCT
ejpam-2952	334	10	more	more	ADV
ejpam-2952	334	11	specifically	specifically	ADV
ejpam-2952	334	12	,	,	PUNCT
ejpam-2952	334	13	1/2	1/2	NUM
ejpam-2952	334	14	<	<	X
ejpam-2952	334	15	d	d	X
ejpam-2952	334	16	<	<	X
ejpam-2952	334	17	1	1	NUM
ejpam-2952	334	18	,	,	PUNCT
ejpam-2952	334	19	is	be	AUX
ejpam-2952	334	20	considered	consider	VERB
ejpam-2952	334	21	here	here	ADV
ejpam-2952	334	22	.	.	PUNCT
ejpam-2952	335	1	the	the	DET
ejpam-2952	335	2	authors	author	NOUN
ejpam-2952	335	3	show	show	VERB
ejpam-2952	335	4	that	that	SCONJ
ejpam-2952	335	5	in	in	ADP
ejpam-2952	335	6	this	this	DET
ejpam-2952	335	7	case	case	NOUN
ejpam-2952	335	8	,	,	PUNCT
ejpam-2952	335	9	power	power	NOUN
ejpam-2952	335	10	transformations	transformation	NOUN
ejpam-2952	335	11	of	of	ADP
ejpam-2952	335	12	xt	xt	PROPN
ejpam-2952	335	13	are	be	AUX
ejpam-2952	335	14	also	also	ADV
ejpam-2952	335	15	nonstationary	nonstationary	ADJ
ejpam-2952	335	16	,	,	PUNCT
ejpam-2952	335	17	and	and	CCONJ
ejpam-2952	335	18	the	the	DET
ejpam-2952	335	19	memory	memory	NOUN
ejpam-2952	335	20	index	index	NOUN
ejpam-2952	335	21	remains	remain	VERB
ejpam-2952	335	22	unchanged	unchanged	ADJ
ejpam-2952	335	23	.	.	PUNCT
ejpam-2952	336	1	for	for	ADP
ejpam-2952	336	2	the	the	DET
ejpam-2952	336	3	square	square	ADJ
ejpam-2952	336	4	transformation	transformation	NOUN
ejpam-2952	336	5	,	,	PUNCT
ejpam-2952	336	6	yt	yt	PROPN
ejpam-2952	336	7	=	=	SYM
ejpam-2952	336	8	x2	x2	PROPN
ejpam-2952	336	9	t	t	PROPN
ejpam-2952	336	10	,	,	PUNCT
ejpam-2952	336	11	they	they	PRON
ejpam-2952	336	12	derive	derive	VERB
ejpam-2952	336	13	the	the	DET
ejpam-2952	336	14	result	result	NOUN
ejpam-2952	336	15	analytically	analytically	ADV
ejpam-2952	336	16	.	.	PUNCT
ejpam-2952	337	1	for	for	ADP
ejpam-2952	337	2	higher	high	ADJ
ejpam-2952	337	3	order	order	NOUN
ejpam-2952	337	4	transformations	transformation	NOUN
ejpam-2952	337	5	it	it	PRON
ejpam-2952	337	6	is	be	AUX
ejpam-2952	337	7	obtained	obtain	VERB
ejpam-2952	337	8	by	by	ADP
ejpam-2952	337	9	simulation	simulation	NOUN
ejpam-2952	337	10	.	.	PUNCT
ejpam-2952	338	1	dittmann	dittmann	PROPN
ejpam-2952	338	2	and	and	CCONJ
ejpam-2952	338	3	granger	granger	PROPN
ejpam-2952	338	4	also	also	ADV
ejpam-2952	338	5	study	study	VERB
ejpam-2952	338	6	the	the	DET
ejpam-2952	338	7	logistic	logistic	ADJ
ejpam-2952	338	8	transformation	transformation	NOUN
ejpam-2952	338	9	which	which	PRON
ejpam-2952	338	10	is	be	AUX
ejpam-2952	338	11	very	very	ADV
ejpam-2952	338	12	similar	similar	ADJ
ejpam-2952	338	13	to	to	ADP
ejpam-2952	338	14	(	(	PUNCT
ejpam-2952	338	15	18	18	NUM
ejpam-2952	338	16	)	)	PUNCT
ejpam-2952	338	17	,	,	PUNCT
ejpam-2952	338	18	as	as	ADP
ejpam-2952	338	19	yt	yt	NOUN
ejpam-2952	338	20	=	=	SYM
ejpam-2952	338	21	(	(	PUNCT
ejpam-2952	338	22	1	1	NUM
ejpam-2952	338	23	+	+	CCONJ
ejpam-2952	338	24	exp{−xt})−1	exp{−xt})−1	PROPN
ejpam-2952	338	25	.	.	PUNCT
ejpam-2952	339	1	when	when	SCONJ
ejpam-2952	339	2	xt	xt	ADP
ejpam-2952	339	3	∼	∼	NOUN
ejpam-2952	339	4	i(d	i(d	NOUN
ejpam-2952	339	5	)	)	PUNCT
ejpam-2952	339	6	,	,	PUNCT
ejpam-2952	339	7	1/2	1/2	NUM
ejpam-2952	339	8	<	<	X
ejpam-2952	339	9	d	d	X
ejpam-2952	339	10	<	<	X
ejpam-2952	339	11	1	1	NUM
ejpam-2952	339	12	,	,	PUNCT
ejpam-2952	339	13	they	they	PRON
ejpam-2952	339	14	find	find	VERB
ejpam-2952	339	15	that	that	SCONJ
ejpam-2952	339	16	yt	yt	VERB
ejpam-2952	339	17	∼	∼	NOUN
ejpam-2952	339	18	i(d1	i(d1	NOUN
ejpam-2952	339	19	)	)	PUNCT
ejpam-2952	339	20	,	,	PUNCT
ejpam-2952	339	21	where	where	SCONJ
ejpam-2952	339	22	d1	d1	PROPN
ejpam-2952	339	23	<	<	X
ejpam-2952	339	24	d	d	X
ejpam-2952	339	25	,	,	PUNCT
ejpam-2952	339	26	but	but	CCONJ
ejpam-2952	339	27	nevertheless	nevertheless	ADV
ejpam-2952	339	28	1/2	1/2	NUM
ejpam-2952	339	29	<	<	X
ejpam-2952	339	30	d1	d1	PROPN
ejpam-2952	339	31	<	<	X
ejpam-2952	339	32	1	1	NUM
ejpam-2952	339	33	,	,	PUNCT
ejpam-2952	339	34	so	so	ADV
ejpam-2952	339	35	yt	yt	PROPN
ejpam-2952	339	36	is	be	AUX
ejpam-2952	339	37	still	still	ADV
ejpam-2952	339	38	nonstationary	nonstationary	ADJ
ejpam-2952	339	39	.	.	PUNCT
ejpam-2952	340	1	as	as	SCONJ
ejpam-2952	340	2	the	the	DET
ejpam-2952	340	3	authors	author	NOUN
ejpam-2952	340	4	point	point	VERB
ejpam-2952	340	5	out	out	ADP
ejpam-2952	340	6	,	,	PUNCT
ejpam-2952	340	7	yt	yt	PROPN
ejpam-2952	340	8	is	be	AUX
ejpam-2952	340	9	bounded	bound	VERB
ejpam-2952	340	10	.	.	PUNCT
ejpam-2952	341	1	the	the	DET
ejpam-2952	341	2	logistic	logistic	ADJ
ejpam-2952	341	3	transformation	transformation	NOUN
ejpam-2952	341	4	thus	thus	ADV
ejpam-2952	341	5	shows	show	VERB
ejpam-2952	341	6	that	that	SCONJ
ejpam-2952	341	7	a	a	DET
ejpam-2952	341	8	nonstationary	nonstationary	ADJ
ejpam-2952	341	9	fractionally	fractionally	ADV
ejpam-2952	341	10	integrated	integrate	VERB
ejpam-2952	341	11	process	process	NOUN
ejpam-2952	341	12	can	can	AUX
ejpam-2952	341	13	be	be	AUX
ejpam-2952	341	14	bounded	bound	VERB
ejpam-2952	341	15	.	.	PUNCT
ejpam-2952	342	1	granger	granger	PROPN
ejpam-2952	342	2	’s	’s	PART
ejpam-2952	342	3	work	work	NOUN
ejpam-2952	342	4	on	on	ADP
ejpam-2952	342	5	nonlinear	nonlinear	ADJ
ejpam-2952	342	6	transformations	transformation	NOUN
ejpam-2952	342	7	of	of	ADP
ejpam-2952	342	8	fractionally	fractionally	ADV
ejpam-2952	342	9	integrated	integrate	VERB
ejpam-2952	342	10	processes	process	NOUN
ejpam-2952	342	11	may	may	AUX
ejpam-2952	342	12	prompt	prompt	VERB
ejpam-2952	342	13	one	one	NOUN
ejpam-2952	342	14	to	to	PART
ejpam-2952	342	15	ask	ask	VERB
ejpam-2952	342	16	:	:	PUNCT
ejpam-2952	342	17	has	have	AUX
ejpam-2952	342	18	there	there	PRON
ejpam-2952	342	19	been	be	AUX
ejpam-2952	342	20	cross	cross	ADJ
ejpam-2952	342	21	-	-	NOUN
ejpam-2952	342	22	fertilisation	fertilisation	NOUN
ejpam-2952	342	23	?	?	PUNCT
ejpam-2952	343	1	has	have	AUX
ejpam-2952	343	2	his	his	PRON
ejpam-2952	343	3	work	work	NOUN
ejpam-2952	343	4	on	on	ADP
ejpam-2952	343	5	nonlinear	nonlinear	ADJ
ejpam-2952	343	6	models	model	NOUN
ejpam-2952	343	7	somehow	somehow	ADV
ejpam-2952	343	8	aroused	arouse	VERB
ejpam-2952	343	9	his	his	PRON
ejpam-2952	343	10	interest	interest	NOUN
ejpam-2952	343	11	in	in	ADP
ejpam-2952	343	12	fractional	fractional	ADJ
ejpam-2952	343	13	integration	integration	NOUN
ejpam-2952	343	14	or	or	CCONJ
ejpam-2952	343	15	vice	vice	NOUN
ejpam-2952	343	16	versa	versa	ADV
ejpam-2952	343	17	?	?	PUNCT
ejpam-2952	344	1	the	the	DET
ejpam-2952	344	2	latter	latter	ADJ
ejpam-2952	344	3	is	be	AUX
ejpam-2952	344	4	hardly	hardly	ADV
ejpam-2952	344	5	timo	timo	VERB
ejpam-2952	344	6	teräsvirta	teräsvirta	NUM
ejpam-2952	344	7	/	/	SYM
ejpam-2952	344	8	eur	eur	PROPN
ejpam-2952	344	9	.	.	PUNCT
ejpam-2952	345	1	j.	j.	PROPN
ejpam-2952	345	2	pure	pure	PROPN
ejpam-2952	345	3	appl	appl	PROPN
ejpam-2952	345	4	.	.	PROPN
ejpam-2952	345	5	math	math	PROPN
ejpam-2952	345	6	,	,	PUNCT
ejpam-2952	345	7	10	10	NUM
ejpam-2952	345	8	(	(	PUNCT
ejpam-2952	345	9	1	1	NUM
ejpam-2952	345	10	)	)	PUNCT
ejpam-2952	345	11	(	(	PUNCT
ejpam-2952	345	12	2017	2017	NUM
ejpam-2952	345	13	)	)	PUNCT
ejpam-2952	345	14	,	,	PUNCT
ejpam-2952	345	15	104	104	NUM
ejpam-2952	345	16	-	-	SYM
ejpam-2952	345	17	132	132	NUM
ejpam-2952	345	18	116	116	NUM
ejpam-2952	345	19	true	true	ADJ
ejpam-2952	345	20	as	as	SCONJ
ejpam-2952	345	21	granger	granger	PROPN
ejpam-2952	345	22	had	have	AUX
ejpam-2952	345	23	already	already	ADV
ejpam-2952	345	24	studied	study	VERB
ejpam-2952	345	25	bilinear	bilinear	NOUN
ejpam-2952	345	26	models	model	NOUN
ejpam-2952	345	27	before	before	ADP
ejpam-2952	345	28	considering	consider	VERB
ejpam-2952	345	29	fractional	fractional	ADJ
ejpam-2952	345	30	integration	integration	NOUN
ejpam-2952	345	31	.	.	PUNCT
ejpam-2952	346	1	in	in	ADP
ejpam-2952	346	2	[	[	X
ejpam-2952	346	3	19	19	NUM
ejpam-2952	346	4	]	]	PUNCT
ejpam-2952	346	5	,	,	PUNCT
ejpam-2952	346	6	he	he	PRON
ejpam-2952	346	7	shows	show	VERB
ejpam-2952	346	8	how	how	SCONJ
ejpam-2952	346	9	long	long	ADJ
ejpam-2952	346	10	memory	memory	NOUN
ejpam-2952	346	11	may	may	AUX
ejpam-2952	346	12	arise	arise	VERB
ejpam-2952	346	13	from	from	ADP
ejpam-2952	346	14	aggregating	aggregate	VERB
ejpam-2952	346	15	linear	linear	NOUN
ejpam-2952	346	16	autoregressive	autoregressive	ADJ
ejpam-2952	346	17	(	(	PUNCT
ejpam-2952	346	18	but	but	CCONJ
ejpam-2952	346	19	not	not	PART
ejpam-2952	346	20	moving	move	VERB
ejpam-2952	346	21	average	average	ADJ
ejpam-2952	346	22	)	)	PUNCT
ejpam-2952	346	23	models	model	NOUN
ejpam-2952	346	24	.	.	PUNCT
ejpam-2952	347	1	he	he	PRON
ejpam-2952	347	2	does	do	AUX
ejpam-2952	347	3	not	not	PART
ejpam-2952	347	4	mention	mention	VERB
ejpam-2952	347	5	nonlinearity	nonlinearity	NOUN
ejpam-2952	347	6	in	in	ADP
ejpam-2952	347	7	that	that	DET
ejpam-2952	347	8	context	context	NOUN
ejpam-2952	347	9	.	.	PUNCT
ejpam-2952	348	1	the	the	DET
ejpam-2952	348	2	two	two	NUM
ejpam-2952	348	3	areas	area	NOUN
ejpam-2952	348	4	touch	touch	VERB
ejpam-2952	348	5	each	each	DET
ejpam-2952	348	6	other	other	ADJ
ejpam-2952	348	7	later	later	ADV
ejpam-2952	348	8	,	,	PUNCT
ejpam-2952	348	9	see	see	VERB
ejpam-2952	348	10	section	section	NOUN
ejpam-2952	348	11	6	6	NUM
ejpam-2952	348	12	.	.	PUNCT
ejpam-2952	348	13	5.2	5.2	NUM
ejpam-2952	348	14	.	.	PUNCT
ejpam-2952	349	1	stochastic	stochastic	ADJ
ejpam-2952	349	2	unit	unit	NOUN
ejpam-2952	349	3	root	root	NOUN
ejpam-2952	349	4	processes	process	NOUN
ejpam-2952	349	5	processes	process	NOUN
ejpam-2952	349	6	in	in	ADP
ejpam-2952	349	7	which	which	PRON
ejpam-2952	349	8	nonstationarity	nonstationarity	NOUN
ejpam-2952	349	9	is	be	AUX
ejpam-2952	349	10	due	due	ADJ
ejpam-2952	349	11	to	to	ADP
ejpam-2952	349	12	a	a	DET
ejpam-2952	349	13	unit	unit	NOUN
ejpam-2952	349	14	root	root	NOUN
ejpam-2952	349	15	have	have	AUX
ejpam-2952	349	16	been	be	AUX
ejpam-2952	349	17	extensively	extensively	ADV
ejpam-2952	349	18	studied	study	VERB
ejpam-2952	349	19	in	in	ADP
ejpam-2952	349	20	time	time	NOUN
ejpam-2952	349	21	series	series	NOUN
ejpam-2952	349	22	and	and	CCONJ
ejpam-2952	349	23	econometrics	econometrics	NOUN
ejpam-2952	349	24	literature	literature	NOUN
ejpam-2952	349	25	.	.	PUNCT
ejpam-2952	350	1	[	[	X
ejpam-2952	350	2	44	44	NUM
ejpam-2952	350	3	]	]	PUNCT
ejpam-2952	350	4	introduce	introduce	VERB
ejpam-2952	350	5	a	a	DET
ejpam-2952	350	6	generalisation	generalisation	NOUN
ejpam-2952	350	7	in	in	ADP
ejpam-2952	350	8	which	which	PRON
ejpam-2952	350	9	the	the	DET
ejpam-2952	350	10	unit	unit	NOUN
ejpam-2952	350	11	root	root	NOUN
ejpam-2952	350	12	is	be	AUX
ejpam-2952	350	13	stochastic	stochastic	ADJ
ejpam-2952	350	14	.	.	PUNCT
ejpam-2952	351	1	more	more	ADV
ejpam-2952	351	2	precisely	precisely	ADV
ejpam-2952	351	3	,	,	PUNCT
ejpam-2952	351	4	they	they	PRON
ejpam-2952	351	5	assume	assume	VERB
ejpam-2952	351	6	that	that	SCONJ
ejpam-2952	351	7	the	the	DET
ejpam-2952	351	8	random	random	ADJ
ejpam-2952	351	9	variable	variable	NOUN
ejpam-2952	351	10	yt	yt	NOUN
ejpam-2952	351	11	is	be	AUX
ejpam-2952	351	12	generated	generate	VERB
ejpam-2952	351	13	by	by	ADP
ejpam-2952	351	14	yt	yt	X
ejpam-2952	351	15	=	=	PUNCT
ejpam-2952	351	16	exp{αt}yt−1	exp{αt}yt−1	PROPN
ejpam-2952	352	1	+	+	CCONJ
ejpam-2952	352	2	εt	εt	PROPN
ejpam-2952	352	3	(	(	PUNCT
ejpam-2952	352	4	20	20	NUM
ejpam-2952	352	5	)	)	PUNCT
ejpam-2952	352	6	where	where	SCONJ
ejpam-2952	352	7	αt	αt	NOUN
ejpam-2952	352	8	has	have	VERB
ejpam-2952	352	9	the	the	DET
ejpam-2952	352	10	form	form	NOUN
ejpam-2952	352	11	αt	αt	NOUN
ejpam-2952	352	12	=	=	PUNCT
ejpam-2952	352	13	µ+	µ+	PROPN
ejpam-2952	352	14	ραt−1	ραt−1	PROPN
ejpam-2952	352	15	+	+	X
ejpam-2952	352	16	ηt	ηt	ADP
ejpam-2952	352	17	(	(	PUNCT
ejpam-2952	352	18	21	21	NUM
ejpam-2952	352	19	)	)	PUNCT
ejpam-2952	352	20	with	with	ADP
ejpam-2952	352	21	|ρ|	|ρ|	NOUN
ejpam-2952	352	22	<	<	X
ejpam-2952	352	23	1	1	NUM
ejpam-2952	352	24	and	and	CCONJ
ejpam-2952	352	25	ηt	ηt	ADP
ejpam-2952	352	26	∼	∼	NOUN
ejpam-2952	352	27	iidn	iidn	NOUN
ejpam-2952	352	28	(	(	PUNCT
ejpam-2952	352	29	0	0	NUM
ejpam-2952	352	30	,	,	PUNCT
ejpam-2952	352	31	σ2η	σ2η	PROPN
ejpam-2952	352	32	)	)	PUNCT
ejpam-2952	352	33	and	and	CCONJ
ejpam-2952	352	34	independent	independent	ADJ
ejpam-2952	352	35	of	of	ADP
ejpam-2952	352	36	εt	εt	PROPN
ejpam-2952	352	37	∼	∼	NOUN
ejpam-2952	352	38	iid(0	iid(0	NOUN
ejpam-2952	352	39	,	,	PUNCT
ejpam-2952	352	40	σ2	σ2	PROPN
ejpam-2952	352	41	)	)	PUNCT
ejpam-2952	352	42	.	.	PUNCT
ejpam-2952	353	1	denoting	denote	VERB
ejpam-2952	353	2	eαt	eαt	ADV
ejpam-2952	353	3	=	=	NOUN
ejpam-2952	353	4	µ/(1	µ/(1	NUM
ejpam-2952	353	5	−	−	PROPN
ejpam-2952	353	6	ρ	ρ	NOUN
ejpam-2952	353	7	)	)	PUNCT
ejpam-2952	353	8	=	=	SYM
ejpam-2952	353	9	m	m	PROPN
ejpam-2952	353	10	,	,	PUNCT
ejpam-2952	353	11	one	one	PRON
ejpam-2952	353	12	obtains	obtain	VERB
ejpam-2952	353	13	the	the	DET
ejpam-2952	353	14	following	follow	VERB
ejpam-2952	353	15	condition	condition	NOUN
ejpam-2952	353	16	for	for	ADP
ejpam-2952	353	17	the	the	DET
ejpam-2952	353	18	mean	mean	NOUN
ejpam-2952	353	19	of	of	ADP
ejpam-2952	353	20	the	the	DET
ejpam-2952	353	21	time	time	NOUN
ejpam-2952	353	22	-	-	PUNCT
ejpam-2952	353	23	varying	vary	VERB
ejpam-2952	353	24	coefficient	coefficient	NOUN
ejpam-2952	353	25	to	to	PART
ejpam-2952	353	26	equal	equal	VERB
ejpam-2952	353	27	one	one	NUM
ejpam-2952	353	28	:	:	PUNCT
ejpam-2952	353	29	m	m	VERB
ejpam-2952	353	30	+	+	ADJ
ejpam-2952	353	31	σ2α/2	σ2α/2	NOUN
ejpam-2952	353	32	=	=	SYM
ejpam-2952	353	33	0	0	PROPN
ejpam-2952	353	34	,	,	PUNCT
ejpam-2952	353	35	where	where	SCONJ
ejpam-2952	353	36	σ2α	σ2α	VERB
ejpam-2952	353	37	=	=	PUNCT
ejpam-2952	353	38	σ2η/(1	σ2η/(1	NUM
ejpam-2952	353	39	−	−	PROPN
ejpam-2952	353	40	ρ2	ρ2	PROPN
ejpam-2952	353	41	)	)	PUNCT
ejpam-2952	353	42	.	.	PUNCT
ejpam-2952	354	1	this	this	PRON
ejpam-2952	354	2	follows	follow	VERB
ejpam-2952	354	3	from	from	ADP
ejpam-2952	354	4	the	the	DET
ejpam-2952	354	5	properties	property	NOUN
ejpam-2952	354	6	of	of	ADP
ejpam-2952	354	7	the	the	DET
ejpam-2952	354	8	normal	normal	ADJ
ejpam-2952	354	9	distribution	distribution	NOUN
ejpam-2952	354	10	(	(	PUNCT
ejpam-2952	354	11	ηt	ηt	ADP
ejpam-2952	354	12	was	be	AUX
ejpam-2952	354	13	assumed	assume	VERB
ejpam-2952	354	14	normal	normal	ADJ
ejpam-2952	354	15	)	)	PUNCT
ejpam-2952	354	16	,	,	PUNCT
ejpam-2952	354	17	and	and	CCONJ
ejpam-2952	354	18	the	the	DET
ejpam-2952	354	19	subsequent	subsequent	ADJ
ejpam-2952	354	20	model	model	NOUN
ejpam-2952	354	21	is	be	AUX
ejpam-2952	354	22	called	call	VERB
ejpam-2952	354	23	stur	stur	PROPN
ejpam-2952	354	24	a.	a.	PROPN
ejpam-2952	355	1	this	this	DET
ejpam-2952	355	2	outcome	outcome	NOUN
ejpam-2952	355	3	may	may	AUX
ejpam-2952	355	4	be	be	AUX
ejpam-2952	355	5	compared	compare	VERB
ejpam-2952	355	6	with	with	ADP
ejpam-2952	355	7	the	the	DET
ejpam-2952	355	8	results	result	NOUN
ejpam-2952	355	9	of	of	ADP
ejpam-2952	355	10	[	[	X
ejpam-2952	355	11	16	16	NUM
ejpam-2952	355	12	]	]	PUNCT
ejpam-2952	355	13	in	in	ADP
ejpam-2952	355	14	the	the	DET
ejpam-2952	355	15	previous	previous	ADJ
ejpam-2952	355	16	subsection	subsection	NOUN
ejpam-2952	355	17	,	,	PUNCT
ejpam-2952	355	18	where	where	SCONJ
ejpam-2952	355	19	an	an	DET
ejpam-2952	355	20	exponentially	exponentially	ADV
ejpam-2952	355	21	transformed	transform	VERB
ejpam-2952	355	22	random	random	ADJ
ejpam-2952	355	23	variable	variable	NOUN
ejpam-2952	355	24	has	have	VERB
ejpam-2952	355	25	a	a	DET
ejpam-2952	355	26	constant	constant	ADJ
ejpam-2952	355	27	mean	mean	NOUN
ejpam-2952	355	28	when	when	SCONJ
ejpam-2952	355	29	this	this	DET
ejpam-2952	355	30	restriction	restriction	NOUN
ejpam-2952	355	31	holds	hold	VERB
ejpam-2952	355	32	.	.	PUNCT
ejpam-2952	356	1	the	the	DET
ejpam-2952	356	2	stochastic	stochastic	ADJ
ejpam-2952	356	3	root	root	NOUN
ejpam-2952	356	4	fluctuates	fluctuate	NOUN
ejpam-2952	356	5	around	around	ADP
ejpam-2952	356	6	unity	unity	NOUN
ejpam-2952	356	7	,	,	PUNCT
ejpam-2952	356	8	which	which	PRON
ejpam-2952	356	9	means	mean	VERB
ejpam-2952	356	10	that	that	SCONJ
ejpam-2952	356	11	the	the	DET
ejpam-2952	356	12	stur	stur	PROPN
ejpam-2952	356	13	process	process	NOUN
ejpam-2952	356	14	defined	define	VERB
ejpam-2952	356	15	by	by	ADP
ejpam-2952	356	16	equations	equation	NOUN
ejpam-2952	356	17	(	(	PUNCT
ejpam-2952	356	18	20	20	NUM
ejpam-2952	356	19	)	)	PUNCT
ejpam-2952	356	20	and	and	CCONJ
ejpam-2952	356	21	(	(	PUNCT
ejpam-2952	356	22	21	21	NUM
ejpam-2952	356	23	)	)	PUNCT
ejpam-2952	356	24	may	may	AUX
ejpam-2952	356	25	contain	contain	VERB
ejpam-2952	356	26	explosive	explosive	ADJ
ejpam-2952	356	27	as	as	ADP
ejpam-2952	356	28	well	well	ADV
ejpam-2952	356	29	stationary	stationary	ADJ
ejpam-2952	356	30	periods	period	NOUN
ejpam-2952	356	31	.	.	PUNCT
ejpam-2952	357	1	how	how	SCONJ
ejpam-2952	357	2	persistent	persistent	ADJ
ejpam-2952	357	3	they	they	PRON
ejpam-2952	357	4	are	be	AUX
ejpam-2952	357	5	depends	depend	VERB
ejpam-2952	357	6	on	on	ADP
ejpam-2952	357	7	ρ	ρ	PROPN
ejpam-2952	357	8	and	and	CCONJ
ejpam-2952	357	9	σ2η	σ2η	PROPN
ejpam-2952	357	10	in	in	ADP
ejpam-2952	357	11	(	(	PUNCT
ejpam-2952	357	12	21	21	NUM
ejpam-2952	357	13	)	)	PUNCT
ejpam-2952	357	14	.	.	PUNCT
ejpam-2952	358	1	[	[	X
ejpam-2952	358	2	44	44	NUM
ejpam-2952	358	3	]	]	PUNCT
ejpam-2952	358	4	define	define	VERB
ejpam-2952	358	5	another	another	DET
ejpam-2952	358	6	stur	stur	PROPN
ejpam-2952	358	7	model	model	PROPN
ejpam-2952	358	8	called	call	VERB
ejpam-2952	358	9	stur	stur	PROPN
ejpam-2952	358	10	b	b	PROPN
ejpam-2952	358	11	,	,	PUNCT
ejpam-2952	358	12	but	but	CCONJ
ejpam-2952	358	13	it	it	PRON
ejpam-2952	358	14	is	be	AUX
ejpam-2952	358	15	ignored	ignore	VERB
ejpam-2952	358	16	here	here	ADV
ejpam-2952	358	17	.	.	PUNCT
ejpam-2952	359	1	instead	instead	ADV
ejpam-2952	359	2	of	of	ADP
ejpam-2952	359	3	exp{αt	exp{αt	ADV
ejpam-2952	359	4	}	}	PUNCT
ejpam-2952	359	5	and	and	CCONJ
ejpam-2952	359	6	(	(	PUNCT
ejpam-2952	359	7	21	21	NUM
ejpam-2952	359	8	)	)	PUNCT
ejpam-2952	359	9	,	,	PUNCT
ejpam-2952	359	10	[	[	X
ejpam-2952	359	11	55	55	NUM
ejpam-2952	359	12	]	]	PUNCT
ejpam-2952	359	13	,	,	PUNCT
ejpam-2952	359	14	in	in	ADP
ejpam-2952	359	15	a	a	DET
ejpam-2952	359	16	parallel	parallel	ADJ
ejpam-2952	359	17	development	development	NOUN
ejpam-2952	359	18	,	,	PUNCT
ejpam-2952	359	19	write	write	NOUN
ejpam-2952	359	20	(	(	PUNCT
ejpam-2952	359	21	20	20	NUM
ejpam-2952	359	22	)	)	PUNCT
ejpam-2952	359	23	as	as	ADP
ejpam-2952	359	24	yt	yt	NOUN
ejpam-2952	359	25	=	=	PUNCT
ejpam-2952	359	26	αtyt−1	αtyt−1	PROPN
ejpam-2952	360	1	+	+	CCONJ
ejpam-2952	360	2	εt	εt	PROPN
ejpam-2952	360	3	,	,	PUNCT
ejpam-2952	360	4	where	where	SCONJ
ejpam-2952	360	5	αt	αt	NOUN
ejpam-2952	360	6	=	=	SYM
ejpam-2952	360	7	1	1	NUM
ejpam-2952	360	8	+	+	NUM
ejpam-2952	360	9	δt	δt	X
ejpam-2952	360	10	with	with	ADP
ejpam-2952	360	11	δt	δt	NOUN
ejpam-2952	361	1	=	=	PUNCT
ejpam-2952	361	2	ρδt−1	ρδt−1	PROPN
ejpam-2952	361	3	+	+	X
ejpam-2952	361	4	ηt	ηt	ADP
ejpam-2952	361	5	,	,	PUNCT
ejpam-2952	361	6	|ρ|	|ρ|	NOUN
ejpam-2952	361	7	≤	≤	NUM
ejpam-2952	361	8	1	1	NUM
ejpam-2952	361	9	.	.	PUNCT
ejpam-2952	362	1	[	[	X
ejpam-2952	362	2	61	61	NUM
ejpam-2952	362	3	]	]	PUNCT
ejpam-2952	362	4	and	and	CCONJ
ejpam-2952	362	5	[	[	X
ejpam-2952	362	6	81	81	NUM
ejpam-2952	362	7	]	]	PUNCT
ejpam-2952	362	8	consider	consider	VERB
ejpam-2952	362	9	a	a	DET
ejpam-2952	362	10	special	special	ADJ
ejpam-2952	362	11	case	case	NOUN
ejpam-2952	362	12	of	of	ADP
ejpam-2952	362	13	this	this	PRON
ejpam-2952	362	14	,	,	PUNCT
ejpam-2952	362	15	where	where	SCONJ
ejpam-2952	362	16	ρ	ρ	NOUN
ejpam-2952	362	17	=	=	SYM
ejpam-2952	362	18	0	0	PROPN
ejpam-2952	362	19	.	.	PUNCT
ejpam-2952	363	1	the	the	DET
ejpam-2952	363	2	randomness	randomness	NOUN
ejpam-2952	363	3	of	of	ADP
ejpam-2952	363	4	αt	αt	NOUN
ejpam-2952	363	5	makes	make	VERB
ejpam-2952	363	6	stur	stur	PROPN
ejpam-2952	363	7	models	model	NOUN
ejpam-2952	363	8	quite	quite	ADV
ejpam-2952	363	9	different	different	ADJ
ejpam-2952	363	10	from	from	ADP
ejpam-2952	363	11	the	the	DET
ejpam-2952	363	12	standard	standard	ADJ
ejpam-2952	363	13	unit	unit	NOUN
ejpam-2952	363	14	root	root	NOUN
ejpam-2952	363	15	process	process	NOUN
ejpam-2952	363	16	,	,	PUNCT
ejpam-2952	363	17	obtained	obtain	VERB
ejpam-2952	363	18	in	in	ADP
ejpam-2952	363	19	stur	stur	PROPN
ejpam-2952	363	20	a	a	X
ejpam-2952	363	21	by	by	ADP
ejpam-2952	363	22	setting	set	VERB
ejpam-2952	363	23	σ2η	σ2η	PROPN
ejpam-2952	363	24	=	=	PUNCT
ejpam-2952	363	25	m	m	PROPN
ejpam-2952	363	26	=	=	NOUN
ejpam-2952	363	27	0	0	X
ejpam-2952	363	28	.	.	PUNCT
ejpam-2952	364	1	obviously	obviously	ADV
ejpam-2952	364	2	,	,	PUNCT
ejpam-2952	364	3	if	if	SCONJ
ejpam-2952	364	4	σ2η	σ2η	PROPN
ejpam-2952	364	5	is	be	AUX
ejpam-2952	364	6	small	small	ADJ
ejpam-2952	364	7	,	,	PUNCT
ejpam-2952	364	8	stochastic	stochastic	ADJ
ejpam-2952	364	9	unit	unit	NOUN
ejpam-2952	364	10	roots	root	NOUN
ejpam-2952	364	11	are	be	AUX
ejpam-2952	364	12	in	in	ADP
ejpam-2952	364	13	practice	practice	NOUN
ejpam-2952	364	14	quite	quite	ADV
ejpam-2952	364	15	difficult	difficult	ADJ
ejpam-2952	364	16	to	to	PART
ejpam-2952	364	17	distinguish	distinguish	VERB
ejpam-2952	364	18	from	from	ADP
ejpam-2952	364	19	standard	standard	ADJ
ejpam-2952	364	20	unit	unit	NOUN
ejpam-2952	364	21	roots	root	NOUN
ejpam-2952	364	22	.	.	PUNCT
ejpam-2952	365	1	the	the	DET
ejpam-2952	365	2	usual	usual	ADJ
ejpam-2952	365	3	’	'	PUNCT
ejpam-2952	365	4	power	power	NOUN
ejpam-2952	365	5	failures	failure	NOUN
ejpam-2952	365	6	’	'	PUNCT
ejpam-2952	365	7	associated	associate	VERB
ejpam-2952	365	8	with	with	ADP
ejpam-2952	365	9	the	the	DET
ejpam-2952	365	10	adf	adf	PROPN
ejpam-2952	365	11	unit	unit	NOUN
ejpam-2952	365	12	root	root	PROPN
ejpam-2952	365	13	test	test	NOUN
ejpam-2952	365	14	should	should	AUX
ejpam-2952	365	15	therefore	therefore	ADV
ejpam-2952	365	16	be	be	AUX
ejpam-2952	365	17	apparent	apparent	ADJ
ejpam-2952	365	18	when	when	SCONJ
ejpam-2952	365	19	the	the	DET
ejpam-2952	365	20	unit	unit	NOUN
ejpam-2952	365	21	root	root	NOUN
ejpam-2952	365	22	is	be	AUX
ejpam-2952	365	23	stochastic	stochastic	ADJ
ejpam-2952	365	24	as	as	ADP
ejpam-2952	365	25	in	in	ADP
ejpam-2952	365	26	(	(	PUNCT
ejpam-2952	365	27	20	20	NUM
ejpam-2952	365	28	)	)	PUNCT
ejpam-2952	365	29	and	and	CCONJ
ejpam-2952	365	30	(	(	PUNCT
ejpam-2952	365	31	21	21	NUM
ejpam-2952	365	32	)	)	PUNCT
ejpam-2952	365	33	.	.	PUNCT
ejpam-2952	366	1	the	the	DET
ejpam-2952	366	2	simulations	simulation	NOUN
ejpam-2952	366	3	run	run	VERB
ejpam-2952	366	4	in	in	ADP
ejpam-2952	366	5	[	[	X
ejpam-2952	366	6	44	44	NUM
ejpam-2952	366	7	]	]	PUNCT
ejpam-2952	366	8	support	support	NOUN
ejpam-2952	366	9	this	this	DET
ejpam-2952	366	10	conclusion	conclusion	NOUN
ejpam-2952	366	11	.	.	PUNCT
ejpam-2952	367	1	as	as	ADP
ejpam-2952	367	2	[	[	X
ejpam-2952	367	3	54	54	NUM
ejpam-2952	367	4	]	]	PUNCT
ejpam-2952	367	5	and	and	CCONJ
ejpam-2952	367	6	,	,	PUNCT
ejpam-2952	367	7	later	later	ADV
ejpam-2952	367	8	,	,	PUNCT
ejpam-2952	367	9	[	[	X
ejpam-2952	367	10	81	81	NUM
ejpam-2952	367	11	]	]	PUNCT
ejpam-2952	367	12	point	point	NOUN
ejpam-2952	367	13	out	out	ADP
ejpam-2952	367	14	,	,	PUNCT
ejpam-2952	367	15	the	the	DET
ejpam-2952	367	16	stur	stur	PROPN
ejpam-2952	367	17	process	process	NOUN
ejpam-2952	367	18	becomes	become	VERB
ejpam-2952	367	19	very	very	ADV
ejpam-2952	367	20	erratic	erratic	ADJ
ejpam-2952	367	21	when	when	SCONJ
ejpam-2952	367	22	σ2η	σ2η	PROPN
ejpam-2952	367	23	increases	increase	VERB
ejpam-2952	367	24	.	.	PUNCT
ejpam-2952	368	1	parameter	parameter	NOUN
ejpam-2952	368	2	estimation	estimation	NOUN
ejpam-2952	368	3	by	by	ADP
ejpam-2952	368	4	maximum	maximum	ADJ
ejpam-2952	368	5	likelihood	likelihood	NOUN
ejpam-2952	368	6	is	be	AUX
ejpam-2952	368	7	complicated	complicate	VERB
ejpam-2952	368	8	by	by	ADP
ejpam-2952	368	9	the	the	DET
ejpam-2952	368	10	fact	fact	NOUN
ejpam-2952	368	11	that	that	SCONJ
ejpam-2952	368	12	αt	αt	NOUN
ejpam-2952	368	13	is	be	AUX
ejpam-2952	368	14	unobserved	unobserved	ADJ
ejpam-2952	368	15	,	,	PUNCT
ejpam-2952	368	16	and	and	CCONJ
ejpam-2952	368	17	[	[	X
ejpam-2952	368	18	44	44	NUM
ejpam-2952	368	19	]	]	PUNCT
ejpam-2952	368	20	therefore	therefore	ADV
ejpam-2952	368	21	maximise	maximise	VERB
ejpam-2952	368	22	the	the	DET
ejpam-2952	368	23	likelihood	likelihood	NOUN
ejpam-2952	368	24	by	by	ADP
ejpam-2952	368	25	simulation	simulation	NOUN
ejpam-2952	368	26	.	.	PUNCT
ejpam-2952	369	1	this	this	PRON
ejpam-2952	369	2	involves	involve	VERB
ejpam-2952	369	3	independent	independent	ADJ
ejpam-2952	369	4	draws	draw	NOUN
ejpam-2952	369	5	from	from	ADP
ejpam-2952	369	6	distributions	distribution	NOUN
ejpam-2952	369	7	of	of	ADP
ejpam-2952	369	8	αt	αt	NOUN
ejpam-2952	369	9	.	.	PUNCT
ejpam-2952	370	1	another	another	DET
ejpam-2952	370	2	property	property	NOUN
ejpam-2952	370	3	of	of	ADP
ejpam-2952	370	4	the	the	DET
ejpam-2952	370	5	stochastic	stochastic	ADJ
ejpam-2952	370	6	unit	unit	NOUN
ejpam-2952	370	7	root	root	NOUN
ejpam-2952	370	8	process	process	NOUN
ejpam-2952	370	9	is	be	AUX
ejpam-2952	370	10	that	that	SCONJ
ejpam-2952	370	11	,	,	PUNCT
ejpam-2952	370	12	as	as	SCONJ
ejpam-2952	370	13	observed	observe	VERB
ejpam-2952	370	14	by	by	ADP
ejpam-2952	370	15	[	[	X
ejpam-2952	370	16	54	54	NUM
ejpam-2952	370	17	]	]	PUNCT
ejpam-2952	370	18	,	,	PUNCT
ejpam-2952	370	19	it	it	PRON
ejpam-2952	370	20	can	can	AUX
ejpam-2952	370	21	not	not	PART
ejpam-2952	370	22	be	be	AUX
ejpam-2952	370	23	made	make	VERB
ejpam-2952	370	24	weakly	weakly	ADJ
ejpam-2952	370	25	stationary	stationary	ADJ
ejpam-2952	370	26	by	by	ADP
ejpam-2952	370	27	differencing	difference	VERB
ejpam-2952	370	28	.	.	PUNCT
ejpam-2952	371	1	this	this	PRON
ejpam-2952	371	2	is	be	AUX
ejpam-2952	371	3	also	also	ADV
ejpam-2952	371	4	discussed	discuss	VERB
ejpam-2952	371	5	in	in	ADP
ejpam-2952	371	6	[	[	X
ejpam-2952	371	7	16	16	NUM
ejpam-2952	371	8	]	]	PUNCT
ejpam-2952	371	9	in	in	ADP
ejpam-2952	371	10	connection	connection	NOUN
ejpam-2952	371	11	with	with	ADP
ejpam-2952	371	12	the	the	DET
ejpam-2952	371	13	exponential	exponential	ADJ
ejpam-2952	371	14	transformation	transformation	NOUN
ejpam-2952	371	15	.	.	PUNCT
ejpam-2952	372	1	the	the	DET
ejpam-2952	372	2	original	original	ADJ
ejpam-2952	372	3	process	process	NOUN
ejpam-2952	372	4	is	be	AUX
ejpam-2952	372	5	strictly	strictly	ADV
ejpam-2952	372	6	stationary	stationary	ADJ
ejpam-2952	372	7	,	,	PUNCT
ejpam-2952	372	8	but	but	CCONJ
ejpam-2952	372	9	the	the	DET
ejpam-2952	372	10	marginal	marginal	ADJ
ejpam-2952	372	11	distribution	distribution	NOUN
ejpam-2952	372	12	of	of	ADP
ejpam-2952	372	13	yt	yt	PRON
ejpam-2952	372	14	has	have	VERB
ejpam-2952	372	15	no	no	DET
ejpam-2952	372	16	finite	finite	ADJ
ejpam-2952	372	17	moments	moment	NOUN
ejpam-2952	372	18	.	.	PUNCT
ejpam-2952	373	1	this	this	DET
ejpam-2952	373	2	and	and	CCONJ
ejpam-2952	373	3	other	other	ADJ
ejpam-2952	373	4	properties	property	NOUN
ejpam-2952	373	5	of	of	ADP
ejpam-2952	373	6	stur	stur	PROPN
ejpam-2952	373	7	a	a	PRON
ejpam-2952	373	8	are	be	AUX
ejpam-2952	373	9	studied	study	VERB
ejpam-2952	373	10	by	by	ADP
ejpam-2952	373	11	[	[	X
ejpam-2952	373	12	80	80	NUM
ejpam-2952	373	13	]	]	PUNCT
ejpam-2952	373	14	.	.	PUNCT
ejpam-2952	374	1	as	as	SCONJ
ejpam-2952	374	2	the	the	DET
ejpam-2952	374	3	author	author	NOUN
ejpam-2952	374	4	points	point	VERB
ejpam-2952	374	5	out	out	ADP
ejpam-2952	374	6	,	,	PUNCT
ejpam-2952	374	7	sample	sample	NOUN
ejpam-2952	374	8	autocorrelations	autocorrelation	NOUN
ejpam-2952	374	9	of	of	ADP
ejpam-2952	374	10	the	the	DET
ejpam-2952	374	11	stur	stur	PROPN
ejpam-2952	374	12	process	process	NOUN
ejpam-2952	374	13	therefore	therefore	ADV
ejpam-2952	374	14	have	have	VERB
ejpam-2952	374	15	no	no	DET
ejpam-2952	374	16	meaning	meaning	NOUN
ejpam-2952	374	17	.	.	PUNCT
ejpam-2952	375	1	yoon	yoon	PROPN
ejpam-2952	375	2	’s	’s	PART
ejpam-2952	375	3	paper	paper	NOUN
ejpam-2952	375	4	also	also	ADV
ejpam-2952	375	5	contains	contain	VERB
ejpam-2952	375	6	references	reference	NOUN
ejpam-2952	375	7	to	to	ADP
ejpam-2952	375	8	other	other	ADJ
ejpam-2952	375	9	timo	timo	PROPN
ejpam-2952	375	10	teräsvirta	teräsvirta	NUM
ejpam-2952	375	11	/	/	SYM
ejpam-2952	375	12	eur	eur	PROPN
ejpam-2952	375	13	.	.	PUNCT
ejpam-2952	376	1	j.	j.	PROPN
ejpam-2952	376	2	pure	pure	PROPN
ejpam-2952	376	3	appl	appl	PROPN
ejpam-2952	376	4	.	.	PROPN
ejpam-2952	376	5	math	math	PROPN
ejpam-2952	376	6	,	,	PUNCT
ejpam-2952	376	7	10	10	NUM
ejpam-2952	376	8	(	(	PUNCT
ejpam-2952	376	9	1	1	NUM
ejpam-2952	376	10	)	)	PUNCT
ejpam-2952	376	11	(	(	PUNCT
ejpam-2952	376	12	2017	2017	NUM
ejpam-2952	376	13	)	)	PUNCT
ejpam-2952	376	14	,	,	PUNCT
ejpam-2952	376	15	104	104	NUM
ejpam-2952	376	16	-	-	SYM
ejpam-2952	376	17	132	132	NUM
ejpam-2952	376	18	117	117	NUM
ejpam-2952	376	19	researchers	researcher	NOUN
ejpam-2952	376	20	’	'	PUNCT
ejpam-2952	376	21	work	work	NOUN
ejpam-2952	376	22	on	on	ADP
ejpam-2952	376	23	stur	stur	NOUN
ejpam-2952	376	24	.	.	PUNCT
ejpam-2952	377	1	more	more	ADJ
ejpam-2952	377	2	discussion	discussion	NOUN
ejpam-2952	377	3	on	on	ADP
ejpam-2952	377	4	stur	stur	PROPN
ejpam-2952	377	5	processes	process	NOUN
ejpam-2952	377	6	and	and	CCONJ
ejpam-2952	377	7	further	further	ADJ
ejpam-2952	377	8	references	reference	NOUN
ejpam-2952	377	9	can	can	AUX
ejpam-2952	377	10	be	be	AUX
ejpam-2952	377	11	found	find	VERB
ejpam-2952	377	12	in	in	ADP
ejpam-2952	377	13	[	[	X
ejpam-2952	377	14	73	73	NUM
ejpam-2952	377	15	]	]	PUNCT
ejpam-2952	377	16	,	,	PUNCT
ejpam-2952	377	17	chapter	chapter	NOUN
ejpam-2952	377	18	11	11	NUM
ejpam-2952	377	19	.	.	PUNCT
ejpam-2952	378	1	5.3	5.3	NUM
ejpam-2952	378	2	.	.	PUNCT
ejpam-2952	379	1	nonlinear	nonlinear	ADJ
ejpam-2952	379	2	cointegration	cointegration	NOUN
ejpam-2952	379	3	as	as	SCONJ
ejpam-2952	379	4	clive	clive	PROPN
ejpam-2952	379	5	granger	granger	PROPN
ejpam-2952	379	6	developed	develop	VERB
ejpam-2952	379	7	the	the	DET
ejpam-2952	379	8	concept	concept	NOUN
ejpam-2952	379	9	of	of	ADP
ejpam-2952	379	10	(	(	PUNCT
ejpam-2952	379	11	linear	linear	ADJ
ejpam-2952	379	12	)	)	PUNCT
ejpam-2952	379	13	cointegration	cointegration	NOUN
ejpam-2952	379	14	discussed	discuss	VERB
ejpam-2952	379	15	in	in	ADP
ejpam-2952	379	16	this	this	DET
ejpam-2952	379	17	issue	issue	NOUN
ejpam-2952	379	18	by	by	ADP
ejpam-2952	379	19	castle	castle	PROPN
ejpam-2952	379	20	and	and	CCONJ
ejpam-2952	379	21	hendry	hendry	PROPN
ejpam-2952	379	22	,	,	PUNCT
ejpam-2952	379	23	it	it	PRON
ejpam-2952	379	24	is	be	AUX
ejpam-2952	379	25	only	only	ADV
ejpam-2952	379	26	natural	natural	ADJ
ejpam-2952	379	27	that	that	SCONJ
ejpam-2952	379	28	he	he	PRON
ejpam-2952	379	29	would	would	AUX
ejpam-2952	379	30	be	be	AUX
ejpam-2952	379	31	interested	interested	ADJ
ejpam-2952	379	32	in	in	ADP
ejpam-2952	379	33	nonlinearities	nonlinearitie	NOUN
ejpam-2952	379	34	in	in	ADP
ejpam-2952	379	35	nonstationary	nonstationary	ADJ
ejpam-2952	379	36	series	series	NOUN
ejpam-2952	379	37	and	and	CCONJ
ejpam-2952	379	38	nonlinear	nonlinear	ADJ
ejpam-2952	379	39	cointegration	cointegration	NOUN
ejpam-2952	379	40	.	.	PUNCT
ejpam-2952	380	1	the	the	DET
ejpam-2952	380	2	first	first	ADJ
ejpam-2952	380	3	time	time	NOUN
ejpam-2952	380	4	he	he	PRON
ejpam-2952	380	5	turns	turn	VERB
ejpam-2952	380	6	to	to	ADP
ejpam-2952	380	7	this	this	DET
ejpam-2952	380	8	extension	extension	NOUN
ejpam-2952	380	9	is	be	AUX
ejpam-2952	380	10	in	in	ADP
ejpam-2952	380	11	[	[	X
ejpam-2952	380	12	22	22	NUM
ejpam-2952	380	13	]	]	PUNCT
ejpam-2952	380	14	,	,	PUNCT
ejpam-2952	380	15	see	see	VERB
ejpam-2952	380	16	also	also	ADV
ejpam-2952	380	17	[	[	X
ejpam-2952	380	18	38	38	NUM
ejpam-2952	380	19	]	]	PUNCT
ejpam-2952	380	20	.	.	PUNCT
ejpam-2952	381	1	he	he	PRON
ejpam-2952	381	2	points	point	VERB
ejpam-2952	381	3	out	out	ADP
ejpam-2952	381	4	that	that	SCONJ
ejpam-2952	381	5	the	the	DET
ejpam-2952	381	6	fact	fact	NOUN
ejpam-2952	381	7	that	that	SCONJ
ejpam-2952	381	8	a	a	DET
ejpam-2952	381	9	set	set	NOUN
ejpam-2952	381	10	of	of	ADP
ejpam-2952	381	11	economic	economic	ADJ
ejpam-2952	381	12	variables	variable	NOUN
ejpam-2952	381	13	are	be	AUX
ejpam-2952	381	14	not	not	PART
ejpam-2952	381	15	linearly	linearly	ADV
ejpam-2952	381	16	cointegrated	cointegrate	VERB
ejpam-2952	381	17	’	'	PUNCT
ejpam-2952	381	18	does	do	AUX
ejpam-2952	381	19	not	not	PART
ejpam-2952	381	20	necessarily	necessarily	ADV
ejpam-2952	381	21	imply	imply	VERB
ejpam-2952	381	22	that	that	SCONJ
ejpam-2952	381	23	there	there	PRON
ejpam-2952	381	24	is	be	VERB
ejpam-2952	381	25	no	no	DET
ejpam-2952	381	26	equilibrium	equilibrium	NOUN
ejpam-2952	381	27	relationship	relationship	NOUN
ejpam-2952	381	28	among	among	ADP
ejpam-2952	381	29	them	they	PRON
ejpam-2952	381	30	.	.	PUNCT
ejpam-2952	381	31	’	'	PUNCT
ejpam-2952	382	1	in	in	ADP
ejpam-2952	382	2	order	order	NOUN
ejpam-2952	382	3	to	to	PART
ejpam-2952	382	4	study	study	VERB
ejpam-2952	382	5	this	this	DET
ejpam-2952	382	6	possibility	possibility	NOUN
ejpam-2952	382	7	further	far	ADV
ejpam-2952	382	8	,	,	PUNCT
ejpam-2952	382	9	granger	granger	PROPN
ejpam-2952	382	10	introduces	introduce	VERB
ejpam-2952	382	11	time	time	NOUN
ejpam-2952	382	12	-	-	PUNCT
ejpam-2952	382	13	varying	vary	VERB
ejpam-2952	382	14	parameter	parameter	NOUN
ejpam-2952	382	15	(	(	PUNCT
ejpam-2952	382	16	tvp	tvp	NOUN
ejpam-2952	382	17	)	)	PUNCT
ejpam-2952	382	18	cointegration	cointegration	NOUN
ejpam-2952	382	19	.	.	PUNCT
ejpam-2952	383	1	in	in	ADP
ejpam-2952	383	2	doing	do	VERB
ejpam-2952	383	3	so	so	ADV
ejpam-2952	383	4	,	,	PUNCT
ejpam-2952	383	5	he	he	PRON
ejpam-2952	383	6	first	first	ADV
ejpam-2952	383	7	defines	define	VERB
ejpam-2952	383	8	a	a	DET
ejpam-2952	383	9	univariate	univariate	ADJ
ejpam-2952	383	10	tvp	tvp	ADJ
ejpam-2952	383	11	-	-	ADJ
ejpam-2952	383	12	i(0	i(0	ADJ
ejpam-2952	383	13	)	)	PUNCT
ejpam-2952	383	14	process	process	NOUN
ejpam-2952	383	15	.	.	PUNCT
ejpam-2952	384	1	this	this	PRON
ejpam-2952	384	2	is	be	AUX
ejpam-2952	384	3	done	do	VERB
ejpam-2952	384	4	by	by	ADP
ejpam-2952	384	5	first	first	ADV
ejpam-2952	384	6	using	use	VERB
ejpam-2952	384	7	the	the	DET
ejpam-2952	384	8	result	result	NOUN
ejpam-2952	384	9	of	of	ADP
ejpam-2952	384	10	[	[	X
ejpam-2952	384	11	10	10	NUM
ejpam-2952	384	12	]	]	PUNCT
ejpam-2952	384	13	stating	state	VERB
ejpam-2952	384	14	that	that	SCONJ
ejpam-2952	384	15	any	any	DET
ejpam-2952	384	16	univariate	univariate	ADJ
ejpam-2952	384	17	process	process	NOUN
ejpam-2952	384	18	{	{	PUNCT
ejpam-2952	384	19	yt	yt	NOUN
ejpam-2952	384	20	}	}	PUNCT
ejpam-2952	384	21	with	with	ADP
ejpam-2952	384	22	eyt	eyt	PROPN
ejpam-2952	384	23	=	=	PROPN
ejpam-2952	384	24	0	0	PROPN
ejpam-2952	384	25	and	and	CCONJ
ejpam-2952	384	26	bounded	bounded	ADJ
ejpam-2952	384	27	variance	variance	NOUN
ejpam-2952	384	28	for	for	ADP
ejpam-2952	384	29	all	all	DET
ejpam-2952	384	30	t	t	PROPN
ejpam-2952	384	31	has	have	VERB
ejpam-2952	384	32	a	a	DET
ejpam-2952	384	33	generalised	generalise	VERB
ejpam-2952	384	34	wold	wold	ADJ
ejpam-2952	384	35	representation	representation	NOUN
ejpam-2952	384	36	yt	yt	NOUN
ejpam-2952	384	37	=	=	PUNCT
ejpam-2952	385	1	∞∑	∞∑	NUM
ejpam-2952	385	2	j=0	j=0	PROPN
ejpam-2952	385	3	cjtεt−j	cjtεt−j	NOUN
ejpam-2952	385	4	where	where	SCONJ
ejpam-2952	385	5	cjt	cjt	NOUN
ejpam-2952	385	6	is	be	AUX
ejpam-2952	385	7	a	a	DET
ejpam-2952	385	8	deterministic	deterministic	ADJ
ejpam-2952	385	9	double	double	ADJ
ejpam-2952	385	10	(	(	PUNCT
ejpam-2952	385	11	indexed	index	VERB
ejpam-2952	385	12	by	by	ADP
ejpam-2952	385	13	j	j	PROPN
ejpam-2952	385	14	and	and	CCONJ
ejpam-2952	385	15	t	t	PROPN
ejpam-2952	385	16	)	)	PUNCT
ejpam-2952	385	17	sequence	sequence	NOUN
ejpam-2952	385	18	such	such	ADJ
ejpam-2952	385	19	that	that	SCONJ
ejpam-2952	385	20	∑∞	∑∞	NOUN
ejpam-2952	385	21	j=0	j=0	PROPN
ejpam-2952	385	22	c	c	PROPN
ejpam-2952	385	23	2	2	NUM
ejpam-2952	385	24	jt	jt	PROPN
ejpam-2952	385	25	≤	≤	PROPN
ejpam-2952	385	26	m	m	VERB
ejpam-2952	385	27	<	<	X
ejpam-2952	385	28	∞	∞	NOUN
ejpam-2952	385	29	for	for	ADP
ejpam-2952	385	30	all	all	DET
ejpam-2952	385	31	t	t	PROPN
ejpam-2952	385	32	,	,	PUNCT
ejpam-2952	385	33	and	and	CCONJ
ejpam-2952	385	34	εt	εt	PROPN
ejpam-2952	385	35	is	be	AUX
ejpam-2952	385	36	zero	zero	NUM
ejpam-2952	385	37	mean	mean	VERB
ejpam-2952	385	38	white	white	ADJ
ejpam-2952	385	39	noise	noise	NOUN
ejpam-2952	385	40	.	.	PUNCT
ejpam-2952	386	1	the	the	DET
ejpam-2952	386	2	time	time	NOUN
ejpam-2952	386	3	-	-	PUNCT
ejpam-2952	386	4	varying	vary	VERB
ejpam-2952	386	5	parameter	parameter	NOUN
ejpam-2952	386	6	i(0	i(0	PROPN
ejpam-2952	386	7	)	)	PUNCT
ejpam-2952	386	8	process	process	NOUN
ejpam-2952	386	9	is	be	AUX
ejpam-2952	386	10	defined	define	VERB
ejpam-2952	386	11	thereafter	thereafter	ADV
ejpam-2952	386	12	through	through	ADP
ejpam-2952	386	13	the	the	DET
ejpam-2952	386	14	evolutionary	evolutionary	ADJ
ejpam-2952	386	15	spectrum	spectrum	NOUN
ejpam-2952	386	16	ft(ω	ft(ω	NOUN
ejpam-2952	386	17	)	)	PUNCT
ejpam-2952	386	18	=	=	SYM
ejpam-2952	387	1	1	1	NUM
ejpam-2952	387	2	2π	2π	NOUN
ejpam-2952	387	3	|	|	ADV
ejpam-2952	387	4	∞∑	∞∑	NUM
ejpam-2952	387	5	j=0	j=0	ADJ
ejpam-2952	387	6	cjt	cjt	NOUN
ejpam-2952	387	7	exp{iωj}|2	exp{iωj}|2	X
ejpam-2952	387	8	see	see	VERB
ejpam-2952	387	9	[	[	X
ejpam-2952	387	10	63	63	NUM
ejpam-2952	387	11	]	]	PUNCT
ejpam-2952	387	12	,	,	PUNCT
ejpam-2952	387	13	as	as	SCONJ
ejpam-2952	387	14	follows	follow	VERB
ejpam-2952	387	15	:	:	PUNCT
ejpam-2952	387	16	if	if	SCONJ
ejpam-2952	387	17	a	a	DET
ejpam-2952	387	18	time	time	NOUN
ejpam-2952	387	19	series	series	NOUN
ejpam-2952	387	20	yt	yt	VERB
ejpam-2952	387	21	with	with	ADP
ejpam-2952	387	22	no	no	DET
ejpam-2952	387	23	deterministic	deterministic	ADJ
ejpam-2952	387	24	component	component	NOUN
ejpam-2952	387	25	has	have	VERB
ejpam-2952	387	26	an	an	DET
ejpam-2952	387	27	evolutionary	evolutionary	ADJ
ejpam-2952	387	28	spectrum	spectrum	NOUN
ejpam-2952	387	29	ft(ω	ft(ω	NOUN
ejpam-2952	387	30	)	)	PUNCT
ejpam-2952	387	31	that	that	PRON
ejpam-2952	387	32	is	be	AUX
ejpam-2952	387	33	bounded	bound	VERB
ejpam-2952	387	34	from	from	ADP
ejpam-2952	387	35	above	above	ADV
ejpam-2952	387	36	and	and	CCONJ
ejpam-2952	387	37	positive	positive	ADJ
ejpam-2952	387	38	for	for	ADP
ejpam-2952	387	39	all	all	DET
ejpam-2952	387	40	t	t	PROPN
ejpam-2952	387	41	and	and	CCONJ
ejpam-2952	387	42	ω	ω	NUM
ejpam-2952	387	43	,	,	PUNCT
ejpam-2952	387	44	then	then	ADV
ejpam-2952	387	45	{	{	PUNCT
ejpam-2952	387	46	yt	yt	NOUN
ejpam-2952	387	47	}	}	PUNCT
ejpam-2952	387	48	is	be	AUX
ejpam-2952	387	49	tvpi(0	tvpi(0	PROPN
ejpam-2952	387	50	)	)	PUNCT
ejpam-2952	387	51	.	.	PUNCT
ejpam-2952	388	1	(	(	PUNCT
ejpam-2952	388	2	recall	recall	VERB
ejpam-2952	388	3	that	that	SCONJ
ejpam-2952	388	4	[	[	X
ejpam-2952	388	5	20	20	NUM
ejpam-2952	388	6	]	]	PUNCT
ejpam-2952	388	7	defines	define	VERB
ejpam-2952	388	8	cointegration	cointegration	NOUN
ejpam-2952	388	9	using	use	VERB
ejpam-2952	388	10	the	the	DET
ejpam-2952	388	11	frequency	frequency	NOUN
ejpam-2952	388	12	domain	domain	NOUN
ejpam-2952	388	13	.	.	PUNCT
ejpam-2952	388	14	)	)	PUNCT
ejpam-2952	389	1	the	the	DET
ejpam-2952	389	2	linear	linear	PROPN
ejpam-2952	389	3	i(1	i(1	PROPN
ejpam-2952	389	4	)	)	PUNCT
ejpam-2952	389	5	process	process	NOUN
ejpam-2952	389	6	can	can	AUX
ejpam-2952	389	7	be	be	AUX
ejpam-2952	389	8	generalised	generalise	VERB
ejpam-2952	389	9	to	to	ADP
ejpam-2952	389	10	the	the	DET
ejpam-2952	389	11	tvp	tvp	PROPN
ejpam-2952	389	12	-	-	PUNCT
ejpam-2952	389	13	i(1	i(1	ADJ
ejpam-2952	389	14	)	)	PUNCT
ejpam-2952	389	15	process	process	NOUN
ejpam-2952	389	16	in	in	ADP
ejpam-2952	389	17	the	the	DET
ejpam-2952	389	18	same	same	ADJ
ejpam-2952	389	19	way	way	NOUN
ejpam-2952	389	20	.	.	PUNCT
ejpam-2952	390	1	let	let	VERB
ejpam-2952	390	2	yt	yt	PRON
ejpam-2952	390	3	be	be	AUX
ejpam-2952	390	4	an	an	DET
ejpam-2952	390	5	n	n	NUM
ejpam-2952	390	6	-vector	-vector	NOUN
ejpam-2952	390	7	such	such	ADJ
ejpam-2952	390	8	that	that	SCONJ
ejpam-2952	390	9	yt	yt	PROPN
ejpam-2952	390	10	=	=	X
ejpam-2952	390	11	ct(b)wt	ct(b)wt	X
ejpam-2952	390	12	(	(	PUNCT
ejpam-2952	390	13	22	22	NUM
ejpam-2952	390	14	)	)	PUNCT
ejpam-2952	390	15	where	where	SCONJ
ejpam-2952	390	16	b	b	NOUN
ejpam-2952	390	17	is	be	AUX
ejpam-2952	390	18	the	the	DET
ejpam-2952	390	19	lag	lag	NOUN
ejpam-2952	390	20	operator	operator	NOUN
ejpam-2952	390	21	,	,	PUNCT
ejpam-2952	390	22	wt	wt	PROPN
ejpam-2952	390	23	=	=	SYM
ejpam-2952	390	24	∑t	∑t	PROPN
ejpam-2952	390	25	j=1	j=1	PROPN
ejpam-2952	390	26	εt−j	εt−j	NOUN
ejpam-2952	390	27	with	with	ADP
ejpam-2952	390	28	εt	εt	PROPN
ejpam-2952	390	29	being	be	AUX
ejpam-2952	390	30	vector	vector	ADJ
ejpam-2952	390	31	white	white	ADJ
ejpam-2952	390	32	noise	noise	NOUN
ejpam-2952	390	33	,	,	PUNCT
ejpam-2952	390	34	and	and	CCONJ
ejpam-2952	390	35	ct(0	ct(0	PROPN
ejpam-2952	390	36	)	)	PUNCT
ejpam-2952	390	37	=	=	NOUN
ejpam-2952	390	38	in	in	ADP
ejpam-2952	390	39	for	for	ADP
ejpam-2952	390	40	all	all	DET
ejpam-2952	390	41	t.	t.	NOUN
ejpam-2952	390	42	furthermore	furthermore	ADV
ejpam-2952	390	43	,	,	PUNCT
ejpam-2952	390	44	defining	define	VERB
ejpam-2952	390	45	ct(z	ct(z	NOUN
ejpam-2952	390	46	)	)	PUNCT
ejpam-2952	390	47	=	=	PUNCT
ejpam-2952	390	48	∑∞	∑∞	X
ejpam-2952	390	49	j=0	j=0	PROPN
ejpam-2952	390	50	cjtz	cjtz	PROPN
ejpam-2952	390	51	j	j	PROPN
ejpam-2952	390	52	,	,	PUNCT
ejpam-2952	390	53	assume	assume	VERB
ejpam-2952	390	54	∑∞	∑∞	NOUN
ejpam-2952	390	55	j=0	j=0	PROPN
ejpam-2952	391	1	cjtωc′jt	cjtωc′jt	PROPN
ejpam-2952	391	2	<	<	X
ejpam-2952	391	3	∞	∞	PROPN
ejpam-2952	391	4	for	for	ADP
ejpam-2952	391	5	all	all	DET
ejpam-2952	391	6	t	t	PROPN
ejpam-2952	391	7	,	,	PUNCT
ejpam-2952	391	8	where	where	SCONJ
ejpam-2952	391	9	ω	ω	X
ejpam-2952	391	10	=	=	SYM
ejpam-2952	391	11	eεtε	eεtε	PROPN
ejpam-2952	391	12	′	′	NUM
ejpam-2952	391	13	t.	t.	NOUN
ejpam-2952	391	14	if	if	SCONJ
ejpam-2952	391	15	these	these	DET
ejpam-2952	391	16	conditions	condition	NOUN
ejpam-2952	391	17	are	be	AUX
ejpam-2952	391	18	satisfied	satisfied	ADJ
ejpam-2952	391	19	,	,	PUNCT
ejpam-2952	391	20	then	then	ADV
ejpam-2952	391	21	{	{	PUNCT
ejpam-2952	391	22	yt	yt	NOUN
ejpam-2952	391	23	}	}	PUNCT
ejpam-2952	391	24	is	be	AUX
ejpam-2952	391	25	tvp	tvp	PROPN
ejpam-2952	391	26	-	-	PUNCT
ejpam-2952	391	27	i(1	i(1	NOUN
ejpam-2952	391	28	)	)	PUNCT
ejpam-2952	391	29	.	.	PUNCT
ejpam-2952	392	1	cointegration	cointegration	NOUN
ejpam-2952	392	2	can	can	AUX
ejpam-2952	392	3	now	now	ADV
ejpam-2952	392	4	be	be	AUX
ejpam-2952	392	5	defined	define	VERB
ejpam-2952	392	6	in	in	ADP
ejpam-2952	392	7	the	the	DET
ejpam-2952	392	8	usual	usual	ADJ
ejpam-2952	392	9	way	way	NOUN
ejpam-2952	392	10	.	.	PUNCT
ejpam-2952	393	1	write	write	VERB
ejpam-2952	393	2	ct(b	ct(b	NOUN
ejpam-2952	393	3	)	)	PUNCT
ejpam-2952	393	4	=	=	PUNCT
ejpam-2952	394	1	ct(1	ct(1	X
ejpam-2952	394	2	)	)	PUNCT
ejpam-2952	395	1	+	+	NUM
ejpam-2952	395	2	c∗t	c∗t	NOUN
ejpam-2952	395	3	(	(	PUNCT
ejpam-2952	395	4	b)(1−	b)(1−	PROPN
ejpam-2952	395	5	b	b	PROPN
ejpam-2952	395	6	)	)	PUNCT
ejpam-2952	395	7	and	and	CCONJ
ejpam-2952	395	8	rewrite	rewrite	VERB
ejpam-2952	395	9	(	(	PUNCT
ejpam-2952	395	10	22	22	NUM
ejpam-2952	395	11	)	)	PUNCT
ejpam-2952	395	12	as	as	ADP
ejpam-2952	395	13	yt	yt	PROPN
ejpam-2952	395	14	=	=	SYM
ejpam-2952	395	15	ct(1)wt	ct(1)wt	PROPN
ejpam-2952	395	16	+	+	CCONJ
ejpam-2952	395	17	c∗t	c∗t	NOUN
ejpam-2952	395	18	(	(	PUNCT
ejpam-2952	395	19	b)εt	b)εt	PROPN
ejpam-2952	395	20	tvp	tvp	PROPN
ejpam-2952	395	21	cointegration	cointegration	NOUN
ejpam-2952	395	22	occurs	occur	VERB
ejpam-2952	395	23	if	if	SCONJ
ejpam-2952	395	24	there	there	PRON
ejpam-2952	395	25	exists	exist	VERB
ejpam-2952	395	26	an	an	DET
ejpam-2952	395	27	n	n	NUM
ejpam-2952	395	28	-vector	-vector	NOUN
ejpam-2952	395	29	αt	αt	NOUN
ejpam-2952	395	30	such	such	ADJ
ejpam-2952	395	31	that	that	DET
ejpam-2952	395	32	α′tct(1	α′tct(1	NOUN
ejpam-2952	395	33	)	)	PUNCT
ejpam-2952	395	34	=	=	SYM
ejpam-2952	395	35	0′	0′	PROPN
ejpam-2952	395	36	for	for	ADP
ejpam-2952	395	37	all	all	DET
ejpam-2952	395	38	t.	t.	NOUN
ejpam-2952	395	39	this	this	PRON
ejpam-2952	395	40	is	be	AUX
ejpam-2952	395	41	no	no	PRON
ejpam-2952	395	42	doubt	doubt	ADV
ejpam-2952	395	43	a	a	DET
ejpam-2952	395	44	strong	strong	ADJ
ejpam-2952	395	45	condition	condition	NOUN
ejpam-2952	395	46	.	.	PUNCT
ejpam-2952	396	1	timo	timo	VERB
ejpam-2952	396	2	teräsvirta	teräsvirta	NUM
ejpam-2952	396	3	/	/	SYM
ejpam-2952	396	4	eur	eur	PROPN
ejpam-2952	396	5	.	.	PUNCT
ejpam-2952	397	1	j.	j.	PROPN
ejpam-2952	397	2	pure	pure	PROPN
ejpam-2952	397	3	appl	appl	PROPN
ejpam-2952	397	4	.	.	PROPN
ejpam-2952	397	5	math	math	PROPN
ejpam-2952	397	6	,	,	PUNCT
ejpam-2952	397	7	10	10	NUM
ejpam-2952	397	8	(	(	PUNCT
ejpam-2952	397	9	1	1	NUM
ejpam-2952	397	10	)	)	PUNCT
ejpam-2952	397	11	(	(	PUNCT
ejpam-2952	397	12	2017	2017	NUM
ejpam-2952	397	13	)	)	PUNCT
ejpam-2952	397	14	,	,	PUNCT
ejpam-2952	397	15	104	104	NUM
ejpam-2952	397	16	-	-	SYM
ejpam-2952	397	17	132	132	NUM
ejpam-2952	397	18	118	118	NUM
ejpam-2952	397	19	it	it	PRON
ejpam-2952	397	20	may	may	AUX
ejpam-2952	397	21	be	be	AUX
ejpam-2952	397	22	mentioned	mention	VERB
ejpam-2952	397	23	that	that	SCONJ
ejpam-2952	397	24	[	[	X
ejpam-2952	397	25	39	39	NUM
ejpam-2952	397	26	]	]	PUNCT
ejpam-2952	397	27	introduce	introduce	VERB
ejpam-2952	397	28	non	non	ADJ
ejpam-2952	397	29	-	-	NOUN
ejpam-2952	397	30	symmetry	symmetry	NOUN
ejpam-2952	397	31	or	or	CCONJ
ejpam-2952	397	32	asymmetry	asymmetry	NOUN
ejpam-2952	397	33	into	into	ADP
ejpam-2952	397	34	an	an	DET
ejpam-2952	397	35	errorcorrection	errorcorrection	NOUN
ejpam-2952	397	36	model	model	NOUN
ejpam-2952	397	37	of	of	ADP
ejpam-2952	397	38	the	the	DET
ejpam-2952	397	39	relationship	relationship	NOUN
ejpam-2952	397	40	between	between	ADP
ejpam-2952	397	41	sales	sale	NOUN
ejpam-2952	397	42	st	st	PROPN
ejpam-2952	397	43	and	and	CCONJ
ejpam-2952	397	44	production	production	NOUN
ejpam-2952	397	45	pt	pt	NOUN
ejpam-2952	397	46	that	that	PRON
ejpam-2952	397	47	involves	involve	VERB
ejpam-2952	397	48	positive	positive	ADJ
ejpam-2952	397	49	and	and	CCONJ
ejpam-2952	397	50	negative	negative	ADJ
ejpam-2952	397	51	inventories	inventory	NOUN
ejpam-2952	397	52	.	.	PUNCT
ejpam-2952	398	1	this	this	PRON
ejpam-2952	398	2	is	be	AUX
ejpam-2952	398	3	done	do	VERB
ejpam-2952	398	4	by	by	ADP
ejpam-2952	398	5	splitting	split	VERB
ejpam-2952	398	6	a	a	DET
ejpam-2952	398	7	stationary	stationary	ADJ
ejpam-2952	398	8	variable	variable	NOUN
ejpam-2952	398	9	or	or	CCONJ
ejpam-2952	398	10	a	a	DET
ejpam-2952	398	11	linear	linear	ADJ
ejpam-2952	398	12	combination	combination	NOUN
ejpam-2952	398	13	of	of	ADP
ejpam-2952	398	14	nonstationary	nonstationary	ADJ
ejpam-2952	398	15	variables	variable	NOUN
ejpam-2952	398	16	,	,	PUNCT
ejpam-2952	398	17	xt	xt	ADP
ejpam-2952	398	18	,	,	PUNCT
ejpam-2952	398	19	say	say	VERB
ejpam-2952	398	20	,	,	PUNCT
ejpam-2952	398	21	to	to	ADP
ejpam-2952	398	22	two	two	NUM
ejpam-2952	398	23	components	component	NOUN
ejpam-2952	398	24	,	,	PUNCT
ejpam-2952	398	25	x+t	x+t	PROPN
ejpam-2952	398	26	=	=	SYM
ejpam-2952	398	27	max{xt	max{xt	PROPN
ejpam-2952	398	28	,	,	PUNCT
ejpam-2952	398	29	0	0	NUM
ejpam-2952	398	30	}	}	PUNCT
ejpam-2952	398	31	and	and	CCONJ
ejpam-2952	398	32	x−t	x−t	PROPN
ejpam-2952	398	33	=	=	SYM
ejpam-2952	398	34	min{xt	min{xt	ADJ
ejpam-2952	398	35	,	,	PUNCT
ejpam-2952	398	36	0	0	NUM
ejpam-2952	398	37	}	}	PUNCT
ejpam-2952	398	38	and	and	CCONJ
ejpam-2952	398	39	entering	enter	VERB
ejpam-2952	398	40	both	both	PRON
ejpam-2952	398	41	in	in	ADP
ejpam-2952	398	42	the	the	DET
ejpam-2952	398	43	same	same	ADJ
ejpam-2952	398	44	equation	equation	NOUN
ejpam-2952	398	45	.	.	PUNCT
ejpam-2952	399	1	such	such	DET
ejpam-2952	399	2	a	a	DET
ejpam-2952	399	3	model	model	NOUN
ejpam-2952	399	4	allows	allow	VERB
ejpam-2952	399	5	asymmetry	asymmetry	NOUN
ejpam-2952	399	6	in	in	ADP
ejpam-2952	399	7	the	the	DET
ejpam-2952	399	8	response	response	NOUN
ejpam-2952	399	9	of	of	ADP
ejpam-2952	399	10	∆st	∆st	PRON
ejpam-2952	399	11	and	and	CCONJ
ejpam-2952	399	12	∆pt	∆pt	PROPN
ejpam-2952	399	13	to	to	PART
ejpam-2952	399	14	changes	change	NOUN
ejpam-2952	399	15	in	in	ADP
ejpam-2952	399	16	xt	xt	PROPN
ejpam-2952	399	17	,	,	PUNCT
ejpam-2952	399	18	but	but	CCONJ
ejpam-2952	399	19	the	the	DET
ejpam-2952	399	20	model	model	NOUN
ejpam-2952	399	21	is	be	AUX
ejpam-2952	399	22	still	still	ADV
ejpam-2952	399	23	linear	linear	ADJ
ejpam-2952	399	24	in	in	ADP
ejpam-2952	399	25	parameters	parameter	NOUN
ejpam-2952	399	26	and	and	CCONJ
ejpam-2952	399	27	will	will	AUX
ejpam-2952	399	28	therefore	therefore	ADV
ejpam-2952	399	29	not	not	PART
ejpam-2952	399	30	be	be	AUX
ejpam-2952	399	31	studied	study	VERB
ejpam-2952	399	32	here	here	ADV
ejpam-2952	399	33	.	.	PUNCT
ejpam-2952	400	1	[	[	X
ejpam-2952	400	2	33	33	NUM
ejpam-2952	400	3	]	]	PUNCT
ejpam-2952	400	4	examine	examine	VERB
ejpam-2952	400	5	the	the	DET
ejpam-2952	400	6	effect	effect	NOUN
ejpam-2952	400	7	of	of	ADP
ejpam-2952	400	8	transformations	transformation	NOUN
ejpam-2952	400	9	of	of	ADP
ejpam-2952	400	10	integrated	integrated	ADJ
ejpam-2952	400	11	variables	variable	NOUN
ejpam-2952	400	12	on	on	ADP
ejpam-2952	400	13	unit	unit	NOUN
ejpam-2952	400	14	root	root	NOUN
ejpam-2952	400	15	tests	test	NOUN
ejpam-2952	400	16	.	.	PUNCT
ejpam-2952	401	1	the	the	DET
ejpam-2952	401	2	conclusion	conclusion	NOUN
ejpam-2952	401	3	is	be	AUX
ejpam-2952	401	4	that	that	SCONJ
ejpam-2952	401	5	if	if	SCONJ
ejpam-2952	401	6	the	the	DET
ejpam-2952	401	7	data	datum	NOUN
ejpam-2952	401	8	are	be	AUX
ejpam-2952	401	9	monotonically	monotonically	ADV
ejpam-2952	401	10	transformed	transform	VERB
ejpam-2952	401	11	,	,	PUNCT
ejpam-2952	401	12	the	the	DET
ejpam-2952	401	13	unit	unit	NOUN
ejpam-2952	401	14	root	root	PROPN
ejpam-2952	401	15	test	test	NOUN
ejpam-2952	401	16	applied	apply	VERB
ejpam-2952	401	17	should	should	AUX
ejpam-2952	401	18	be	be	AUX
ejpam-2952	401	19	a	a	DET
ejpam-2952	401	20	rank	rank	NOUN
ejpam-2952	401	21	-	-	PUNCT
ejpam-2952	401	22	based	base	VERB
ejpam-2952	401	23	one	one	NOUN
ejpam-2952	401	24	as	as	SCONJ
ejpam-2952	401	25	it	it	PRON
ejpam-2952	401	26	is	be	AUX
ejpam-2952	401	27	invariant	invariant	ADJ
ejpam-2952	401	28	to	to	ADP
ejpam-2952	401	29	such	such	ADJ
ejpam-2952	401	30	transformations	transformation	NOUN
ejpam-2952	401	31	.	.	PUNCT
ejpam-2952	402	1	[	[	X
ejpam-2952	402	2	33	33	NUM
ejpam-2952	402	3	]	]	PUNCT
ejpam-2952	402	4	also	also	ADV
ejpam-2952	402	5	ask	ask	VERB
ejpam-2952	402	6	the	the	DET
ejpam-2952	402	7	following	follow	VERB
ejpam-2952	402	8	question	question	NOUN
ejpam-2952	402	9	.	.	PUNCT
ejpam-2952	403	1	suppose	suppose	VERB
ejpam-2952	403	2	xt	xt	PROPN
ejpam-2952	404	1	and	and	CCONJ
ejpam-2952	404	2	yt	yt	PROPN
ejpam-2952	404	3	are	be	AUX
ejpam-2952	404	4	two	two	NUM
ejpam-2952	404	5	variables	variable	NOUN
ejpam-2952	404	6	that	that	PRON
ejpam-2952	404	7	are	be	AUX
ejpam-2952	404	8	i(1	i(1	NOUN
ejpam-2952	404	9	)	)	PUNCT
ejpam-2952	404	10	and	and	CCONJ
ejpam-2952	404	11	cointegrated	cointegrate	VERB
ejpam-2952	404	12	.	.	PUNCT
ejpam-2952	405	1	are	be	AUX
ejpam-2952	405	2	the	the	DET
ejpam-2952	405	3	nonlinearly	nonlinearly	ADV
ejpam-2952	405	4	transformed	transform	VERB
ejpam-2952	405	5	variables	variable	NOUN
ejpam-2952	405	6	g(xt	g(xt	NOUN
ejpam-2952	405	7	)	)	PUNCT
ejpam-2952	405	8	and	and	CCONJ
ejpam-2952	405	9	g(yt	g(yt	NOUN
ejpam-2952	405	10	)	)	PUNCT
ejpam-2952	405	11	also	also	ADV
ejpam-2952	405	12	cointegrated	cointegrate	VERB
ejpam-2952	405	13	?	?	PUNCT
ejpam-2952	406	1	to	to	PART
ejpam-2952	406	2	answer	answer	VERB
ejpam-2952	406	3	the	the	DET
ejpam-2952	406	4	question	question	NOUN
ejpam-2952	406	5	,	,	PUNCT
ejpam-2952	406	6	they	they	PRON
ejpam-2952	406	7	assume	assume	VERB
ejpam-2952	406	8	that	that	SCONJ
ejpam-2952	406	9	xt	xt	PROPN
ejpam-2952	406	10	=	=	SYM
ejpam-2952	406	11	µ+	µ+	X
ejpam-2952	406	12	xt−1	xt−1	PROPN
ejpam-2952	407	1	+	+	X
ejpam-2952	407	2	et	et	NOUN
ejpam-2952	407	3	where	where	SCONJ
ejpam-2952	407	4	et	et	PROPN
ejpam-2952	407	5	is	be	AUX
ejpam-2952	407	6	white	white	ADJ
ejpam-2952	407	7	noise	noise	NOUN
ejpam-2952	407	8	and	and	CCONJ
ejpam-2952	407	9	independent	independent	NOUN
ejpam-2952	407	10	of	of	ADP
ejpam-2952	407	11	xt	xt	PROPN
ejpam-2952	407	12	,	,	PUNCT
ejpam-2952	407	13	and	and	CCONJ
ejpam-2952	407	14	that	that	SCONJ
ejpam-2952	407	15	yt	yt	NOUN
ejpam-2952	407	16	=	=	PUNCT
ejpam-2952	407	17	αxt	αxt	NOUN
ejpam-2952	408	1	+	+	CCONJ
ejpam-2952	408	2	εt	εt	PROPN
ejpam-2952	408	3	where	where	SCONJ
ejpam-2952	408	4	εt	εt	PROPN
ejpam-2952	408	5	is	be	AUX
ejpam-2952	408	6	stationary	stationary	ADJ
ejpam-2952	408	7	.	.	PUNCT
ejpam-2952	409	1	this	this	PRON
ejpam-2952	409	2	means	mean	VERB
ejpam-2952	409	3	that	that	SCONJ
ejpam-2952	409	4	yt	yt	PROPN
ejpam-2952	409	5	and	and	CCONJ
ejpam-2952	409	6	xt	xt	PROPN
ejpam-2952	409	7	are	be	AUX
ejpam-2952	409	8	linearly	linearly	ADV
ejpam-2952	409	9	cointegrated	cointegrate	VERB
ejpam-2952	409	10	.	.	PUNCT
ejpam-2952	410	1	then	then	ADV
ejpam-2952	410	2	,	,	PUNCT
ejpam-2952	410	3	by	by	ADP
ejpam-2952	410	4	a	a	DET
ejpam-2952	410	5	mean	mean	ADJ
ejpam-2952	410	6	-	-	PUNCT
ejpam-2952	410	7	value	value	NOUN
ejpam-2952	410	8	expansion	expansion	NOUN
ejpam-2952	410	9	,	,	PUNCT
ejpam-2952	410	10	g(yt	g(yt	PROPN
ejpam-2952	410	11	)	)	PUNCT
ejpam-2952	410	12	=	=	SYM
ejpam-2952	410	13	g(αxt	g(αxt	NOUN
ejpam-2952	410	14	+	+	CCONJ
ejpam-2952	410	15	εt	εt	NOUN
ejpam-2952	410	16	)	)	PUNCT
ejpam-2952	410	17	=	=	SYM
ejpam-2952	410	18	g(αxt	g(αxt	NOUN
ejpam-2952	410	19	)	)	PUNCT
ejpam-2952	411	1	+	+	CCONJ
ejpam-2952	411	2	εtg	εtg	ADV
ejpam-2952	411	3	′(αxt	′(αxt	ADJ
ejpam-2952	411	4	+	+	PROPN
ejpam-2952	411	5	rt	rt	PROPN
ejpam-2952	411	6	)	)	PUNCT
ejpam-2952	411	7	where	where	SCONJ
ejpam-2952	411	8	rt	rt	PROPN
ejpam-2952	411	9	is	be	AUX
ejpam-2952	411	10	a	a	DET
ejpam-2952	411	11	residual	residual	ADJ
ejpam-2952	411	12	.	.	PUNCT
ejpam-2952	412	1	now	now	ADV
ejpam-2952	412	2	,	,	PUNCT
ejpam-2952	412	3	εtg	εtg	ADV
ejpam-2952	412	4	′(αxt	′(αxt	PUNCT
ejpam-2952	412	5	+	+	PROPN
ejpam-2952	412	6	rt	rt	NOUN
ejpam-2952	412	7	)	)	PUNCT
ejpam-2952	412	8	is	be	AUX
ejpam-2952	412	9	(	(	PUNCT
ejpam-2952	412	10	mean	mean	ADJ
ejpam-2952	412	11	)	)	PUNCT
ejpam-2952	412	12	stationary	stationary	NOUN
ejpam-2952	412	13	with	with	ADP
ejpam-2952	412	14	mean	mean	NOUN
ejpam-2952	412	15	zero	zero	NUM
ejpam-2952	412	16	and	and	CCONJ
ejpam-2952	412	17	some	some	DET
ejpam-2952	412	18	heteroskedasticity	heteroskedasticity	NOUN
ejpam-2952	412	19	,	,	PUNCT
ejpam-2952	412	20	so	so	ADV
ejpam-2952	412	21	g(yt)−	g(yt)−	PROPN
ejpam-2952	412	22	g(αxt	g(αxt	PROPN
ejpam-2952	412	23	)	)	PUNCT
ejpam-2952	412	24	is	be	AUX
ejpam-2952	412	25	mean	mean	ADJ
ejpam-2952	412	26	stationary	stationary	NOUN
ejpam-2952	412	27	.	.	PUNCT
ejpam-2952	413	1	this	this	PRON
ejpam-2952	413	2	implies	imply	VERB
ejpam-2952	413	3	that	that	PRON
ejpam-2952	413	4	g(yt	g(yt	NOUN
ejpam-2952	413	5	)	)	PUNCT
ejpam-2952	413	6	and	and	CCONJ
ejpam-2952	413	7	g(xt	g(xt	NOUN
ejpam-2952	413	8	)	)	PUNCT
ejpam-2952	413	9	are	be	AUX
ejpam-2952	413	10	cointegrated	cointegrate	VERB
ejpam-2952	413	11	if	if	SCONJ
ejpam-2952	413	12	α	α	NOUN
ejpam-2952	413	13	=	=	SYM
ejpam-2952	413	14	1	1	NUM
ejpam-2952	413	15	or	or	CCONJ
ejpam-2952	413	16	if	if	SCONJ
ejpam-2952	413	17	g(αxt	g(αxt	NOUN
ejpam-2952	413	18	)	)	PUNCT
ejpam-2952	413	19	=	=	NOUN
ejpam-2952	413	20	αkg(xt	αkg(xt	NOUN
ejpam-2952	413	21	)	)	PUNCT
ejpam-2952	413	22	,	,	PUNCT
ejpam-2952	413	23	in	in	ADP
ejpam-2952	413	24	which	which	DET
ejpam-2952	413	25	case	case	NOUN
ejpam-2952	413	26	the	the	DET
ejpam-2952	413	27	cointegrating	cointegrate	VERB
ejpam-2952	413	28	parameter	parameter	NOUN
ejpam-2952	413	29	is	be	AUX
ejpam-2952	413	30	αk	αk	NOUN
ejpam-2952	413	31	.	.	PUNCT
ejpam-2952	413	32	note	note	VERB
ejpam-2952	413	33	that	that	SCONJ
ejpam-2952	413	34	the	the	DET
ejpam-2952	413	35	cointegrating	cointegrate	VERB
ejpam-2952	413	36	relationship	relationship	NOUN
ejpam-2952	413	37	considered	consider	VERB
ejpam-2952	413	38	is	be	AUX
ejpam-2952	413	39	linear	linear	ADJ
ejpam-2952	413	40	.	.	PUNCT
ejpam-2952	414	1	[	[	X
ejpam-2952	414	2	27	27	NUM
ejpam-2952	414	3	]	]	PUNCT
ejpam-2952	414	4	briefly	briefly	NOUN
ejpam-2952	414	5	considers	consider	VERB
ejpam-2952	414	6	the	the	DET
ejpam-2952	414	7	case	case	NOUN
ejpam-2952	414	8	of	of	ADP
ejpam-2952	414	9	nonlinear	nonlinear	ADJ
ejpam-2952	414	10	cointegration	cointegration	NOUN
ejpam-2952	414	11	where	where	SCONJ
ejpam-2952	414	12	there	there	PRON
ejpam-2952	414	13	exist	exist	VERB
ejpam-2952	414	14	r	r	NOUN
ejpam-2952	414	15	linear	linear	NOUN
ejpam-2952	414	16	cointegrating	cointegrate	VERB
ejpam-2952	414	17	relationships	relationship	NOUN
ejpam-2952	414	18	between	between	ADP
ejpam-2952	414	19	the	the	DET
ejpam-2952	414	20	elements	element	NOUN
ejpam-2952	414	21	of	of	ADP
ejpam-2952	414	22	yt	yt	PROPN
ejpam-2952	414	23	:	:	PUNCT
ejpam-2952	414	24	zt	zt	PROPN
ejpam-2952	414	25	=	=	PUNCT
ejpam-2952	414	26	b′yt	b′yt	PROPN
ejpam-2952	414	27	.	.	PUNCT
ejpam-2952	415	1	the	the	DET
ejpam-2952	415	2	error	error	NOUN
ejpam-2952	415	3	-	-	PUNCT
ejpam-2952	415	4	correction	correction	NOUN
ejpam-2952	415	5	model	model	NOUN
ejpam-2952	415	6	becomes	become	VERB
ejpam-2952	415	7	φ(b)∆yt	φ(b)∆yt	NOUN
ejpam-2952	415	8	=	=	SYM
ejpam-2952	415	9	γf(zt−1	γf(zt−1	PROPN
ejpam-2952	415	10	)	)	PUNCT
ejpam-2952	416	1	+	+	CCONJ
ejpam-2952	416	2	εt	εt	INTJ
ejpam-2952	416	3	where	where	SCONJ
ejpam-2952	416	4	f(zt	f(zt	NUM
ejpam-2952	416	5	)	)	PUNCT
ejpam-2952	416	6	=	=	SYM
ejpam-2952	416	7	(	(	PUNCT
ejpam-2952	416	8	f1(zt	f1(zt	PROPN
ejpam-2952	416	9	)	)	PUNCT
ejpam-2952	416	10	,	,	PUNCT
ejpam-2952	416	11	...	...	PUNCT
ejpam-2952	416	12	,	,	PUNCT
ejpam-2952	416	13	fr(zt	fr(zt	PROPN
ejpam-2952	416	14	)	)	PUNCT
ejpam-2952	416	15	)	)	PUNCT
ejpam-2952	417	1	′	′	ADP
ejpam-2952	417	2	a	a	DET
ejpam-2952	417	3	vector	vector	NOUN
ejpam-2952	417	4	of	of	ADP
ejpam-2952	417	5	nonlinear	nonlinear	ADJ
ejpam-2952	417	6	functions	function	NOUN
ejpam-2952	417	7	.	.	PUNCT
ejpam-2952	418	1	two	two	NUM
ejpam-2952	418	2	examples	example	NOUN
ejpam-2952	418	3	for	for	ADP
ejpam-2952	418	4	r	r	NOUN
ejpam-2952	418	5	=	=	SYM
ejpam-2952	418	6	1	1	NUM
ejpam-2952	418	7	are	be	AUX
ejpam-2952	418	8	given	give	VERB
ejpam-2952	418	9	:	:	PUNCT
ejpam-2952	418	10	f(zt	f(zt	NUM
ejpam-2952	418	11	)	)	PUNCT
ejpam-2952	418	12	=	=	PUNCT
ejpam-2952	418	13	z3	z3	PROPN
ejpam-2952	418	14	t	t	PROPN
ejpam-2952	418	15	and	and	CCONJ
ejpam-2952	418	16	f(zt	f(zt	NUM
ejpam-2952	418	17	)	)	PUNCT
ejpam-2952	418	18	=	=	PUNCT
ejpam-2952	418	19	max(zt	max(zt	X
ejpam-2952	418	20	,	,	PUNCT
ejpam-2952	418	21	0	0	NUM
ejpam-2952	418	22	)	)	PUNCT
ejpam-2952	418	23	,	,	PUNCT
ejpam-2952	418	24	the	the	DET
ejpam-2952	418	25	latter	latter	ADJ
ejpam-2952	418	26	as	as	ADP
ejpam-2952	418	27	in	in	ADP
ejpam-2952	418	28	[	[	X
ejpam-2952	418	29	39	39	NUM
ejpam-2952	418	30	]	]	PUNCT
ejpam-2952	418	31	.	.	PUNCT
ejpam-2952	419	1	granger	granger	PROPN
ejpam-2952	419	2	points	point	VERB
ejpam-2952	419	3	out	out	ADP
ejpam-2952	419	4	that	that	SCONJ
ejpam-2952	419	5	the	the	DET
ejpam-2952	419	6	parameters	parameter	NOUN
ejpam-2952	419	7	in	in	ADP
ejpam-2952	419	8	zt	zt	PROPN
ejpam-2952	419	9	are	be	AUX
ejpam-2952	419	10	usually	usually	ADV
ejpam-2952	419	11	estimated	estimate	VERB
ejpam-2952	419	12	in	in	ADP
ejpam-2952	419	13	the	the	DET
ejpam-2952	419	14	linear	linear	ADJ
ejpam-2952	419	15	framework	framework	NOUN
ejpam-2952	419	16	.	.	PUNCT
ejpam-2952	420	1	he	he	PRON
ejpam-2952	420	2	mentions	mention	VERB
ejpam-2952	420	3	that	that	SCONJ
ejpam-2952	420	4	it	it	PRON
ejpam-2952	420	5	is	be	AUX
ejpam-2952	420	6	unclear	unclear	ADJ
ejpam-2952	420	7	whether	whether	SCONJ
ejpam-2952	420	8	that	that	PRON
ejpam-2952	420	9	is	be	AUX
ejpam-2952	420	10	efficient	efficient	ADJ
ejpam-2952	420	11	or	or	CCONJ
ejpam-2952	420	12	not	not	PART
ejpam-2952	420	13	.	.	PUNCT
ejpam-2952	421	1	this	this	PRON
ejpam-2952	421	2	may	may	AUX
ejpam-2952	421	3	still	still	ADV
ejpam-2952	421	4	be	be	AUX
ejpam-2952	421	5	an	an	DET
ejpam-2952	421	6	unresolved	unresolved	ADJ
ejpam-2952	421	7	issue	issue	NOUN
ejpam-2952	421	8	.	.	PUNCT
ejpam-2952	422	1	[	[	X
ejpam-2952	422	2	43	43	NUM
ejpam-2952	422	3	]	]	PUNCT
ejpam-2952	422	4	look	look	VERB
ejpam-2952	422	5	at	at	ADP
ejpam-2952	422	6	many	many	ADJ
ejpam-2952	422	7	different	different	ADJ
ejpam-2952	422	8	types	type	NOUN
ejpam-2952	422	9	of	of	ADP
ejpam-2952	422	10	nonlinear	nonlinear	ADJ
ejpam-2952	422	11	cointegration	cointegration	NOUN
ejpam-2952	422	12	.	.	PUNCT
ejpam-2952	423	1	to	to	PART
ejpam-2952	423	2	cite	cite	VERB
ejpam-2952	423	3	the	the	DET
ejpam-2952	423	4	authors	author	NOUN
ejpam-2952	423	5	,	,	PUNCT
ejpam-2952	423	6	their	their	PRON
ejpam-2952	423	7	aim	aim	NOUN
ejpam-2952	423	8	is	be	AUX
ejpam-2952	423	9	’	'	PUNCT
ejpam-2952	423	10	to	to	PART
ejpam-2952	423	11	suggest	suggest	VERB
ejpam-2952	423	12	and	and	CCONJ
ejpam-2952	423	13	examine	examine	VERB
ejpam-2952	423	14	generalizations	generalization	NOUN
ejpam-2952	423	15	[	[	X
ejpam-2952	423	16	of	of	ADP
ejpam-2952	423	17	cointegration	cointegration	NOUN
ejpam-2952	423	18	]	]	PUNCT
ejpam-2952	423	19	whilst	whilst	SCONJ
ejpam-2952	423	20	maintaining	maintain	VERB
ejpam-2952	423	21	the	the	DET
ejpam-2952	423	22	idea	idea	NOUN
ejpam-2952	423	23	of	of	ADP
ejpam-2952	423	24	cointegration	cointegration	NOUN
ejpam-2952	423	25	and	and	CCONJ
ejpam-2952	423	26	,	,	PUNCT
ejpam-2952	423	27	consequently	consequently	ADV
ejpam-2952	423	28	,	,	PUNCT
ejpam-2952	423	29	to	to	PART
ejpam-2952	423	30	provide	provide	VERB
ejpam-2952	423	31	ways	way	NOUN
ejpam-2952	423	32	of	of	ADP
ejpam-2952	423	33	making	make	VERB
ejpam-2952	423	34	interpretations	interpretation	NOUN
ejpam-2952	423	35	of	of	ADP
ejpam-2952	423	36	the	the	DET
ejpam-2952	423	37	results	result	NOUN
ejpam-2952	423	38	of	of	ADP
ejpam-2952	423	39	cointegration	cointegration	NOUN
ejpam-2952	423	40	analysis	analysis	NOUN
ejpam-2952	423	41	both	both	CCONJ
ejpam-2952	423	42	more	more	ADV
ejpam-2952	423	43	realistic	realistic	ADJ
ejpam-2952	423	44	and	and	CCONJ
ejpam-2952	423	45	more	more	ADV
ejpam-2952	423	46	useful	useful	ADJ
ejpam-2952	423	47	’	'	PUNCT
ejpam-2952	423	48	.	.	PUNCT
ejpam-2952	424	1	one	one	NUM
ejpam-2952	424	2	of	of	ADP
ejpam-2952	424	3	the	the	DET
ejpam-2952	424	4	generalisations	generalisation	NOUN
ejpam-2952	424	5	is	be	AUX
ejpam-2952	424	6	nonlinear	nonlinear	ADJ
ejpam-2952	424	7	cointegration	cointegration	NOUN
ejpam-2952	424	8	.	.	PUNCT
ejpam-2952	425	1	they	they	PRON
ejpam-2952	425	2	illustrate	illustrate	VERB
ejpam-2952	425	3	it	it	PRON
ejpam-2952	425	4	by	by	ADP
ejpam-2952	425	5	the	the	DET
ejpam-2952	425	6	following	following	ADJ
ejpam-2952	425	7	bivariate	bivariate	ADJ
ejpam-2952	425	8	example	example	NOUN
ejpam-2952	425	9	:	:	PUNCT
ejpam-2952	425	10	begin	begin	VERB
ejpam-2952	425	11	by	by	ADP
ejpam-2952	425	12	generating	generate	VERB
ejpam-2952	425	13	a	a	DET
ejpam-2952	425	14	pair	pair	NOUN
ejpam-2952	425	15	of	of	ADP
ejpam-2952	425	16	possibly	possibly	ADV
ejpam-2952	425	17	unobserved	unobserved	ADJ
ejpam-2952	425	18	univariate	univariate	ADJ
ejpam-2952	425	19	series	series	NOUN
ejpam-2952	425	20	zt	zt	PROPN
ejpam-2952	425	21	and	and	CCONJ
ejpam-2952	425	22	wt	wt	PROPN
ejpam-2952	425	23	from	from	ADP
ejpam-2952	425	24	zt	zt	PROPN
ejpam-2952	425	25	=	=	SYM
ejpam-2952	425	26	λtzt−1	λtzt−1	PROPN
ejpam-2952	425	27	+	+	NUM
ejpam-2952	425	28	εzt	εzt	NOUN
ejpam-2952	425	29	,	,	PUNCT
ejpam-2952	425	30	|λt|	|λt|	NOUN
ejpam-2952	425	31	<	<	X
ejpam-2952	425	32	1	1	NUM
ejpam-2952	425	33	(	(	PUNCT
ejpam-2952	425	34	23	23	NUM
ejpam-2952	425	35	)	)	PUNCT
ejpam-2952	425	36	timo	timo	VERB
ejpam-2952	425	37	teräsvirta	teräsvirta	NUM
ejpam-2952	425	38	/	/	SYM
ejpam-2952	425	39	eur	eur	PROPN
ejpam-2952	425	40	.	.	PUNCT
ejpam-2952	426	1	j.	j.	PROPN
ejpam-2952	426	2	pure	pure	PROPN
ejpam-2952	426	3	appl	appl	PROPN
ejpam-2952	426	4	.	.	PROPN
ejpam-2952	426	5	math	math	PROPN
ejpam-2952	426	6	,	,	PUNCT
ejpam-2952	426	7	10	10	NUM
ejpam-2952	426	8	(	(	PUNCT
ejpam-2952	426	9	1	1	NUM
ejpam-2952	426	10	)	)	PUNCT
ejpam-2952	426	11	(	(	PUNCT
ejpam-2952	426	12	2017	2017	NUM
ejpam-2952	426	13	)	)	PUNCT
ejpam-2952	426	14	,	,	PUNCT
ejpam-2952	426	15	104	104	NUM
ejpam-2952	426	16	-	-	SYM
ejpam-2952	426	17	132	132	NUM
ejpam-2952	426	18	119	119	NUM
ejpam-2952	426	19	wt	wt	NOUN
ejpam-2952	426	20	=	=	SYM
ejpam-2952	426	21	φtwt−1	φtwt−1	PROPN
ejpam-2952	426	22	+	+	CCONJ
ejpam-2952	426	23	εwt	εwt	NOUN
ejpam-2952	426	24	,	,	PUNCT
ejpam-2952	426	25	|φt|	|φt|	PROPN
ejpam-2952	426	26	>	>	X
ejpam-2952	426	27	1	1	NUM
ejpam-2952	426	28	(	(	PUNCT
ejpam-2952	426	29	24	24	NUM
ejpam-2952	426	30	)	)	PUNCT
ejpam-2952	426	31	where	where	SCONJ
ejpam-2952	426	32	{	{	PUNCT
ejpam-2952	426	33	εzt	εzt	NOUN
ejpam-2952	426	34	}	}	PUNCT
ejpam-2952	426	35	and	and	CCONJ
ejpam-2952	426	36	{	{	PUNCT
ejpam-2952	426	37	εwt	εwt	NOUN
ejpam-2952	426	38	}	}	PUNCT
ejpam-2952	426	39	are	be	AUX
ejpam-2952	426	40	martingale	martingale	ADJ
ejpam-2952	426	41	difference	difference	NOUN
ejpam-2952	426	42	sequences	sequence	NOUN
ejpam-2952	426	43	,	,	PUNCT
ejpam-2952	426	44	zt	zt	PROPN
ejpam-2952	426	45	=	=	SYM
ejpam-2952	426	46	xt	xt	PROPN
ejpam-2952	427	1	−	−	PROPN
ejpam-2952	427	2	atyt	atyt	NOUN
ejpam-2952	427	3	and	and	CCONJ
ejpam-2952	427	4	wt	wt	NOUN
ejpam-2952	427	5	=	=	SYM
ejpam-2952	427	6	c1xt	c1xt	PUNCT
ejpam-2952	427	7	+	+	CCONJ
ejpam-2952	427	8	c2tyt	c2tyt	ADJ
ejpam-2952	427	9	.	.	PUNCT
ejpam-2952	428	1	note	note	VERB
ejpam-2952	428	2	the	the	DET
ejpam-2952	428	3	time	time	NOUN
ejpam-2952	428	4	-	-	PUNCT
ejpam-2952	428	5	varying	vary	VERB
ejpam-2952	428	6	parameters	parameter	NOUN
ejpam-2952	428	7	λt	λt	ADP
ejpam-2952	428	8	,	,	PUNCT
ejpam-2952	428	9	φt	φt	NOUN
ejpam-2952	428	10	,	,	PUNCT
ejpam-2952	428	11	at	at	ADP
ejpam-2952	428	12	and	and	CCONJ
ejpam-2952	428	13	c2	c2	PROPN
ejpam-2952	428	14	t.	t.	PROPN
ejpam-2952	428	15	assuming	assume	VERB
ejpam-2952	428	16	c2	c2	PROPN
ejpam-2952	428	17	t	t	PROPN
ejpam-2952	428	18	=	=	SYM
ejpam-2952	428	19	1−	1−	NUM
ejpam-2952	428	20	c1at	c1at	X
ejpam-2952	428	21	(	(	PUNCT
ejpam-2952	428	22	there	there	PRON
ejpam-2952	428	23	is	be	VERB
ejpam-2952	428	24	a	a	DET
ejpam-2952	428	25	typo	typo	NOUN
ejpam-2952	428	26	in	in	ADP
ejpam-2952	428	27	the	the	DET
ejpam-2952	428	28	paper	paper	NOUN
ejpam-2952	428	29	)	)	PUNCT
ejpam-2952	428	30	yields	yield	VERB
ejpam-2952	428	31	the	the	DET
ejpam-2952	428	32	pair	pair	NOUN
ejpam-2952	428	33	xt	xt	ADP
ejpam-2952	428	34	=	=	SYM
ejpam-2952	428	35	c2tzt	c2tzt	PROPN
ejpam-2952	429	1	+	+	NUM
ejpam-2952	429	2	atwt	atwt	NOUN
ejpam-2952	429	3	(	(	PUNCT
ejpam-2952	429	4	25	25	NUM
ejpam-2952	429	5	)	)	PUNCT
ejpam-2952	429	6	yt	yt	NOUN
ejpam-2952	429	7	=	=	PUNCT
ejpam-2952	429	8	−c1zt	−c1zt	NUM
ejpam-2952	429	9	+	+	CCONJ
ejpam-2952	429	10	wt	wt	PROPN
ejpam-2952	429	11	(	(	PUNCT
ejpam-2952	429	12	26	26	NUM
ejpam-2952	429	13	)	)	PUNCT
ejpam-2952	430	1	so	so	ADV
ejpam-2952	430	2	xt	xt	PROPN
ejpam-2952	430	3	and	and	CCONJ
ejpam-2952	430	4	yt	yt	PROPN
ejpam-2952	430	5	are	be	AUX
ejpam-2952	430	6	expressed	express	VERB
ejpam-2952	430	7	as	as	ADP
ejpam-2952	430	8	linear	linear	ADJ
ejpam-2952	430	9	functions	function	NOUN
ejpam-2952	430	10	of	of	ADP
ejpam-2952	430	11	zt	zt	PROPN
ejpam-2952	430	12	and	and	CCONJ
ejpam-2952	430	13	wt	wt	PROPN
ejpam-2952	430	14	.	.	NOUN
ejpam-2952	431	1	inserting	insert	VERB
ejpam-2952	431	2	(	(	PUNCT
ejpam-2952	431	3	23	23	NUM
ejpam-2952	431	4	)	)	PUNCT
ejpam-2952	431	5	and	and	CCONJ
ejpam-2952	431	6	(	(	PUNCT
ejpam-2952	431	7	24	24	NUM
ejpam-2952	431	8	)	)	PUNCT
ejpam-2952	431	9	into	into	ADP
ejpam-2952	431	10	(	(	PUNCT
ejpam-2952	431	11	25	25	NUM
ejpam-2952	431	12	)	)	PUNCT
ejpam-2952	431	13	and	and	CCONJ
ejpam-2952	431	14	(	(	PUNCT
ejpam-2952	431	15	26	26	NUM
ejpam-2952	431	16	)	)	PUNCT
ejpam-2952	431	17	gives	give	VERB
ejpam-2952	431	18	the	the	DET
ejpam-2952	431	19	following	following	ADJ
ejpam-2952	431	20	nonlinear	nonlinear	ADJ
ejpam-2952	431	21	error	error	NOUN
ejpam-2952	431	22	-	-	PUNCT
ejpam-2952	431	23	correction	correction	NOUN
ejpam-2952	431	24	model	model	NOUN
ejpam-2952	431	25	:	:	PUNCT
ejpam-2952	431	26	(	(	PUNCT
ejpam-2952	431	27	1−	1−	NUM
ejpam-2952	431	28	φtb)xt	φtb)xt	NOUN
ejpam-2952	431	29	=	=	SYM
ejpam-2952	431	30	γ1tzt−1	γ1tzt−1	PROPN
ejpam-2952	431	31	+	+	X
ejpam-2952	431	32	εxt	εxt	PROPN
ejpam-2952	431	33	(	(	PUNCT
ejpam-2952	431	34	1−	1−	NUM
ejpam-2952	431	35	φtb)yt	φtb)yt	ADJ
ejpam-2952	431	36	=	=	NOUN
ejpam-2952	431	37	γ2tzt−1	γ2tzt−1	NOUN
ejpam-2952	431	38	+	+	CCONJ
ejpam-2952	431	39	εyt	εyt	NOUN
ejpam-2952	431	40	where	where	SCONJ
ejpam-2952	431	41	γ1	γ1	NOUN
ejpam-2952	431	42	t	t	PROPN
ejpam-2952	431	43	=	=	PUNCT
ejpam-2952	431	44	c2t(λt	c2t(λt	PROPN
ejpam-2952	431	45	−	−	NOUN
ejpam-2952	431	46	φt	φt	NOUN
ejpam-2952	431	47	)	)	PUNCT
ejpam-2952	431	48	and	and	CCONJ
ejpam-2952	431	49	γ2	γ2	PROPN
ejpam-2952	431	50	t	t	NOUN
ejpam-2952	431	51	=	=	PUNCT
ejpam-2952	432	1	−c1(λt	−c1(λt	NOUN
ejpam-2952	432	2	−	−	PROPN
ejpam-2952	432	3	φt	φt	NOUN
ejpam-2952	432	4	)	)	PUNCT
ejpam-2952	432	5	.	.	PUNCT
ejpam-2952	433	1	the	the	DET
ejpam-2952	433	2	error	error	NOUN
ejpam-2952	433	3	term	term	NOUN
ejpam-2952	433	4	εxt	εxt	PROPN
ejpam-2952	433	5	equals	equal	VERB
ejpam-2952	433	6	εxt	εxt	PROPN
ejpam-2952	433	7	=	=	SYM
ejpam-2952	433	8	φt(at	φt(at	PROPN
ejpam-2952	433	9	−	−	PROPN
ejpam-2952	433	10	at−1	at−1	PROPN
ejpam-2952	433	11	)	)	PUNCT
ejpam-2952	433	12	+	+	NUM
ejpam-2952	433	13	c2tεzt	c2tεzt	NOUN
ejpam-2952	433	14	+	+	CCONJ
ejpam-2952	433	15	atεwt	atεwt	ADJ
ejpam-2952	433	16	.	.	PUNCT
ejpam-2952	434	1	it	it	PRON
ejpam-2952	434	2	is	be	AUX
ejpam-2952	434	3	seen	see	VERB
ejpam-2952	434	4	that	that	SCONJ
ejpam-2952	434	5	assuming	assume	VERB
ejpam-2952	434	6	εxt	εxt	PROPN
ejpam-2952	434	7	to	to	PART
ejpam-2952	434	8	be	be	AUX
ejpam-2952	434	9	white	white	ADJ
ejpam-2952	434	10	noise	noise	NOUN
ejpam-2952	434	11	requires	require	VERB
ejpam-2952	434	12	at	at	ADP
ejpam-2952	434	13	=	=	PUNCT
ejpam-2952	434	14	at−1(=	at−1(=	PROPN
ejpam-2952	434	15	a	a	NOUN
ejpam-2952	434	16	)	)	PUNCT
ejpam-2952	434	17	,	,	PUNCT
ejpam-2952	434	18	that	that	ADV
ejpam-2952	434	19	is	is	ADV
ejpam-2952	434	20	,	,	PUNCT
ejpam-2952	434	21	the	the	DET
ejpam-2952	434	22	cointegrating	cointegrate	VERB
ejpam-2952	434	23	relationship	relationship	NOUN
ejpam-2952	434	24	is	be	AUX
ejpam-2952	434	25	stable	stable	ADJ
ejpam-2952	434	26	.	.	PUNCT
ejpam-2952	435	1	obviously	obviously	ADV
ejpam-2952	435	2	,	,	PUNCT
ejpam-2952	435	3	deriving	derive	VERB
ejpam-2952	435	4	an	an	DET
ejpam-2952	435	5	error	error	NOUN
ejpam-2952	435	6	-	-	PUNCT
ejpam-2952	435	7	correction	correction	NOUN
ejpam-2952	435	8	model	model	NOUN
ejpam-2952	435	9	with	with	ADP
ejpam-2952	435	10	white	white	ADJ
ejpam-2952	435	11	noise	noise	NOUN
ejpam-2952	435	12	errors	error	NOUN
ejpam-2952	435	13	in	in	ADP
ejpam-2952	435	14	which	which	PRON
ejpam-2952	435	15	at	at	ADP
ejpam-2952	435	16	is	be	AUX
ejpam-2952	435	17	time	time	NOUN
ejpam-2952	435	18	-	-	PUNCT
ejpam-2952	435	19	varying	vary	VERB
ejpam-2952	435	20	is	be	AUX
ejpam-2952	435	21	not	not	PART
ejpam-2952	435	22	completely	completely	ADV
ejpam-2952	435	23	straightforward	straightforward	ADJ
ejpam-2952	435	24	if	if	SCONJ
ejpam-2952	435	25	the	the	DET
ejpam-2952	435	26	equations	equation	NOUN
ejpam-2952	435	27	(	(	PUNCT
ejpam-2952	435	28	23	23	NUM
ejpam-2952	435	29	)	)	PUNCT
ejpam-2952	435	30	and	and	CCONJ
ejpam-2952	435	31	(	(	PUNCT
ejpam-2952	435	32	24	24	NUM
ejpam-2952	435	33	)	)	PUNCT
ejpam-2952	435	34	form	form	NOUN
ejpam-2952	435	35	the	the	DET
ejpam-2952	435	36	starting	starting	NOUN
ejpam-2952	435	37	-	-	PUNCT
ejpam-2952	435	38	point	point	NOUN
ejpam-2952	435	39	.	.	PUNCT
ejpam-2952	436	1	granger	granger	PROPN
ejpam-2952	436	2	and	and	CCONJ
ejpam-2952	436	3	swanson	swanson	PROPN
ejpam-2952	436	4	discuss	discuss	VERB
ejpam-2952	436	5	possible	possible	ADJ
ejpam-2952	436	6	representations	representation	NOUN
ejpam-2952	436	7	for	for	ADP
ejpam-2952	436	8	at	at	ADP
ejpam-2952	436	9	.	.	PUNCT
ejpam-2952	437	1	they	they	PRON
ejpam-2952	437	2	suggest	suggest	VERB
ejpam-2952	437	3	that	that	SCONJ
ejpam-2952	437	4	it	it	PRON
ejpam-2952	437	5	may	may	AUX
ejpam-2952	437	6	be	be	AUX
ejpam-2952	437	7	a	a	DET
ejpam-2952	437	8	stochastic	stochastic	ADJ
ejpam-2952	437	9	unit	unit	NOUN
ejpam-2952	437	10	root	root	NOUN
ejpam-2952	437	11	process	process	NOUN
ejpam-2952	437	12	or	or	CCONJ
ejpam-2952	437	13	that	that	SCONJ
ejpam-2952	437	14	it	it	PRON
ejpam-2952	437	15	may	may	AUX
ejpam-2952	437	16	change	change	VERB
ejpam-2952	437	17	smoothly	smoothly	ADV
ejpam-2952	437	18	over	over	ADP
ejpam-2952	437	19	time	time	NOUN
ejpam-2952	437	20	.	.	PUNCT
ejpam-2952	438	1	the	the	DET
ejpam-2952	438	2	alternative	alternative	NOUN
ejpam-2952	438	3	that	that	PRON
ejpam-2952	438	4	at	at	ADP
ejpam-2952	438	5	is	be	AUX
ejpam-2952	438	6	stochastic	stochastic	ADJ
ejpam-2952	438	7	unit	unit	NOUN
ejpam-2952	438	8	root	root	NOUN
ejpam-2952	438	9	process	process	NOUN
ejpam-2952	438	10	may	may	AUX
ejpam-2952	438	11	not	not	PART
ejpam-2952	438	12	have	have	AUX
ejpam-2952	438	13	been	be	AUX
ejpam-2952	438	14	studied	study	VERB
ejpam-2952	438	15	in	in	ADP
ejpam-2952	438	16	the	the	DET
ejpam-2952	438	17	literature	literature	NOUN
ejpam-2952	438	18	.	.	PUNCT
ejpam-2952	439	1	assuming	assume	VERB
ejpam-2952	439	2	at	at	ADP
ejpam-2952	439	3	stochastic	stochastic	NOUN
ejpam-2952	439	4	has	have	AUX
ejpam-2952	439	5	been	be	AUX
ejpam-2952	439	6	considered	consider	VERB
ejpam-2952	439	7	(	(	PUNCT
ejpam-2952	439	8	in	in	ADP
ejpam-2952	439	9	a	a	DET
ejpam-2952	439	10	broad	broad	ADJ
ejpam-2952	439	11	sense	sense	NOUN
ejpam-2952	439	12	)	)	PUNCT
ejpam-2952	439	13	by	by	ADP
ejpam-2952	439	14	[	[	X
ejpam-2952	439	15	48	48	NUM
ejpam-2952	439	16	]	]	PUNCT
ejpam-2952	439	17	.	.	PUNCT
ejpam-2952	440	1	they	they	PRON
ejpam-2952	440	2	postulate	postulate	VERB
ejpam-2952	440	3	the	the	DET
ejpam-2952	440	4	m	m	ADJ
ejpam-2952	440	5	-	-	ADJ
ejpam-2952	440	6	dimensional	dimensional	ADJ
ejpam-2952	440	7	model	model	NOUN
ejpam-2952	440	8	yt	yt	NOUN
ejpam-2952	440	9	=	=	SYM
ejpam-2952	440	10	µ+	µ+	PUNCT
ejpam-2952	440	11	πtwt	πtwt	NOUN
ejpam-2952	441	1	+	+	CCONJ
ejpam-2952	441	2	εt	εt	INTJ
ejpam-2952	441	3	wt	wt	PROPN
ejpam-2952	441	4	=	=	PUNCT
ejpam-2952	441	5	wt−1	wt−1	PROPN
ejpam-2952	441	6	+	+	CCONJ
ejpam-2952	441	7	ηt	ηt	ADP
ejpam-2952	441	8	πt	πt	ADV
ejpam-2952	441	9	=	=	PUNCT
ejpam-2952	441	10	π	π	PROPN
ejpam-2952	442	1	+	+	CCONJ
ejpam-2952	442	2	vt	vt	PROPN
ejpam-2952	442	3	where	where	SCONJ
ejpam-2952	442	4	εt	εt	PROPN
ejpam-2952	442	5	,	,	PUNCT
ejpam-2952	442	6	ηt	ηt	ADV
ejpam-2952	442	7	and	and	CCONJ
ejpam-2952	442	8	vec(vt	vec(vt	NOUN
ejpam-2952	442	9	)	)	PUNCT
ejpam-2952	442	10	are	be	AUX
ejpam-2952	442	11	stationary	stationary	ADJ
ejpam-2952	442	12	vectors	vector	NOUN
ejpam-2952	442	13	with	with	ADP
ejpam-2952	442	14	mean	mean	PROPN
ejpam-2952	442	15	zero	zero	NUM
ejpam-2952	442	16	.	.	PUNCT
ejpam-2952	443	1	in	in	ADP
ejpam-2952	443	2	this	this	DET
ejpam-2952	443	3	framework	framework	NOUN
ejpam-2952	443	4	the	the	DET
ejpam-2952	443	5	authors	author	NOUN
ejpam-2952	443	6	define	define	VERB
ejpam-2952	443	7	the	the	DET
ejpam-2952	443	8	concepts	concept	NOUN
ejpam-2952	443	9	of	of	ADP
ejpam-2952	443	10	stochastically	stochastically	ADV
ejpam-2952	443	11	integrated	integrate	VERB
ejpam-2952	443	12	vector	vector	NOUN
ejpam-2952	443	13	and	and	CCONJ
ejpam-2952	443	14	stochastic	stochastic	ADJ
ejpam-2952	443	15	cointegration	cointegration	NOUN
ejpam-2952	443	16	.	.	PUNCT
ejpam-2952	444	1	asymptotic	asymptotic	ADJ
ejpam-2952	444	2	inference	inference	NOUN
ejpam-2952	444	3	is	be	AUX
ejpam-2952	444	4	discussed	discuss	VERB
ejpam-2952	444	5	and	and	CCONJ
ejpam-2952	444	6	the	the	DET
ejpam-2952	444	7	estimators	estimator	NOUN
ejpam-2952	444	8	simulated	simulate	VERB
ejpam-2952	444	9	.	.	PUNCT
ejpam-2952	445	1	no	no	DET
ejpam-2952	445	2	empirical	empirical	ADJ
ejpam-2952	445	3	example	example	NOUN
ejpam-2952	445	4	is	be	AUX
ejpam-2952	445	5	given	give	VERB
ejpam-2952	445	6	,	,	PUNCT
ejpam-2952	445	7	however	however	ADV
ejpam-2952	445	8	.	.	PUNCT
ejpam-2952	446	1	continuing	continue	VERB
ejpam-2952	446	2	this	this	DET
ejpam-2952	446	3	line	line	NOUN
ejpam-2952	446	4	of	of	ADP
ejpam-2952	446	5	research	research	NOUN
ejpam-2952	446	6	,	,	PUNCT
ejpam-2952	446	7	[	[	X
ejpam-2952	446	8	60	60	NUM
ejpam-2952	446	9	]	]	PUNCT
ejpam-2952	446	10	derive	derive	VERB
ejpam-2952	446	11	a	a	DET
ejpam-2952	446	12	test	test	NOUN
ejpam-2952	446	13	of	of	ADP
ejpam-2952	446	14	stochastic	stochastic	ADJ
ejpam-2952	446	15	cointegration	cointegration	NOUN
ejpam-2952	446	16	against	against	ADP
ejpam-2952	446	17	no	no	DET
ejpam-2952	446	18	cointegration	cointegration	NOUN
ejpam-2952	446	19	.	.	PUNCT
ejpam-2952	447	1	in	in	ADP
ejpam-2952	447	2	[	[	X
ejpam-2952	447	3	65	65	NUM
ejpam-2952	447	4	]	]	PUNCT
ejpam-2952	447	5	,	,	PUNCT
ejpam-2952	447	6	the	the	DET
ejpam-2952	447	7	long	long	ADV
ejpam-2952	447	8	-	-	PUNCT
ejpam-2952	447	9	run	run	VERB
ejpam-2952	447	10	parameter	parameter	NOUN
ejpam-2952	447	11	changes	change	NOUN
ejpam-2952	447	12	smoothly	smoothly	ADV
ejpam-2952	447	13	over	over	ADP
ejpam-2952	447	14	time	time	NOUN
ejpam-2952	447	15	.	.	PUNCT
ejpam-2952	448	1	using	use	VERB
ejpam-2952	448	2	the	the	DET
ejpam-2952	448	3	bivariate	bivariate	ADJ
ejpam-2952	448	4	model	model	NOUN
ejpam-2952	448	5	in	in	ADP
ejpam-2952	448	6	[	[	X
ejpam-2952	448	7	43	43	NUM
ejpam-2952	448	8	]	]	PUNCT
ejpam-2952	448	9	as	as	ADP
ejpam-2952	448	10	an	an	DET
ejpam-2952	448	11	example	example	NOUN
ejpam-2952	448	12	,	,	PUNCT
ejpam-2952	448	13	the	the	DET
ejpam-2952	448	14	error	error	NOUN
ejpam-2952	448	15	-	-	PUNCT
ejpam-2952	448	16	correcting	correct	VERB
ejpam-2952	448	17	term	term	NOUN
ejpam-2952	448	18	zt	zt	PROPN
ejpam-2952	448	19	=	=	SYM
ejpam-2952	448	20	yt	yt	PROPN
ejpam-2952	448	21	−	−	PROPN
ejpam-2952	448	22	atxt	atxt	NOUN
ejpam-2952	448	23	,	,	PUNCT
ejpam-2952	448	24	where	where	SCONJ
ejpam-2952	448	25	at	at	ADP
ejpam-2952	448	26	=	=	PROPN
ejpam-2952	448	27	g(t	g(t	PROPN
ejpam-2952	448	28	/	/	SYM
ejpam-2952	448	29	t	t	PROPN
ejpam-2952	448	30	;	;	PUNCT
ejpam-2952	448	31	γ	γ	X
ejpam-2952	448	32	,	,	PUNCT
ejpam-2952	448	33	c	c	NOUN
ejpam-2952	448	34	)	)	PUNCT
ejpam-2952	448	35	,	,	PUNCT
ejpam-2952	448	36	is	be	AUX
ejpam-2952	448	37	a	a	DET
ejpam-2952	448	38	deterministic	deterministic	ADJ
ejpam-2952	448	39	function	function	NOUN
ejpam-2952	448	40	of	of	ADP
ejpam-2952	448	41	(	(	PUNCT
ejpam-2952	448	42	rescaled	rescaled	ADJ
ejpam-2952	448	43	)	)	PUNCT
ejpam-2952	448	44	time	time	NOUN
ejpam-2952	448	45	and	and	CCONJ
ejpam-2952	448	46	t	t	PROPN
ejpam-2952	448	47	is	be	AUX
ejpam-2952	448	48	the	the	DET
ejpam-2952	448	49	number	number	NOUN
ejpam-2952	448	50	of	of	ADP
ejpam-2952	448	51	observations	observation	NOUN
ejpam-2952	448	52	.	.	PUNCT
ejpam-2952	449	1	furthermore	furthermore	ADV
ejpam-2952	449	2	,	,	PUNCT
ejpam-2952	449	3	as	as	ADP
ejpam-2952	449	4	in	in	ADP
ejpam-2952	449	5	[	[	X
ejpam-2952	449	6	56	56	NUM
ejpam-2952	449	7	]	]	PUNCT
ejpam-2952	449	8	,	,	PUNCT
ejpam-2952	449	9	g(t	g(t	PROPN
ejpam-2952	449	10	/	/	SYM
ejpam-2952	449	11	t	t	PROPN
ejpam-2952	449	12	;	;	PUNCT
ejpam-2952	449	13	γ	γ	X
ejpam-2952	449	14	,	,	PUNCT
ejpam-2952	449	15	c	c	NOUN
ejpam-2952	449	16	)	)	PUNCT
ejpam-2952	449	17	=	=	SYM
ejpam-2952	450	1	(	(	PUNCT
ejpam-2952	450	2	1	1	NUM
ejpam-2952	450	3	+	+	CCONJ
ejpam-2952	450	4	exp{−γ(t	exp{−γ(t	PROPN
ejpam-2952	450	5	/	/	SYM
ejpam-2952	450	6	t	t	PROPN
ejpam-2952	450	7	−	−	PROPN
ejpam-2952	450	8	c)})−1	c)})−1	PROPN
ejpam-2952	450	9	,	,	PUNCT
ejpam-2952	450	10	γ	γ	X
ejpam-2952	450	11	>	>	X
ejpam-2952	450	12	0	0	NUM
ejpam-2952	450	13	or	or	CCONJ
ejpam-2952	450	14	g(t	g(t	PROPN
ejpam-2952	450	15	/	/	SYM
ejpam-2952	450	16	t	t	PROPN
ejpam-2952	450	17	;	;	PUNCT
ejpam-2952	450	18	γ	γ	X
ejpam-2952	450	19	,	,	PUNCT
ejpam-2952	450	20	c	c	NOUN
ejpam-2952	450	21	)	)	PUNCT
ejpam-2952	450	22	=	=	SYM
ejpam-2952	450	23	1−	1−	NUM
ejpam-2952	450	24	exp{−γ(t	exp{−γ(t	PROPN
ejpam-2952	450	25	/	/	SYM
ejpam-2952	450	26	t	t	PROPN
ejpam-2952	450	27	−	−	PROPN
ejpam-2952	450	28	c)2	c)2	PROPN
ejpam-2952	450	29	}	}	PUNCT
ejpam-2952	450	30	,	,	PUNCT
ejpam-2952	450	31	γ	γ	X
ejpam-2952	450	32	>	>	X
ejpam-2952	450	33	0	0	NUM
ejpam-2952	450	34	.	.	PUNCT
ejpam-2952	451	1	timo	timo	VERB
ejpam-2952	451	2	teräsvirta	teräsvirta	NUM
ejpam-2952	451	3	/	/	SYM
ejpam-2952	451	4	eur	eur	PROPN
ejpam-2952	451	5	.	.	PUNCT
ejpam-2952	452	1	j.	j.	PROPN
ejpam-2952	452	2	pure	pure	PROPN
ejpam-2952	452	3	appl	appl	PROPN
ejpam-2952	452	4	.	.	PROPN
ejpam-2952	452	5	math	math	PROPN
ejpam-2952	452	6	,	,	PUNCT
ejpam-2952	452	7	10	10	NUM
ejpam-2952	452	8	(	(	PUNCT
ejpam-2952	452	9	1	1	NUM
ejpam-2952	452	10	)	)	PUNCT
ejpam-2952	452	11	(	(	PUNCT
ejpam-2952	452	12	2017	2017	NUM
ejpam-2952	452	13	)	)	PUNCT
ejpam-2952	452	14	,	,	PUNCT
ejpam-2952	452	15	104	104	NUM
ejpam-2952	452	16	-	-	SYM
ejpam-2952	452	17	132	132	NUM
ejpam-2952	452	18	120	120	NUM
ejpam-2952	452	19	the	the	DET
ejpam-2952	452	20	other	other	ADJ
ejpam-2952	452	21	parameters	parameter	NOUN
ejpam-2952	452	22	are	be	AUX
ejpam-2952	452	23	assumed	assume	VERB
ejpam-2952	452	24	constant	constant	ADJ
ejpam-2952	452	25	,	,	PUNCT
ejpam-2952	452	26	although	although	SCONJ
ejpam-2952	452	27	this	this	DET
ejpam-2952	452	28	assumption	assumption	NOUN
ejpam-2952	452	29	could	could	AUX
ejpam-2952	452	30	be	be	AUX
ejpam-2952	452	31	relaxed	relax	VERB
ejpam-2952	452	32	.	.	PUNCT
ejpam-2952	453	1	asymptotic	asymptotic	ADJ
ejpam-2952	453	2	inference	inference	NOUN
ejpam-2952	453	3	and	and	CCONJ
ejpam-2952	453	4	testing	test	VERB
ejpam-2952	453	5	the	the	DET
ejpam-2952	453	6	null	null	ADJ
ejpam-2952	453	7	hypothesis	hypothesis	NOUN
ejpam-2952	453	8	at	at	ADP
ejpam-2952	453	9	≡	≡	PROPN
ejpam-2952	453	10	a	a	PRON
ejpam-2952	453	11	are	be	AUX
ejpam-2952	453	12	discussed	discuss	VERB
ejpam-2952	453	13	.	.	PUNCT
ejpam-2952	454	1	this	this	DET
ejpam-2952	454	2	paper	paper	NOUN
ejpam-2952	454	3	also	also	ADV
ejpam-2952	454	4	contains	contain	VERB
ejpam-2952	454	5	an	an	DET
ejpam-2952	454	6	empirical	empirical	ADJ
ejpam-2952	454	7	application	application	NOUN
ejpam-2952	454	8	.	.	PUNCT
ejpam-2952	455	1	returning	return	VERB
ejpam-2952	455	2	to	to	ADP
ejpam-2952	455	3	[	[	X
ejpam-2952	455	4	43	43	NUM
ejpam-2952	455	5	]	]	PUNCT
ejpam-2952	455	6	,	,	PUNCT
ejpam-2952	455	7	they	they	PRON
ejpam-2952	455	8	also	also	ADV
ejpam-2952	455	9	show	show	VERB
ejpam-2952	455	10	how	how	SCONJ
ejpam-2952	455	11	a	a	DET
ejpam-2952	455	12	certain	certain	ADJ
ejpam-2952	455	13	myopic	myopic	ADJ
ejpam-2952	455	14	cost	cost	NOUN
ejpam-2952	455	15	function	function	NOUN
ejpam-2952	455	16	leads	lead	VERB
ejpam-2952	455	17	to	to	ADP
ejpam-2952	455	18	a	a	DET
ejpam-2952	455	19	nonlinear	nonlinear	ADJ
ejpam-2952	455	20	error	error	NOUN
ejpam-2952	455	21	-	-	PUNCT
ejpam-2952	455	22	correction	correction	NOUN
ejpam-2952	455	23	model	model	NOUN
ejpam-2952	455	24	.	.	PUNCT
ejpam-2952	456	1	assuming	assume	VERB
ejpam-2952	456	2	the	the	DET
ejpam-2952	456	3	elements	element	NOUN
ejpam-2952	456	4	of	of	ADP
ejpam-2952	456	5	the	the	DET
ejpam-2952	456	6	n	n	NUM
ejpam-2952	456	7	-vector	-vector	NOUN
ejpam-2952	456	8	yt	yt	NOUN
ejpam-2952	456	9	are	be	AUX
ejpam-2952	456	10	i(1	i(1	NOUN
ejpam-2952	456	11	)	)	PUNCT
ejpam-2952	456	12	and	and	CCONJ
ejpam-2952	456	13	that	that	SCONJ
ejpam-2952	456	14	zt	zt	PROPN
ejpam-2952	456	15	=	=	SYM
ejpam-2952	456	16	a′yt	a′yt	PROPN
ejpam-2952	456	17	,	,	PUNCT
ejpam-2952	456	18	where	where	SCONJ
ejpam-2952	456	19	zt	zt	PROPN
ejpam-2952	456	20	is	be	AUX
ejpam-2952	456	21	an	an	DET
ejpam-2952	456	22	r	r	NOUN
ejpam-2952	456	23	×	×	NOUN
ejpam-2952	456	24	1	1	NUM
ejpam-2952	456	25	vector	vector	NOUN
ejpam-2952	456	26	,	,	PUNCT
ejpam-2952	456	27	r	r	NOUN
ejpam-2952	456	28	<	<	X
ejpam-2952	456	29	n	n	CCONJ
ejpam-2952	456	30	,	,	PUNCT
ejpam-2952	456	31	a	a	PRON
ejpam-2952	456	32	is	be	AUX
ejpam-2952	456	33	an	an	DET
ejpam-2952	456	34	n	n	NUM
ejpam-2952	456	35	×	×	NOUN
ejpam-2952	456	36	r	r	NOUN
ejpam-2952	456	37	matrix	matrix	NOUN
ejpam-2952	456	38	,	,	PUNCT
ejpam-2952	456	39	has	have	VERB
ejpam-2952	456	40	all	all	DET
ejpam-2952	456	41	its	its	PRON
ejpam-2952	456	42	elements	element	NOUN
ejpam-2952	456	43	i(0	i(0	PROPN
ejpam-2952	456	44	)	)	PUNCT
ejpam-2952	456	45	.	.	PUNCT
ejpam-2952	457	1	this	this	DET
ejpam-2952	457	2	cost	cost	NOUN
ejpam-2952	457	3	function	function	NOUN
ejpam-2952	457	4	is	be	AUX
ejpam-2952	457	5	a	a	DET
ejpam-2952	457	6	nonlinear	nonlinear	ADJ
ejpam-2952	457	7	function	function	NOUN
ejpam-2952	457	8	zt	zt	PROPN
ejpam-2952	457	9	.	.	PUNCT
ejpam-2952	458	1	the	the	DET
ejpam-2952	458	2	agent	agent	NOUN
ejpam-2952	458	3	is	be	AUX
ejpam-2952	458	4	minimizing	minimize	VERB
ejpam-2952	458	5	the	the	DET
ejpam-2952	458	6	cost	cost	NOUN
ejpam-2952	458	7	of	of	ADP
ejpam-2952	458	8	straying	stray	VERB
ejpam-2952	458	9	from	from	ADP
ejpam-2952	458	10	the	the	DET
ejpam-2952	458	11	equilibrium	equilibrium	NOUN
ejpam-2952	458	12	defined	define	VERB
ejpam-2952	458	13	as	as	ADP
ejpam-2952	458	14	zt	zt	PROPN
ejpam-2952	458	15	=	=	PROPN
ejpam-2952	458	16	0	0	PROPN
ejpam-2952	458	17	.	.	PUNCT
ejpam-2952	459	1	it	it	PRON
ejpam-2952	459	2	turns	turn	VERB
ejpam-2952	459	3	out	out	ADP
ejpam-2952	459	4	,	,	PUNCT
ejpam-2952	459	5	after	after	ADP
ejpam-2952	459	6	some	some	DET
ejpam-2952	459	7	algebra	algebra	NOUN
ejpam-2952	459	8	,	,	PUNCT
ejpam-2952	459	9	that	that	SCONJ
ejpam-2952	459	10	this	this	PRON
ejpam-2952	459	11	leads	lead	VERB
ejpam-2952	459	12	to	to	ADP
ejpam-2952	459	13	the	the	DET
ejpam-2952	459	14	following	follow	VERB
ejpam-2952	459	15	error	error	NOUN
ejpam-2952	459	16	-	-	PUNCT
ejpam-2952	459	17	correction	correction	NOUN
ejpam-2952	459	18	model	model	NOUN
ejpam-2952	459	19	:	:	PUNCT
ejpam-2952	459	20	∆yt	∆yt	NOUN
ejpam-2952	459	21	=	=	SYM
ejpam-2952	459	22	γg(δ′zt−1	γg(δ′zt−1	NOUN
ejpam-2952	459	23	)	)	PUNCT
ejpam-2952	460	1	+	+	CCONJ
ejpam-2952	460	2	εt	εt	PROPN
ejpam-2952	460	3	(	(	PUNCT
ejpam-2952	460	4	27	27	NUM
ejpam-2952	460	5	)	)	PUNCT
ejpam-2952	460	6	where	where	SCONJ
ejpam-2952	460	7	g(δ′zt	g(δ′zt	NOUN
ejpam-2952	460	8	)	)	PUNCT
ejpam-2952	460	9	=	=	SYM
ejpam-2952	460	10	(	(	PUNCT
ejpam-2952	460	11	g1(δ	g1(δ	PROPN
ejpam-2952	460	12	′	′	NUM
ejpam-2952	460	13	1zt	1zt	NOUN
ejpam-2952	460	14	)	)	PUNCT
ejpam-2952	460	15	,	,	PUNCT
ejpam-2952	460	16	...	...	PUNCT
ejpam-2952	460	17	,	,	PUNCT
ejpam-2952	460	18	gr(δ	gr(δ	PUNCT
ejpam-2952	460	19	′	′	NUM
ejpam-2952	460	20	rzt	rzt	NOUN
ejpam-2952	460	21	)	)	PUNCT
ejpam-2952	460	22	)	)	PUNCT
ejpam-2952	460	23	′.	′.	NOUN
ejpam-2952	460	24	each	each	DET
ejpam-2952	460	25	equation	equation	NOUN
ejpam-2952	460	26	of	of	ADP
ejpam-2952	460	27	(	(	PUNCT
ejpam-2952	460	28	27	27	NUM
ejpam-2952	460	29	)	)	PUNCT
ejpam-2952	460	30	contains	contain	VERB
ejpam-2952	460	31	r	r	NOUN
ejpam-2952	460	32	linear	linear	ADJ
ejpam-2952	460	33	combinations	combination	NOUN
ejpam-2952	460	34	of	of	ADP
ejpam-2952	460	35	the	the	DET
ejpam-2952	460	36	i(0	i(0	PROPN
ejpam-2952	460	37	)	)	PUNCT
ejpam-2952	460	38	variable	variable	NOUN
ejpam-2952	460	39	zt	zt	PROPN
ejpam-2952	460	40	,	,	PUNCT
ejpam-2952	460	41	but	but	CCONJ
ejpam-2952	460	42	they	they	PRON
ejpam-2952	460	43	enter	enter	VERB
ejpam-2952	460	44	these	these	DET
ejpam-2952	460	45	equations	equation	NOUN
ejpam-2952	460	46	nonlinearly	nonlinearly	ADV
ejpam-2952	460	47	.	.	PUNCT
ejpam-2952	461	1	since	since	SCONJ
ejpam-2952	461	2	granger	granger	PROPN
ejpam-2952	461	3	and	and	CCONJ
ejpam-2952	461	4	swanson	swanson	PROPN
ejpam-2952	461	5	present	present	ADJ
ejpam-2952	461	6	ideas	idea	NOUN
ejpam-2952	461	7	rather	rather	ADV
ejpam-2952	461	8	than	than	ADP
ejpam-2952	461	9	applications	application	NOUN
ejpam-2952	461	10	,	,	PUNCT
ejpam-2952	461	11	models	model	NOUN
ejpam-2952	461	12	of	of	ADP
ejpam-2952	461	13	this	this	DET
ejpam-2952	461	14	type	type	NOUN
ejpam-2952	461	15	are	be	AUX
ejpam-2952	461	16	neither	neither	CCONJ
ejpam-2952	461	17	specified	specify	VERB
ejpam-2952	461	18	nor	nor	CCONJ
ejpam-2952	461	19	estimated	estimate	VERB
ejpam-2952	461	20	in	in	ADP
ejpam-2952	461	21	the	the	DET
ejpam-2952	461	22	paper	paper	NOUN
ejpam-2952	461	23	.	.	PUNCT
ejpam-2952	462	1	they	they	PRON
ejpam-2952	462	2	do	do	AUX
ejpam-2952	462	3	have	have	VERB
ejpam-2952	462	4	an	an	DET
ejpam-2952	462	5	example	example	NOUN
ejpam-2952	462	6	of	of	ADP
ejpam-2952	462	7	the	the	DET
ejpam-2952	462	8	(	(	PUNCT
ejpam-2952	462	9	bivariate	bivariate	ADJ
ejpam-2952	462	10	)	)	PUNCT
ejpam-2952	462	11	situation	situation	NOUN
ejpam-2952	462	12	in	in	ADP
ejpam-2952	462	13	which	which	PRON
ejpam-2952	462	14	nonlinearity	nonlinearity	NOUN
ejpam-2952	462	15	is	be	AUX
ejpam-2952	462	16	such	such	ADJ
ejpam-2952	462	17	that	that	SCONJ
ejpam-2952	462	18	the	the	DET
ejpam-2952	462	19	cointegration	cointegration	NOUN
ejpam-2952	462	20	component	component	NOUN
ejpam-2952	462	21	g1(zt	g1(zt	PROPN
ejpam-2952	462	22	)	)	PUNCT
ejpam-2952	462	23	=	=	SYM
ejpam-2952	462	24	0	0	NUM
ejpam-2952	463	1	for	for	ADP
ejpam-2952	463	2	|zt|	|zt|	NOUN
ejpam-2952	463	3	<	<	X
ejpam-2952	463	4	z∗	z∗	PROPN
ejpam-2952	463	5	,	,	PUNCT
ejpam-2952	463	6	whereas	whereas	SCONJ
ejpam-2952	463	7	g1(zt	g1(zt	NUM
ejpam-2952	463	8	)	)	PUNCT
ejpam-2952	463	9	=	=	SYM
ejpam-2952	463	10	γ(z	γ(z	PROPN
ejpam-2952	463	11	−	−	PROPN
ejpam-2952	463	12	z∗)α	z∗)α	PROPN
ejpam-2952	463	13	,	,	PUNCT
ejpam-2952	463	14	α	α	X
ejpam-2952	463	15	>	>	X
ejpam-2952	463	16	0	0	NUM
ejpam-2952	463	17	,	,	PUNCT
ejpam-2952	463	18	with	with	ADP
ejpam-2952	463	19	g1(z	g1(z	SYM
ejpam-2952	463	20	)	)	PUNCT
ejpam-2952	463	21	=	=	PUNCT
ejpam-2952	463	22	g1(−z	g1(−z	X
ejpam-2952	463	23	)	)	PUNCT
ejpam-2952	463	24	,	,	PUNCT
ejpam-2952	463	25	outside	outside	ADP
ejpam-2952	463	26	this	this	DET
ejpam-2952	463	27	band	band	NOUN
ejpam-2952	463	28	.	.	PUNCT
ejpam-2952	464	1	this	this	PRON
ejpam-2952	464	2	means	mean	VERB
ejpam-2952	464	3	that	that	SCONJ
ejpam-2952	464	4	the	the	DET
ejpam-2952	464	5	model	model	NOUN
ejpam-2952	464	6	does	do	AUX
ejpam-2952	464	7	not	not	PART
ejpam-2952	464	8	’	'	PUNCT
ejpam-2952	464	9	equilibrium	equilibrium	NOUN
ejpam-2952	464	10	correct	correct	ADJ
ejpam-2952	464	11	’	'	PUNCT
ejpam-2952	464	12	when	when	SCONJ
ejpam-2952	464	13	zt	zt	PROPN
ejpam-2952	464	14	is	be	AUX
ejpam-2952	464	15	sufficiently	sufficiently	ADV
ejpam-2952	464	16	close	close	ADJ
ejpam-2952	464	17	to	to	ADP
ejpam-2952	464	18	the	the	DET
ejpam-2952	464	19	equilibrium	equilibrium	NOUN
ejpam-2952	464	20	point	point	NOUN
ejpam-2952	464	21	zero	zero	NUM
ejpam-2952	464	22	.	.	PUNCT
ejpam-2952	465	1	this	this	DET
ejpam-2952	465	2	idea	idea	NOUN
ejpam-2952	465	3	is	be	AUX
ejpam-2952	465	4	similar	similar	ADJ
ejpam-2952	465	5	to	to	AUX
ejpam-2952	465	6	threshold	threshold	VERB
ejpam-2952	465	7	cointegration	cointegration	NOUN
ejpam-2952	465	8	as	as	SCONJ
ejpam-2952	465	9	defined	define	VERB
ejpam-2952	465	10	by	by	ADP
ejpam-2952	465	11	[	[	X
ejpam-2952	465	12	3	3	NUM
ejpam-2952	465	13	]	]	PUNCT
ejpam-2952	465	14	.	.	PUNCT
ejpam-2952	466	1	for	for	ADP
ejpam-2952	466	2	more	more	ADJ
ejpam-2952	466	3	discussion	discussion	NOUN
ejpam-2952	466	4	on	on	ADP
ejpam-2952	466	5	nonlinear	nonlinear	ADJ
ejpam-2952	466	6	cointegration	cointegration	NOUN
ejpam-2952	466	7	,	,	PUNCT
ejpam-2952	466	8	see	see	VERB
ejpam-2952	466	9	[	[	X
ejpam-2952	466	10	73	73	NUM
ejpam-2952	466	11	]	]	PUNCT
ejpam-2952	466	12	,	,	PUNCT
ejpam-2952	466	13	chapter	chapter	NOUN
ejpam-2952	466	14	11	11	NUM
ejpam-2952	466	15	,	,	PUNCT
ejpam-2952	466	16	and	and	CCONJ
ejpam-2952	466	17	references	reference	NOUN
ejpam-2952	466	18	therein	therein	ADV
ejpam-2952	466	19	.	.	PUNCT
ejpam-2952	467	1	6	6	X
ejpam-2952	467	2	.	.	X
ejpam-2952	467	3	nonlinear	nonlinear	ADJ
ejpam-2952	467	4	models	model	NOUN
ejpam-2952	467	5	with	with	ADP
ejpam-2952	467	6	misleading	mislead	VERB
ejpam-2952	467	7	linear	linear	ADJ
ejpam-2952	467	8	properties	property	NOUN
ejpam-2952	467	9	[	[	X
ejpam-2952	467	10	16	16	NUM
ejpam-2952	467	11	]	]	PUNCT
ejpam-2952	467	12	conclude	conclude	NOUN
ejpam-2952	467	13	:	:	PUNCT
ejpam-2952	467	14	’	'	PUNCT
ejpam-2952	467	15	the	the	DET
ejpam-2952	467	16	relevance	relevance	NOUN
ejpam-2952	467	17	of	of	ADP
ejpam-2952	467	18	these	these	DET
ejpam-2952	467	19	results	result	NOUN
ejpam-2952	467	20	for	for	ADP
ejpam-2952	467	21	econometric	econometric	ADJ
ejpam-2952	467	22	practice	practice	NOUN
ejpam-2952	467	23	should	should	AUX
ejpam-2952	467	24	not	not	PART
ejpam-2952	467	25	be	be	AUX
ejpam-2952	467	26	underestimated	underestimate	VERB
ejpam-2952	467	27	:	:	PUNCT
ejpam-2952	467	28	evaluation	evaluation	NOUN
ejpam-2952	467	29	techniques	technique	NOUN
ejpam-2952	467	30	,	,	PUNCT
ejpam-2952	467	31	using	use	VERB
ejpam-2952	467	32	autocorrelations	autocorrelation	NOUN
ejpam-2952	467	33	and	and	CCONJ
ejpam-2952	467	34	regressions	regression	NOUN
ejpam-2952	467	35	of	of	ADP
ejpam-2952	467	36	the	the	DET
ejpam-2952	467	37	future	future	NOUN
ejpam-2952	467	38	on	on	ADP
ejpam-2952	467	39	the	the	DET
ejpam-2952	467	40	present	present	NOUN
ejpam-2952	467	41	,	,	PUNCT
ejpam-2952	467	42	are	be	AUX
ejpam-2952	467	43	all	all	PRON
ejpam-2952	467	44	essentially	essentially	ADV
ejpam-2952	467	45	linear	linear	ADJ
ejpam-2952	467	46	and	and	CCONJ
ejpam-2952	467	47	thus	thus	ADV
ejpam-2952	467	48	potentially	potentially	ADV
ejpam-2952	467	49	misleading	misleading	ADJ
ejpam-2952	467	50	when	when	SCONJ
ejpam-2952	467	51	considering	consider	VERB
ejpam-2952	467	52	nonlinearity	nonlinearity	NOUN
ejpam-2952	467	53	.	.	PUNCT
ejpam-2952	467	54	’	'	PUNCT
ejpam-2952	468	1	granger	granger	NOUN
ejpam-2952	468	2	returns	return	VERB
ejpam-2952	468	3	to	to	ADP
ejpam-2952	468	4	this	this	DET
ejpam-2952	468	5	theme	theme	NOUN
ejpam-2952	468	6	in	in	ADP
ejpam-2952	468	7	the	the	DET
ejpam-2952	468	8	form	form	NOUN
ejpam-2952	468	9	of	of	ADP
ejpam-2952	468	10	a	a	DET
ejpam-2952	468	11	simple	simple	ADJ
ejpam-2952	468	12	example	example	NOUN
ejpam-2952	468	13	in	in	ADP
ejpam-2952	468	14	[	[	X
ejpam-2952	468	15	46	46	NUM
ejpam-2952	468	16	]	]	PUNCT
ejpam-2952	468	17	.	.	PUNCT
ejpam-2952	469	1	the	the	DET
ejpam-2952	469	2	model	model	NOUN
ejpam-2952	469	3	is	be	AUX
ejpam-2952	469	4	yt	yt	PROPN
ejpam-2952	469	5	=	=	SYM
ejpam-2952	469	6	sgn(yt−1	sgn(yt−1	PROPN
ejpam-2952	469	7	)	)	PUNCT
ejpam-2952	470	1	+	+	CCONJ
ejpam-2952	470	2	εt	εt	PROPN
ejpam-2952	470	3	(	(	PUNCT
ejpam-2952	470	4	28	28	NUM
ejpam-2952	470	5	)	)	PUNCT
ejpam-2952	470	6	where	where	SCONJ
ejpam-2952	470	7	εt	εt	PROPN
ejpam-2952	470	8	∼	∼	NOUN
ejpam-2952	470	9	iidn	iidn	NOUN
ejpam-2952	470	10	(	(	PUNCT
ejpam-2952	470	11	0	0	NUM
ejpam-2952	470	12	,	,	PUNCT
ejpam-2952	470	13	σ2	σ2	NOUN
ejpam-2952	470	14	)	)	PUNCT
ejpam-2952	470	15	,	,	PUNCT
ejpam-2952	470	16	and	and	CCONJ
ejpam-2952	470	17	the	the	DET
ejpam-2952	470	18	sign	sign	NOUN
ejpam-2952	470	19	function	function	VERB
ejpam-2952	470	20	sgn(x	sgn(x	PRON
ejpam-2952	470	21	)	)	PUNCT
ejpam-2952	470	22	=	=	SYM
ejpam-2952	470	23	1	1	NUM
ejpam-2952	470	24	,	,	PUNCT
ejpam-2952	470	25	if	if	SCONJ
ejpam-2952	470	26	x	x	PROPN
ejpam-2952	470	27	>	>	X
ejpam-2952	470	28	0	0	NUM
ejpam-2952	471	1	,	,	PUNCT
ejpam-2952	471	2	=	=	SYM
ejpam-2952	471	3	−1	−1	NOUN
ejpam-2952	471	4	,	,	PUNCT
ejpam-2952	471	5	if	if	SCONJ
ejpam-2952	471	6	x	x	PUNCT
ejpam-2952	471	7	<	<	X
ejpam-2952	471	8	0	0	NUM
ejpam-2952	471	9	,	,	PUNCT
ejpam-2952	471	10	and	and	CCONJ
ejpam-2952	471	11	zero	zero	NUM
ejpam-2952	471	12	otherwise	otherwise	ADV
ejpam-2952	471	13	.	.	PUNCT
ejpam-2952	472	1	this	this	DET
ejpam-2952	472	2	sign	sign	NOUN
ejpam-2952	472	3	-	-	PUNCT
ejpam-2952	472	4	autoregressive	autoregressive	ADJ
ejpam-2952	472	5	model	model	NOUN
ejpam-2952	472	6	is	be	AUX
ejpam-2952	472	7	also	also	ADV
ejpam-2952	472	8	used	use	VERB
ejpam-2952	472	9	in	in	ADP
ejpam-2952	472	10	simulations	simulation	NOUN
ejpam-2952	472	11	of	of	ADP
ejpam-2952	472	12	[	[	X
ejpam-2952	472	13	53	53	NUM
ejpam-2952	472	14	]	]	PUNCT
ejpam-2952	472	15	.	.	PUNCT
ejpam-2952	473	1	it	it	PRON
ejpam-2952	473	2	generates	generate	VERB
ejpam-2952	473	3	switches	switch	NOUN
ejpam-2952	473	4	whose	whose	DET
ejpam-2952	473	5	frequency	frequency	NOUN
ejpam-2952	473	6	depends	depend	VERB
ejpam-2952	473	7	on	on	ADP
ejpam-2952	473	8	σ2	σ2	PROPN
ejpam-2952	473	9	.	.	PUNCT
ejpam-2952	474	1	in	in	ADP
ejpam-2952	474	2	theory	theory	NOUN
ejpam-2952	474	3	,	,	PUNCT
ejpam-2952	474	4	the	the	DET
ejpam-2952	474	5	autocorrelations	autocorrelation	NOUN
ejpam-2952	474	6	will	will	AUX
ejpam-2952	474	7	decline	decline	VERB
ejpam-2952	474	8	exponentially	exponentially	ADV
ejpam-2952	474	9	as	as	ADP
ejpam-2952	474	10	in	in	ADP
ejpam-2952	474	11	the	the	DET
ejpam-2952	474	12	linear	linear	PROPN
ejpam-2952	474	13	stationary	stationary	ADJ
ejpam-2952	474	14	first	first	ADJ
ejpam-2952	474	15	-	-	PUNCT
ejpam-2952	474	16	order	order	NOUN
ejpam-2952	474	17	ar	ar	NOUN
ejpam-2952	474	18	model	model	NOUN
ejpam-2952	474	19	.	.	PUNCT
ejpam-2952	475	1	in	in	ADP
ejpam-2952	475	2	fact	fact	NOUN
ejpam-2952	475	3	,	,	PUNCT
ejpam-2952	475	4	using	use	VERB
ejpam-2952	475	5	sample	sample	NOUN
ejpam-2952	475	6	sizes	size	NOUN
ejpam-2952	475	7	of	of	ADP
ejpam-2952	475	8	2000	2000	NUM
ejpam-2952	475	9	and	and	CCONJ
ejpam-2952	475	10	20000	20000	NUM
ejpam-2952	475	11	it	it	PRON
ejpam-2952	475	12	is	be	AUX
ejpam-2952	475	13	found	find	VERB
ejpam-2952	475	14	by	by	ADP
ejpam-2952	475	15	simulation	simulation	NOUN
ejpam-2952	475	16	that	that	SCONJ
ejpam-2952	475	17	the	the	DET
ejpam-2952	475	18	decay	decay	NOUN
ejpam-2952	475	19	of	of	ADP
ejpam-2952	475	20	the	the	DET
ejpam-2952	475	21	autocorrelations	autocorrelation	NOUN
ejpam-2952	475	22	ρk	ρk	VERB
ejpam-2952	475	23	is	be	AUX
ejpam-2952	475	24	slower	slow	ADJ
ejpam-2952	475	25	than	than	ADP
ejpam-2952	475	26	exponential	exponential	NOUN
ejpam-2952	475	27	.	.	PUNCT
ejpam-2952	476	1	instead	instead	ADV
ejpam-2952	476	2	of	of	ADP
ejpam-2952	476	3	a	a	DET
ejpam-2952	476	4	decay	decay	NOUN
ejpam-2952	476	5	rate	rate	NOUN
ejpam-2952	476	6	ρk	ρk	ADP
ejpam-2952	476	7	=	=	SYM
ejpam-2952	476	8	φk	φk	PROPN
ejpam-2952	476	9	,	,	PUNCT
ejpam-2952	476	10	|φ|	|φ|	PROPN
ejpam-2952	476	11	<	<	X
ejpam-2952	476	12	1	1	NUM
ejpam-2952	476	13	,	,	PUNCT
ejpam-2952	476	14	ln	ln	ADJ
ejpam-2952	476	15	|ρk|/	|ρk|/	PROPN
ejpam-2952	476	16	ln	ln	NOUN
ejpam-2952	476	17	k	k	PROPN
ejpam-2952	476	18	appears	appear	VERB
ejpam-2952	476	19	to	to	PART
ejpam-2952	476	20	remain	remain	VERB
ejpam-2952	476	21	constant	constant	ADJ
ejpam-2952	476	22	when	when	SCONJ
ejpam-2952	476	23	k	k	PROPN
ejpam-2952	476	24	increases	increase	VERB
ejpam-2952	476	25	,	,	PUNCT
ejpam-2952	476	26	albeit	albeit	SCONJ
ejpam-2952	476	27	not	not	PART
ejpam-2952	476	28	in	in	ADP
ejpam-2952	476	29	every	every	DET
ejpam-2952	476	30	realisation	realisation	NOUN
ejpam-2952	476	31	.	.	PUNCT
ejpam-2952	477	1	this	this	PRON
ejpam-2952	477	2	corresponds	correspond	VERB
ejpam-2952	477	3	to	to	ADP
ejpam-2952	477	4	the	the	DET
ejpam-2952	477	5	theoretical	theoretical	ADJ
ejpam-2952	477	6	form	form	NOUN
ejpam-2952	477	7	of	of	ADP
ejpam-2952	477	8	the	the	DET
ejpam-2952	477	9	autocorrelations	autocorrelation	NOUN
ejpam-2952	477	10	from	from	ADP
ejpam-2952	477	11	a	a	DET
ejpam-2952	477	12	stationary	stationary	ADJ
ejpam-2952	477	13	fractionally	fractionally	ADV
ejpam-2952	477	14	integrated	integrate	VERB
ejpam-2952	477	15	,	,	PUNCT
ejpam-2952	477	16	i(d	i(d	NOUN
ejpam-2952	477	17	)	)	PUNCT
ejpam-2952	477	18	,	,	PUNCT
ejpam-2952	477	19	process	process	NOUN
ejpam-2952	477	20	.	.	PUNCT
ejpam-2952	478	1	setting	set	VERB
ejpam-2952	478	2	p	p	NOUN
ejpam-2952	478	3	=	=	X
ejpam-2952	478	4	pr{εt	pr{εt	NOUN
ejpam-2952	478	5	<	<	X
ejpam-2952	478	6	−1	−1	NOUN
ejpam-2952	478	7	}	}	PUNCT
ejpam-2952	478	8	=	=	PUNCT
ejpam-2952	478	9	pr{εt	pr{εt	NOUN
ejpam-2952	478	10	>	>	X
ejpam-2952	478	11	1	1	NUM
ejpam-2952	478	12	}	}	PUNCT
ejpam-2952	478	13	,	,	PUNCT
ejpam-2952	478	14	simulations	simulation	NOUN
ejpam-2952	478	15	with	with	ADP
ejpam-2952	478	16	t	t	NOUN
ejpam-2952	478	17	=	=	SYM
ejpam-2952	478	18	20000	20000	NUM
ejpam-2952	478	19	show	show	VERB
ejpam-2952	478	20	how	how	SCONJ
ejpam-2952	478	21	the	the	DET
ejpam-2952	478	22	estimated	estimate	VERB
ejpam-2952	478	23	memory	memory	NOUN
ejpam-2952	478	24	index	index	NOUN
ejpam-2952	478	25	d̂	d̂	NOUN
ejpam-2952	478	26	increases	increase	VERB
ejpam-2952	478	27	from	from	ADP
ejpam-2952	478	28	0.251	0.251	NUM
ejpam-2952	478	29	for	for	ADP
ejpam-2952	478	30	p	p	NOUN
ejpam-2952	478	31	=	=	NOUN
ejpam-2952	478	32	0.01	0.01	NUM
ejpam-2952	478	33	to	to	ADP
ejpam-2952	478	34	0.749	0.749	NUM
ejpam-2952	478	35	when	when	SCONJ
ejpam-2952	478	36	p	p	PROPN
ejpam-2952	478	37	=	=	NOUN
ejpam-2952	478	38	0.001	0.001	NUM
ejpam-2952	478	39	.	.	PUNCT
ejpam-2952	479	1	clearly	clearly	ADV
ejpam-2952	479	2	,	,	PUNCT
ejpam-2952	479	3	from	from	ADP
ejpam-2952	479	4	autocorrelations	autocorrelation	NOUN
ejpam-2952	479	5	one	one	PRON
ejpam-2952	479	6	could	could	AUX
ejpam-2952	479	7	infer	infer	VERB
ejpam-2952	479	8	that	that	SCONJ
ejpam-2952	479	9	the	the	DET
ejpam-2952	479	10	observations	observation	NOUN
ejpam-2952	479	11	are	be	AUX
ejpam-2952	479	12	generated	generate	VERB
ejpam-2952	479	13	by	by	ADP
ejpam-2952	479	14	a	a	DET
ejpam-2952	479	15	linear	linear	ADJ
ejpam-2952	479	16	long	long	ADJ
ejpam-2952	479	17	memory	memory	NOUN
ejpam-2952	479	18	model	model	NOUN
ejpam-2952	479	19	.	.	PUNCT
ejpam-2952	480	1	interestingly	interestingly	ADV
ejpam-2952	480	2	,	,	PUNCT
ejpam-2952	480	3	this	this	DET
ejpam-2952	480	4	possibility	possibility	NOUN
ejpam-2952	480	5	of	of	ADP
ejpam-2952	480	6	misinterpretation	misinterpretation	NOUN
ejpam-2952	480	7	is	be	AUX
ejpam-2952	480	8	stronger	strong	ADJ
ejpam-2952	480	9	in	in	ADP
ejpam-2952	480	10	subsamples	subsample	NOUN
ejpam-2952	480	11	where	where	SCONJ
ejpam-2952	480	12	t	t	NOUN
ejpam-2952	480	13	=	=	SYM
ejpam-2952	480	14	2000	2000	NUM
ejpam-2952	480	15	.	.	PUNCT
ejpam-2952	481	1	there	there	ADV
ejpam-2952	481	2	d̂	d̂	X
ejpam-2952	481	3	=	=	PUNCT
ejpam-2952	481	4	0.742	0.742	NUM
ejpam-2952	481	5	already	already	ADV
ejpam-2952	481	6	for	for	ADP
ejpam-2952	481	7	p	p	NOUN
ejpam-2952	481	8	=	=	NOUN
ejpam-2952	481	9	0.01	0.01	NUM
ejpam-2952	481	10	.	.	PUNCT
ejpam-2952	482	1	the	the	DET
ejpam-2952	482	2	conclusion	conclusion	NOUN
ejpam-2952	482	3	is	be	AUX
ejpam-2952	482	4	timo	timo	PROPN
ejpam-2952	482	5	teräsvirta	teräsvirta	NUM
ejpam-2952	482	6	/	/	SYM
ejpam-2952	482	7	eur	eur	PROPN
ejpam-2952	482	8	.	.	PUNCT
ejpam-2952	483	1	j.	j.	PROPN
ejpam-2952	483	2	pure	pure	PROPN
ejpam-2952	483	3	appl	appl	PROPN
ejpam-2952	483	4	.	.	PROPN
ejpam-2952	483	5	math	math	PROPN
ejpam-2952	483	6	,	,	PUNCT
ejpam-2952	483	7	10	10	NUM
ejpam-2952	483	8	(	(	PUNCT
ejpam-2952	483	9	1	1	NUM
ejpam-2952	483	10	)	)	PUNCT
ejpam-2952	483	11	(	(	PUNCT
ejpam-2952	483	12	2017	2017	NUM
ejpam-2952	483	13	)	)	PUNCT
ejpam-2952	483	14	,	,	PUNCT
ejpam-2952	483	15	104	104	NUM
ejpam-2952	483	16	-	-	SYM
ejpam-2952	483	17	132	132	NUM
ejpam-2952	483	18	121	121	NUM
ejpam-2952	483	19	that	that	SCONJ
ejpam-2952	483	20	it	it	PRON
ejpam-2952	483	21	may	may	AUX
ejpam-2952	483	22	sometimes	sometimes	ADV
ejpam-2952	483	23	be	be	AUX
ejpam-2952	483	24	difficult	difficult	ADJ
ejpam-2952	483	25	in	in	ADP
ejpam-2952	483	26	practice	practice	NOUN
ejpam-2952	483	27	to	to	PART
ejpam-2952	483	28	distinguish	distinguish	VERB
ejpam-2952	483	29	between	between	ADP
ejpam-2952	483	30	nonlinear	nonlinear	ADJ
ejpam-2952	483	31	and	and	CCONJ
ejpam-2952	483	32	linear	linear	ADJ
ejpam-2952	483	33	models	model	NOUN
ejpam-2952	483	34	.	.	PUNCT
ejpam-2952	484	1	the	the	DET
ejpam-2952	484	2	authors	author	NOUN
ejpam-2952	484	3	argue	argue	VERB
ejpam-2952	484	4	that	that	SCONJ
ejpam-2952	484	5	because	because	SCONJ
ejpam-2952	484	6	a	a	DET
ejpam-2952	484	7	very	very	ADV
ejpam-2952	484	8	simple	simple	ADJ
ejpam-2952	484	9	model	model	NOUN
ejpam-2952	484	10	is	be	AUX
ejpam-2952	484	11	already	already	ADV
ejpam-2952	484	12	capable	capable	ADJ
ejpam-2952	484	13	of	of	ADP
ejpam-2952	484	14	producing	produce	VERB
ejpam-2952	484	15	autocorrelations	autocorrelation	NOUN
ejpam-2952	484	16	of	of	ADP
ejpam-2952	484	17	that	that	DET
ejpam-2952	484	18	type	type	NOUN
ejpam-2952	484	19	,	,	PUNCT
ejpam-2952	484	20	the	the	DET
ejpam-2952	484	21	same	same	ADJ
ejpam-2952	484	22	is	be	AUX
ejpam-2952	484	23	likely	likely	ADJ
ejpam-2952	484	24	to	to	PART
ejpam-2952	484	25	happen	happen	VERB
ejpam-2952	484	26	with	with	ADP
ejpam-2952	484	27	more	more	ADV
ejpam-2952	484	28	complex	complex	ADJ
ejpam-2952	484	29	nonlinear	nonlinear	ADJ
ejpam-2952	484	30	models	model	NOUN
ejpam-2952	484	31	.	.	PUNCT
ejpam-2952	485	1	a	a	DET
ejpam-2952	485	2	good	good	ADJ
ejpam-2952	485	3	example	example	NOUN
ejpam-2952	485	4	of	of	ADP
ejpam-2952	485	5	this	this	PRON
ejpam-2952	485	6	is	be	AUX
ejpam-2952	485	7	the	the	DET
ejpam-2952	485	8	stationary	stationary	ADJ
ejpam-2952	485	9	threshold	threshold	NOUN
ejpam-2952	485	10	autoregressive	autoregressive	ADJ
ejpam-2952	485	11	model	model	NOUN
ejpam-2952	485	12	by	by	ADP
ejpam-2952	485	13	[	[	X
ejpam-2952	485	14	52	52	NUM
ejpam-2952	485	15	]	]	PUNCT
ejpam-2952	485	16	that	that	SCONJ
ejpam-2952	485	17	in	in	ADP
ejpam-2952	485	18	many	many	ADJ
ejpam-2952	485	19	applications	application	NOUN
ejpam-2952	485	20	would	would	AUX
ejpam-2952	485	21	constitute	constitute	VERB
ejpam-2952	485	22	a	a	DET
ejpam-2952	485	23	relevant	relevant	ADJ
ejpam-2952	485	24	alternative	alternative	NOUN
ejpam-2952	485	25	to	to	ADP
ejpam-2952	485	26	linear	linear	PROPN
ejpam-2952	485	27	ar	ar	NOUN
ejpam-2952	485	28	models	model	NOUN
ejpam-2952	485	29	with	with	ADP
ejpam-2952	485	30	a	a	DET
ejpam-2952	485	31	unit	unit	NOUN
ejpam-2952	485	32	root	root	NOUN
ejpam-2952	485	33	.	.	PUNCT
ejpam-2952	486	1	a	a	DET
ejpam-2952	486	2	question	question	NOUN
ejpam-2952	486	3	granger	granger	NOUN
ejpam-2952	486	4	and	and	CCONJ
ejpam-2952	486	5	teräsvirta	teräsvirta	ADV
ejpam-2952	486	6	do	do	AUX
ejpam-2952	486	7	not	not	PART
ejpam-2952	486	8	answer	answer	VERB
ejpam-2952	486	9	is	be	AUX
ejpam-2952	486	10	how	how	SCONJ
ejpam-2952	486	11	long	long	ADJ
ejpam-2952	486	12	series	series	NOUN
ejpam-2952	486	13	are	be	AUX
ejpam-2952	486	14	required	require	VERB
ejpam-2952	486	15	for	for	SCONJ
ejpam-2952	486	16	the	the	DET
ejpam-2952	486	17	decay	decay	NOUN
ejpam-2952	486	18	rate	rate	NOUN
ejpam-2952	486	19	of	of	ADP
ejpam-2952	486	20	autocorrelations	autocorrelation	NOUN
ejpam-2952	486	21	to	to	PART
ejpam-2952	486	22	be	be	AUX
ejpam-2952	486	23	exponential	exponential	ADJ
ejpam-2952	486	24	,	,	PUNCT
ejpam-2952	486	25	as	as	SCONJ
ejpam-2952	486	26	the	the	DET
ejpam-2952	486	27	theory	theory	NOUN
ejpam-2952	486	28	prescribes	prescribe	VERB
ejpam-2952	486	29	.	.	PUNCT
ejpam-2952	487	1	simulations	simulation	NOUN
ejpam-2952	487	2	show	show	VERB
ejpam-2952	487	3	that	that	SCONJ
ejpam-2952	487	4	a	a	DET
ejpam-2952	487	5	rough	rough	ADJ
ejpam-2952	487	6	answer	answer	NOUN
ejpam-2952	487	7	would	would	AUX
ejpam-2952	487	8	be	be	AUX
ejpam-2952	487	9	t	t	NOUN
ejpam-2952	487	10	=	=	SYM
ejpam-2952	487	11	250000	250000	NUM
ejpam-2952	487	12	.	.	PUNCT
ejpam-2952	488	1	granger	granger	NOUN
ejpam-2952	488	2	returns	return	VERB
ejpam-2952	488	3	to	to	ADP
ejpam-2952	488	4	this	this	DET
ejpam-2952	488	5	topic	topic	NOUN
ejpam-2952	488	6	in	in	ADP
ejpam-2952	488	7	[	[	X
ejpam-2952	488	8	34	34	NUM
ejpam-2952	488	9	]	]	PUNCT
ejpam-2952	488	10	.	.	PUNCT
ejpam-2952	489	1	the	the	DET
ejpam-2952	489	2	set	set	NOUN
ejpam-2952	489	3	-	-	PUNCT
ejpam-2952	489	4	up	up	NOUN
ejpam-2952	489	5	is	be	AUX
ejpam-2952	489	6	somewhat	somewhat	ADV
ejpam-2952	489	7	different	different	ADJ
ejpam-2952	489	8	in	in	ADP
ejpam-2952	489	9	that	that	SCONJ
ejpam-2952	489	10	the	the	DET
ejpam-2952	489	11	model	model	NOUN
ejpam-2952	489	12	generates	generate	VERB
ejpam-2952	489	13	breaks	break	NOUN
ejpam-2952	489	14	,	,	PUNCT
ejpam-2952	489	15	but	but	CCONJ
ejpam-2952	489	16	the	the	DET
ejpam-2952	489	17	results	result	NOUN
ejpam-2952	489	18	are	be	AUX
ejpam-2952	489	19	quite	quite	ADV
ejpam-2952	489	20	similar	similar	ADJ
ejpam-2952	489	21	to	to	ADP
ejpam-2952	489	22	the	the	DET
ejpam-2952	489	23	ones	one	NOUN
ejpam-2952	489	24	in	in	ADP
ejpam-2952	489	25	[	[	X
ejpam-2952	489	26	46	46	NUM
ejpam-2952	489	27	]	]	PUNCT
ejpam-2952	489	28	.	.	PUNCT
ejpam-2952	490	1	the	the	DET
ejpam-2952	490	2	model	model	NOUN
ejpam-2952	490	3	is	be	AUX
ejpam-2952	490	4	again	again	ADV
ejpam-2952	490	5	very	very	ADV
ejpam-2952	490	6	simple	simple	ADJ
ejpam-2952	490	7	:	:	PUNCT
ejpam-2952	490	8	yt	yt	PROPN
ejpam-2952	490	9	=	=	PROPN
ejpam-2952	490	10	mt	mt	PROPN
ejpam-2952	490	11	+	+	CCONJ
ejpam-2952	490	12	εt	εt	PROPN
ejpam-2952	490	13	(	(	PUNCT
ejpam-2952	490	14	29	29	NUM
ejpam-2952	490	15	)	)	PUNCT
ejpam-2952	490	16	where	where	SCONJ
ejpam-2952	490	17	εt	εt	PROPN
ejpam-2952	490	18	is	be	AUX
ejpam-2952	490	19	white	white	ADJ
ejpam-2952	490	20	noise	noise	NOUN
ejpam-2952	490	21	(	(	PUNCT
ejpam-2952	490	22	0	0	NUM
ejpam-2952	490	23	,	,	PUNCT
ejpam-2952	490	24	σ2ε	σ2ε	PROPN
ejpam-2952	490	25	)	)	PUNCT
ejpam-2952	490	26	.	.	PUNCT
ejpam-2952	491	1	furthermore	furthermore	ADV
ejpam-2952	491	2	,	,	PUNCT
ejpam-2952	491	3	mt	mt	PROPN
ejpam-2952	491	4	=	=	PROPN
ejpam-2952	491	5	mt−1	mt−1	PROPN
ejpam-2952	491	6	+	+	CCONJ
ejpam-2952	491	7	qtηt	qtηt	PROPN
ejpam-2952	491	8	(	(	PUNCT
ejpam-2952	491	9	30	30	NUM
ejpam-2952	491	10	)	)	PUNCT
ejpam-2952	491	11	where	where	SCONJ
ejpam-2952	491	12	the	the	DET
ejpam-2952	491	13	mutually	mutually	ADV
ejpam-2952	491	14	independent	independent	ADJ
ejpam-2952	491	15	variables	variable	NOUN
ejpam-2952	491	16	qt	qt	VERB
ejpam-2952	491	17	and	and	CCONJ
ejpam-2952	491	18	ηt	ηt	ADP
ejpam-2952	491	19	are	be	AUX
ejpam-2952	491	20	iid	iid	NOUN
ejpam-2952	491	21	:	:	PUNCT
ejpam-2952	491	22	qt	qt	VERB
ejpam-2952	491	23	∼	∼	NOUN
ejpam-2952	491	24	bernoulli(p	bernoulli(p	NOUN
ejpam-2952	491	25	)	)	PUNCT
ejpam-2952	491	26	,	,	PUNCT
ejpam-2952	491	27	and	and	CCONJ
ejpam-2952	491	28	ηt	ηt	ADP
ejpam-2952	491	29	∼	∼	NOUN
ejpam-2952	491	30	n	n	CCONJ
ejpam-2952	491	31	(	(	PUNCT
ejpam-2952	491	32	0	0	NUM
ejpam-2952	491	33	,	,	PUNCT
ejpam-2952	491	34	σ2η	σ2η	PROPN
ejpam-2952	491	35	)	)	PUNCT
ejpam-2952	491	36	.	.	PUNCT
ejpam-2952	492	1	combining	combine	VERB
ejpam-2952	492	2	(	(	PUNCT
ejpam-2952	492	3	29	29	NUM
ejpam-2952	492	4	)	)	PUNCT
ejpam-2952	492	5	and	and	CCONJ
ejpam-2952	492	6	(	(	PUNCT
ejpam-2952	492	7	30	30	X
ejpam-2952	492	8	)	)	PUNCT
ejpam-2952	492	9	yields	yield	NOUN
ejpam-2952	492	10	yt	yt	NOUN
ejpam-2952	492	11	=	=	SYM
ejpam-2952	492	12	m0	m0	PROPN
ejpam-2952	492	13	+	+	CCONJ
ejpam-2952	492	14	t∑	t∑	X
ejpam-2952	492	15	t=1	t=1	ADV
ejpam-2952	492	16	qtηt	qtηt	PROPN
ejpam-2952	493	1	+	+	CCONJ
ejpam-2952	493	2	εt	εt	PROPN
ejpam-2952	493	3	(	(	PUNCT
ejpam-2952	493	4	31	31	NUM
ejpam-2952	493	5	)	)	PUNCT
ejpam-2952	493	6	where	where	SCONJ
ejpam-2952	493	7	m0	m0	NOUN
ejpam-2952	493	8	is	be	AUX
ejpam-2952	493	9	the	the	DET
ejpam-2952	493	10	starting	starting	NOUN
ejpam-2952	493	11	-	-	PUNCT
ejpam-2952	493	12	value	value	NOUN
ejpam-2952	493	13	.	.	PUNCT
ejpam-2952	494	1	it	it	PRON
ejpam-2952	494	2	is	be	AUX
ejpam-2952	494	3	seen	see	VERB
ejpam-2952	494	4	from	from	ADP
ejpam-2952	494	5	(	(	PUNCT
ejpam-2952	494	6	31	31	NUM
ejpam-2952	494	7	)	)	PUNCT
ejpam-2952	494	8	that	that	SCONJ
ejpam-2952	494	9	the	the	DET
ejpam-2952	494	10	frequency	frequency	NOUN
ejpam-2952	494	11	of	of	ADP
ejpam-2952	494	12	breaks	break	NOUN
ejpam-2952	494	13	must	must	AUX
ejpam-2952	494	14	depend	depend	VERB
ejpam-2952	494	15	on	on	ADP
ejpam-2952	494	16	p	p	NOUN
ejpam-2952	494	17	and	and	CCONJ
ejpam-2952	494	18	their	their	PRON
ejpam-2952	494	19	size	size	NOUN
ejpam-2952	494	20	on	on	ADP
ejpam-2952	494	21	σ2η	σ2η	PROPN
ejpam-2952	494	22	.	.	PUNCT
ejpam-2952	495	1	the	the	DET
ejpam-2952	495	2	difference	difference	NOUN
ejpam-2952	495	3	between	between	ADP
ejpam-2952	495	4	(	(	PUNCT
ejpam-2952	495	5	31	31	NUM
ejpam-2952	495	6	)	)	PUNCT
ejpam-2952	495	7	and	and	CCONJ
ejpam-2952	495	8	(	(	PUNCT
ejpam-2952	495	9	28	28	NUM
ejpam-2952	495	10	)	)	PUNCT
ejpam-2952	495	11	is	be	AUX
ejpam-2952	495	12	that	that	SCONJ
ejpam-2952	495	13	in	in	ADP
ejpam-2952	495	14	the	the	DET
ejpam-2952	495	15	former	former	ADJ
ejpam-2952	495	16	model	model	NOUN
ejpam-2952	495	17	the	the	DET
ejpam-2952	495	18	switches	switch	NOUN
ejpam-2952	495	19	are	be	AUX
ejpam-2952	495	20	generated	generate	VERB
ejpam-2952	495	21	by	by	ADP
ejpam-2952	495	22	the	the	DET
ejpam-2952	495	23	model	model	NOUN
ejpam-2952	495	24	,	,	PUNCT
ejpam-2952	495	25	whereas	whereas	SCONJ
ejpam-2952	495	26	in	in	ADP
ejpam-2952	495	27	the	the	DET
ejpam-2952	495	28	latter	latter	ADJ
ejpam-2952	495	29	they	they	PRON
ejpam-2952	495	30	have	have	VERB
ejpam-2952	495	31	exogenous	exogenous	ADJ
ejpam-2952	495	32	causes	cause	NOUN
ejpam-2952	495	33	.	.	PUNCT
ejpam-2952	496	1	to	to	PART
ejpam-2952	496	2	make	make	VERB
ejpam-2952	496	3	the	the	DET
ejpam-2952	496	4	asymptotics	asymptotic	NOUN
ejpam-2952	496	5	work	work	VERB
ejpam-2952	496	6	,	,	PUNCT
ejpam-2952	496	7	[	[	X
ejpam-2952	496	8	34	34	NUM
ejpam-2952	496	9	]	]	PUNCT
ejpam-2952	496	10	assume	assume	VERB
ejpam-2952	496	11	that	that	SCONJ
ejpam-2952	496	12	asymptotically	asymptotically	ADV
ejpam-2952	496	13	there	there	PRON
ejpam-2952	496	14	are	be	VERB
ejpam-2952	496	15	sufficiently	sufficiently	ADV
ejpam-2952	496	16	many	many	ADJ
ejpam-2952	496	17	breaks	break	NOUN
ejpam-2952	496	18	:	:	PUNCT
ejpam-2952	496	19	pt	pt	PROPN
ejpam-2952	496	20	→	→	SYM
ejpam-2952	496	21	c	c	X
ejpam-2952	496	22	>	>	X
ejpam-2952	496	23	0	0	PUNCT
ejpam-2952	497	1	as	as	ADP
ejpam-2952	497	2	t	t	PROPN
ejpam-2952	497	3	→∞.	→∞.	PROPN
ejpam-2952	498	1	this	this	PRON
ejpam-2952	498	2	prevents	prevent	VERB
ejpam-2952	498	3	the	the	DET
ejpam-2952	498	4	distance	distance	NOUN
ejpam-2952	498	5	between	between	ADP
ejpam-2952	498	6	adjacent	adjacent	ADJ
ejpam-2952	498	7	breaks	break	NOUN
ejpam-2952	498	8	from	from	ADP
ejpam-2952	498	9	becoming	become	VERB
ejpam-2952	498	10	infinite	infinite	ADJ
ejpam-2952	498	11	as	as	ADP
ejpam-2952	498	12	t	t	PROPN
ejpam-2952	498	13	→∞.	→∞.	PROPN
ejpam-2952	498	14	simulations	simulation	NOUN
ejpam-2952	498	15	with	with	ADP
ejpam-2952	498	16	t	t	PROPN
ejpam-2952	498	17	=	=	SYM
ejpam-2952	498	18	2000	2000	NUM
ejpam-2952	498	19	and	and	CCONJ
ejpam-2952	498	20	σ2ε	σ2ε	X
ejpam-2952	498	21	=	=	NOUN
ejpam-2952	498	22	1	1	X
ejpam-2952	498	23	(	(	PUNCT
ejpam-2952	498	24	table	table	NOUN
ejpam-2952	498	25	1	1	NUM
ejpam-2952	498	26	of	of	ADP
ejpam-2952	498	27	the	the	DET
ejpam-2952	498	28	paper	paper	NOUN
ejpam-2952	498	29	)	)	PUNCT
ejpam-2952	498	30	show	show	VERB
ejpam-2952	498	31	that	that	SCONJ
ejpam-2952	498	32	for	for	ADP
ejpam-2952	498	33	the	the	DET
ejpam-2952	498	34	smallest	small	ADJ
ejpam-2952	498	35	p	p	NOUN
ejpam-2952	498	36	=	=	SYM
ejpam-2952	498	37	0.0025	0.0025	NUM
ejpam-2952	498	38	(	(	PUNCT
ejpam-2952	498	39	five	five	NUM
ejpam-2952	498	40	breaks	break	NOUN
ejpam-2952	498	41	on	on	ADP
ejpam-2952	498	42	average	average	ADJ
ejpam-2952	498	43	)	)	PUNCT
ejpam-2952	498	44	and	and	CCONJ
ejpam-2952	498	45	smallest	small	ADJ
ejpam-2952	498	46	variance	variance	NOUN
ejpam-2952	498	47	σ2η	σ2η	PROPN
ejpam-2952	498	48	=	=	NOUN
ejpam-2952	498	49	0.005	0.005	NUM
ejpam-2952	498	50	,	,	PUNCT
ejpam-2952	498	51	the	the	DET
ejpam-2952	498	52	estimated	estimate	VERB
ejpam-2952	498	53	memory	memory	NOUN
ejpam-2952	498	54	index	index	NOUN
ejpam-2952	498	55	d̂	d̂	NOUN
ejpam-2952	498	56	=	=	NOUN
ejpam-2952	498	57	0.076	0.076	NUM
ejpam-2952	498	58	.	.	PUNCT
ejpam-2952	499	1	when	when	SCONJ
ejpam-2952	499	2	p	p	NOUN
ejpam-2952	499	3	=	=	NOUN
ejpam-2952	499	4	0.05	0.05	NUM
ejpam-2952	499	5	(	(	PUNCT
ejpam-2952	499	6	the	the	DET
ejpam-2952	499	7	largest	large	ADJ
ejpam-2952	499	8	value	value	NOUN
ejpam-2952	499	9	,	,	PUNCT
ejpam-2952	499	10	100	100	NUM
ejpam-2952	499	11	breaks	break	NOUN
ejpam-2952	499	12	on	on	ADP
ejpam-2952	499	13	average	average	ADJ
ejpam-2952	499	14	)	)	PUNCT
ejpam-2952	499	15	and	and	CCONJ
ejpam-2952	499	16	σ2η	σ2η	PROPN
ejpam-2952	499	17	=	=	SYM
ejpam-2952	499	18	0.1	0.1	NUM
ejpam-2952	499	19	,	,	PUNCT
ejpam-2952	499	20	d̂	d̂	X
ejpam-2952	499	21	=	=	NOUN
ejpam-2952	499	22	0.825	0.825	NUM
ejpam-2952	499	23	.	.	PUNCT
ejpam-2952	500	1	these	these	DET
ejpam-2952	500	2	results	result	NOUN
ejpam-2952	500	3	support	support	VERB
ejpam-2952	500	4	earlier	early	ADJ
ejpam-2952	500	5	ones	one	NOUN
ejpam-2952	500	6	suggesting	suggest	VERB
ejpam-2952	500	7	that	that	SCONJ
ejpam-2952	500	8	in	in	ADP
ejpam-2952	500	9	practice	practice	NOUN
ejpam-2952	500	10	(	(	PUNCT
ejpam-2952	500	11	linear	linear	ADJ
ejpam-2952	500	12	)	)	PUNCT
ejpam-2952	500	13	models	model	NOUN
ejpam-2952	500	14	with	with	ADP
ejpam-2952	500	15	breaks	break	NOUN
ejpam-2952	500	16	on	on	ADP
ejpam-2952	500	17	one	one	NUM
ejpam-2952	500	18	hand	hand	NOUN
ejpam-2952	500	19	and	and	CCONJ
ejpam-2952	500	20	long	long	ADJ
ejpam-2952	500	21	memory	memory	NOUN
ejpam-2952	500	22	on	on	ADP
ejpam-2952	500	23	the	the	DET
ejpam-2952	500	24	other	other	ADJ
ejpam-2952	500	25	are	be	AUX
ejpam-2952	500	26	often	often	ADV
ejpam-2952	500	27	hard	hard	ADJ
ejpam-2952	500	28	to	to	PART
ejpam-2952	500	29	distinguish	distinguish	VERB
ejpam-2952	500	30	from	from	ADP
ejpam-2952	500	31	each	each	DET
ejpam-2952	500	32	other	other	ADJ
ejpam-2952	500	33	.	.	PUNCT
ejpam-2952	501	1	power	power	NOUN
ejpam-2952	501	2	transformations	transformation	NOUN
ejpam-2952	501	3	of	of	ADP
ejpam-2952	501	4	break	break	NOUN
ejpam-2952	501	5	processes	process	NOUN
ejpam-2952	501	6	are	be	AUX
ejpam-2952	501	7	examined	examine	VERB
ejpam-2952	501	8	in	in	ADP
ejpam-2952	501	9	[	[	X
ejpam-2952	501	10	13	13	NUM
ejpam-2952	501	11	]	]	PUNCT
ejpam-2952	501	12	.	.	PUNCT
ejpam-2952	502	1	their	their	PRON
ejpam-2952	502	2	simulation	simulation	NOUN
ejpam-2952	502	3	results	result	NOUN
ejpam-2952	502	4	show	show	VERB
ejpam-2952	502	5	that	that	SCONJ
ejpam-2952	502	6	the	the	DET
ejpam-2952	502	7	estimated	estimate	VERB
ejpam-2952	502	8	d	d	PROPN
ejpam-2952	502	9	varies	vary	VERB
ejpam-2952	502	10	little	little	ADJ
ejpam-2952	502	11	with	with	ADP
ejpam-2952	502	12	the	the	DET
ejpam-2952	502	13	power	power	NOUN
ejpam-2952	502	14	,	,	PUNCT
ejpam-2952	502	15	whereas	whereas	SCONJ
ejpam-2952	502	16	d	d	NOUN
ejpam-2952	502	17	increases	increase	VERB
ejpam-2952	502	18	when	when	SCONJ
ejpam-2952	502	19	the	the	DET
ejpam-2952	502	20	break	break	NOUN
ejpam-2952	502	21	probability	probability	NOUN
ejpam-2952	502	22	p	p	NOUN
ejpam-2952	502	23	decreases	decrease	VERB
ejpam-2952	502	24	.	.	PUNCT
ejpam-2952	503	1	7	7	X
ejpam-2952	503	2	.	.	X
ejpam-2952	503	3	forecasting	forecast	VERB
ejpam-2952	503	4	7.1	7.1	NUM
ejpam-2952	503	5	.	.	PUNCT
ejpam-2952	504	1	forecasting	forecast	VERB
ejpam-2952	504	2	with	with	ADP
ejpam-2952	504	3	nonlinear	nonlinear	ADJ
ejpam-2952	504	4	models	model	NOUN
ejpam-2952	504	5	forecasting	forecasting	NOUN
ejpam-2952	504	6	has	have	AUX
ejpam-2952	504	7	always	always	ADV
ejpam-2952	504	8	been	be	AUX
ejpam-2952	504	9	one	one	NUM
ejpam-2952	504	10	of	of	ADP
ejpam-2952	504	11	the	the	DET
ejpam-2952	504	12	areas	area	NOUN
ejpam-2952	504	13	of	of	ADP
ejpam-2952	504	14	interest	interest	NOUN
ejpam-2952	504	15	for	for	ADP
ejpam-2952	504	16	clive	clive	PROPN
ejpam-2952	504	17	granger	granger	PROPN
ejpam-2952	504	18	.	.	PUNCT
ejpam-2952	505	1	for	for	ADP
ejpam-2952	505	2	an	an	DET
ejpam-2952	505	3	overview	overview	NOUN
ejpam-2952	505	4	,	,	PUNCT
ejpam-2952	505	5	see	see	VERB
ejpam-2952	505	6	clements	clements	PROPN
ejpam-2952	505	7	,	,	PUNCT
ejpam-2952	505	8	this	this	DET
ejpam-2952	505	9	issue	issue	NOUN
ejpam-2952	505	10	.	.	PUNCT
ejpam-2952	506	1	[	[	X
ejpam-2952	506	2	45	45	NUM
ejpam-2952	506	3	]	]	PUNCT
ejpam-2952	506	4	and	and	CCONJ
ejpam-2952	506	5	[	[	X
ejpam-2952	506	6	73	73	NUM
ejpam-2952	506	7	]	]	PUNCT
ejpam-2952	506	8	,	,	PUNCT
ejpam-2952	506	9	chapter	chapter	NOUN
ejpam-2952	506	10	14	14	NUM
ejpam-2952	506	11	,	,	PUNCT
ejpam-2952	506	12	among	among	ADP
ejpam-2952	506	13	others	other	NOUN
ejpam-2952	506	14	,	,	PUNCT
ejpam-2952	506	15	discuss	discuss	VERB
ejpam-2952	506	16	the	the	DET
ejpam-2952	506	17	timo	timo	PROPN
ejpam-2952	506	18	teräsvirta	teräsvirta	NUM
ejpam-2952	506	19	/	/	SYM
ejpam-2952	506	20	eur	eur	PROPN
ejpam-2952	506	21	.	.	PUNCT
ejpam-2952	507	1	j.	j.	PROPN
ejpam-2952	507	2	pure	pure	PROPN
ejpam-2952	507	3	appl	appl	PROPN
ejpam-2952	507	4	.	.	PROPN
ejpam-2952	507	5	math	math	PROPN
ejpam-2952	507	6	,	,	PUNCT
ejpam-2952	507	7	10	10	NUM
ejpam-2952	507	8	(	(	PUNCT
ejpam-2952	507	9	1	1	NUM
ejpam-2952	507	10	)	)	PUNCT
ejpam-2952	507	11	(	(	PUNCT
ejpam-2952	507	12	2017	2017	NUM
ejpam-2952	507	13	)	)	PUNCT
ejpam-2952	507	14	,	,	PUNCT
ejpam-2952	507	15	104	104	NUM
ejpam-2952	507	16	-	-	SYM
ejpam-2952	507	17	132	132	NUM
ejpam-2952	507	18	122	122	NUM
ejpam-2952	507	19	difficulties	difficulty	NOUN
ejpam-2952	507	20	present	present	ADJ
ejpam-2952	507	21	in	in	ADP
ejpam-2952	507	22	generating	generate	VERB
ejpam-2952	507	23	multi	multi	ADJ
ejpam-2952	507	24	-	-	ADJ
ejpam-2952	507	25	step	step	ADJ
ejpam-2952	507	26	forecasts	forecast	NOUN
ejpam-2952	507	27	from	from	ADP
ejpam-2952	507	28	nonlinear	nonlinear	ADJ
ejpam-2952	507	29	models	model	NOUN
ejpam-2952	507	30	.	.	PUNCT
ejpam-2952	508	1	the	the	DET
ejpam-2952	508	2	forecasts	forecast	NOUN
ejpam-2952	508	3	considered	consider	VERB
ejpam-2952	508	4	here	here	ADV
ejpam-2952	508	5	are	be	AUX
ejpam-2952	508	6	made	make	VERB
ejpam-2952	508	7	at	at	ADP
ejpam-2952	508	8	time	time	NOUN
ejpam-2952	508	9	t	t	PROPN
ejpam-2952	508	10	and	and	CCONJ
ejpam-2952	508	11	are	be	AUX
ejpam-2952	508	12	conditional	conditional	ADJ
ejpam-2952	508	13	expectations	expectation	NOUN
ejpam-2952	508	14	given	give	VERB
ejpam-2952	508	15	the	the	DET
ejpam-2952	508	16	information	information	NOUN
ejpam-2952	508	17	set	set	VERB
ejpam-2952	508	18	ft	ft	X
ejpam-2952	508	19	.	.	PUNCT
ejpam-2952	509	1	the	the	DET
ejpam-2952	509	2	minimum	minimum	ADJ
ejpam-2952	509	3	mean	mean	PROPN
ejpam-2952	509	4	square	square	PROPN
ejpam-2952	509	5	forecast	forecast	NOUN
ejpam-2952	509	6	error	error	NOUN
ejpam-2952	509	7	criterion	criterion	NOUN
ejpam-2952	509	8	gives	give	VERB
ejpam-2952	509	9	the	the	DET
ejpam-2952	509	10	optimal	optimal	ADJ
ejpam-2952	509	11	one	one	NUM
ejpam-2952	509	12	-	-	PUNCT
ejpam-2952	509	13	period	period	NOUN
ejpam-2952	509	14	mean	mean	NOUN
ejpam-2952	509	15	forecast	forecast	NOUN
ejpam-2952	509	16	fyt,1	fyt,1	NOUN
ejpam-2952	509	17	=	=	PUNCT
ejpam-2952	509	18	e{yt+1|ft	e{yt+1|ft	PROPN
ejpam-2952	509	19	}	}	PUNCT
ejpam-2952	509	20	.	.	PUNCT
ejpam-2952	510	1	to	to	PART
ejpam-2952	510	2	illustrate	illustrate	VERB
ejpam-2952	510	3	granger	granger	PROPN
ejpam-2952	510	4	’s	’s	PART
ejpam-2952	510	5	contribution	contribution	NOUN
ejpam-2952	510	6	to	to	ADP
ejpam-2952	510	7	the	the	DET
ejpam-2952	510	8	multi	multi	ADJ
ejpam-2952	510	9	-	-	ADJ
ejpam-2952	510	10	step	step	ADJ
ejpam-2952	510	11	forecasting	forecasting	NOUN
ejpam-2952	510	12	problem	problem	NOUN
ejpam-2952	510	13	,	,	PUNCT
ejpam-2952	510	14	we	we	PRON
ejpam-2952	510	15	follow	follow	VERB
ejpam-2952	510	16	[	[	X
ejpam-2952	510	17	73	73	NUM
ejpam-2952	510	18	]	]	PUNCT
ejpam-2952	510	19	,	,	PUNCT
ejpam-2952	510	20	chapter	chapter	NOUN
ejpam-2952	510	21	14	14	NUM
ejpam-2952	510	22	,	,	PUNCT
ejpam-2952	510	23	and	and	CCONJ
ejpam-2952	510	24	consider	consider	VERB
ejpam-2952	510	25	the	the	DET
ejpam-2952	510	26	simple	simple	ADJ
ejpam-2952	510	27	regression	regression	NOUN
ejpam-2952	510	28	model	model	NOUN
ejpam-2952	510	29	yt+1	yt+1	PROPN
ejpam-2952	510	30	=	=	PUNCT
ejpam-2952	510	31	g(xt	g(xt	PROPN
ejpam-2952	510	32	)	)	PUNCT
ejpam-2952	511	1	+	+	CCONJ
ejpam-2952	511	2	εt	εt	PROPN
ejpam-2952	511	3	(	(	PUNCT
ejpam-2952	511	4	32	32	NUM
ejpam-2952	511	5	)	)	PUNCT
ejpam-2952	511	6	where	where	SCONJ
ejpam-2952	511	7	εt	εt	PROPN
ejpam-2952	511	8	is	be	AUX
ejpam-2952	511	9	zero	zero	NUM
ejpam-2952	511	10	mean	mean	VERB
ejpam-2952	511	11	white	white	ADJ
ejpam-2952	511	12	noise	noise	NOUN
ejpam-2952	511	13	.	.	PUNCT
ejpam-2952	512	1	for	for	ADP
ejpam-2952	512	2	example	example	NOUN
ejpam-2952	512	3	,	,	PUNCT
ejpam-2952	512	4	yt+1	yt+1	PROPN
ejpam-2952	512	5	=	=	SYM
ejpam-2952	512	6	x2	x2	PROPN
ejpam-2952	512	7	t	t	PROPN
ejpam-2952	513	1	+	+	CCONJ
ejpam-2952	513	2	εt	εt	PROPN
ejpam-2952	513	3	(	(	PUNCT
ejpam-2952	513	4	33	33	NUM
ejpam-2952	513	5	)	)	PUNCT
ejpam-2952	513	6	where	where	SCONJ
ejpam-2952	513	7	xt	xt	PROPN
ejpam-2952	513	8	follows	follow	VERB
ejpam-2952	513	9	a	a	DET
ejpam-2952	513	10	linear	linear	NOUN
ejpam-2952	513	11	ar(1)-process	ar(1)-process	ADV
ejpam-2952	513	12	xt	xt	PUNCT
ejpam-2952	513	13	=	=	PUNCT
ejpam-2952	513	14	φxt−1	φxt−1	X
ejpam-2952	514	1	+	+	ADJ
ejpam-2952	514	2	ηt	ηt	ADP
ejpam-2952	514	3	,	,	PUNCT
ejpam-2952	514	4	|φ|	|φ|	PROPN
ejpam-2952	514	5	<	<	X
ejpam-2952	514	6	1	1	NUM
ejpam-2952	514	7	,	,	PUNCT
ejpam-2952	514	8	and	and	CCONJ
ejpam-2952	514	9	ηt	ηt	ADP
ejpam-2952	514	10	has	have	AUX
ejpam-2952	514	11	mean	mean	VERB
ejpam-2952	514	12	zero	zero	NUM
ejpam-2952	514	13	and	and	CCONJ
ejpam-2952	514	14	the	the	DET
ejpam-2952	514	15	cumulative	cumulative	ADJ
ejpam-2952	514	16	distribution	distribution	NOUN
ejpam-2952	514	17	function	function	NOUN
ejpam-2952	514	18	d.	d.	PROPN
ejpam-2952	514	19	now	now	ADV
ejpam-2952	514	20	,	,	PUNCT
ejpam-2952	514	21	the	the	DET
ejpam-2952	514	22	forecast	forecast	NOUN
ejpam-2952	514	23	fyt,1	fyt,1	NOUN
ejpam-2952	514	24	=	=	NOUN
ejpam-2952	514	25	g(xt	g(xt	NOUN
ejpam-2952	514	26	)	)	PUNCT
ejpam-2952	514	27	,	,	PUNCT
ejpam-2952	514	28	as	as	ADP
ejpam-2952	514	29	e{εt+1|ft	e{εt+1|ft	NUM
ejpam-2952	514	30	}	}	PUNCT
ejpam-2952	514	31	=	=	PUNCT
ejpam-2952	514	32	0	0	X
ejpam-2952	514	33	.	.	PUNCT
ejpam-2952	515	1	the	the	DET
ejpam-2952	515	2	optimum	optimum	ADJ
ejpam-2952	515	3	two	two	NUM
ejpam-2952	515	4	-	-	PUNCT
ejpam-2952	515	5	step	step	NOUN
ejpam-2952	515	6	forecast	forecast	NOUN
ejpam-2952	515	7	is	be	AUX
ejpam-2952	515	8	fyt,2	fyt,2	NOUN
ejpam-2952	515	9	=	=	SYM
ejpam-2952	515	10	e{yt+2|ft	e{yt+2|ft	X
ejpam-2952	515	11	}	}	PUNCT
ejpam-2952	515	12	=	=	PUNCT
ejpam-2952	515	13	e{g(xt+1)|ft	e{g(xt+1)|ft	ADJ
ejpam-2952	515	14	}	}	PUNCT
ejpam-2952	515	15	.	.	PUNCT
ejpam-2952	516	1	as	as	SCONJ
ejpam-2952	516	2	xt+1	xt+1	PROPN
ejpam-2952	516	3	is	be	AUX
ejpam-2952	516	4	not	not	PART
ejpam-2952	516	5	usually	usually	ADV
ejpam-2952	516	6	known	know	VERB
ejpam-2952	516	7	at	at	ADP
ejpam-2952	516	8	time	time	NOUN
ejpam-2952	516	9	t	t	PROPN
ejpam-2952	516	10	,	,	PUNCT
ejpam-2952	516	11	it	it	PRON
ejpam-2952	516	12	has	have	VERB
ejpam-2952	516	13	to	to	PART
ejpam-2952	516	14	be	be	AUX
ejpam-2952	516	15	forecast	forecast	VERB
ejpam-2952	516	16	from	from	ADP
ejpam-2952	516	17	the	the	DET
ejpam-2952	516	18	ar(1)-process	ar(1)-process	NOUN
ejpam-2952	516	19	,	,	PUNCT
ejpam-2952	516	20	which	which	PRON
ejpam-2952	516	21	is	be	AUX
ejpam-2952	516	22	not	not	PART
ejpam-2952	516	23	difficult	difficult	ADJ
ejpam-2952	516	24	,	,	PUNCT
ejpam-2952	516	25	the	the	DET
ejpam-2952	516	26	result	result	NOUN
ejpam-2952	516	27	being	be	AUX
ejpam-2952	516	28	fxt,1	fxt,1	NOUN
ejpam-2952	516	29	=	=	SYM
ejpam-2952	516	30	φxt	φxt	PROPN
ejpam-2952	516	31	.	.	PUNCT
ejpam-2952	517	1	there	there	PRON
ejpam-2952	517	2	are	be	VERB
ejpam-2952	517	3	four	four	NUM
ejpam-2952	517	4	alternative	alternative	ADJ
ejpam-2952	517	5	ways	way	NOUN
ejpam-2952	517	6	of	of	ADP
ejpam-2952	517	7	computing	compute	VERB
ejpam-2952	517	8	the	the	DET
ejpam-2952	517	9	two	two	NUM
ejpam-2952	517	10	-	-	PUNCT
ejpam-2952	517	11	step	step	NOUN
ejpam-2952	517	12	forecast	forecast	NOUN
ejpam-2952	517	13	fyt,2	fyt,2	NOUN
ejpam-2952	517	14	=	=	SYM
ejpam-2952	517	15	e{g(fxt,1	e{g(fxt,1	NOUN
ejpam-2952	517	16	+	+	CCONJ
ejpam-2952	517	17	ηt+1)|ft	ηt+1)|ft	ADJ
ejpam-2952	517	18	}	}	PUNCT
ejpam-2952	517	19	.	.	PUNCT
ejpam-2952	518	1	(	(	PUNCT
ejpam-2952	518	2	34	34	NUM
ejpam-2952	518	3	)	)	PUNCT
ejpam-2952	518	4	they	they	PRON
ejpam-2952	518	5	are	be	AUX
ejpam-2952	518	6	:	:	PUNCT
ejpam-2952	518	7	(	(	PUNCT
ejpam-2952	518	8	i	i	NOUN
ejpam-2952	518	9	)	)	PUNCT
ejpam-2952	518	10	näıve	näıve	PROPN
ejpam-2952	518	11	,	,	PUNCT
ejpam-2952	518	12	so	so	SCONJ
ejpam-2952	518	13	that	that	SCONJ
ejpam-2952	518	14	the	the	DET
ejpam-2952	518	15	presence	presence	NOUN
ejpam-2952	518	16	of	of	ADP
ejpam-2952	518	17	ηt+1	ηt+1	PROPN
ejpam-2952	518	18	in	in	ADP
ejpam-2952	518	19	(	(	PUNCT
ejpam-2952	518	20	34	34	NUM
ejpam-2952	518	21	)	)	PUNCT
ejpam-2952	518	22	is	be	AUX
ejpam-2952	518	23	ignored	ignore	VERB
ejpam-2952	518	24	by	by	ADP
ejpam-2952	518	25	putting	put	VERB
ejpam-2952	518	26	its	its	PRON
ejpam-2952	518	27	value	value	NOUN
ejpam-2952	518	28	to	to	ADP
ejpam-2952	518	29	zero	zero	NUM
ejpam-2952	518	30	.	.	PUNCT
ejpam-2952	519	1	the	the	DET
ejpam-2952	519	2	forecast	forecast	NOUN
ejpam-2952	519	3	is	be	AUX
ejpam-2952	519	4	fnyt,2	fnyt,2	NOUN
ejpam-2952	519	5	=	=	SYM
ejpam-2952	519	6	g(fxt,1	g(fxt,1	NOUN
ejpam-2952	519	7	)	)	PUNCT
ejpam-2952	519	8	.	.	PUNCT
ejpam-2952	520	1	(	(	PUNCT
ejpam-2952	520	2	ii	ii	NOUN
ejpam-2952	520	3	)	)	PUNCT
ejpam-2952	520	4	exact	exact	ADJ
ejpam-2952	520	5	,	,	PUNCT
ejpam-2952	520	6	feyt,2	feyt,2	NOUN
ejpam-2952	520	7	=	=	SYM
ejpam-2952	521	1	∫	∫	PROPN
ejpam-2952	521	2	∞	∞	PROPN
ejpam-2952	522	1	−∞	−∞	ADP
ejpam-2952	522	2	g(fxt,1	g(fxt,1	PROPN
ejpam-2952	522	3	+	+	CCONJ
ejpam-2952	522	4	z)dd(z	z)dd(z	NOUN
ejpam-2952	522	5	)	)	PUNCT
ejpam-2952	522	6	.	.	PUNCT
ejpam-2952	523	1	for	for	ADP
ejpam-2952	523	2	example	example	NOUN
ejpam-2952	523	3	,	,	PUNCT
ejpam-2952	523	4	if	if	SCONJ
ejpam-2952	523	5	ηt	ηt	ADP
ejpam-2952	523	6	∼	∼	NOUN
ejpam-2952	523	7	iid	iid	NOUN
ejpam-2952	523	8	n	n	CCONJ
ejpam-2952	523	9	(	(	PUNCT
ejpam-2952	523	10	0	0	NUM
ejpam-2952	523	11	,	,	PUNCT
ejpam-2952	523	12	σ2η	σ2η	PROPN
ejpam-2952	523	13	)	)	PUNCT
ejpam-2952	523	14	,	,	PUNCT
ejpam-2952	523	15	then	then	ADV
ejpam-2952	523	16	d(z	d(z	PROPN
ejpam-2952	523	17	)	)	PUNCT
ejpam-2952	523	18	is	be	AUX
ejpam-2952	523	19	the	the	DET
ejpam-2952	523	20	cumulative	cumulative	ADJ
ejpam-2952	523	21	distribution	distribution	NOUN
ejpam-2952	523	22	function	function	NOUN
ejpam-2952	523	23	of	of	ADP
ejpam-2952	523	24	the	the	DET
ejpam-2952	523	25	normal	normal	ADJ
ejpam-2952	523	26	variable	variable	NOUN
ejpam-2952	523	27	.	.	PUNCT
ejpam-2952	524	1	the	the	DET
ejpam-2952	524	2	value	value	NOUN
ejpam-2952	524	3	of	of	ADP
ejpam-2952	524	4	the	the	DET
ejpam-2952	524	5	integral	integral	ADJ
ejpam-2952	524	6	is	be	AUX
ejpam-2952	524	7	determined	determine	VERB
ejpam-2952	524	8	by	by	ADP
ejpam-2952	524	9	numerical	numerical	ADJ
ejpam-2952	524	10	integration	integration	NOUN
ejpam-2952	524	11	.	.	PUNCT
ejpam-2952	525	1	the	the	DET
ejpam-2952	525	2	variance	variance	NOUN
ejpam-2952	525	3	σ2η	σ2η	PROPN
ejpam-2952	525	4	is	be	AUX
ejpam-2952	525	5	usually	usually	ADV
ejpam-2952	525	6	unknown	unknown	ADJ
ejpam-2952	525	7	,	,	PUNCT
ejpam-2952	525	8	but	but	CCONJ
ejpam-2952	525	9	in	in	ADP
ejpam-2952	525	10	practice	practice	NOUN
ejpam-2952	525	11	the	the	DET
ejpam-2952	525	12	residual	residual	ADJ
ejpam-2952	525	13	variance	variance	NOUN
ejpam-2952	525	14	from	from	ADP
ejpam-2952	525	15	the	the	DET
ejpam-2952	525	16	estimated	estimate	VERB
ejpam-2952	525	17	model	model	NOUN
ejpam-2952	525	18	is	be	AUX
ejpam-2952	525	19	used	use	VERB
ejpam-2952	525	20	as	as	ADP
ejpam-2952	525	21	an	an	DET
ejpam-2952	525	22	estimate	estimate	NOUN
ejpam-2952	525	23	.	.	PUNCT
ejpam-2952	526	1	the	the	DET
ejpam-2952	526	2	integral	integral	ADJ
ejpam-2952	526	3	can	can	AUX
ejpam-2952	526	4	also	also	ADV
ejpam-2952	526	5	be	be	AUX
ejpam-2952	526	6	approximated	approximate	VERB
ejpam-2952	526	7	numerically	numerically	ADV
ejpam-2952	526	8	,	,	PUNCT
ejpam-2952	526	9	which	which	PRON
ejpam-2952	526	10	leads	lead	VERB
ejpam-2952	526	11	to	to	ADP
ejpam-2952	526	12	(	(	PUNCT
ejpam-2952	526	13	iii	iii	X
ejpam-2952	526	14	)	)	PUNCT
ejpam-2952	526	15	monte	monte	PROPN
ejpam-2952	526	16	carlo	carlo	PROPN
ejpam-2952	526	17	,	,	PUNCT
ejpam-2952	526	18	fmy	fmy	PROPN
ejpam-2952	526	19	t,2	t,2	NOUN
ejpam-2952	526	20	=	=	SYM
ejpam-2952	526	21	1	1	NUM
ejpam-2952	526	22	n	n	NUM
ejpam-2952	526	23	n∑	n∑	NOUN
ejpam-2952	526	24	j=1	j=1	PROPN
ejpam-2952	526	25	g(fxt,1	g(fxt,1	PROPN
ejpam-2952	526	26	+	+	CCONJ
ejpam-2952	526	27	zj	zj	PROPN
ejpam-2952	526	28	)	)	PUNCT
ejpam-2952	526	29	where	where	SCONJ
ejpam-2952	526	30	zj	zj	PROPN
ejpam-2952	526	31	,	,	PUNCT
ejpam-2952	526	32	j	j	PROPN
ejpam-2952	526	33	=	=	PUNCT
ejpam-2952	526	34	1	1	NUM
ejpam-2952	526	35	,	,	PUNCT
ejpam-2952	526	36	.	.	PUNCT
ejpam-2952	526	37	.	.	PUNCT
ejpam-2952	527	1	.	.	PUNCT
ejpam-2952	528	1	,	,	PUNCT
ejpam-2952	528	2	n	n	CCONJ
ejpam-2952	528	3	,	,	PUNCT
ejpam-2952	528	4	are	be	AUX
ejpam-2952	528	5	random	random	ADJ
ejpam-2952	528	6	numbers	number	NOUN
ejpam-2952	528	7	drawn	draw	VERB
ejpam-2952	528	8	independently	independently	ADV
ejpam-2952	528	9	from	from	ADP
ejpam-2952	528	10	the	the	DET
ejpam-2952	528	11	distribution	distribution	NOUN
ejpam-2952	528	12	d.	d.	NOUN
ejpam-2952	528	13	even	even	ADV
ejpam-2952	528	14	here	here	ADV
ejpam-2952	528	15	,	,	PUNCT
ejpam-2952	528	16	estimates	estimate	NOUN
ejpam-2952	528	17	have	have	VERB
ejpam-2952	528	18	to	to	PART
ejpam-2952	528	19	be	be	AUX
ejpam-2952	528	20	substituted	substitute	VERB
ejpam-2952	528	21	for	for	ADP
ejpam-2952	528	22	the	the	DET
ejpam-2952	528	23	unknown	unknown	ADJ
ejpam-2952	528	24	parameters	parameter	NOUN
ejpam-2952	528	25	in	in	ADP
ejpam-2952	528	26	d	d	PROPN
ejpam-2952	528	27	such	such	ADJ
ejpam-2952	528	28	as	as	ADP
ejpam-2952	528	29	the	the	DET
ejpam-2952	528	30	variance	variance	NOUN
ejpam-2952	528	31	.	.	PUNCT
ejpam-2952	529	1	for	for	ADP
ejpam-2952	529	2	n	n	CCONJ
ejpam-2952	529	3	large	large	ADJ
ejpam-2952	529	4	enough	enough	ADV
ejpam-2952	529	5	,	,	PUNCT
ejpam-2952	529	6	feyt,2	feyt,2	NOUN
ejpam-2952	529	7	and	and	CCONJ
ejpam-2952	529	8	fmy	fmy	PROPN
ejpam-2952	529	9	t,2	t,2	NOUN
ejpam-2952	529	10	should	should	AUX
ejpam-2952	529	11	be	be	AUX
ejpam-2952	529	12	virtually	virtually	ADV
ejpam-2952	529	13	identical	identical	ADJ
ejpam-2952	529	14	.	.	PUNCT
ejpam-2952	530	1	if	if	SCONJ
ejpam-2952	530	2	d	d	NOUN
ejpam-2952	530	3	is	be	AUX
ejpam-2952	530	4	not	not	PART
ejpam-2952	530	5	assumed	assume	VERB
ejpam-2952	530	6	known	known	ADJ
ejpam-2952	530	7	(	(	PUNCT
ejpam-2952	530	8	up	up	ADP
ejpam-2952	530	9	to	to	ADP
ejpam-2952	530	10	the	the	DET
ejpam-2952	530	11	variance	variance	NOUN
ejpam-2952	530	12	)	)	PUNCT
ejpam-2952	530	13	,	,	PUNCT
ejpam-2952	530	14	one	one	PRON
ejpam-2952	530	15	can	can	AUX
ejpam-2952	530	16	still	still	ADV
ejpam-2952	530	17	apply	apply	VERB
ejpam-2952	530	18	timo	timo	PROPN
ejpam-2952	530	19	teräsvirta	teräsvirta	NUM
ejpam-2952	530	20	/	/	SYM
ejpam-2952	530	21	eur	eur	PROPN
ejpam-2952	530	22	.	.	PUNCT
ejpam-2952	531	1	j.	j.	PROPN
ejpam-2952	531	2	pure	pure	PROPN
ejpam-2952	531	3	appl	appl	PROPN
ejpam-2952	531	4	.	.	PROPN
ejpam-2952	531	5	math	math	PROPN
ejpam-2952	531	6	,	,	PUNCT
ejpam-2952	531	7	10	10	NUM
ejpam-2952	531	8	(	(	PUNCT
ejpam-2952	531	9	1	1	NUM
ejpam-2952	531	10	)	)	PUNCT
ejpam-2952	531	11	(	(	PUNCT
ejpam-2952	531	12	2017	2017	NUM
ejpam-2952	531	13	)	)	PUNCT
ejpam-2952	531	14	,	,	PUNCT
ejpam-2952	531	15	104	104	NUM
ejpam-2952	531	16	-	-	SYM
ejpam-2952	531	17	132	132	NUM
ejpam-2952	531	18	123	123	NUM
ejpam-2952	531	19	(	(	PUNCT
ejpam-2952	531	20	iv	iv	X
ejpam-2952	531	21	)	)	PUNCT
ejpam-2952	531	22	bootstrap	bootstrap	NOUN
ejpam-2952	531	23	,	,	PUNCT
ejpam-2952	531	24	fbyt,2	fbyt,2	NOUN
ejpam-2952	531	25	=	=	SYM
ejpam-2952	531	26	1	1	NUM
ejpam-2952	531	27	nb	nb	NOUN
ejpam-2952	531	28	nb∑	nb∑	PROPN
ejpam-2952	531	29	j=1	j=1	PROPN
ejpam-2952	531	30	g(fxt,1	g(fxt,1	NOUN
ejpam-2952	531	31	+	+	CCONJ
ejpam-2952	531	32	η̂	η̂	PROPN
ejpam-2952	531	33	(	(	PUNCT
ejpam-2952	531	34	j	j	PROPN
ejpam-2952	531	35	)	)	PUNCT
ejpam-2952	531	36	t	t	PROPN
ejpam-2952	531	37	)	)	PUNCT
ejpam-2952	531	38	where	where	SCONJ
ejpam-2952	531	39	η̂	η̂	NUM
ejpam-2952	531	40	(	(	PUNCT
ejpam-2952	531	41	j	j	PROPN
ejpam-2952	531	42	)	)	PUNCT
ejpam-2952	531	43	t	t	PROPN
ejpam-2952	531	44	,	,	PUNCT
ejpam-2952	531	45	j	j	PROPN
ejpam-2952	531	46	=	=	SYM
ejpam-2952	531	47	1	1	NUM
ejpam-2952	531	48	,	,	PUNCT
ejpam-2952	531	49	.	.	PUNCT
ejpam-2952	531	50	.	.	PUNCT
ejpam-2952	532	1	.	.	PUNCT
ejpam-2952	533	1	,	,	PUNCT
ejpam-2952	533	2	nb	nb	INTJ
ejpam-2952	533	3	,	,	PUNCT
ejpam-2952	533	4	are	be	AUX
ejpam-2952	533	5	the	the	DET
ejpam-2952	533	6	nb	nb	PROPN
ejpam-2952	533	7	independent	independent	ADJ
ejpam-2952	533	8	draws	draw	NOUN
ejpam-2952	533	9	with	with	ADP
ejpam-2952	533	10	replacement	replacement	NOUN
ejpam-2952	533	11	from	from	ADP
ejpam-2952	533	12	the	the	DET
ejpam-2952	533	13	set	set	NOUN
ejpam-2952	533	14	of	of	ADP
ejpam-2952	533	15	residuals	residual	NOUN
ejpam-2952	533	16	{	{	PUNCT
ejpam-2952	533	17	η̂t}tt=2	η̂t}tt=2	PROPN
ejpam-2952	533	18	coming	come	VERB
ejpam-2952	533	19	from	from	ADP
ejpam-2952	533	20	the	the	DET
ejpam-2952	533	21	estimated	estimate	VERB
ejpam-2952	533	22	ar(1	ar(1	PROPN
ejpam-2952	533	23	)	)	PUNCT
ejpam-2952	533	24	model	model	NOUN
ejpam-2952	533	25	over	over	ADP
ejpam-2952	533	26	the	the	DET
ejpam-2952	533	27	sample	sample	NOUN
ejpam-2952	533	28	period	period	NOUN
ejpam-2952	533	29	.	.	PUNCT
ejpam-2952	534	1	for	for	ADP
ejpam-2952	534	2	the	the	DET
ejpam-2952	534	3	particular	particular	ADJ
ejpam-2952	534	4	model	model	NOUN
ejpam-2952	534	5	(	(	PUNCT
ejpam-2952	534	6	33	33	NUM
ejpam-2952	534	7	)	)	PUNCT
ejpam-2952	534	8	,	,	PUNCT
ejpam-2952	534	9	the	the	DET
ejpam-2952	534	10	four	four	NUM
ejpam-2952	534	11	forecasts	forecast	NOUN
ejpam-2952	534	12	will	will	AUX
ejpam-2952	534	13	be	be	AUX
ejpam-2952	534	14	,	,	PUNCT
ejpam-2952	534	15	effectively	effectively	ADV
ejpam-2952	534	16	,	,	PUNCT
ejpam-2952	534	17	fnyt,2	fnyt,2	NOUN
ejpam-2952	534	18	=	=	SYM
ejpam-2952	534	19	φ2x2	φ2x2	PROPN
ejpam-2952	534	20	t	t	PROPN
ejpam-2952	534	21	feyt,2	feyt,2	NOUN
ejpam-2952	534	22	'	'	PART
ejpam-2952	534	23	fm	fm	PROPN
ejpam-2952	534	24	y	y	PROPN
ejpam-2952	534	25	t,2	t,2	NOUN
ejpam-2952	534	26	=	=	PUNCT
ejpam-2952	534	27	φ2x2	φ2x2	ADP
ejpam-2952	534	28	t	t	NOUN
ejpam-2952	534	29	+	+	NUM
ejpam-2952	534	30	σ2η	σ2η	PROPN
ejpam-2952	534	31	and	and	CCONJ
ejpam-2952	534	32	fbyt,2	fbyt,2	NOUN
ejpam-2952	534	33	=	=	SYM
ejpam-2952	534	34	φ2x2	φ2x2	VERB
ejpam-2952	534	35	t	t	NOUN
ejpam-2952	534	36	+	+	CCONJ
ejpam-2952	534	37	σ̂2η	σ̂2η	X
ejpam-2952	534	38	(	(	PUNCT
ejpam-2952	534	39	assuming	assume	VERB
ejpam-2952	534	40	n−1b	n−1b	NOUN
ejpam-2952	534	41	∑nb	∑nb	ADJ
ejpam-2952	534	42	j=1	j=1	NOUN
ejpam-2952	534	43	η̂	η̂	NUM
ejpam-2952	534	44	(	(	PUNCT
ejpam-2952	534	45	j	j	NOUN
ejpam-2952	534	46	)	)	PUNCT
ejpam-2952	534	47	t	t	PROPN
ejpam-2952	534	48	is	be	AUX
ejpam-2952	534	49	near	near	ADP
ejpam-2952	534	50	zero	zero	NUM
ejpam-2952	534	51	)	)	PUNCT
ejpam-2952	534	52	.	.	PUNCT
ejpam-2952	535	1	the	the	DET
ejpam-2952	535	2	näıve	näıve	PROPN
ejpam-2952	535	3	method	method	NOUN
ejpam-2952	535	4	yields	yield	NOUN
ejpam-2952	535	5	biased	bias	VERB
ejpam-2952	535	6	forecasts	forecast	NOUN
ejpam-2952	535	7	,	,	PUNCT
ejpam-2952	535	8	as	as	SCONJ
ejpam-2952	535	9	σ2η	σ2η	PROPN
ejpam-2952	535	10	is	be	AUX
ejpam-2952	535	11	ignored	ignore	VERB
ejpam-2952	535	12	.	.	PUNCT
ejpam-2952	536	1	in	in	ADP
ejpam-2952	536	2	practice	practice	NOUN
ejpam-2952	536	3	the	the	DET
ejpam-2952	536	4	function	function	NOUN
ejpam-2952	536	5	g	g	PROPN
ejpam-2952	536	6	(	(	PUNCT
ejpam-2952	536	7	·	·	PUNCT
ejpam-2952	536	8	)	)	PUNCT
ejpam-2952	536	9	in	in	ADP
ejpam-2952	536	10	(	(	PUNCT
ejpam-2952	536	11	32	32	NUM
ejpam-2952	536	12	)	)	PUNCT
ejpam-2952	536	13	is	be	AUX
ejpam-2952	536	14	not	not	PART
ejpam-2952	536	15	known	know	VERB
ejpam-2952	536	16	so	so	SCONJ
ejpam-2952	536	17	that	that	SCONJ
ejpam-2952	536	18	its	its	PRON
ejpam-2952	536	19	form	form	NOUN
ejpam-2952	536	20	has	have	VERB
ejpam-2952	536	21	to	to	PART
ejpam-2952	536	22	be	be	AUX
ejpam-2952	536	23	specified	specify	VERB
ejpam-2952	536	24	and	and	CCONJ
ejpam-2952	536	25	the	the	DET
ejpam-2952	536	26	parameters	parameter	NOUN
ejpam-2952	536	27	estimated	estimate	VERB
ejpam-2952	536	28	.	.	PUNCT
ejpam-2952	537	1	thus	thus	ADV
ejpam-2952	537	2	g	g	PROPN
ejpam-2952	537	3	has	have	VERB
ejpam-2952	537	4	to	to	PART
ejpam-2952	537	5	be	be	AUX
ejpam-2952	537	6	replaced	replace	VERB
ejpam-2952	537	7	by	by	ADP
ejpam-2952	537	8	ĝ	ĝ	PROPN
ejpam-2952	537	9	in	in	ADP
ejpam-2952	537	10	the	the	DET
ejpam-2952	537	11	four	four	NUM
ejpam-2952	537	12	forecasts	forecast	NOUN
ejpam-2952	537	13	above	above	ADV
ejpam-2952	537	14	.	.	PUNCT
ejpam-2952	538	1	7.2	7.2	NUM
ejpam-2952	538	2	.	.	PUNCT
ejpam-2952	539	1	nonlinear	nonlinear	ADJ
ejpam-2952	539	2	combination	combination	NOUN
ejpam-2952	539	3	of	of	ADP
ejpam-2952	539	4	forecasts	forecast	NOUN
ejpam-2952	539	5	in	in	ADP
ejpam-2952	539	6	a	a	DET
ejpam-2952	539	7	classic	classic	ADJ
ejpam-2952	539	8	paper	paper	NOUN
ejpam-2952	539	9	,	,	PUNCT
ejpam-2952	539	10	[	[	X
ejpam-2952	539	11	4	4	X
ejpam-2952	539	12	]	]	PUNCT
ejpam-2952	539	13	argue	argue	VERB
ejpam-2952	539	14	that	that	SCONJ
ejpam-2952	539	15	a	a	DET
ejpam-2952	539	16	combination	combination	NOUN
ejpam-2952	539	17	of	of	ADP
ejpam-2952	539	18	forecasts	forecast	NOUN
ejpam-2952	539	19	often	often	ADV
ejpam-2952	539	20	leads	lead	VERB
ejpam-2952	539	21	to	to	ADP
ejpam-2952	539	22	a	a	DET
ejpam-2952	539	23	more	more	ADV
ejpam-2952	539	24	accurate	accurate	ADJ
ejpam-2952	539	25	forecast	forecast	NOUN
ejpam-2952	539	26	than	than	ADP
ejpam-2952	539	27	the	the	DET
ejpam-2952	539	28	individual	individual	ADJ
ejpam-2952	539	29	ones	one	NOUN
ejpam-2952	539	30	.	.	PUNCT
ejpam-2952	540	1	since	since	SCONJ
ejpam-2952	540	2	the	the	DET
ejpam-2952	540	3	publication	publication	NOUN
ejpam-2952	540	4	of	of	ADP
ejpam-2952	540	5	this	this	DET
ejpam-2952	540	6	work	work	NOUN
ejpam-2952	540	7	,	,	PUNCT
ejpam-2952	540	8	various	various	ADJ
ejpam-2952	540	9	weighting	weighting	NOUN
ejpam-2952	540	10	schemes	scheme	NOUN
ejpam-2952	540	11	have	have	AUX
ejpam-2952	540	12	been	be	AUX
ejpam-2952	540	13	examined	examine	VERB
ejpam-2952	540	14	and	and	CCONJ
ejpam-2952	540	15	their	their	PRON
ejpam-2952	540	16	performance	performance	NOUN
ejpam-2952	540	17	investigated	investigate	VERB
ejpam-2952	540	18	over	over	ADP
ejpam-2952	540	19	the	the	DET
ejpam-2952	540	20	years	year	NOUN
ejpam-2952	540	21	.	.	PUNCT
ejpam-2952	541	1	a	a	DET
ejpam-2952	541	2	weighting	weighting	NOUN
ejpam-2952	541	3	scheme	scheme	NOUN
ejpam-2952	541	4	can	can	AUX
ejpam-2952	541	5	be	be	AUX
ejpam-2952	541	6	time	time	NOUN
ejpam-2952	541	7	-	-	PUNCT
ejpam-2952	541	8	varying	vary	VERB
ejpam-2952	541	9	and	and	CCONJ
ejpam-2952	541	10	the	the	DET
ejpam-2952	541	11	weights	weight	NOUN
ejpam-2952	541	12	functions	function	NOUN
ejpam-2952	541	13	of	of	ADP
ejpam-2952	541	14	random	random	ADJ
ejpam-2952	541	15	variables	variable	NOUN
ejpam-2952	541	16	.	.	PUNCT
ejpam-2952	542	1	[	[	X
ejpam-2952	542	2	12	12	NUM
ejpam-2952	542	3	]	]	PUNCT
ejpam-2952	542	4	examine	examine	VERB
ejpam-2952	542	5	the	the	DET
ejpam-2952	542	6	situation	situation	NOUN
ejpam-2952	542	7	in	in	ADP
ejpam-2952	542	8	which	which	PRON
ejpam-2952	542	9	the	the	DET
ejpam-2952	542	10	weights	weight	NOUN
ejpam-2952	542	11	are	be	AUX
ejpam-2952	542	12	nonlinear	nonlinear	ADJ
ejpam-2952	542	13	functions	function	NOUN
ejpam-2952	542	14	of	of	ADP
ejpam-2952	542	15	them	they	PRON
ejpam-2952	542	16	.	.	PUNCT
ejpam-2952	543	1	suppose	suppose	VERB
ejpam-2952	543	2	there	there	PRON
ejpam-2952	543	3	are	be	VERB
ejpam-2952	543	4	two	two	NUM
ejpam-2952	543	5	forecasts	forecast	NOUN
ejpam-2952	543	6	of	of	ADP
ejpam-2952	543	7	yt+1	yt+1	NUM
ejpam-2952	543	8	:	:	PUNCT
ejpam-2952	543	9	f	f	PROPN
ejpam-2952	543	10	y	y	PROPN
ejpam-2952	543	11	1,t	1,t	PROPN
ejpam-2952	543	12	and	and	CCONJ
ejpam-2952	543	13	fy2,t	fy2,t	PROPN
ejpam-2952	543	14	,	,	PUNCT
ejpam-2952	543	15	made	make	VERB
ejpam-2952	543	16	at	at	ADP
ejpam-2952	543	17	time	time	NOUN
ejpam-2952	543	18	t.	t.	PROPN
ejpam-2952	543	19	a	a	DET
ejpam-2952	543	20	nonlinear	nonlinear	ADJ
ejpam-2952	543	21	combination	combination	NOUN
ejpam-2952	543	22	fyc	fyc	PROPN
ejpam-2952	543	23	,	,	PUNCT
ejpam-2952	543	24	t	t	PROPN
ejpam-2952	543	25	of	of	ADP
ejpam-2952	543	26	these	these	PRON
ejpam-2952	543	27	depending	depend	VERB
ejpam-2952	543	28	nonlinearly	nonlinearly	ADV
ejpam-2952	543	29	on	on	ADP
ejpam-2952	543	30	xt	xt	PROPN
ejpam-2952	543	31	may	may	AUX
ejpam-2952	543	32	be	be	AUX
ejpam-2952	543	33	written	write	VERB
ejpam-2952	543	34	as	as	ADP
ejpam-2952	543	35	fyc	fyc	PROPN
ejpam-2952	543	36	,	,	PUNCT
ejpam-2952	543	37	t	t	NOUN
ejpam-2952	543	38	=	=	PUNCT
ejpam-2952	543	39	w(xt	w(xt	NOUN
ejpam-2952	543	40	)	)	PUNCT
ejpam-2952	543	41	(	(	PUNCT
ejpam-2952	543	42	α1f	α1f	NOUN
ejpam-2952	543	43	y	y	NOUN
ejpam-2952	543	44	1,t	1,t	NUM
ejpam-2952	544	1	+	+	CCONJ
ejpam-2952	544	2	α2f	α2f	PROPN
ejpam-2952	544	3	y	y	PROPN
ejpam-2952	544	4	2,t	2,t	PROPN
ejpam-2952	544	5	)	)	PUNCT
ejpam-2952	545	1	+	+	CCONJ
ejpam-2952	545	2	{	{	PUNCT
ejpam-2952	545	3	1−	1−	NUM
ejpam-2952	545	4	w(xt	w(xt	NOUN
ejpam-2952	545	5	)	)	PUNCT
ejpam-2952	545	6	}	}	PUNCT
ejpam-2952	545	7	(	(	PUNCT
ejpam-2952	545	8	α3f	α3f	PRON
ejpam-2952	545	9	y	y	NOUN
ejpam-2952	545	10	1,t	1,t	NUM
ejpam-2952	546	1	+	+	CCONJ
ejpam-2952	546	2	α4f	α4f	PROPN
ejpam-2952	546	3	y	y	PROPN
ejpam-2952	546	4	2,t	2,t	PROPN
ejpam-2952	546	5	)	)	PUNCT
ejpam-2952	546	6	(	(	PUNCT
ejpam-2952	546	7	35	35	NUM
ejpam-2952	546	8	)	)	PUNCT
ejpam-2952	546	9	where	where	SCONJ
ejpam-2952	546	10	w(xt	w(xt	NOUN
ejpam-2952	546	11	)	)	PUNCT
ejpam-2952	546	12	=	=	SYM
ejpam-2952	546	13	(	(	PUNCT
ejpam-2952	546	14	1	1	NUM
ejpam-2952	546	15	+	+	CCONJ
ejpam-2952	546	16	exp{−γxt	exp{−γxt	PROPN
ejpam-2952	546	17	}	}	PUNCT
ejpam-2952	546	18	)	)	PUNCT
ejpam-2952	546	19	−1	−1	NOUN
ejpam-2952	546	20	with	with	ADP
ejpam-2952	546	21	γ	γ	X
ejpam-2952	546	22	>	>	X
ejpam-2952	546	23	0	0	NUM
ejpam-2952	546	24	.	.	PUNCT
ejpam-2952	547	1	the	the	DET
ejpam-2952	547	2	weights	weight	NOUN
ejpam-2952	547	3	thus	thus	ADV
ejpam-2952	547	4	change	change	VERB
ejpam-2952	547	5	smoothly	smoothly	ADV
ejpam-2952	547	6	from	from	ADP
ejpam-2952	547	7	α1	α1	PROPN
ejpam-2952	547	8	and	and	CCONJ
ejpam-2952	547	9	α2	α2	ADJ
ejpam-2952	547	10	to	to	ADP
ejpam-2952	547	11	α3	α3	NOUN
ejpam-2952	547	12	and	and	CCONJ
ejpam-2952	547	13	α4	α4	NOUN
ejpam-2952	547	14	as	as	ADP
ejpam-2952	547	15	a	a	DET
ejpam-2952	547	16	function	function	NOUN
ejpam-2952	547	17	of	of	ADP
ejpam-2952	547	18	xt	xt	PROPN
ejpam-2952	547	19	.	.	PUNCT
ejpam-2952	548	1	when	when	SCONJ
ejpam-2952	548	2	γ	γ	X
ejpam-2952	548	3	→	→	SYM
ejpam-2952	548	4	∞	∞	PROPN
ejpam-2952	548	5	,	,	PUNCT
ejpam-2952	548	6	the	the	DET
ejpam-2952	548	7	switch	switch	NOUN
ejpam-2952	548	8	becomes	become	VERB
ejpam-2952	548	9	abrupt	abrupt	ADJ
ejpam-2952	548	10	.	.	PUNCT
ejpam-2952	549	1	this	this	DET
ejpam-2952	549	2	alternative	alternative	NOUN
ejpam-2952	549	3	as	as	ADV
ejpam-2952	549	4	well	well	ADV
ejpam-2952	549	5	as	as	ADP
ejpam-2952	549	6	some	some	DET
ejpam-2952	549	7	others	other	NOUN
ejpam-2952	549	8	are	be	AUX
ejpam-2952	549	9	also	also	ADV
ejpam-2952	549	10	discussed	discuss	VERB
ejpam-2952	549	11	in	in	ADP
ejpam-2952	549	12	the	the	DET
ejpam-2952	549	13	paper	paper	NOUN
ejpam-2952	549	14	.	.	PUNCT
ejpam-2952	550	1	a	a	DET
ejpam-2952	550	2	simple	simple	ADJ
ejpam-2952	550	3	example	example	NOUN
ejpam-2952	550	4	of	of	ADP
ejpam-2952	550	5	the	the	DET
ejpam-2952	550	6	weights	weight	NOUN
ejpam-2952	550	7	in	in	ADP
ejpam-2952	550	8	(	(	PUNCT
ejpam-2952	550	9	35	35	NUM
ejpam-2952	550	10	)	)	PUNCT
ejpam-2952	550	11	would	would	AUX
ejpam-2952	550	12	be	be	AUX
ejpam-2952	550	13	the	the	DET
ejpam-2952	550	14	one	one	NOUN
ejpam-2952	550	15	with	with	ADP
ejpam-2952	550	16	α1	α1	PROPN
ejpam-2952	550	17	=	=	SYM
ejpam-2952	550	18	α4	α4	NOUN
ejpam-2952	550	19	=	=	SYM
ejpam-2952	550	20	1	1	NUM
ejpam-2952	550	21	and	and	CCONJ
ejpam-2952	550	22	α2	α2	ADJ
ejpam-2952	550	23	=	=	SYM
ejpam-2952	550	24	α3	α3	NOUN
ejpam-2952	550	25	=	=	SYM
ejpam-2952	550	26	0	0	NUM
ejpam-2952	550	27	.	.	PUNCT
ejpam-2952	551	1	an	an	DET
ejpam-2952	551	2	empirical	empirical	ADJ
ejpam-2952	551	3	example	example	NOUN
ejpam-2952	551	4	involving	involve	VERB
ejpam-2952	551	5	two	two	NUM
ejpam-2952	551	6	series	series	NOUN
ejpam-2952	551	7	of	of	ADP
ejpam-2952	551	8	uk	uk	PROPN
ejpam-2952	551	9	inflation	inflation	NOUN
ejpam-2952	551	10	forecasts	forecast	NOUN
ejpam-2952	551	11	indicates	indicate	VERB
ejpam-2952	551	12	that	that	SCONJ
ejpam-2952	551	13	a	a	DET
ejpam-2952	551	14	simple	simple	ADJ
ejpam-2952	551	15	linear	linear	NOUN
ejpam-2952	551	16	combination	combination	NOUN
ejpam-2952	551	17	does	do	AUX
ejpam-2952	551	18	not	not	PART
ejpam-2952	551	19	improve	improve	VERB
ejpam-2952	551	20	forecasting	forecasting	NOUN
ejpam-2952	551	21	accuracy	accuracy	NOUN
ejpam-2952	551	22	compared	compare	VERB
ejpam-2952	551	23	to	to	ADP
ejpam-2952	551	24	single	single	ADJ
ejpam-2952	551	25	forecasts	forecast	NOUN
ejpam-2952	551	26	whereas	whereas	SCONJ
ejpam-2952	551	27	the	the	DET
ejpam-2952	551	28	nonlinear	nonlinear	ADJ
ejpam-2952	551	29	weights	weight	NOUN
ejpam-2952	551	30	do	do	VERB
ejpam-2952	551	31	.	.	PUNCT
ejpam-2952	552	1	when	when	SCONJ
ejpam-2952	552	2	γ	γ	X
ejpam-2952	552	3	<	<	X
ejpam-2952	552	4	∞	∞	PROPN
ejpam-2952	552	5	,	,	PUNCT
ejpam-2952	552	6	meaning	mean	VERB
ejpam-2952	552	7	that	that	SCONJ
ejpam-2952	552	8	the	the	DET
ejpam-2952	552	9	transition	transition	NOUN
ejpam-2952	552	10	is	be	AUX
ejpam-2952	552	11	smooth	smooth	ADJ
ejpam-2952	552	12	,	,	PUNCT
ejpam-2952	552	13	the	the	DET
ejpam-2952	552	14	slope	slope	NOUN
ejpam-2952	552	15	parameter	parameter	NOUN
ejpam-2952	552	16	has	have	VERB
ejpam-2952	552	17	to	to	PART
ejpam-2952	552	18	be	be	AUX
ejpam-2952	552	19	selected	select	VERB
ejpam-2952	552	20	by	by	ADP
ejpam-2952	552	21	the	the	DET
ejpam-2952	552	22	user	user	NOUN
ejpam-2952	552	23	.	.	PUNCT
ejpam-2952	553	1	one	one	NUM
ejpam-2952	553	2	way	way	NOUN
ejpam-2952	553	3	of	of	ADP
ejpam-2952	553	4	doing	do	VERB
ejpam-2952	553	5	that	that	PRON
ejpam-2952	553	6	is	be	AUX
ejpam-2952	553	7	to	to	PART
ejpam-2952	553	8	take	take	VERB
ejpam-2952	553	9	historical	historical	ADJ
ejpam-2952	553	10	forecasts	forecast	NOUN
ejpam-2952	553	11	,	,	PUNCT
ejpam-2952	553	12	experiment	experiment	NOUN
ejpam-2952	553	13	with	with	ADP
ejpam-2952	553	14	different	different	ADJ
ejpam-2952	553	15	values	value	NOUN
ejpam-2952	553	16	of	of	ADP
ejpam-2952	553	17	γ	γ	NOUN
ejpam-2952	553	18	and	and	CCONJ
ejpam-2952	553	19	see	see	VERB
ejpam-2952	553	20	which	which	DET
ejpam-2952	553	21	one	one	NUM
ejpam-2952	553	22	or	or	CCONJ
ejpam-2952	553	23	ones	one	NOUN
ejpam-2952	553	24	work	work	VERB
ejpam-2952	553	25	best	well	ADV
ejpam-2952	553	26	.	.	PUNCT
ejpam-2952	554	1	timo	timo	VERB
ejpam-2952	554	2	teräsvirta	teräsvirta	NUM
ejpam-2952	554	3	/	/	SYM
ejpam-2952	554	4	eur	eur	PROPN
ejpam-2952	554	5	.	.	PUNCT
ejpam-2952	555	1	j.	j.	PROPN
ejpam-2952	555	2	pure	pure	PROPN
ejpam-2952	555	3	appl	appl	PROPN
ejpam-2952	555	4	.	.	PROPN
ejpam-2952	555	5	math	math	PROPN
ejpam-2952	555	6	,	,	PUNCT
ejpam-2952	555	7	10	10	NUM
ejpam-2952	555	8	(	(	PUNCT
ejpam-2952	555	9	1	1	NUM
ejpam-2952	555	10	)	)	PUNCT
ejpam-2952	555	11	(	(	PUNCT
ejpam-2952	555	12	2017	2017	NUM
ejpam-2952	555	13	)	)	PUNCT
ejpam-2952	555	14	,	,	PUNCT
ejpam-2952	555	15	104	104	NUM
ejpam-2952	555	16	-	-	SYM
ejpam-2952	555	17	132	132	NUM
ejpam-2952	555	18	124	124	NUM
ejpam-2952	555	19	8	8	NUM
ejpam-2952	555	20	.	.	PUNCT
ejpam-2952	556	1	other	other	ADJ
ejpam-2952	556	2	topics	topic	NOUN
ejpam-2952	556	3	8.1	8.1	NUM
ejpam-2952	556	4	.	.	PUNCT
ejpam-2952	557	1	chaos	chaos	VERB
ejpam-2952	557	2	the	the	DET
ejpam-2952	557	3	nonlinear	nonlinear	ADJ
ejpam-2952	557	4	models	model	NOUN
ejpam-2952	557	5	considered	consider	VERB
ejpam-2952	557	6	so	so	ADV
ejpam-2952	557	7	far	far	ADV
ejpam-2952	557	8	have	have	AUX
ejpam-2952	557	9	been	be	AUX
ejpam-2952	557	10	stochastic	stochastic	ADJ
ejpam-2952	557	11	.	.	PUNCT
ejpam-2952	558	1	in	in	ADP
ejpam-2952	558	2	many	many	ADJ
ejpam-2952	558	3	branches	branch	NOUN
ejpam-2952	558	4	of	of	ADP
ejpam-2952	558	5	science	science	NOUN
ejpam-2952	558	6	,	,	PUNCT
ejpam-2952	558	7	nonlinear	nonlinear	ADJ
ejpam-2952	558	8	processes	process	NOUN
ejpam-2952	558	9	in	in	ADP
ejpam-2952	558	10	use	use	NOUN
ejpam-2952	558	11	are	be	AUX
ejpam-2952	558	12	deterministic	deterministic	ADJ
ejpam-2952	558	13	,	,	PUNCT
ejpam-2952	558	14	such	such	ADJ
ejpam-2952	558	15	as	as	ADP
ejpam-2952	558	16	chaos	chaos	NOUN
ejpam-2952	558	17	.	.	PUNCT
ejpam-2952	559	1	a	a	DET
ejpam-2952	559	2	question	question	NOUN
ejpam-2952	559	3	then	then	ADV
ejpam-2952	559	4	is	be	AUX
ejpam-2952	559	5	,	,	PUNCT
ejpam-2952	559	6	whether	whether	SCONJ
ejpam-2952	559	7	even	even	ADV
ejpam-2952	559	8	economic	economic	ADJ
ejpam-2952	559	9	time	time	NOUN
ejpam-2952	559	10	series	series	NOUN
ejpam-2952	559	11	could	could	AUX
ejpam-2952	559	12	be	be	AUX
ejpam-2952	559	13	regarded	regard	VERB
ejpam-2952	559	14	as	as	SCONJ
ejpam-2952	559	15	generated	generate	VERB
ejpam-2952	559	16	by	by	ADP
ejpam-2952	559	17	deterministic	deterministic	ADJ
ejpam-2952	559	18	processes	process	NOUN
ejpam-2952	559	19	,	,	PUNCT
ejpam-2952	559	20	which	which	PRON
ejpam-2952	559	21	is	be	AUX
ejpam-2952	559	22	the	the	DET
ejpam-2952	559	23	case	case	NOUN
ejpam-2952	559	24	in	in	ADP
ejpam-2952	559	25	some	some	DET
ejpam-2952	559	26	economic	economic	ADJ
ejpam-2952	559	27	theory	theory	NOUN
ejpam-2952	559	28	models	model	NOUN
ejpam-2952	559	29	.	.	PUNCT
ejpam-2952	560	1	(	(	PUNCT
ejpam-2952	560	2	granger	granger	PROPN
ejpam-2952	560	3	’s	’s	PART
ejpam-2952	560	4	answer	answer	NOUN
ejpam-2952	560	5	is	be	AUX
ejpam-2952	560	6	negative	negative	ADJ
ejpam-2952	560	7	,	,	PUNCT
ejpam-2952	560	8	see	see	VERB
ejpam-2952	560	9	,	,	PUNCT
ejpam-2952	560	10	for	for	ADP
ejpam-2952	560	11	example	example	NOUN
ejpam-2952	560	12	,	,	PUNCT
ejpam-2952	560	13	[	[	X
ejpam-2952	560	14	24	24	NUM
ejpam-2952	560	15	]	]	PUNCT
ejpam-2952	560	16	)	)	PUNCT
ejpam-2952	560	17	.	.	PUNCT
ejpam-2952	561	1	[	[	X
ejpam-2952	561	2	57	57	NUM
ejpam-2952	561	3	]	]	PUNCT
ejpam-2952	561	4	examine	examine	VERB
ejpam-2952	561	5	white	white	PROPN
ejpam-2952	561	6	chaos	chaos	NOUN
ejpam-2952	561	7	,	,	PUNCT
ejpam-2952	561	8	a	a	DET
ejpam-2952	561	9	deterministic	deterministic	ADJ
ejpam-2952	561	10	process	process	NOUN
ejpam-2952	561	11	with	with	ADP
ejpam-2952	561	12	the	the	DET
ejpam-2952	561	13	same	same	ADJ
ejpam-2952	561	14	properties	property	NOUN
ejpam-2952	561	15	as	as	ADP
ejpam-2952	561	16	linear	linear	PROPN
ejpam-2952	561	17	white	white	ADJ
ejpam-2952	561	18	noise	noise	NOUN
ejpam-2952	561	19	in	in	ADP
ejpam-2952	561	20	that	that	SCONJ
ejpam-2952	561	21	no	no	DET
ejpam-2952	561	22	linear	linear	ADJ
ejpam-2952	561	23	dependence	dependence	NOUN
ejpam-2952	561	24	can	can	AUX
ejpam-2952	561	25	be	be	AUX
ejpam-2952	561	26	detected	detect	VERB
ejpam-2952	561	27	in	in	ADP
ejpam-2952	561	28	realisations	realisation	NOUN
ejpam-2952	561	29	of	of	ADP
ejpam-2952	561	30	it	it	PRON
ejpam-2952	561	31	using	use	VERB
ejpam-2952	561	32	normal	normal	ADJ
ejpam-2952	561	33	statistical	statistical	ADJ
ejpam-2952	561	34	techniques	technique	NOUN
ejpam-2952	561	35	.	.	PUNCT
ejpam-2952	562	1	as	as	ADP
ejpam-2952	562	2	an	an	DET
ejpam-2952	562	3	example	example	NOUN
ejpam-2952	562	4	,	,	PUNCT
ejpam-2952	562	5	random	random	ADJ
ejpam-2952	562	6	number	number	NOUN
ejpam-2952	562	7	generators	generator	NOUN
ejpam-2952	562	8	produce	produce	VERB
ejpam-2952	562	9	such	such	ADJ
ejpam-2952	562	10	series	serie	NOUN
ejpam-2952	562	11	.	.	PUNCT
ejpam-2952	563	1	white	white	PROPN
ejpam-2952	563	2	chaos	chaos	PROPN
ejpam-2952	563	3	is	be	AUX
ejpam-2952	563	4	thus	thus	ADV
ejpam-2952	563	5	another	another	DET
ejpam-2952	563	6	example	example	NOUN
ejpam-2952	563	7	of	of	ADP
ejpam-2952	563	8	a	a	DET
ejpam-2952	563	9	nonlinear	nonlinear	ADJ
ejpam-2952	563	10	model	model	NOUN
ejpam-2952	563	11	with	with	ADP
ejpam-2952	563	12	misleading	mislead	VERB
ejpam-2952	563	13	linear	linear	ADJ
ejpam-2952	563	14	properties	property	NOUN
ejpam-2952	563	15	.	.	PUNCT
ejpam-2952	564	1	granger	granger	PROPN
ejpam-2952	564	2	and	and	CCONJ
ejpam-2952	564	3	his	his	PRON
ejpam-2952	564	4	co	co	NOUN
ejpam-2952	564	5	-	-	NOUN
ejpam-2952	564	6	authors	author	NOUN
ejpam-2952	564	7	look	look	VERB
ejpam-2952	564	8	at	at	ADP
ejpam-2952	564	9	a	a	DET
ejpam-2952	564	10	measure	measure	NOUN
ejpam-2952	564	11	,	,	PUNCT
ejpam-2952	564	12	the	the	DET
ejpam-2952	564	13	so	so	ADV
ejpam-2952	564	14	-	-	PUNCT
ejpam-2952	564	15	called	call	VERB
ejpam-2952	564	16	correlation	correlation	NOUN
ejpam-2952	564	17	integral	integral	ADJ
ejpam-2952	564	18	,	,	PUNCT
ejpam-2952	564	19	used	use	VERB
ejpam-2952	564	20	to	to	PART
ejpam-2952	564	21	detect	detect	VERB
ejpam-2952	564	22	chaos	chaos	NOUN
ejpam-2952	564	23	and	and	CCONJ
ejpam-2952	564	24	a	a	DET
ejpam-2952	564	25	test	test	NOUN
ejpam-2952	564	26	based	base	VERB
ejpam-2952	564	27	on	on	ADP
ejpam-2952	564	28	that	that	DET
ejpam-2952	564	29	measure	measure	NOUN
ejpam-2952	564	30	.	.	PUNCT
ejpam-2952	565	1	given	give	VERB
ejpam-2952	565	2	a	a	DET
ejpam-2952	565	3	time	time	NOUN
ejpam-2952	565	4	series	series	NOUN
ejpam-2952	565	5	{	{	PUNCT
ejpam-2952	565	6	yt	yt	PROPN
ejpam-2952	565	7	,	,	PUNCT
ejpam-2952	565	8	t	t	NOUN
ejpam-2952	565	9	=	=	SYM
ejpam-2952	565	10	1	1	NUM
ejpam-2952	565	11	,	,	PUNCT
ejpam-2952	565	12	...	...	PUNCT
ejpam-2952	565	13	,	,	PUNCT
ejpam-2952	565	14	t	t	PROPN
ejpam-2952	565	15	}	}	PUNCT
ejpam-2952	565	16	,	,	PUNCT
ejpam-2952	565	17	let	let	VERB
ejpam-2952	565	18	yt	yt	VERB
ejpam-2952	565	19	=	=	SYM
ejpam-2952	565	20	(	(	PUNCT
ejpam-2952	565	21	yt	yt	PROPN
ejpam-2952	565	22	,	,	PUNCT
ejpam-2952	565	23	yt+1	yt+1	PROPN
ejpam-2952	565	24	,	,	PUNCT
ejpam-2952	565	25	...	...	PUNCT
ejpam-2952	565	26	,	,	PUNCT
ejpam-2952	565	27	yt+m+1	yt+m+1	PROPN
ejpam-2952	565	28	)	)	PUNCT
ejpam-2952	565	29	be	be	AUX
ejpam-2952	565	30	an	an	DET
ejpam-2952	565	31	m	m	NOUN
ejpam-2952	565	32	-	-	NOUN
ejpam-2952	565	33	vector	vector	NOUN
ejpam-2952	565	34	.	.	PUNCT
ejpam-2952	566	1	the	the	DET
ejpam-2952	566	2	correlation	correlation	NOUN
ejpam-2952	566	3	integral	integral	ADJ
ejpam-2952	566	4	is	be	AUX
ejpam-2952	566	5	defined	define	VERB
ejpam-2952	566	6	using	use	VERB
ejpam-2952	566	7	yt	yt	NOUN
ejpam-2952	566	8	as	as	SCONJ
ejpam-2952	566	9	follows	follow	VERB
ejpam-2952	566	10	:	:	PUNCT
ejpam-2952	566	11	cm(ε	cm(ε	X
ejpam-2952	566	12	)	)	PUNCT
ejpam-2952	567	1	=	=	VERB
ejpam-2952	567	2	lim	lim	NOUN
ejpam-2952	567	3	t→∞	t→∞	PRON
ejpam-2952	567	4	t−2{number	t−2{number	NOUN
ejpam-2952	567	5	of	of	ADP
ejpam-2952	567	6	pairs	pair	NOUN
ejpam-2952	567	7	(	(	PUNCT
ejpam-2952	567	8	i	i	PROPN
ejpam-2952	567	9	,	,	PUNCT
ejpam-2952	567	10	j	j	PROPN
ejpam-2952	567	11	)	)	PUNCT
ejpam-2952	567	12	,	,	PUNCT
ejpam-2952	567	13	i	i	PROPN
ejpam-2952	567	14	6=	6=	PROPN
ejpam-2952	567	15	j	j	PROPN
ejpam-2952	567	16	,	,	PUNCT
ejpam-2952	567	17	such	such	ADJ
ejpam-2952	567	18	that	that	SCONJ
ejpam-2952	567	19	|yt+i	|yt+i	NOUN
ejpam-2952	568	1	−	−	PROPN
ejpam-2952	568	2	yt+j	yt+j	NOUN
ejpam-2952	568	3	|	|	ADV
ejpam-2952	568	4	<	<	X
ejpam-2952	568	5	ε	ε	PROPN
ejpam-2952	568	6	,	,	PUNCT
ejpam-2952	568	7	i	i	PRON
ejpam-2952	568	8	,	,	PUNCT
ejpam-2952	568	9	j	j	PROPN
ejpam-2952	568	10	=	=	SYM
ejpam-2952	568	11	0	0	NUM
ejpam-2952	568	12	,	,	PUNCT
ejpam-2952	568	13	1	1	NUM
ejpam-2952	568	14	,	,	PUNCT
ejpam-2952	568	15	...	...	PUNCT
ejpam-2952	568	16	,	,	PUNCT
ejpam-2952	568	17	m−	m−	PROPN
ejpam-2952	568	18	1	1	NUM
ejpam-2952	568	19	}	}	PUNCT
ejpam-2952	568	20	(	(	PUNCT
ejpam-2952	568	21	36	36	NUM
ejpam-2952	568	22	)	)	PUNCT
ejpam-2952	568	23	for	for	ADP
ejpam-2952	568	24	small	small	ADJ
ejpam-2952	568	25	ε	ε	PROPN
ejpam-2952	568	26	,	,	PUNCT
ejpam-2952	568	27	(	(	PUNCT
ejpam-2952	568	28	36	36	NUM
ejpam-2952	568	29	)	)	PUNCT
ejpam-2952	568	30	grows	grow	VERB
ejpam-2952	568	31	exponentially	exponentially	ADV
ejpam-2952	568	32	with	with	ADP
ejpam-2952	568	33	rate	rate	NOUN
ejpam-2952	568	34	νm	νm	NOUN
ejpam-2952	568	35	:	:	PUNCT
ejpam-2952	568	36	cm(ε	cm(ε	X
ejpam-2952	568	37	)	)	PUNCT
ejpam-2952	569	1	≈	≈	PROPN
ejpam-2952	569	2	exp{νm	exp{νm	PROPN
ejpam-2952	569	3	}	}	PUNCT
ejpam-2952	569	4	,	,	PUNCT
ejpam-2952	569	5	where	where	SCONJ
ejpam-2952	569	6	m	m	NOUN
ejpam-2952	569	7	is	be	AUX
ejpam-2952	569	8	called	call	VERB
ejpam-2952	569	9	the	the	DET
ejpam-2952	569	10	embedding	embed	VERB
ejpam-2952	569	11	dimension	dimension	NOUN
ejpam-2952	569	12	.	.	PUNCT
ejpam-2952	570	1	the	the	DET
ejpam-2952	570	2	corresponding	corresponding	ADJ
ejpam-2952	570	3	correlation	correlation	NOUN
ejpam-2952	570	4	dimension	dimension	NOUN
ejpam-2952	570	5	equals	equal	VERB
ejpam-2952	570	6	c(ε	c(ε	PROPN
ejpam-2952	570	7	)	)	PUNCT
ejpam-2952	570	8	=	=	SYM
ejpam-2952	570	9	exp{ν	exp{ν	PROPN
ejpam-2952	570	10	}	}	PUNCT
ejpam-2952	570	11	.	.	PUNCT
ejpam-2952	571	1	for	for	ADP
ejpam-2952	571	2	appropriate	appropriate	ADJ
ejpam-2952	571	3	choices	choice	NOUN
ejpam-2952	571	4	of	of	ADP
ejpam-2952	571	5	ε	ε	PROPN
ejpam-2952	571	6	and	and	CCONJ
ejpam-2952	571	7	m	m	PROPN
ejpam-2952	571	8	,	,	PUNCT
ejpam-2952	571	9	c(ε	c(ε	PROPN
ejpam-2952	571	10	)	)	PUNCT
ejpam-2952	571	11	may	may	AUX
ejpam-2952	571	12	be	be	AUX
ejpam-2952	571	13	numerically	numerically	ADV
ejpam-2952	571	14	approximated	approximate	VERB
ejpam-2952	571	15	by	by	ADP
ejpam-2952	571	16	cm(ε	cm(ε	NOUN
ejpam-2952	571	17	)	)	PUNCT
ejpam-2952	571	18	.	.	PUNCT
ejpam-2952	572	1	the	the	DET
ejpam-2952	572	2	exponent	exponent	PROPN
ejpam-2952	572	3	ν	ν	NOUN
ejpam-2952	572	4	is	be	AUX
ejpam-2952	572	5	constant	constant	ADJ
ejpam-2952	572	6	for	for	ADP
ejpam-2952	572	7	various	various	ADJ
ejpam-2952	572	8	models	model	NOUN
ejpam-2952	572	9	of	of	ADP
ejpam-2952	572	10	chaos	chaos	NOUN
ejpam-2952	572	11	,	,	PUNCT
ejpam-2952	572	12	but	but	CCONJ
ejpam-2952	572	13	for	for	ADP
ejpam-2952	572	14	stochastic	stochastic	ADJ
ejpam-2952	572	15	white	white	ADJ
ejpam-2952	572	16	noise	noise	NOUN
ejpam-2952	572	17	c(ε	c(ε	PROPN
ejpam-2952	572	18	)	)	PUNCT
ejpam-2952	573	1	=	=	SYM
ejpam-2952	573	2	exp{m	exp{m	PROPN
ejpam-2952	573	3	}	}	PUNCT
ejpam-2952	573	4	,	,	PUNCT
ejpam-2952	573	5	i.e.	i.e.	X
ejpam-2952	573	6	,	,	PUNCT
ejpam-2952	573	7	the	the	DET
ejpam-2952	573	8	correlation	correlation	NOUN
ejpam-2952	573	9	dimension	dimension	NOUN
ejpam-2952	573	10	grows	grow	VERB
ejpam-2952	573	11	exponentially	exponentially	ADV
ejpam-2952	573	12	with	with	ADP
ejpam-2952	573	13	the	the	DET
ejpam-2952	573	14	embedding	embed	VERB
ejpam-2952	573	15	dimension	dimension	NOUN
ejpam-2952	573	16	.	.	PUNCT
ejpam-2952	574	1	simulations	simulation	NOUN
ejpam-2952	574	2	of	of	ADP
ejpam-2952	574	3	cm(ε	cm(ε	NOUN
ejpam-2952	574	4	)	)	PUNCT
ejpam-2952	574	5	in	in	ADP
ejpam-2952	574	6	[	[	X
ejpam-2952	574	7	57	57	NUM
ejpam-2952	574	8	]	]	PUNCT
ejpam-2952	574	9	support	support	NOUN
ejpam-2952	574	10	this	this	DET
ejpam-2952	574	11	conclusion	conclusion	NOUN
ejpam-2952	574	12	.	.	PUNCT
ejpam-2952	575	1	applying	apply	VERB
ejpam-2952	575	2	the	the	DET
ejpam-2952	575	3	correlation	correlation	NOUN
ejpam-2952	575	4	integral	integral	ADJ
ejpam-2952	575	5	to	to	ADP
ejpam-2952	575	6	two	two	NUM
ejpam-2952	575	7	daily	daily	ADJ
ejpam-2952	575	8	financial	financial	ADJ
ejpam-2952	575	9	series	series	NOUN
ejpam-2952	575	10	,	,	PUNCT
ejpam-2952	575	11	the	the	DET
ejpam-2952	575	12	ibm	ibm	PROPN
ejpam-2952	575	13	and	and	CCONJ
ejpam-2952	575	14	the	the	DET
ejpam-2952	575	15	standard	standard	ADJ
ejpam-2952	575	16	and	and	CCONJ
ejpam-2952	575	17	poor	poor	ADJ
ejpam-2952	575	18	500	500	NUM
ejpam-2952	575	19	index	index	NOUN
ejpam-2952	575	20	returns	return	NOUN
ejpam-2952	575	21	with	with	ADP
ejpam-2952	575	22	5900	5900	NUM
ejpam-2952	575	23	observations	observation	NOUN
ejpam-2952	575	24	,	,	PUNCT
ejpam-2952	575	25	they	they	PRON
ejpam-2952	575	26	find	find	VERB
ejpam-2952	575	27	no	no	DET
ejpam-2952	575	28	evidence	evidence	NOUN
ejpam-2952	575	29	of	of	ADP
ejpam-2952	575	30	white	white	ADJ
ejpam-2952	575	31	chaos	chaos	NOUN
ejpam-2952	575	32	.	.	PUNCT
ejpam-2952	576	1	the	the	DET
ejpam-2952	576	2	authors	author	NOUN
ejpam-2952	576	3	also	also	ADV
ejpam-2952	576	4	examine	examine	VERB
ejpam-2952	576	5	a	a	DET
ejpam-2952	576	6	statistical	statistical	ADJ
ejpam-2952	576	7	test	test	NOUN
ejpam-2952	576	8	based	base	VERB
ejpam-2952	576	9	on	on	ADP
ejpam-2952	576	10	the	the	DET
ejpam-2952	576	11	correlation	correlation	NOUN
ejpam-2952	576	12	integral	integral	ADJ
ejpam-2952	576	13	,	,	PUNCT
ejpam-2952	576	14	the	the	DET
ejpam-2952	576	15	socalled	socalled	ADJ
ejpam-2952	576	16	bds	bds	NOUN
ejpam-2952	576	17	test	test	NOUN
ejpam-2952	576	18	by	by	ADP
ejpam-2952	576	19	[	[	X
ejpam-2952	576	20	8	8	NUM
ejpam-2952	576	21	]	]	PUNCT
ejpam-2952	576	22	(	(	PUNCT
ejpam-2952	576	23	the	the	DET
ejpam-2952	576	24	working	work	VERB
ejpam-2952	576	25	paper	paper	NOUN
ejpam-2952	576	26	version	version	NOUN
ejpam-2952	576	27	of	of	ADP
ejpam-2952	576	28	the	the	DET
ejpam-2952	576	29	test	test	NOUN
ejpam-2952	576	30	appeared	appear	VERB
ejpam-2952	576	31	in	in	ADP
ejpam-2952	576	32	1987	1987	NUM
ejpam-2952	576	33	)	)	PUNCT
ejpam-2952	576	34	.	.	PUNCT
ejpam-2952	577	1	the	the	DET
ejpam-2952	577	2	null	null	ADJ
ejpam-2952	577	3	hypothesis	hypothesis	NOUN
ejpam-2952	577	4	of	of	ADP
ejpam-2952	577	5	the	the	DET
ejpam-2952	577	6	bds	bds	NOUN
ejpam-2952	577	7	test	test	NOUN
ejpam-2952	577	8	is	be	AUX
ejpam-2952	577	9	that	that	SCONJ
ejpam-2952	577	10	the	the	DET
ejpam-2952	577	11	process	process	NOUN
ejpam-2952	577	12	(	(	PUNCT
ejpam-2952	577	13	time	time	NOUN
ejpam-2952	577	14	series	series	PROPN
ejpam-2952	577	15	)	)	PUNCT
ejpam-2952	577	16	consists	consist	VERB
ejpam-2952	577	17	of	of	ADP
ejpam-2952	577	18	iid	iid	NOUN
ejpam-2952	577	19	observations	observation	NOUN
ejpam-2952	577	20	,	,	PUNCT
ejpam-2952	577	21	and	and	CCONJ
ejpam-2952	577	22	the	the	DET
ejpam-2952	577	23	alternative	alternative	NOUN
ejpam-2952	577	24	is	be	AUX
ejpam-2952	577	25	that	that	SCONJ
ejpam-2952	577	26	this	this	PRON
ejpam-2952	577	27	is	be	AUX
ejpam-2952	577	28	not	not	PART
ejpam-2952	577	29	true	true	ADJ
ejpam-2952	577	30	.	.	PUNCT
ejpam-2952	578	1	[	[	X
ejpam-2952	578	2	57	57	NUM
ejpam-2952	578	3	]	]	PUNCT
ejpam-2952	578	4	consider	consider	VERB
ejpam-2952	578	5	the	the	DET
ejpam-2952	578	6	size	size	NOUN
ejpam-2952	578	7	and	and	CCONJ
ejpam-2952	578	8	power	power	NOUN
ejpam-2952	578	9	of	of	ADP
ejpam-2952	578	10	the	the	DET
ejpam-2952	578	11	test	test	NOUN
ejpam-2952	578	12	when	when	SCONJ
ejpam-2952	578	13	it	it	PRON
ejpam-2952	578	14	is	be	AUX
ejpam-2952	578	15	applied	apply	VERB
ejpam-2952	578	16	to	to	ADP
ejpam-2952	578	17	the	the	DET
ejpam-2952	578	18	residuals	residual	NOUN
ejpam-2952	578	19	of	of	ADP
ejpam-2952	578	20	a	a	DET
ejpam-2952	578	21	linear	linear	ADJ
ejpam-2952	578	22	autoregressive	autoregressive	ADJ
ejpam-2952	578	23	model	model	NOUN
ejpam-2952	578	24	.	.	PUNCT
ejpam-2952	579	1	the	the	DET
ejpam-2952	579	2	data	data	NOUN
ejpam-2952	579	3	-	-	PUNCT
ejpam-2952	579	4	generating	generate	VERB
ejpam-2952	579	5	process	process	NOUN
ejpam-2952	579	6	is	be	AUX
ejpam-2952	579	7	either	either	CCONJ
ejpam-2952	579	8	the	the	DET
ejpam-2952	579	9	logistic	logistic	ADJ
ejpam-2952	579	10	map	map	NOUN
ejpam-2952	579	11	with	with	ADP
ejpam-2952	579	12	the	the	DET
ejpam-2952	579	13	parameter	parameter	NOUN
ejpam-2952	579	14	value	value	NOUN
ejpam-2952	579	15	four	four	NUM
ejpam-2952	579	16	or	or	CCONJ
ejpam-2952	579	17	any	any	PRON
ejpam-2952	579	18	of	of	ADP
ejpam-2952	579	19	the	the	DET
ejpam-2952	579	20	models	model	NOUN
ejpam-2952	579	21	considered	consider	VERB
ejpam-2952	579	22	in	in	ADP
ejpam-2952	579	23	[	[	X
ejpam-2952	579	24	53	53	NUM
ejpam-2952	579	25	]	]	PUNCT
ejpam-2952	579	26	,	,	PUNCT
ejpam-2952	579	27	and	and	CCONJ
ejpam-2952	579	28	t	t	X
ejpam-2952	579	29	=	=	NUM
ejpam-2952	579	30	200	200	NUM
ejpam-2952	579	31	.	.	PUNCT
ejpam-2952	580	1	it	it	PRON
ejpam-2952	580	2	is	be	AUX
ejpam-2952	580	3	found	find	VERB
ejpam-2952	580	4	that	that	SCONJ
ejpam-2952	580	5	the	the	DET
ejpam-2952	580	6	empirical	empirical	ADJ
ejpam-2952	580	7	size	size	NOUN
ejpam-2952	580	8	of	of	ADP
ejpam-2952	580	9	the	the	DET
ejpam-2952	580	10	test	test	NOUN
ejpam-2952	580	11	varies	vary	VERB
ejpam-2952	580	12	strongly	strongly	ADV
ejpam-2952	580	13	with	with	ADP
ejpam-2952	580	14	ε	ε	PROPN
ejpam-2952	580	15	:	:	PUNCT
ejpam-2952	580	16	in	in	ADP
ejpam-2952	580	17	simulations	simulation	NOUN
ejpam-2952	580	18	,	,	PUNCT
ejpam-2952	580	19	ε	ε	PROPN
ejpam-2952	580	20	=	=	SYM
ejpam-2952	580	21	0.8j	0.8j	PROPN
ejpam-2952	580	22	,	,	PUNCT
ejpam-2952	580	23	j	j	PROPN
ejpam-2952	580	24	=	=	SYM
ejpam-2952	580	25	1	1	NUM
ejpam-2952	580	26	,	,	PUNCT
ejpam-2952	580	27	2	2	NUM
ejpam-2952	580	28	,	,	PUNCT
ejpam-2952	580	29	...	...	PUNCT
ejpam-2952	580	30	,	,	PUNCT
ejpam-2952	580	31	10	10	NUM
ejpam-2952	580	32	.	.	PUNCT
ejpam-2952	581	1	both	both	CCONJ
ejpam-2952	581	2	the	the	DET
ejpam-2952	581	3	largest	large	ADJ
ejpam-2952	581	4	values	value	NOUN
ejpam-2952	581	5	of	of	ADP
ejpam-2952	581	6	ε	ε	PROPN
ejpam-2952	581	7	corresponding	correspond	VERB
ejpam-2952	581	8	to	to	ADP
ejpam-2952	581	9	j	j	PROPN
ejpam-2952	581	10	=	=	SYM
ejpam-2952	581	11	1	1	NUM
ejpam-2952	581	12	,	,	PUNCT
ejpam-2952	581	13	2	2	NUM
ejpam-2952	581	14	and	and	CCONJ
ejpam-2952	581	15	the	the	DET
ejpam-2952	581	16	smallest	small	ADJ
ejpam-2952	581	17	one	one	NOUN
ejpam-2952	581	18	for	for	ADP
ejpam-2952	581	19	which	which	PRON
ejpam-2952	581	20	j	j	PROPN
ejpam-2952	581	21	=	=	SYM
ejpam-2952	581	22	10	10	NUM
ejpam-2952	581	23	are	be	AUX
ejpam-2952	581	24	useless	useless	ADJ
ejpam-2952	581	25	in	in	ADP
ejpam-2952	581	26	the	the	DET
ejpam-2952	581	27	sense	sense	NOUN
ejpam-2952	581	28	that	that	SCONJ
ejpam-2952	581	29	the	the	DET
ejpam-2952	581	30	test	test	NOUN
ejpam-2952	581	31	is	be	AUX
ejpam-2952	581	32	strongly	strongly	ADV
ejpam-2952	581	33	positively	positively	ADV
ejpam-2952	581	34	size	size	NOUN
ejpam-2952	581	35	-	-	PUNCT
ejpam-2952	581	36	distorted	distorted	ADJ
ejpam-2952	581	37	.	.	PUNCT
ejpam-2952	582	1	the	the	DET
ejpam-2952	582	2	results	result	NOUN
ejpam-2952	582	3	on	on	ADP
ejpam-2952	582	4	power	power	NOUN
ejpam-2952	582	5	show	show	NOUN
ejpam-2952	582	6	that	that	SCONJ
ejpam-2952	582	7	the	the	DET
ejpam-2952	582	8	test	test	NOUN
ejpam-2952	582	9	convincingly	convincingly	ADV
ejpam-2952	582	10	rejects	reject	VERB
ejpam-2952	582	11	the	the	DET
ejpam-2952	582	12	null	null	ADJ
ejpam-2952	582	13	hypothesis	hypothesis	NOUN
ejpam-2952	582	14	when	when	SCONJ
ejpam-2952	582	15	data	datum	NOUN
ejpam-2952	582	16	are	be	AUX
ejpam-2952	582	17	generated	generate	VERB
ejpam-2952	582	18	by	by	ADP
ejpam-2952	582	19	the	the	DET
ejpam-2952	582	20	logistic	logistic	ADJ
ejpam-2952	582	21	map	map	NOUN
ejpam-2952	582	22	.	.	PUNCT
ejpam-2952	583	1	however	however	ADV
ejpam-2952	583	2	,	,	PUNCT
ejpam-2952	583	3	the	the	DET
ejpam-2952	583	4	test	test	NOUN
ejpam-2952	583	5	also	also	ADV
ejpam-2952	583	6	has	have	VERB
ejpam-2952	583	7	power	power	NOUN
ejpam-2952	583	8	against	against	ADP
ejpam-2952	583	9	other	other	ADJ
ejpam-2952	583	10	nonlinear	nonlinear	ADJ
ejpam-2952	583	11	models	model	NOUN
ejpam-2952	583	12	.	.	PUNCT
ejpam-2952	584	1	it	it	PRON
ejpam-2952	584	2	would	would	AUX
ejpam-2952	584	3	therefore	therefore	ADV
ejpam-2952	584	4	be	be	AUX
ejpam-2952	584	5	a	a	DET
ejpam-2952	584	6	mistake	mistake	NOUN
ejpam-2952	584	7	to	to	PART
ejpam-2952	584	8	claim	claim	VERB
ejpam-2952	584	9	that	that	SCONJ
ejpam-2952	584	10	a	a	DET
ejpam-2952	584	11	rejection	rejection	NOUN
ejpam-2952	584	12	by	by	ADP
ejpam-2952	584	13	the	the	DET
ejpam-2952	584	14	bds	bds	NOUN
ejpam-2952	584	15	test	test	NOUN
ejpam-2952	584	16	would	would	AUX
ejpam-2952	584	17	be	be	AUX
ejpam-2952	584	18	an	an	DET
ejpam-2952	584	19	indication	indication	NOUN
ejpam-2952	584	20	of	of	ADP
ejpam-2952	584	21	white	white	ADJ
ejpam-2952	584	22	chaos	chaos	NOUN
ejpam-2952	584	23	.	.	PUNCT
ejpam-2952	585	1	[	[	X
ejpam-2952	585	2	57	57	NUM
ejpam-2952	585	3	]	]	PUNCT
ejpam-2952	585	4	remark	remark	NOUN
ejpam-2952	585	5	that	that	SCONJ
ejpam-2952	585	6	if	if	SCONJ
ejpam-2952	585	7	one	one	PRON
ejpam-2952	585	8	wants	want	VERB
ejpam-2952	585	9	to	to	PART
ejpam-2952	585	10	distinguish	distinguish	VERB
ejpam-2952	585	11	between	between	ADP
ejpam-2952	585	12	white	white	ADJ
ejpam-2952	585	13	chaos	chaos	NOUN
ejpam-2952	585	14	and	and	CCONJ
ejpam-2952	585	15	stochastic	stochastic	ADJ
ejpam-2952	585	16	white	white	ADJ
ejpam-2952	585	17	noise	noise	NOUN
ejpam-2952	585	18	,	,	PUNCT
ejpam-2952	585	19	one	one	PRON
ejpam-2952	585	20	would	would	AUX
ejpam-2952	585	21	need	need	VERB
ejpam-2952	585	22	a	a	DET
ejpam-2952	585	23	statistical	statistical	ADJ
ejpam-2952	585	24	test	test	NOUN
ejpam-2952	585	25	in	in	ADP
ejpam-2952	585	26	which	which	DET
ejpam-2952	585	27	chaos	chaos	NOUN
ejpam-2952	585	28	is	be	AUX
ejpam-2952	585	29	the	the	DET
ejpam-2952	585	30	null	null	ADJ
ejpam-2952	585	31	hypothesis	hypothesis	NOUN
ejpam-2952	585	32	.	.	PUNCT
ejpam-2952	586	1	unfortunately	unfortunately	ADV
ejpam-2952	586	2	,	,	PUNCT
ejpam-2952	586	3	timo	timo	VERB
ejpam-2952	586	4	teräsvirta	teräsvirta	NUM
ejpam-2952	586	5	/	/	SYM
ejpam-2952	586	6	eur	eur	PROPN
ejpam-2952	586	7	.	.	PUNCT
ejpam-2952	587	1	j.	j.	PROPN
ejpam-2952	587	2	pure	pure	PROPN
ejpam-2952	587	3	appl	appl	PROPN
ejpam-2952	587	4	.	.	PROPN
ejpam-2952	587	5	math	math	PROPN
ejpam-2952	587	6	,	,	PUNCT
ejpam-2952	587	7	10	10	NUM
ejpam-2952	587	8	(	(	PUNCT
ejpam-2952	587	9	1	1	NUM
ejpam-2952	587	10	)	)	PUNCT
ejpam-2952	587	11	(	(	PUNCT
ejpam-2952	587	12	2017	2017	NUM
ejpam-2952	587	13	)	)	PUNCT
ejpam-2952	587	14	,	,	PUNCT
ejpam-2952	587	15	104	104	NUM
ejpam-2952	587	16	-	-	SYM
ejpam-2952	587	17	132	132	NUM
ejpam-2952	587	18	125	125	NUM
ejpam-2952	587	19	such	such	DET
ejpam-2952	587	20	a	a	DET
ejpam-2952	587	21	test	test	NOUN
ejpam-2952	587	22	does	do	AUX
ejpam-2952	587	23	not	not	PART
ejpam-2952	587	24	exist	exist	VERB
ejpam-2952	587	25	.	.	PUNCT
ejpam-2952	588	1	[	[	X
ejpam-2952	588	2	25	25	NUM
ejpam-2952	588	3	]	]	PUNCT
ejpam-2952	588	4	,	,	PUNCT
ejpam-2952	588	5	discussing	discuss	VERB
ejpam-2952	588	6	the	the	DET
ejpam-2952	588	7	paper	paper	NOUN
ejpam-2952	588	8	by	by	ADP
ejpam-2952	588	9	[	[	X
ejpam-2952	588	10	9	9	NUM
ejpam-2952	588	11	]	]	PUNCT
ejpam-2952	588	12	,	,	PUNCT
ejpam-2952	588	13	points	point	VERB
ejpam-2952	588	14	out	out	ADP
ejpam-2952	588	15	that	that	SCONJ
ejpam-2952	588	16	the	the	DET
ejpam-2952	588	17	difference	difference	NOUN
ejpam-2952	588	18	between	between	ADP
ejpam-2952	588	19	a	a	DET
ejpam-2952	588	20	stochastic	stochastic	ADJ
ejpam-2952	588	21	iid	iid	NOUN
ejpam-2952	588	22	(	(	PUNCT
ejpam-2952	588	23	assuming	assume	VERB
ejpam-2952	588	24	white	white	ADJ
ejpam-2952	588	25	noise	noise	NOUN
ejpam-2952	588	26	is	be	AUX
ejpam-2952	588	27	not	not	PART
ejpam-2952	588	28	enough	enough	ADJ
ejpam-2952	588	29	)	)	PUNCT
ejpam-2952	588	30	process	process	NOUN
ejpam-2952	588	31	and	and	CCONJ
ejpam-2952	588	32	white	white	ADJ
ejpam-2952	588	33	chaos	chaos	NOUN
ejpam-2952	588	34	becomes	become	VERB
ejpam-2952	588	35	clear	clear	ADJ
ejpam-2952	588	36	in	in	ADP
ejpam-2952	588	37	forecasting	forecasting	NOUN
ejpam-2952	588	38	.	.	PUNCT
ejpam-2952	589	1	while	while	SCONJ
ejpam-2952	589	2	the	the	DET
ejpam-2952	589	3	former	former	NOUN
ejpam-2952	589	4	is	be	AUX
ejpam-2952	589	5	never	never	ADV
ejpam-2952	589	6	forecastable	forecastable	ADJ
ejpam-2952	589	7	,	,	PUNCT
ejpam-2952	589	8	the	the	DET
ejpam-2952	589	9	latter	latter	ADJ
ejpam-2952	589	10	can	can	AUX
ejpam-2952	589	11	be	be	AUX
ejpam-2952	589	12	forecast	forecast	VERB
ejpam-2952	589	13	perfectly	perfectly	ADV
ejpam-2952	589	14	if	if	SCONJ
ejpam-2952	589	15	the	the	DET
ejpam-2952	589	16	starting	starting	NOUN
ejpam-2952	589	17	-	-	PUNCT
ejpam-2952	589	18	values	value	NOUN
ejpam-2952	589	19	are	be	AUX
ejpam-2952	589	20	known	know	VERB
ejpam-2952	589	21	and	and	CCONJ
ejpam-2952	589	22	there	there	PRON
ejpam-2952	589	23	is	be	VERB
ejpam-2952	589	24	no	no	DET
ejpam-2952	589	25	measurement	measurement	NOUN
ejpam-2952	589	26	error	error	NOUN
ejpam-2952	589	27	.	.	PUNCT
ejpam-2952	590	1	8.2	8.2	NUM
ejpam-2952	590	2	.	.	PUNCT
ejpam-2952	590	3	aggregation	aggregation	NOUN
ejpam-2952	590	4	of	of	ADP
ejpam-2952	590	5	nonlinear	nonlinear	ADJ
ejpam-2952	590	6	series	series	PROPN
ejpam-2952	590	7	the	the	DET
ejpam-2952	590	8	set	set	NOUN
ejpam-2952	590	9	-	-	PUNCT
ejpam-2952	590	10	up	up	NOUN
ejpam-2952	590	11	in	in	ADP
ejpam-2952	590	12	[	[	X
ejpam-2952	590	13	53	53	NUM
ejpam-2952	590	14	]	]	PUNCT
ejpam-2952	590	15	is	be	AUX
ejpam-2952	590	16	used	use	VERB
ejpam-2952	590	17	again	again	ADV
ejpam-2952	590	18	by	by	ADP
ejpam-2952	590	19	[	[	X
ejpam-2952	590	20	40	40	NUM
ejpam-2952	590	21	]	]	PUNCT
ejpam-2952	590	22	who	who	PRON
ejpam-2952	590	23	are	be	AUX
ejpam-2952	590	24	studying	study	VERB
ejpam-2952	590	25	the	the	DET
ejpam-2952	590	26	effects	effect	NOUN
ejpam-2952	590	27	of	of	ADP
ejpam-2952	590	28	aggregation	aggregation	NOUN
ejpam-2952	590	29	on	on	ADP
ejpam-2952	590	30	nonlinearity	nonlinearity	NOUN
ejpam-2952	590	31	.	.	PUNCT
ejpam-2952	591	1	they	they	PRON
ejpam-2952	591	2	construct	construct	VERB
ejpam-2952	591	3	a	a	DET
ejpam-2952	591	4	situation	situation	NOUN
ejpam-2952	591	5	in	in	ADP
ejpam-2952	591	6	which	which	PRON
ejpam-2952	591	7	there	there	PRON
ejpam-2952	591	8	is	be	VERB
ejpam-2952	591	9	nonlinearity	nonlinearity	NOUN
ejpam-2952	591	10	at	at	ADP
ejpam-2952	591	11	the	the	DET
ejpam-2952	591	12	micro	micro	ADJ
ejpam-2952	591	13	level	level	NOUN
ejpam-2952	591	14	,	,	PUNCT
ejpam-2952	591	15	but	but	CCONJ
ejpam-2952	591	16	only	only	ADV
ejpam-2952	591	17	either	either	CCONJ
ejpam-2952	591	18	the	the	DET
ejpam-2952	591	19	cross	cross	NOUN
ejpam-2952	591	20	-	-	ADJ
ejpam-2952	591	21	sectionally	sectionally	ADV
ejpam-2952	591	22	or	or	CCONJ
ejpam-2952	591	23	temporally	temporally	ADV
ejpam-2952	591	24	aggregated	aggregate	VERB
ejpam-2952	591	25	series	series	NOUN
ejpam-2952	591	26	is	be	AUX
ejpam-2952	591	27	actually	actually	ADV
ejpam-2952	591	28	observed	observe	VERB
ejpam-2952	591	29	.	.	PUNCT
ejpam-2952	592	1	in	in	ADP
ejpam-2952	592	2	cross	cross	ADJ
ejpam-2952	592	3	-	-	ADJ
ejpam-2952	592	4	sectional	sectional	ADJ
ejpam-2952	592	5	aggregation	aggregation	NOUN
ejpam-2952	592	6	the	the	DET
ejpam-2952	592	7	micro	micro	ADJ
ejpam-2952	592	8	equation	equation	NOUN
ejpam-2952	592	9	has	have	VERB
ejpam-2952	592	10	the	the	DET
ejpam-2952	592	11	form	form	NOUN
ejpam-2952	592	12	yjt	yjt	NOUN
ejpam-2952	592	13	=	=	SYM
ejpam-2952	592	14	f(yj	f(yj	PROPN
ejpam-2952	592	15	,	,	PUNCT
ejpam-2952	592	16	t−1	t−1	PROPN
ejpam-2952	592	17	,	,	PUNCT
ejpam-2952	592	18	yj	yj	PROPN
ejpam-2952	592	19	,	,	PUNCT
ejpam-2952	592	20	t−2	t−2	PROPN
ejpam-2952	592	21	,	,	PUNCT
ejpam-2952	592	22	...	...	PUNCT
ejpam-2952	592	23	;	;	PUNCT
ejpam-2952	592	24	εj	εj	NOUN
ejpam-2952	592	25	,	,	PUNCT
ejpam-2952	592	26	t−1	t−1	PROPN
ejpam-2952	592	27	,	,	PUNCT
ejpam-2952	592	28	εj	εj	NOUN
ejpam-2952	592	29	,	,	PUNCT
ejpam-2952	592	30	t−2	t−2	PROPN
ejpam-2952	592	31	,	,	PUNCT
ejpam-2952	592	32	...	...	PUNCT
ejpam-2952	592	33	)	)	PUNCT
ejpam-2952	593	1	+	+	CCONJ
ejpam-2952	593	2	εjt	εjt	VERB
ejpam-2952	593	3	where	where	SCONJ
ejpam-2952	593	4	the	the	DET
ejpam-2952	593	5	zero	zero	NUM
ejpam-2952	593	6	mean	mean	VERB
ejpam-2952	593	7	white	white	ADJ
ejpam-2952	593	8	noise	noise	NOUN
ejpam-2952	593	9	error	error	NOUN
ejpam-2952	593	10	process	process	NOUN
ejpam-2952	593	11	εt	εt	INTJ
ejpam-2952	593	12	=	=	PUNCT
ejpam-2952	593	13	et	et	PROPN
ejpam-2952	593	14	+	+	CCONJ
ejpam-2952	593	15	ηjt	ηjt	NOUN
ejpam-2952	593	16	,	,	PUNCT
ejpam-2952	593	17	with	with	ADP
ejpam-2952	593	18	the	the	DET
ejpam-2952	593	19	common	common	ADJ
ejpam-2952	593	20	error	error	NOUN
ejpam-2952	593	21	et	et	NOUN
ejpam-2952	593	22	and	and	CCONJ
ejpam-2952	593	23	an	an	DET
ejpam-2952	593	24	idiosyncratic	idiosyncratic	ADJ
ejpam-2952	593	25	one	one	NOUN
ejpam-2952	593	26	,	,	PUNCT
ejpam-2952	593	27	ηjt	ηjt	NOUN
ejpam-2952	593	28	,	,	PUNCT
ejpam-2952	593	29	where	where	SCONJ
ejpam-2952	593	30	ηjt	ηjt	NOUN
ejpam-2952	593	31	and	and	CCONJ
ejpam-2952	593	32	ηkt	ηkt	PROPN
ejpam-2952	593	33	,	,	PUNCT
ejpam-2952	593	34	j	j	PROPN
ejpam-2952	593	35	6=	6=	PROPN
ejpam-2952	593	36	k	k	PROPN
ejpam-2952	593	37	,	,	PUNCT
ejpam-2952	593	38	are	be	AUX
ejpam-2952	593	39	independent	independent	ADJ
ejpam-2952	593	40	.	.	PUNCT
ejpam-2952	594	1	all	all	PRON
ejpam-2952	594	2	have	have	VERB
ejpam-2952	594	3	finite	finite	ADJ
ejpam-2952	594	4	variances	variance	NOUN
ejpam-2952	594	5	.	.	PUNCT
ejpam-2952	595	1	the	the	DET
ejpam-2952	595	2	bilinear	bilinear	PROPN
ejpam-2952	595	3	model	model	NOUN
ejpam-2952	595	4	(	(	PUNCT
ejpam-2952	595	5	7	7	NUM
ejpam-2952	595	6	)	)	PUNCT
ejpam-2952	595	7	,	,	PUNCT
ejpam-2952	595	8	i.e.	i.e.	X
ejpam-2952	595	9	,	,	PUNCT
ejpam-2952	595	10	yjt	yjt	PROPN
ejpam-2952	595	11	=	=	SYM
ejpam-2952	595	12	θ12yj	θ12yj	PROPN
ejpam-2952	595	13	,	,	PUNCT
ejpam-2952	595	14	t−2εj	t−2εj	ADJ
ejpam-2952	595	15	,	,	PUNCT
ejpam-2952	595	16	t−1	t−1	PROPN
ejpam-2952	595	17	+	+	CCONJ
ejpam-2952	595	18	εjt	εjt	AUX
ejpam-2952	595	19	serves	serve	VERB
ejpam-2952	595	20	as	as	ADP
ejpam-2952	595	21	a	a	DET
ejpam-2952	595	22	convenient	convenient	ADJ
ejpam-2952	595	23	theoretical	theoretical	ADJ
ejpam-2952	595	24	example	example	NOUN
ejpam-2952	595	25	as	as	SCONJ
ejpam-2952	595	26	it	it	PRON
ejpam-2952	595	27	is	be	AUX
ejpam-2952	595	28	linear	linear	ADJ
ejpam-2952	595	29	in	in	ADP
ejpam-2952	595	30	parameters	parameter	NOUN
ejpam-2952	595	31	.	.	PUNCT
ejpam-2952	596	1	a	a	DET
ejpam-2952	596	2	cross	cross	ADJ
ejpam-2952	596	3	-	-	ADJ
ejpam-2952	596	4	sectional	sectional	ADJ
ejpam-2952	596	5	aggregation	aggregation	NOUN
ejpam-2952	596	6	of	of	ADP
ejpam-2952	596	7	n	n	PROPN
ejpam-2952	596	8	series	series	NOUN
ejpam-2952	596	9	leads	lead	VERB
ejpam-2952	596	10	to	to	ADP
ejpam-2952	596	11	yt	yt	NOUN
ejpam-2952	596	12	=	=	PUNCT
ejpam-2952	596	13	θ12et−1yt−2	θ12et−1yt−2	PROPN
ejpam-2952	596	14	+	+	NOUN
ejpam-2952	596	15	net	net	ADJ
ejpam-2952	596	16	+	+	CCONJ
ejpam-2952	596	17	θ12	θ12	NOUN
ejpam-2952	596	18	n∑	n∑	PROPN
ejpam-2952	596	19	j=1	j=1	PROPN
ejpam-2952	596	20	yj	yj	PROPN
ejpam-2952	596	21	,	,	PUNCT
ejpam-2952	596	22	t−2ηj	t−2ηj	NOUN
ejpam-2952	596	23	,	,	PUNCT
ejpam-2952	596	24	t−1	t−1	PROPN
ejpam-2952	596	25	+	+	SYM
ejpam-2952	596	26	n∑	n∑	ADJ
ejpam-2952	596	27	j=1	j=1	ADJ
ejpam-2952	596	28	ηjt	ηjt	NOUN
ejpam-2952	596	29	(	(	PUNCT
ejpam-2952	596	30	37	37	NUM
ejpam-2952	596	31	)	)	PUNCT
ejpam-2952	596	32	where	where	SCONJ
ejpam-2952	596	33	yt	yt	NOUN
ejpam-2952	596	34	=	=	PUNCT
ejpam-2952	596	35	∑n	∑n	PROPN
ejpam-2952	596	36	j=1	j=1	PROPN
ejpam-2952	596	37	yjt	yjt	PROPN
ejpam-2952	596	38	.	.	PUNCT
ejpam-2952	597	1	note	note	VERB
ejpam-2952	597	2	that	that	SCONJ
ejpam-2952	597	3	the	the	DET
ejpam-2952	597	4	parameter	parameter	NOUN
ejpam-2952	597	5	θ12	θ12	NOUN
ejpam-2952	597	6	is	be	AUX
ejpam-2952	597	7	the	the	DET
ejpam-2952	597	8	same	same	ADJ
ejpam-2952	597	9	across	across	ADP
ejpam-2952	597	10	the	the	DET
ejpam-2952	597	11	equations	equation	NOUN
ejpam-2952	597	12	.	.	PUNCT
ejpam-2952	598	1	effects	effect	NOUN
ejpam-2952	598	2	of	of	ADP
ejpam-2952	598	3	aggregation	aggregation	NOUN
ejpam-2952	598	4	are	be	AUX
ejpam-2952	598	5	controlled	control	VERB
ejpam-2952	598	6	by	by	ADP
ejpam-2952	598	7	the	the	DET
ejpam-2952	598	8	balance	balance	NOUN
ejpam-2952	598	9	between	between	ADP
ejpam-2952	598	10	the	the	DET
ejpam-2952	598	11	components	component	NOUN
ejpam-2952	598	12	net	net	NOUN
ejpam-2952	598	13	and	and	CCONJ
ejpam-2952	598	14	the	the	DET
ejpam-2952	598	15	sum	sum	NOUN
ejpam-2952	598	16	θ12	θ12	NOUN
ejpam-2952	598	17	∑n	∑n	PROPN
ejpam-2952	598	18	j=1	j=1	PROPN
ejpam-2952	598	19	yj	yj	PROPN
ejpam-2952	598	20	,	,	PUNCT
ejpam-2952	598	21	t−2ηj	t−2ηj	NOUN
ejpam-2952	598	22	,	,	PUNCT
ejpam-2952	598	23	t−1	t−1	PROPN
ejpam-2952	598	24	+	+	CCONJ
ejpam-2952	598	25	∑n	∑n	PROPN
ejpam-2952	598	26	j=1	j=1	ADJ
ejpam-2952	598	27	ηjt	ηjt	NOUN
ejpam-2952	598	28	.	.	PUNCT
ejpam-2952	599	1	the	the	DET
ejpam-2952	599	2	former	former	ADJ
ejpam-2952	599	3	one	one	NOUN
ejpam-2952	599	4	has	have	VERB
ejpam-2952	599	5	variance	variance	NOUN
ejpam-2952	599	6	of	of	ADP
ejpam-2952	599	7	order	order	NOUN
ejpam-2952	599	8	o(n2	o(n2	ADV
ejpam-2952	599	9	)	)	PUNCT
ejpam-2952	599	10	,	,	PUNCT
ejpam-2952	599	11	whereas	whereas	SCONJ
ejpam-2952	599	12	the	the	DET
ejpam-2952	599	13	latter	latter	ADJ
ejpam-2952	599	14	ones	one	NOUN
ejpam-2952	599	15	,	,	PUNCT
ejpam-2952	599	16	due	due	ADP
ejpam-2952	599	17	to	to	ADP
ejpam-2952	599	18	the	the	DET
ejpam-2952	599	19	independence	independence	NOUN
ejpam-2952	599	20	of	of	ADP
ejpam-2952	599	21	ηjt	ηjt	NOUN
ejpam-2952	599	22	and	and	CCONJ
ejpam-2952	599	23	ηkt	ηkt	NOUN
ejpam-2952	599	24	,	,	PUNCT
ejpam-2952	599	25	has	have	VERB
ejpam-2952	599	26	variance	variance	NOUN
ejpam-2952	599	27	of	of	ADP
ejpam-2952	599	28	order	order	NOUN
ejpam-2952	599	29	o(n	o(n	NOUN
ejpam-2952	599	30	)	)	PUNCT
ejpam-2952	599	31	.	.	PUNCT
ejpam-2952	600	1	consequently	consequently	ADV
ejpam-2952	600	2	,	,	PUNCT
ejpam-2952	600	3	for	for	ADP
ejpam-2952	600	4	large	large	ADJ
ejpam-2952	600	5	n	n	CCONJ
ejpam-2952	600	6	the	the	DET
ejpam-2952	600	7	term	term	NOUN
ejpam-2952	600	8	net	net	NOUN
ejpam-2952	600	9	will	will	AUX
ejpam-2952	600	10	dominate	dominate	VERB
ejpam-2952	600	11	,	,	PUNCT
ejpam-2952	600	12	and	and	CCONJ
ejpam-2952	600	13	the	the	DET
ejpam-2952	600	14	model	model	NOUN
ejpam-2952	600	15	(	(	PUNCT
ejpam-2952	600	16	37	37	NUM
ejpam-2952	600	17	)	)	PUNCT
ejpam-2952	600	18	for	for	ADP
ejpam-2952	600	19	yt	yt	PROPN
ejpam-2952	600	20	is	be	AUX
ejpam-2952	600	21	still	still	ADV
ejpam-2952	600	22	approximately	approximately	ADV
ejpam-2952	600	23	bilinear	bilinear	ADJ
ejpam-2952	600	24	,	,	PUNCT
ejpam-2952	600	25	as	as	SCONJ
ejpam-2952	600	26	the	the	DET
ejpam-2952	600	27	last	last	ADJ
ejpam-2952	600	28	two	two	NUM
ejpam-2952	600	29	sums	sum	NOUN
ejpam-2952	600	30	in	in	ADP
ejpam-2952	600	31	(	(	PUNCT
ejpam-2952	600	32	37	37	NUM
ejpam-2952	600	33	)	)	PUNCT
ejpam-2952	600	34	can	can	AUX
ejpam-2952	600	35	be	be	AUX
ejpam-2952	600	36	ignored	ignore	VERB
ejpam-2952	600	37	.	.	PUNCT
ejpam-2952	601	1	if	if	SCONJ
ejpam-2952	601	2	et	et	PROPN
ejpam-2952	601	3	=	=	SYM
ejpam-2952	601	4	0	0	PROPN
ejpam-2952	601	5	,	,	PUNCT
ejpam-2952	601	6	meaning	mean	VERB
ejpam-2952	601	7	that	that	SCONJ
ejpam-2952	601	8	there	there	PRON
ejpam-2952	601	9	is	be	VERB
ejpam-2952	601	10	no	no	DET
ejpam-2952	601	11	common	common	ADJ
ejpam-2952	601	12	component	component	NOUN
ejpam-2952	601	13	in	in	ADP
ejpam-2952	601	14	the	the	DET
ejpam-2952	601	15	errors	error	NOUN
ejpam-2952	601	16	,	,	PUNCT
ejpam-2952	601	17	the	the	DET
ejpam-2952	601	18	two	two	NUM
ejpam-2952	601	19	sums	sum	NOUN
ejpam-2952	601	20	play	play	VERB
ejpam-2952	601	21	a	a	DET
ejpam-2952	601	22	bigger	big	ADJ
ejpam-2952	601	23	role	role	NOUN
ejpam-2952	601	24	,	,	PUNCT
ejpam-2952	601	25	and	and	CCONJ
ejpam-2952	601	26	the	the	DET
ejpam-2952	601	27	model	model	NOUN
ejpam-2952	601	28	can	can	AUX
ejpam-2952	601	29	no	no	ADV
ejpam-2952	601	30	longer	long	ADV
ejpam-2952	601	31	be	be	AUX
ejpam-2952	601	32	recognised	recognise	VERB
ejpam-2952	601	33	as	as	ADP
ejpam-2952	601	34	bilinear	bilinear	NOUN
ejpam-2952	601	35	.	.	PUNCT
ejpam-2952	602	1	the	the	DET
ejpam-2952	602	2	authors	author	NOUN
ejpam-2952	602	3	conduct	conduct	VERB
ejpam-2952	602	4	a	a	DET
ejpam-2952	602	5	simulation	simulation	NOUN
ejpam-2952	602	6	study	study	NOUN
ejpam-2952	602	7	using	use	VERB
ejpam-2952	602	8	the	the	DET
ejpam-2952	602	9	tests	test	NOUN
ejpam-2952	602	10	and	and	CCONJ
ejpam-2952	602	11	models	model	NOUN
ejpam-2952	602	12	in	in	ADP
ejpam-2952	602	13	[	[	X
ejpam-2952	602	14	53	53	NUM
ejpam-2952	602	15	]	]	PUNCT
ejpam-2952	602	16	and	and	CCONJ
ejpam-2952	602	17	varying	vary	VERB
ejpam-2952	602	18	the	the	DET
ejpam-2952	602	19	variance	variance	NOUN
ejpam-2952	602	20	of	of	ADP
ejpam-2952	602	21	et	et	NOUN
ejpam-2952	602	22	and	and	CCONJ
ejpam-2952	602	23	ηjt	ηjt	NOUN
ejpam-2952	602	24	(	(	PUNCT
ejpam-2952	602	25	the	the	DET
ejpam-2952	602	26	latter	latter	ADJ
ejpam-2952	602	27	is	be	AUX
ejpam-2952	602	28	assumed	assume	VERB
ejpam-2952	602	29	to	to	PART
ejpam-2952	602	30	be	be	AUX
ejpam-2952	602	31	identical	identical	ADJ
ejpam-2952	602	32	for	for	ADP
ejpam-2952	602	33	all	all	DET
ejpam-2952	602	34	ηjt	ηjt	NOUN
ejpam-2952	602	35	)	)	PUNCT
ejpam-2952	602	36	.	.	PUNCT
ejpam-2952	603	1	the	the	DET
ejpam-2952	603	2	results	result	NOUN
ejpam-2952	603	3	are	be	AUX
ejpam-2952	603	4	in	in	ADP
ejpam-2952	603	5	line	line	NOUN
ejpam-2952	603	6	with	with	ADP
ejpam-2952	603	7	the	the	DET
ejpam-2952	603	8	ones	one	NOUN
ejpam-2952	603	9	in	in	ADP
ejpam-2952	603	10	the	the	DET
ejpam-2952	603	11	aforementioned	aforementioned	ADJ
ejpam-2952	603	12	example	example	NOUN
ejpam-2952	603	13	and	and	CCONJ
ejpam-2952	603	14	support	support	VERB
ejpam-2952	603	15	the	the	DET
ejpam-2952	603	16	claim	claim	NOUN
ejpam-2952	603	17	that	that	SCONJ
ejpam-2952	603	18	aggregation	aggregation	NOUN
ejpam-2952	603	19	weakens	weaken	VERB
ejpam-2952	603	20	nonlinearity	nonlinearity	NOUN
ejpam-2952	603	21	present	present	ADJ
ejpam-2952	603	22	on	on	ADP
ejpam-2952	603	23	the	the	DET
ejpam-2952	603	24	micro	micro	ADJ
ejpam-2952	603	25	level	level	NOUN
ejpam-2952	603	26	.	.	PUNCT
ejpam-2952	604	1	temporal	temporal	ADJ
ejpam-2952	604	2	aggregation	aggregation	NOUN
ejpam-2952	604	3	is	be	AUX
ejpam-2952	604	4	also	also	ADV
ejpam-2952	604	5	considered	consider	VERB
ejpam-2952	604	6	,	,	PUNCT
ejpam-2952	604	7	and	and	CCONJ
ejpam-2952	604	8	the	the	DET
ejpam-2952	604	9	results	result	NOUN
ejpam-2952	604	10	are	be	AUX
ejpam-2952	604	11	similar	similar	ADJ
ejpam-2952	604	12	.	.	PUNCT
ejpam-2952	605	1	8.3	8.3	NUM
ejpam-2952	605	2	.	.	PUNCT
ejpam-2952	606	1	nonlinear	nonlinear	ADJ
ejpam-2952	606	2	dependence	dependence	NOUN
ejpam-2952	606	3	and	and	CCONJ
ejpam-2952	606	4	trends	trend	NOUN
ejpam-2952	606	5	it	it	PRON
ejpam-2952	606	6	is	be	AUX
ejpam-2952	606	7	not	not	PART
ejpam-2952	606	8	difficult	difficult	ADJ
ejpam-2952	606	9	to	to	PART
ejpam-2952	606	10	find	find	VERB
ejpam-2952	606	11	situations	situation	NOUN
ejpam-2952	606	12	in	in	ADP
ejpam-2952	606	13	which	which	PRON
ejpam-2952	606	14	linear	linear	ADJ
ejpam-2952	606	15	dependence	dependence	NOUN
ejpam-2952	606	16	measures	measure	NOUN
ejpam-2952	606	17	indicate	indicate	VERB
ejpam-2952	606	18	no	no	DET
ejpam-2952	606	19	dependence	dependence	NOUN
ejpam-2952	606	20	,	,	PUNCT
ejpam-2952	606	21	but	but	CCONJ
ejpam-2952	606	22	the	the	DET
ejpam-2952	606	23	variables	variable	NOUN
ejpam-2952	606	24	in	in	ADP
ejpam-2952	606	25	question	question	NOUN
ejpam-2952	606	26	are	be	AUX
ejpam-2952	606	27	nonlinearly	nonlinearly	ADV
ejpam-2952	606	28	dependent	dependent	ADJ
ejpam-2952	606	29	.	.	PUNCT
ejpam-2952	607	1	using	use	VERB
ejpam-2952	607	2	standard	standard	NOUN
ejpam-2952	607	3	timo	timo	PROPN
ejpam-2952	607	4	teräsvirta	teräsvirta	NUM
ejpam-2952	607	5	/	/	SYM
ejpam-2952	607	6	eur	eur	PROPN
ejpam-2952	607	7	.	.	PUNCT
ejpam-2952	608	1	j.	j.	PROPN
ejpam-2952	608	2	pure	pure	PROPN
ejpam-2952	608	3	appl	appl	PROPN
ejpam-2952	608	4	.	.	PROPN
ejpam-2952	608	5	math	math	PROPN
ejpam-2952	608	6	,	,	PUNCT
ejpam-2952	608	7	10	10	NUM
ejpam-2952	608	8	(	(	PUNCT
ejpam-2952	608	9	1	1	NUM
ejpam-2952	608	10	)	)	PUNCT
ejpam-2952	608	11	(	(	PUNCT
ejpam-2952	608	12	2017	2017	NUM
ejpam-2952	608	13	)	)	PUNCT
ejpam-2952	608	14	,	,	PUNCT
ejpam-2952	608	15	104	104	NUM
ejpam-2952	608	16	-	-	SYM
ejpam-2952	608	17	132	132	NUM
ejpam-2952	608	18	126	126	NUM
ejpam-2952	608	19	autocorrelation	autocorrelation	NOUN
ejpam-2952	608	20	coefficients	coefficient	NOUN
ejpam-2952	608	21	to	to	PART
ejpam-2952	608	22	determine	determine	VERB
ejpam-2952	608	23	the	the	DET
ejpam-2952	608	24	maximum	maximum	ADJ
ejpam-2952	608	25	lag	lag	NOUN
ejpam-2952	608	26	in	in	ADP
ejpam-2952	608	27	a	a	DET
ejpam-2952	608	28	potentially	potentially	ADV
ejpam-2952	608	29	nonlinear	nonlinear	ADJ
ejpam-2952	608	30	univariate	univariate	ADJ
ejpam-2952	608	31	model	model	NOUN
ejpam-2952	608	32	may	may	AUX
ejpam-2952	608	33	in	in	ADP
ejpam-2952	608	34	those	those	DET
ejpam-2952	608	35	cases	case	NOUN
ejpam-2952	608	36	be	be	AUX
ejpam-2952	608	37	misleading	misleading	ADJ
ejpam-2952	608	38	.	.	PUNCT
ejpam-2952	609	1	[	[	X
ejpam-2952	609	2	41	41	NUM
ejpam-2952	609	3	]	]	PUNCT
ejpam-2952	609	4	study	study	NOUN
ejpam-2952	609	5	lag	lag	NOUN
ejpam-2952	609	6	selection	selection	NOUN
ejpam-2952	609	7	in	in	ADP
ejpam-2952	609	8	nonlinear	nonlinear	ADJ
ejpam-2952	609	9	moving	move	VERB
ejpam-2952	609	10	average	average	ADJ
ejpam-2952	609	11	and	and	CCONJ
ejpam-2952	609	12	autoregressive	autoregressive	ADJ
ejpam-2952	609	13	models	model	NOUN
ejpam-2952	609	14	.	.	PUNCT
ejpam-2952	610	1	the	the	DET
ejpam-2952	610	2	authors	author	NOUN
ejpam-2952	610	3	apply	apply	VERB
ejpam-2952	610	4	the	the	DET
ejpam-2952	610	5	mutual	mutual	ADJ
ejpam-2952	610	6	information	information	NOUN
ejpam-2952	610	7	coefficient	coefficient	NOUN
ejpam-2952	610	8	which	which	PRON
ejpam-2952	610	9	is	be	AUX
ejpam-2952	610	10	a	a	DET
ejpam-2952	610	11	function	function	NOUN
ejpam-2952	610	12	of	of	ADP
ejpam-2952	610	13	shannon	shannon	PROPN
ejpam-2952	610	14	entropy	entropy	PROPN
ejpam-2952	610	15	normalised	normalise	VERB
ejpam-2952	610	16	to	to	PART
ejpam-2952	610	17	lie	lie	VERB
ejpam-2952	610	18	between	between	ADP
ejpam-2952	610	19	zero	zero	NUM
ejpam-2952	610	20	and	and	CCONJ
ejpam-2952	610	21	one	one	NUM
ejpam-2952	610	22	.	.	PUNCT
ejpam-2952	611	1	computing	compute	VERB
ejpam-2952	611	2	this	this	DET
ejpam-2952	611	3	dependence	dependence	NOUN
ejpam-2952	611	4	measure	measure	NOUN
ejpam-2952	611	5	requires	require	VERB
ejpam-2952	611	6	nonparametric	nonparametric	ADJ
ejpam-2952	611	7	density	density	NOUN
ejpam-2952	611	8	estimation	estimation	NOUN
ejpam-2952	611	9	,	,	PUNCT
ejpam-2952	611	10	which	which	PRON
ejpam-2952	611	11	is	be	AUX
ejpam-2952	611	12	discussed	discuss	VERB
ejpam-2952	611	13	in	in	ADP
ejpam-2952	611	14	the	the	DET
ejpam-2952	611	15	paper	paper	NOUN
ejpam-2952	611	16	.	.	PUNCT
ejpam-2952	612	1	simulations	simulation	NOUN
ejpam-2952	612	2	show	show	VERB
ejpam-2952	612	3	the	the	DET
ejpam-2952	612	4	usefulness	usefulness	NOUN
ejpam-2952	612	5	of	of	ADP
ejpam-2952	612	6	this	this	DET
ejpam-2952	612	7	measure	measure	NOUN
ejpam-2952	612	8	in	in	ADP
ejpam-2952	612	9	determining	determine	VERB
ejpam-2952	612	10	the	the	DET
ejpam-2952	612	11	lag	lag	NOUN
ejpam-2952	612	12	structure	structure	NOUN
ejpam-2952	612	13	of	of	ADP
ejpam-2952	612	14	these	these	DET
ejpam-2952	612	15	models	model	NOUN
ejpam-2952	612	16	.	.	PUNCT
ejpam-2952	613	1	[	[	X
ejpam-2952	613	2	42	42	NUM
ejpam-2952	613	3	]	]	PUNCT
ejpam-2952	613	4	look	look	VERB
ejpam-2952	613	5	at	at	ADP
ejpam-2952	613	6	another	another	DET
ejpam-2952	613	7	measure	measure	NOUN
ejpam-2952	613	8	of	of	ADP
ejpam-2952	613	9	nonlinear	nonlinear	ADJ
ejpam-2952	613	10	dependence	dependence	NOUN
ejpam-2952	613	11	based	base	VERB
ejpam-2952	613	12	on	on	ADP
ejpam-2952	613	13	the	the	DET
ejpam-2952	613	14	normalised	normalise	VERB
ejpam-2952	613	15	bhattacharya	bhattacharya	PROPN
ejpam-2952	613	16	–	–	PUNCT
ejpam-2952	613	17	matusita	matusita	PROPN
ejpam-2952	613	18	–	–	PUNCT
ejpam-2952	613	19	hellinger	hellinger	NOUN
ejpam-2952	613	20	dependence	dependence	NOUN
ejpam-2952	613	21	measure	measure	NOUN
ejpam-2952	613	22	.	.	PUNCT
ejpam-2952	614	1	they	they	PRON
ejpam-2952	614	2	demonstrate	demonstrate	VERB
ejpam-2952	614	3	its	its	PRON
ejpam-2952	614	4	connection	connection	NOUN
ejpam-2952	614	5	with	with	ADP
ejpam-2952	614	6	yet	yet	ADV
ejpam-2952	614	7	another	another	DET
ejpam-2952	614	8	dependence	dependence	NOUN
ejpam-2952	614	9	measure	measure	NOUN
ejpam-2952	614	10	:	:	PUNCT
ejpam-2952	614	11	the	the	DET
ejpam-2952	614	12	copula	copula	NOUN
ejpam-2952	614	13	.	.	PUNCT
ejpam-2952	615	1	this	this	DET
ejpam-2952	615	2	measure	measure	NOUN
ejpam-2952	615	3	is	be	AUX
ejpam-2952	615	4	also	also	ADV
ejpam-2952	615	5	computed	compute	VERB
ejpam-2952	615	6	using	use	VERB
ejpam-2952	615	7	kernel	kernel	PROPN
ejpam-2952	615	8	estimation	estimation	PROPN
ejpam-2952	615	9	.	.	PUNCT
ejpam-2952	616	1	these	these	DET
ejpam-2952	616	2	authors	author	NOUN
ejpam-2952	616	3	examine	examine	VERB
ejpam-2952	616	4	its	its	PRON
ejpam-2952	616	5	performance	performance	NOUN
ejpam-2952	616	6	using	use	VERB
ejpam-2952	616	7	the	the	DET
ejpam-2952	616	8	same	same	ADJ
ejpam-2952	616	9	set	set	NOUN
ejpam-2952	616	10	of	of	ADP
ejpam-2952	616	11	models	model	NOUN
ejpam-2952	616	12	as	as	ADP
ejpam-2952	616	13	[	[	X
ejpam-2952	616	14	41	41	NUM
ejpam-2952	616	15	]	]	PUNCT
ejpam-2952	616	16	and	and	CCONJ
ejpam-2952	616	17	find	find	VERB
ejpam-2952	616	18	it	it	PRON
ejpam-2952	616	19	fully	fully	ADV
ejpam-2952	616	20	satisfactory	satisfactory	ADJ
ejpam-2952	616	21	.	.	PUNCT
ejpam-2952	617	1	in	in	ADP
ejpam-2952	617	2	addition	addition	NOUN
ejpam-2952	617	3	they	they	PRON
ejpam-2952	617	4	consider	consider	VERB
ejpam-2952	617	5	chaos	chaos	NOUN
ejpam-2952	617	6	in	in	ADP
ejpam-2952	617	7	the	the	DET
ejpam-2952	617	8	form	form	NOUN
ejpam-2952	617	9	of	of	ADP
ejpam-2952	617	10	the	the	DET
ejpam-2952	617	11	logistic	logistic	ADJ
ejpam-2952	617	12	map	map	NOUN
ejpam-2952	617	13	.	.	PUNCT
ejpam-2952	618	1	they	they	PRON
ejpam-2952	618	2	find	find	VERB
ejpam-2952	618	3	that	that	SCONJ
ejpam-2952	618	4	linear	linear	ADJ
ejpam-2952	618	5	autocorrelation	autocorrelation	NOUN
ejpam-2952	618	6	estimates	estimate	NOUN
ejpam-2952	618	7	do	do	AUX
ejpam-2952	618	8	not	not	PART
ejpam-2952	618	9	indicate	indicate	VERB
ejpam-2952	618	10	any	any	DET
ejpam-2952	618	11	dependence	dependence	NOUN
ejpam-2952	618	12	in	in	ADP
ejpam-2952	618	13	the	the	DET
ejpam-2952	618	14	series	series	NOUN
ejpam-2952	618	15	generated	generate	VERB
ejpam-2952	618	16	by	by	ADP
ejpam-2952	618	17	the	the	DET
ejpam-2952	618	18	logistic	logistic	ADJ
ejpam-2952	618	19	map	map	NOUN
ejpam-2952	618	20	,	,	PUNCT
ejpam-2952	618	21	which	which	PRON
ejpam-2952	618	22	agrees	agree	VERB
ejpam-2952	618	23	with	with	ADP
ejpam-2952	618	24	the	the	DET
ejpam-2952	618	25	results	result	NOUN
ejpam-2952	618	26	in	in	ADP
ejpam-2952	618	27	[	[	X
ejpam-2952	618	28	57	57	NUM
ejpam-2952	618	29	]	]	PUNCT
ejpam-2952	618	30	.	.	PUNCT
ejpam-2952	619	1	on	on	ADP
ejpam-2952	619	2	the	the	DET
ejpam-2952	619	3	contrary	contrary	NOUN
ejpam-2952	619	4	,	,	PUNCT
ejpam-2952	619	5	their	their	PRON
ejpam-2952	619	6	dependence	dependence	NOUN
ejpam-2952	619	7	measure	measure	NOUN
ejpam-2952	619	8	provides	provide	VERB
ejpam-2952	619	9	strong	strong	ADJ
ejpam-2952	619	10	evidence	evidence	NOUN
ejpam-2952	619	11	against	against	ADP
ejpam-2952	619	12	independence	independence	NOUN
ejpam-2952	619	13	.	.	PUNCT
ejpam-2952	620	1	more	more	ADJ
ejpam-2952	620	2	discussion	discussion	NOUN
ejpam-2952	620	3	on	on	ADP
ejpam-2952	620	4	nonlinear	nonlinear	ADJ
ejpam-2952	620	5	dependence	dependence	NOUN
ejpam-2952	620	6	can	can	AUX
ejpam-2952	620	7	be	be	AUX
ejpam-2952	620	8	found	find	VERB
ejpam-2952	620	9	in	in	ADP
ejpam-2952	620	10	[	[	X
ejpam-2952	620	11	73	73	NUM
ejpam-2952	620	12	]	]	PUNCT
ejpam-2952	620	13	,	,	PUNCT
ejpam-2952	620	14	chapter	chapter	NOUN
ejpam-2952	620	15	4	4	NUM
ejpam-2952	620	16	.	.	PUNCT
ejpam-2952	621	1	[	[	X
ejpam-2952	621	2	1	1	X
ejpam-2952	621	3	]	]	PUNCT
ejpam-2952	621	4	were	be	AUX
ejpam-2952	621	5	the	the	DET
ejpam-2952	621	6	first	first	ADJ
ejpam-2952	621	7	econometricians	econometrician	NOUN
ejpam-2952	621	8	to	to	PART
ejpam-2952	621	9	examine	examine	VERB
ejpam-2952	621	10	common	common	ADJ
ejpam-2952	621	11	nonlinear	nonlinear	ADJ
ejpam-2952	621	12	features	feature	NOUN
ejpam-2952	621	13	in	in	ADP
ejpam-2952	621	14	multiple	multiple	ADJ
ejpam-2952	621	15	equation	equation	NOUN
ejpam-2952	621	16	systems	system	NOUN
ejpam-2952	621	17	.	.	PUNCT
ejpam-2952	622	1	[	[	X
ejpam-2952	622	2	47	47	NUM
ejpam-2952	622	3	]	]	PUNCT
ejpam-2952	622	4	extend	extend	VERB
ejpam-2952	622	5	the	the	DET
ejpam-2952	622	6	definition	definition	NOUN
ejpam-2952	622	7	of	of	ADP
ejpam-2952	622	8	common	common	ADJ
ejpam-2952	622	9	features	feature	NOUN
ejpam-2952	622	10	to	to	ADP
ejpam-2952	622	11	distributions	distribution	NOUN
ejpam-2952	622	12	and	and	CCONJ
ejpam-2952	622	13	apply	apply	VERB
ejpam-2952	622	14	copulas	copula	NOUN
ejpam-2952	622	15	to	to	PART
ejpam-2952	622	16	investigate	investigate	VERB
ejpam-2952	622	17	the	the	DET
ejpam-2952	622	18	nonlinear	nonlinear	ADJ
ejpam-2952	622	19	dependence	dependence	NOUN
ejpam-2952	622	20	of	of	ADP
ejpam-2952	622	21	consumption	consumption	NOUN
ejpam-2952	622	22	and	and	CCONJ
ejpam-2952	622	23	income	income	NOUN
ejpam-2952	622	24	on	on	ADP
ejpam-2952	622	25	the	the	DET
ejpam-2952	622	26	business	business	NOUN
ejpam-2952	622	27	cycle	cycle	NOUN
ejpam-2952	622	28	.	.	PUNCT
ejpam-2952	623	1	their	their	PRON
ejpam-2952	623	2	results	result	NOUN
ejpam-2952	623	3	’	'	PUNCT
ejpam-2952	623	4	give	give	VERB
ejpam-2952	623	5	some	some	DET
ejpam-2952	623	6	support	support	NOUN
ejpam-2952	623	7	to	to	ADP
ejpam-2952	623	8	the	the	DET
ejpam-2952	623	9	claim	claim	NOUN
ejpam-2952	623	10	that	that	SCONJ
ejpam-2952	623	11	the	the	DET
ejpam-2952	623	12	impact	impact	NOUN
ejpam-2952	623	13	of	of	ADP
ejpam-2952	623	14	the	the	DET
ejpam-2952	623	15	business	business	NOUN
ejpam-2952	623	16	cycle	cycle	NOUN
ejpam-2952	623	17	on	on	ADP
ejpam-2952	623	18	the	the	DET
ejpam-2952	623	19	joint	joint	ADJ
ejpam-2952	623	20	distribution	distribution	NOUN
ejpam-2952	623	21	of	of	ADP
ejpam-2952	623	22	consumption	consumption	NOUN
ejpam-2952	623	23	and	and	CCONJ
ejpam-2952	623	24	income	income	NOUN
ejpam-2952	623	25	is	be	AUX
ejpam-2952	623	26	through	through	ADP
ejpam-2952	623	27	the	the	DET
ejpam-2952	623	28	marginal	marginal	ADJ
ejpam-2952	623	29	distributions	distribution	NOUN
ejpam-2952	623	30	and	and	CCONJ
ejpam-2952	623	31	not	not	PART
ejpam-2952	623	32	through	through	ADP
ejpam-2952	623	33	their	their	PRON
ejpam-2952	623	34	dependence	dependence	NOUN
ejpam-2952	623	35	structure	structure	NOUN
ejpam-2952	623	36	’	'	PUNCT
ejpam-2952	623	37	.	.	PUNCT
ejpam-2952	624	1	this	this	PRON
ejpam-2952	624	2	makes	make	VERB
ejpam-2952	624	3	the	the	DET
ejpam-2952	624	4	business	business	NOUN
ejpam-2952	624	5	cycle	cycle	NOUN
ejpam-2952	624	6	a	a	DET
ejpam-2952	624	7	’	'	PUNCT
ejpam-2952	624	8	common	common	ADJ
ejpam-2952	624	9	factor	factor	NOUN
ejpam-2952	624	10	in	in	ADP
ejpam-2952	624	11	distribution	distribution	NOUN
ejpam-2952	624	12	’	'	PUNCT
ejpam-2952	624	13	for	for	ADP
ejpam-2952	624	14	consumption	consumption	NOUN
ejpam-2952	624	15	and	and	CCONJ
ejpam-2952	624	16	income	income	NOUN
ejpam-2952	624	17	.	.	PUNCT
ejpam-2952	625	1	finally	finally	ADV
ejpam-2952	625	2	,	,	PUNCT
ejpam-2952	625	3	it	it	PRON
ejpam-2952	625	4	should	should	AUX
ejpam-2952	625	5	be	be	AUX
ejpam-2952	625	6	mentioned	mention	VERB
ejpam-2952	625	7	that	that	SCONJ
ejpam-2952	625	8	granger	granger	PROPN
ejpam-2952	625	9	has	have	AUX
ejpam-2952	625	10	always	always	ADV
ejpam-2952	625	11	been	be	AUX
ejpam-2952	625	12	very	very	ADV
ejpam-2952	625	13	interested	interested	ADJ
ejpam-2952	625	14	in	in	ADP
ejpam-2952	625	15	trends	trend	NOUN
ejpam-2952	625	16	.	.	PUNCT
ejpam-2952	626	1	in	in	ADP
ejpam-2952	626	2	[	[	X
ejpam-2952	626	3	23	23	NUM
ejpam-2952	626	4	]	]	PUNCT
ejpam-2952	626	5	he	he	PRON
ejpam-2952	626	6	considers	consider	VERB
ejpam-2952	626	7	models	model	NOUN
ejpam-2952	626	8	that	that	PRON
ejpam-2952	626	9	generate	generate	VERB
ejpam-2952	626	10	linear	linear	NOUN
ejpam-2952	626	11	or	or	CCONJ
ejpam-2952	626	12	nonlinear	nonlinear	ADJ
ejpam-2952	626	13	trends	trend	NOUN
ejpam-2952	626	14	.	.	PUNCT
ejpam-2952	627	1	in	in	ADP
ejpam-2952	627	2	[	[	X
ejpam-2952	627	3	36	36	NUM
ejpam-2952	627	4	]	]	PUNCT
ejpam-2952	627	5	the	the	DET
ejpam-2952	627	6	authors	author	NOUN
ejpam-2952	627	7	look	look	VERB
ejpam-2952	627	8	at	at	ADP
ejpam-2952	627	9	both	both	CCONJ
ejpam-2952	627	10	stochastic	stochastic	ADJ
ejpam-2952	627	11	and	and	CCONJ
ejpam-2952	627	12	deterministic	deterministic	ADJ
ejpam-2952	627	13	nonlinear	nonlinear	ADJ
ejpam-2952	627	14	trends	trend	NOUN
ejpam-2952	627	15	related	relate	VERB
ejpam-2952	627	16	to	to	ADP
ejpam-2952	627	17	growth	growth	NOUN
ejpam-2952	627	18	processes	process	NOUN
ejpam-2952	627	19	.	.	PUNCT
ejpam-2952	628	1	the	the	DET
ejpam-2952	628	2	paper	paper	NOUN
ejpam-2952	628	3	[	[	X
ejpam-2952	628	4	79	79	NUM
ejpam-2952	628	5	]	]	PUNCT
ejpam-2952	628	6	,	,	PUNCT
ejpam-2952	628	7	written	write	VERB
ejpam-2952	628	8	jointly	jointly	ADV
ejpam-2952	628	9	with	with	ADP
ejpam-2952	628	10	hal	hal	PROPN
ejpam-2952	628	11	white	white	PROPN
ejpam-2952	628	12	,	,	PUNCT
ejpam-2952	628	13	contains	contain	VERB
ejpam-2952	628	14	a	a	DET
ejpam-2952	628	15	wealth	wealth	NOUN
ejpam-2952	628	16	of	of	ADP
ejpam-2952	628	17	information	information	NOUN
ejpam-2952	628	18	on	on	ADP
ejpam-2952	628	19	trends	trend	NOUN
ejpam-2952	628	20	:	:	PUNCT
ejpam-2952	628	21	history	history	NOUN
ejpam-2952	628	22	,	,	PUNCT
ejpam-2952	628	23	definitions	definition	NOUN
ejpam-2952	628	24	,	,	PUNCT
ejpam-2952	628	25	generating	generating	NOUN
ejpam-2952	628	26	mechanisms	mechanism	NOUN
ejpam-2952	628	27	,	,	PUNCT
ejpam-2952	628	28	estimation	estimation	NOUN
ejpam-2952	628	29	,	,	PUNCT
ejpam-2952	628	30	forecasting	forecasting	NOUN
ejpam-2952	628	31	and	and	CCONJ
ejpam-2952	628	32	so	so	ADV
ejpam-2952	628	33	on	on	ADV
ejpam-2952	628	34	.	.	PUNCT
ejpam-2952	629	1	anyone	anyone	PRON
ejpam-2952	629	2	interested	interested	ADJ
ejpam-2952	629	3	in	in	ADP
ejpam-2952	629	4	trends	trend	NOUN
ejpam-2952	629	5	can	can	AUX
ejpam-2952	629	6	not	not	PART
ejpam-2952	629	7	afford	afford	VERB
ejpam-2952	629	8	to	to	PART
ejpam-2952	629	9	miss	miss	VERB
ejpam-2952	629	10	it	it	PRON
ejpam-2952	629	11	.	.	PUNCT
ejpam-2952	630	1	9	9	X
ejpam-2952	630	2	.	.	X
ejpam-2952	630	3	final	final	ADJ
ejpam-2952	630	4	remarks	remark	NOUN
ejpam-2952	630	5	this	this	DET
ejpam-2952	630	6	paper	paper	NOUN
ejpam-2952	630	7	allows	allow	VERB
ejpam-2952	630	8	a	a	DET
ejpam-2952	630	9	glimpse	glimpse	NOUN
ejpam-2952	630	10	on	on	ADP
ejpam-2952	630	11	the	the	DET
ejpam-2952	630	12	large	large	ADJ
ejpam-2952	630	13	amount	amount	NOUN
ejpam-2952	630	14	of	of	ADP
ejpam-2952	630	15	work	work	NOUN
ejpam-2952	630	16	clive	clive	PROPN
ejpam-2952	630	17	granger	granger	PROPN
ejpam-2952	630	18	has	have	AUX
ejpam-2952	630	19	done	do	VERB
ejpam-2952	630	20	in	in	ADP
ejpam-2952	630	21	the	the	DET
ejpam-2952	630	22	area	area	NOUN
ejpam-2952	630	23	of	of	ADP
ejpam-2952	630	24	nonlinear	nonlinear	ADJ
ejpam-2952	630	25	models	model	NOUN
ejpam-2952	630	26	and	and	CCONJ
ejpam-2952	630	27	modelling	modelling	NOUN
ejpam-2952	630	28	.	.	PUNCT
ejpam-2952	631	1	an	an	DET
ejpam-2952	631	2	attempt	attempt	NOUN
ejpam-2952	631	3	is	be	AUX
ejpam-2952	631	4	made	make	VERB
ejpam-2952	631	5	to	to	PART
ejpam-2952	631	6	describe	describe	VERB
ejpam-2952	631	7	a	a	DET
ejpam-2952	631	8	few	few	ADJ
ejpam-2952	631	9	of	of	ADP
ejpam-2952	631	10	the	the	DET
ejpam-2952	631	11	new	new	ADJ
ejpam-2952	631	12	ideas	idea	NOUN
ejpam-2952	631	13	related	relate	VERB
ejpam-2952	631	14	to	to	ADP
ejpam-2952	631	15	nonlinearity	nonlinearity	NOUN
ejpam-2952	631	16	that	that	PRON
ejpam-2952	631	17	granger	granger	PROPN
ejpam-2952	631	18	has	have	AUX
ejpam-2952	631	19	produced	produce	VERB
ejpam-2952	631	20	over	over	ADP
ejpam-2952	631	21	the	the	DET
ejpam-2952	631	22	years	year	NOUN
ejpam-2952	631	23	.	.	PUNCT
ejpam-2952	632	1	many	many	ADJ
ejpam-2952	632	2	of	of	ADP
ejpam-2952	632	3	them	they	PRON
ejpam-2952	632	4	can	can	AUX
ejpam-2952	632	5	be	be	AUX
ejpam-2952	632	6	pursued	pursue	VERB
ejpam-2952	632	7	further	far	ADV
ejpam-2952	632	8	,	,	PUNCT
ejpam-2952	632	9	and	and	CCONJ
ejpam-2952	632	10	it	it	PRON
ejpam-2952	632	11	is	be	AUX
ejpam-2952	632	12	hoped	hope	VERB
ejpam-2952	632	13	that	that	SCONJ
ejpam-2952	632	14	this	this	PRON
ejpam-2952	632	15	will	will	AUX
ejpam-2952	632	16	be	be	AUX
ejpam-2952	632	17	the	the	DET
ejpam-2952	632	18	case	case	NOUN
ejpam-2952	632	19	in	in	ADP
ejpam-2952	632	20	the	the	DET
ejpam-2952	632	21	future	future	NOUN
ejpam-2952	632	22	.	.	PUNCT
ejpam-2952	633	1	acknowledgements	acknowledgement	NOUN
ejpam-2952	633	2	work	work	VERB
ejpam-2952	633	3	for	for	ADP
ejpam-2952	633	4	this	this	DET
ejpam-2952	633	5	paper	paper	NOUN
ejpam-2952	633	6	has	have	AUX
ejpam-2952	633	7	been	be	AUX
ejpam-2952	633	8	supported	support	VERB
ejpam-2952	633	9	by	by	ADP
ejpam-2952	633	10	the	the	DET
ejpam-2952	633	11	center	center	NOUN
ejpam-2952	633	12	for	for	ADP
ejpam-2952	633	13	research	research	NOUN
ejpam-2952	633	14	in	in	ADP
ejpam-2952	633	15	econometric	econometric	ADJ
ejpam-2952	633	16	analysis	analysis	NOUN
ejpam-2952	633	17	of	of	ADP
ejpam-2952	633	18	time	time	NOUN
ejpam-2952	633	19	series	series	NOUN
ejpam-2952	633	20	(	(	PUNCT
ejpam-2952	633	21	creates	create	VERB
ejpam-2952	633	22	)	)	PUNCT
ejpam-2952	633	23	,	,	PUNCT
ejpam-2952	633	24	funded	fund	VERB
ejpam-2952	633	25	by	by	ADP
ejpam-2952	633	26	the	the	DET
ejpam-2952	633	27	danish	danish	PROPN
ejpam-2952	633	28	national	national	PROPN
ejpam-2952	633	29	research	research	PROPN
ejpam-2952	633	30	foundation	foundation	PROPN
ejpam-2952	633	31	,	,	PUNCT
ejpam-2952	633	32	grant	grant	VERB
ejpam-2952	633	33	no	no	INTJ
ejpam-2952	633	34	.	.	PUNCT
ejpam-2952	634	1	dnfr	dnfr	PROPN
ejpam-2952	634	2	78	78	NUM
ejpam-2952	634	3	.	.	PUNCT
ejpam-2952	635	1	i	i	PRON
ejpam-2952	635	2	wish	wish	VERB
ejpam-2952	635	3	to	to	PART
ejpam-2952	635	4	thank	thank	VERB
ejpam-2952	635	5	two	two	NUM
ejpam-2952	635	6	anonymous	anonymous	ADJ
ejpam-2952	635	7	referees	referee	NOUN
ejpam-2952	635	8	for	for	ADP
ejpam-2952	635	9	useful	useful	ADJ
ejpam-2952	635	10	remarks	remark	NOUN
ejpam-2952	635	11	.	.	PUNCT
ejpam-2952	636	1	responsibility	responsibility	NOUN
ejpam-2952	636	2	for	for	ADP
ejpam-2952	636	3	any	any	DET
ejpam-2952	636	4	errors	error	NOUN
ejpam-2952	636	5	or	or	CCONJ
ejpam-2952	636	6	shortcomings	shortcoming	NOUN
ejpam-2952	636	7	in	in	ADP
ejpam-2952	636	8	this	this	DET
ejpam-2952	636	9	work	work	NOUN
ejpam-2952	636	10	remains	remain	VERB
ejpam-2952	636	11	mine	mine	PRON
ejpam-2952	636	12	.	.	PUNCT
ejpam-2952	637	1	references	reference	NOUN
ejpam-2952	637	2	127	127	NUM
ejpam-2952	637	3	references	reference	NOUN
ejpam-2952	637	4	[	[	X
ejpam-2952	637	5	1	1	NUM
ejpam-2952	637	6	]	]	PUNCT
ejpam-2952	637	7	heather	heather	PROPN
ejpam-2952	637	8	m.	m.	PROPN
ejpam-2952	637	9	anderson	anderson	PROPN
ejpam-2952	637	10	and	and	CCONJ
ejpam-2952	637	11	farshid	farshid	VERB
ejpam-2952	637	12	vahid	vahid	PROPN
ejpam-2952	637	13	.	.	PUNCT
ejpam-2952	638	1	testing	test	VERB
ejpam-2952	638	2	multiple	multiple	ADJ
ejpam-2952	638	3	equation	equation	NOUN
ejpam-2952	638	4	systems	system	NOUN
ejpam-2952	638	5	for	for	ADP
ejpam-2952	638	6	common	common	ADJ
ejpam-2952	638	7	nonlinear	nonlinear	ADJ
ejpam-2952	638	8	components	component	NOUN
ejpam-2952	638	9	.	.	PUNCT
ejpam-2952	639	1	journal	journal	PROPN
ejpam-2952	639	2	of	of	ADP
ejpam-2952	639	3	econometrics	econometric	NOUN
ejpam-2952	639	4	,	,	PUNCT
ejpam-2952	639	5	84:1–36	84:1–36	NUM
ejpam-2952	639	6	,	,	PUNCT
ejpam-2952	639	7	1998	1998	NUM
ejpam-2952	639	8	.	.	PUNCT
ejpam-2952	640	1	[	[	X
ejpam-2952	640	2	2	2	NUM
ejpam-2952	640	3	]	]	X
ejpam-2952	640	4	r.	r.	PROPN
ejpam-2952	640	5	ashley	ashley	PROPN
ejpam-2952	640	6	,	,	PUNCT
ejpam-2952	640	7	c.	c.	PROPN
ejpam-2952	640	8	w.	w.	PROPN
ejpam-2952	640	9	j.	j.	PROPN
ejpam-2952	640	10	granger	granger	PROPN
ejpam-2952	640	11	,	,	PUNCT
ejpam-2952	640	12	and	and	CCONJ
ejpam-2952	640	13	r.	r.	PROPN
ejpam-2952	640	14	schmalensee	schmalensee	PROPN
ejpam-2952	640	15	.	.	PUNCT
ejpam-2952	641	1	advertising	advertising	NOUN
ejpam-2952	641	2	and	and	CCONJ
ejpam-2952	641	3	aggregate	aggregate	ADJ
ejpam-2952	641	4	consumption	consumption	NOUN
ejpam-2952	641	5	:	:	PUNCT
ejpam-2952	641	6	an	an	DET
ejpam-2952	641	7	analysis	analysis	NOUN
ejpam-2952	641	8	of	of	ADP
ejpam-2952	641	9	causality	causality	NOUN
ejpam-2952	641	10	.	.	PUNCT
ejpam-2952	642	1	econometrica	econometrica	PROPN
ejpam-2952	642	2	,	,	PUNCT
ejpam-2952	642	3	48:1149–1167	48:1149–1167	NUM
ejpam-2952	642	4	,	,	PUNCT
ejpam-2952	642	5	1980	1980	NUM
ejpam-2952	642	6	.	.	PUNCT
ejpam-2952	643	1	[	[	X
ejpam-2952	643	2	3	3	X
ejpam-2952	643	3	]	]	X
ejpam-2952	643	4	nathan	nathan	PROPN
ejpam-2952	643	5	s.	s.	PROPN
ejpam-2952	643	6	balke	balke	PROPN
ejpam-2952	643	7	and	and	CCONJ
ejpam-2952	643	8	thomas	thomas	PROPN
ejpam-2952	643	9	b.	b.	PROPN
ejpam-2952	643	10	fomby	fomby	PROPN
ejpam-2952	643	11	.	.	PUNCT
ejpam-2952	644	1	threshold	threshold	NOUN
ejpam-2952	644	2	cointegration	cointegration	NOUN
ejpam-2952	644	3	.	.	PUNCT
ejpam-2952	645	1	international	international	ADJ
ejpam-2952	645	2	economic	economic	ADJ
ejpam-2952	645	3	review	review	NOUN
ejpam-2952	645	4	,	,	PUNCT
ejpam-2952	645	5	38:627–645	38:627–645	NUM
ejpam-2952	645	6	,	,	PUNCT
ejpam-2952	645	7	1997	1997	NUM
ejpam-2952	645	8	.	.	PUNCT
ejpam-2952	646	1	[	[	X
ejpam-2952	646	2	4	4	X
ejpam-2952	646	3	]	]	X
ejpam-2952	646	4	j.	j.	PROPN
ejpam-2952	646	5	m.	m.	PROPN
ejpam-2952	646	6	bates	bates	PROPN
ejpam-2952	646	7	and	and	CCONJ
ejpam-2952	646	8	clive	clive	PROPN
ejpam-2952	646	9	w.	w.	PROPN
ejpam-2952	646	10	j.	j.	PROPN
ejpam-2952	646	11	granger	granger	PROPN
ejpam-2952	646	12	.	.	PUNCT
ejpam-2952	647	1	the	the	DET
ejpam-2952	647	2	combination	combination	NOUN
ejpam-2952	647	3	of	of	ADP
ejpam-2952	647	4	forecasts	forecast	NOUN
ejpam-2952	647	5	.	.	PUNCT
ejpam-2952	648	1	operational	operational	ADJ
ejpam-2952	648	2	research	research	PROPN
ejpam-2952	648	3	quarterly	quarterly	PROPN
ejpam-2952	648	4	,	,	PUNCT
ejpam-2952	648	5	20:451–468	20:451–468	PROPN
ejpam-2952	648	6	,	,	PUNCT
ejpam-2952	648	7	1969	1969	NUM
ejpam-2952	648	8	.	.	PUNCT
ejpam-2952	649	1	[	[	X
ejpam-2952	649	2	5	5	NUM
ejpam-2952	649	3	]	]	PUNCT
ejpam-2952	649	4	ralf	ralf	PROPN
ejpam-2952	649	5	becker	becker	PROPN
ejpam-2952	649	6	and	and	CCONJ
ejpam-2952	649	7	a.	a.	PROPN
ejpam-2952	649	8	stan	stan	PROPN
ejpam-2952	649	9	hurn	hurn	PROPN
ejpam-2952	649	10	.	.	PUNCT
ejpam-2952	650	1	testing	test	VERB
ejpam-2952	650	2	for	for	ADP
ejpam-2952	650	3	nonlinearity	nonlinearity	NOUN
ejpam-2952	650	4	in	in	ADP
ejpam-2952	650	5	mean	mean	NOUN
ejpam-2952	650	6	in	in	ADP
ejpam-2952	650	7	the	the	DET
ejpam-2952	650	8	presence	presence	NOUN
ejpam-2952	650	9	of	of	ADP
ejpam-2952	650	10	heteroskedasticity	heteroskedasticity	NOUN
ejpam-2952	650	11	.	.	PUNCT
ejpam-2952	651	1	economic	economic	ADJ
ejpam-2952	651	2	analysis	analysis	NOUN
ejpam-2952	651	3	&	&	CCONJ
ejpam-2952	651	4	policy	policy	NOUN
ejpam-2952	651	5	,	,	PUNCT
ejpam-2952	651	6	39:311–326	39:311–326	NUM
ejpam-2952	651	7	,	,	PUNCT
ejpam-2952	651	8	2009	2009	NUM
ejpam-2952	651	9	.	.	PUNCT
ejpam-2952	652	1	[	[	X
ejpam-2952	652	2	6	6	NUM
ejpam-2952	652	3	]	]	PUNCT
ejpam-2952	652	4	anil	anil	PROPN
ejpam-2952	652	5	k.	k.	PROPN
ejpam-2952	652	6	bera	bera	PROPN
ejpam-2952	652	7	and	and	CCONJ
ejpam-2952	652	8	matthew	matthew	PROPN
ejpam-2952	652	9	l.	l.	PROPN
ejpam-2952	652	10	higgins	higgins	PROPN
ejpam-2952	652	11	.	.	PUNCT
ejpam-2952	653	1	arch	arch	NOUN
ejpam-2952	653	2	and	and	CCONJ
ejpam-2952	653	3	bilinearity	bilinearity	NOUN
ejpam-2952	653	4	as	as	ADP
ejpam-2952	653	5	competing	compete	VERB
ejpam-2952	653	6	models	model	NOUN
ejpam-2952	653	7	for	for	ADP
ejpam-2952	653	8	nonlinear	nonlinear	ADJ
ejpam-2952	653	9	dependence	dependence	NOUN
ejpam-2952	653	10	.	.	PUNCT
ejpam-2952	654	1	journal	journal	NOUN
ejpam-2952	654	2	of	of	ADP
ejpam-2952	654	3	business	business	PROPN
ejpam-2952	654	4	&	&	CCONJ
ejpam-2952	654	5	economic	economic	ADJ
ejpam-2952	654	6	statistics	statistic	NOUN
ejpam-2952	654	7	,	,	PUNCT
ejpam-2952	654	8	15:43–50	15:43–50	NUM
ejpam-2952	654	9	,	,	PUNCT
ejpam-2952	654	10	1997	1997	NUM
ejpam-2952	654	11	.	.	PUNCT
ejpam-2952	655	1	[	[	X
ejpam-2952	655	2	7	7	X
ejpam-2952	655	3	]	]	X
ejpam-2952	655	4	george	george	PROPN
ejpam-2952	655	5	e.	e.	PROPN
ejpam-2952	655	6	p.	p.	PROPN
ejpam-2952	655	7	box	box	PROPN
ejpam-2952	655	8	and	and	CCONJ
ejpam-2952	655	9	gwilym	gwilym	PROPN
ejpam-2952	655	10	m.	m.	PROPN
ejpam-2952	655	11	jenkins	jenkins	PROPN
ejpam-2952	655	12	.	.	PUNCT
ejpam-2952	655	13	time	time	PROPN
ejpam-2952	655	14	series	series	PROPN
ejpam-2952	655	15	analysis	analysis	NOUN
ejpam-2952	655	16	,	,	PUNCT
ejpam-2952	655	17	forecasting	forecasting	NOUN
ejpam-2952	655	18	and	and	CCONJ
ejpam-2952	655	19	control	control	NOUN
ejpam-2952	655	20	.	.	PUNCT
ejpam-2952	656	1	holden	holden	PROPN
ejpam-2952	656	2	-	-	PUNCT
ejpam-2952	656	3	day	day	PROPN
ejpam-2952	656	4	,	,	PUNCT
ejpam-2952	656	5	san	san	PROPN
ejpam-2952	656	6	francisco	francisco	PROPN
ejpam-2952	656	7	,	,	PUNCT
ejpam-2952	656	8	1970	1970	NUM
ejpam-2952	656	9	.	.	PUNCT
ejpam-2952	657	1	[	[	X
ejpam-2952	657	2	8	8	NUM
ejpam-2952	657	3	]	]	X
ejpam-2952	657	4	w.	w.	PROPN
ejpam-2952	657	5	a.	a.	PROPN
ejpam-2952	657	6	brock	brock	PROPN
ejpam-2952	657	7	,	,	PUNCT
ejpam-2952	657	8	w.	w.	PROPN
ejpam-2952	657	9	d.	d.	PROPN
ejpam-2952	657	10	dechert	dechert	PROPN
ejpam-2952	657	11	,	,	PUNCT
ejpam-2952	657	12	j.	j.	PROPN
ejpam-2952	657	13	a.	a.	PROPN
ejpam-2952	657	14	scheinkman	scheinkman	PROPN
ejpam-2952	657	15	,	,	PUNCT
ejpam-2952	657	16	and	and	CCONJ
ejpam-2952	657	17	b.	b.	PROPN
ejpam-2952	657	18	lebaron	lebaron	PROPN
ejpam-2952	657	19	.	.	PUNCT
ejpam-2952	658	1	a	a	DET
ejpam-2952	658	2	test	test	NOUN
ejpam-2952	658	3	for	for	ADP
ejpam-2952	658	4	independence	independence	NOUN
ejpam-2952	658	5	based	base	VERB
ejpam-2952	658	6	on	on	ADP
ejpam-2952	658	7	the	the	DET
ejpam-2952	658	8	correlation	correlation	NOUN
ejpam-2952	658	9	dimension	dimension	NOUN
ejpam-2952	658	10	.	.	PUNCT
ejpam-2952	659	1	econometric	econometric	ADJ
ejpam-2952	659	2	reviews	review	NOUN
ejpam-2952	659	3	,	,	PUNCT
ejpam-2952	659	4	15:197–235	15:197–235	NUM
ejpam-2952	659	5	,	,	PUNCT
ejpam-2952	659	6	1996	1996	NUM
ejpam-2952	659	7	.	.	PUNCT
ejpam-2952	660	1	[	[	X
ejpam-2952	660	2	9	9	NUM
ejpam-2952	660	3	]	]	PUNCT
ejpam-2952	660	4	sangit	sangit	VERB
ejpam-2952	660	5	chatterjee	chatterjee	NOUN
ejpam-2952	660	6	and	and	CCONJ
ejpam-2952	660	7	mustafa	mustafa	PROPN
ejpam-2952	660	8	r.	r.	PROPN
ejpam-2952	660	9	yilmaz	yilmaz	PROPN
ejpam-2952	660	10	.	.	PUNCT
ejpam-2952	661	1	chaos	chaos	PROPN
ejpam-2952	661	2	,	,	PUNCT
ejpam-2952	661	3	fractals	fractal	NOUN
ejpam-2952	661	4	and	and	CCONJ
ejpam-2952	661	5	statistics	statistic	NOUN
ejpam-2952	661	6	.	.	PUNCT
ejpam-2952	662	1	statistical	statistical	ADJ
ejpam-2952	662	2	science	science	NOUN
ejpam-2952	662	3	,	,	PUNCT
ejpam-2952	662	4	7:49–68	7:49–68	PROPN
ejpam-2952	662	5	,	,	PUNCT
ejpam-2952	662	6	1992	1992	NUM
ejpam-2952	662	7	.	.	PUNCT
ejpam-2952	663	1	[	[	X
ejpam-2952	663	2	10	10	NUM
ejpam-2952	663	3	]	]	X
ejpam-2952	663	4	harald	harald	PROPN
ejpam-2952	663	5	cramér	cramér	PROPN
ejpam-2952	663	6	.	.	PUNCT
ejpam-2952	664	1	on	on	ADP
ejpam-2952	664	2	some	some	DET
ejpam-2952	664	3	classes	class	NOUN
ejpam-2952	664	4	of	of	ADP
ejpam-2952	664	5	non	non	ADJ
ejpam-2952	664	6	-	-	ADJ
ejpam-2952	664	7	stationary	stationary	ADJ
ejpam-2952	664	8	processes	process	NOUN
ejpam-2952	664	9	.	.	PUNCT
ejpam-2952	665	1	in	in	ADP
ejpam-2952	665	2	proceedings	proceeding	NOUN
ejpam-2952	665	3	of	of	ADP
ejpam-2952	665	4	the	the	DET
ejpam-2952	665	5	4th	4th	ADJ
ejpam-2952	665	6	berkeley	berkeley	PROPN
ejpam-2952	665	7	symposium	symposium	NOUN
ejpam-2952	665	8	on	on	ADP
ejpam-2952	665	9	mathematics	mathematic	NOUN
ejpam-2952	665	10	,	,	PUNCT
ejpam-2952	665	11	statistics	statistic	NOUN
ejpam-2952	665	12	and	and	CCONJ
ejpam-2952	665	13	probability	probability	NOUN
ejpam-2952	665	14	,	,	PUNCT
ejpam-2952	665	15	pages	page	NOUN
ejpam-2952	665	16	157–178	157–178	NUM
ejpam-2952	665	17	.	.	PUNCT
ejpam-2952	666	1	university	university	PROPN
ejpam-2952	666	2	of	of	ADP
ejpam-2952	666	3	california	california	PROPN
ejpam-2952	666	4	press	press	PROPN
ejpam-2952	666	5	,	,	PUNCT
ejpam-2952	666	6	1961	1961	NUM
ejpam-2952	666	7	.	.	PUNCT
ejpam-2952	667	1	[	[	X
ejpam-2952	667	2	11	11	NUM
ejpam-2952	667	3	]	]	PUNCT
ejpam-2952	667	4	r.	r.	PROPN
ejpam-2952	667	5	b.	b.	PROPN
ejpam-2952	667	6	davies	davies	PROPN
ejpam-2952	667	7	.	.	PUNCT
ejpam-2952	668	1	hypothesis	hypothesis	NOUN
ejpam-2952	668	2	testing	testing	NOUN
ejpam-2952	668	3	when	when	SCONJ
ejpam-2952	668	4	a	a	DET
ejpam-2952	668	5	nuisance	nuisance	ADJ
ejpam-2952	668	6	parameter	parameter	NOUN
ejpam-2952	668	7	is	be	AUX
ejpam-2952	668	8	present	present	ADJ
ejpam-2952	668	9	only	only	ADV
ejpam-2952	668	10	under	under	ADP
ejpam-2952	668	11	the	the	DET
ejpam-2952	668	12	alternative	alternative	NOUN
ejpam-2952	668	13	.	.	PUNCT
ejpam-2952	669	1	biometrika	biometrika	NOUN
ejpam-2952	669	2	,	,	PUNCT
ejpam-2952	669	3	64:247–254	64:247–254	NUM
ejpam-2952	669	4	,	,	PUNCT
ejpam-2952	669	5	1977	1977	NUM
ejpam-2952	669	6	.	.	PUNCT
ejpam-2952	670	1	[	[	X
ejpam-2952	670	2	12	12	NUM
ejpam-2952	670	3	]	]	X
ejpam-2952	670	4	melinda	melinda	PROPN
ejpam-2952	670	5	deutsch	deutsch	PROPN
ejpam-2952	670	6	,	,	PUNCT
ejpam-2952	670	7	clive	clive	PROPN
ejpam-2952	670	8	w.	w.	PROPN
ejpam-2952	670	9	j.	j.	PROPN
ejpam-2952	670	10	granger	granger	PROPN
ejpam-2952	670	11	,	,	PUNCT
ejpam-2952	670	12	and	and	CCONJ
ejpam-2952	670	13	timo	timo	VERB
ejpam-2952	670	14	teräsvirta	teräsvirta	PROPN
ejpam-2952	670	15	.	.	PUNCT
ejpam-2952	671	1	the	the	DET
ejpam-2952	671	2	combination	combination	NOUN
ejpam-2952	671	3	of	of	ADP
ejpam-2952	671	4	forecasts	forecast	NOUN
ejpam-2952	671	5	using	use	VERB
ejpam-2952	671	6	changing	change	VERB
ejpam-2952	671	7	weights	weight	NOUN
ejpam-2952	671	8	.	.	PUNCT
ejpam-2952	672	1	international	international	ADJ
ejpam-2952	672	2	journal	journal	PROPN
ejpam-2952	672	3	of	of	ADP
ejpam-2952	672	4	forecasting	forecasting	NOUN
ejpam-2952	672	5	,	,	PUNCT
ejpam-2952	672	6	10:47–57	10:47–57	NUM
ejpam-2952	672	7	,	,	PUNCT
ejpam-2952	672	8	1994	1994	NUM
ejpam-2952	672	9	.	.	PUNCT
ejpam-2952	673	1	[	[	X
ejpam-2952	673	2	13	13	NUM
ejpam-2952	673	3	]	]	PUNCT
ejpam-2952	673	4	ingolf	ingolf	NOUN
ejpam-2952	673	5	dittmann	dittmann	NOUN
ejpam-2952	673	6	and	and	CCONJ
ejpam-2952	673	7	clive	clive	PROPN
ejpam-2952	673	8	w.	w.	PROPN
ejpam-2952	673	9	j.	j.	PROPN
ejpam-2952	673	10	granger	granger	PROPN
ejpam-2952	673	11	.	.	PUNCT
ejpam-2952	674	1	properties	property	NOUN
ejpam-2952	674	2	of	of	ADP
ejpam-2952	674	3	nonlinear	nonlinear	ADJ
ejpam-2952	674	4	transformations	transformation	NOUN
ejpam-2952	674	5	of	of	ADP
ejpam-2952	674	6	fractionally	fractionally	ADV
ejpam-2952	674	7	integrated	integrate	VERB
ejpam-2952	674	8	processes	process	NOUN
ejpam-2952	674	9	.	.	PUNCT
ejpam-2952	675	1	journal	journal	PROPN
ejpam-2952	675	2	of	of	ADP
ejpam-2952	675	3	econometrics	econometric	NOUN
ejpam-2952	675	4	,	,	PUNCT
ejpam-2952	675	5	110:113–133	110:113–133	NUM
ejpam-2952	675	6	,	,	PUNCT
ejpam-2952	675	7	2002	2002	NUM
ejpam-2952	675	8	.	.	PUNCT
ejpam-2952	676	1	[	[	X
ejpam-2952	676	2	14	14	NUM
ejpam-2952	676	3	]	]	X
ejpam-2952	676	4	bruno	bruno	PROPN
ejpam-2952	676	5	eklund	eklund	PROPN
ejpam-2952	676	6	.	.	PUNCT
ejpam-2952	677	1	four	four	NUM
ejpam-2952	677	2	contributions	contribution	NOUN
ejpam-2952	677	3	to	to	ADP
ejpam-2952	677	4	statistical	statistical	ADJ
ejpam-2952	677	5	inference	inference	NOUN
ejpam-2952	677	6	in	in	ADP
ejpam-2952	677	7	econometrics	econometrics	NOUN
ejpam-2952	677	8	.	.	PUNCT
ejpam-2952	678	1	stockholm	stockholm	PROPN
ejpam-2952	678	2	school	school	PROPN
ejpam-2952	678	3	of	of	ADP
ejpam-2952	678	4	economics	economic	NOUN
ejpam-2952	678	5	,	,	PUNCT
ejpam-2952	678	6	stockholm	stockholm	PROPN
ejpam-2952	678	7	,	,	PUNCT
ejpam-2952	678	8	2003	2003	NUM
ejpam-2952	678	9	.	.	PUNCT
ejpam-2952	679	1	references	reference	NOUN
ejpam-2952	679	2	128	128	NUM
ejpam-2952	679	3	[	[	X
ejpam-2952	679	4	15	15	NUM
ejpam-2952	679	5	]	]	X
ejpam-2952	679	6	walter	walter	NOUN
ejpam-2952	679	7	enders	ender	NOUN
ejpam-2952	679	8	and	and	CCONJ
ejpam-2952	679	9	clive	clive	PROPN
ejpam-2952	679	10	w.	w.	PROPN
ejpam-2952	679	11	j.	j.	PROPN
ejpam-2952	679	12	granger	granger	PROPN
ejpam-2952	679	13	.	.	PUNCT
ejpam-2952	680	1	unit	unit	NOUN
ejpam-2952	680	2	-	-	PUNCT
ejpam-2952	680	3	root	root	NOUN
ejpam-2952	680	4	tests	test	NOUN
ejpam-2952	680	5	and	and	CCONJ
ejpam-2952	680	6	asymmetric	asymmetric	ADJ
ejpam-2952	680	7	adjustment	adjustment	NOUN
ejpam-2952	680	8	with	with	ADP
ejpam-2952	680	9	an	an	DET
ejpam-2952	680	10	example	example	NOUN
ejpam-2952	680	11	using	use	VERB
ejpam-2952	680	12	the	the	DET
ejpam-2952	680	13	term	term	NOUN
ejpam-2952	680	14	structure	structure	NOUN
ejpam-2952	680	15	of	of	ADP
ejpam-2952	680	16	interest	interest	NOUN
ejpam-2952	680	17	rates	rate	NOUN
ejpam-2952	680	18	.	.	PUNCT
ejpam-2952	681	1	journal	journal	PROPN
ejpam-2952	681	2	of	of	ADP
ejpam-2952	681	3	business	business	PROPN
ejpam-2952	681	4	&	&	CCONJ
ejpam-2952	681	5	economic	economic	ADJ
ejpam-2952	681	6	statistics	statistic	NOUN
ejpam-2952	681	7	,	,	PUNCT
ejpam-2952	681	8	16:304–331	16:304–331	NUM
ejpam-2952	681	9	,	,	PUNCT
ejpam-2952	681	10	1998	1998	NUM
ejpam-2952	681	11	.	.	PUNCT
ejpam-2952	682	1	[	[	X
ejpam-2952	682	2	16	16	NUM
ejpam-2952	682	3	]	]	PUNCT
ejpam-2952	682	4	luigi	luigi	PROPN
ejpam-2952	682	5	ermini	ermini	PROPN
ejpam-2952	682	6	and	and	CCONJ
ejpam-2952	682	7	clive	clive	PROPN
ejpam-2952	682	8	w.	w.	PROPN
ejpam-2952	682	9	j.	j.	PROPN
ejpam-2952	682	10	granger	granger	PROPN
ejpam-2952	682	11	.	.	PUNCT
ejpam-2952	683	1	some	some	DET
ejpam-2952	683	2	generalizations	generalization	NOUN
ejpam-2952	683	3	on	on	ADP
ejpam-2952	683	4	the	the	DET
ejpam-2952	683	5	algebra	algebra	NOUN
ejpam-2952	683	6	of	of	ADP
ejpam-2952	683	7	i(1	i(1	PROPN
ejpam-2952	683	8	)	)	PUNCT
ejpam-2952	683	9	processes	process	NOUN
ejpam-2952	683	10	.	.	PUNCT
ejpam-2952	684	1	journal	journal	PROPN
ejpam-2952	684	2	of	of	ADP
ejpam-2952	684	3	econometrics	econometric	NOUN
ejpam-2952	684	4	,	,	PUNCT
ejpam-2952	684	5	58:369–384	58:369–384	NUM
ejpam-2952	684	6	,	,	PUNCT
ejpam-2952	684	7	1993	1993	NUM
ejpam-2952	684	8	.	.	PUNCT
ejpam-2952	685	1	[	[	X
ejpam-2952	685	2	17	17	NUM
ejpam-2952	685	3	]	]	X
ejpam-2952	685	4	eric	eric	PROPN
ejpam-2952	685	5	ghysels	ghysels	PROPN
ejpam-2952	685	6	,	,	PUNCT
ejpam-2952	685	7	norman	norman	PROPN
ejpam-2952	685	8	r.	r.	PROPN
ejpam-2952	685	9	swanson	swanson	PROPN
ejpam-2952	685	10	,	,	PUNCT
ejpam-2952	685	11	and	and	CCONJ
ejpam-2952	685	12	mark	mark	PROPN
ejpam-2952	685	13	w.	w.	PROPN
ejpam-2952	685	14	watson	watson	PROPN
ejpam-2952	685	15	.	.	PUNCT
ejpam-2952	686	1	introduction	introduction	NOUN
ejpam-2952	686	2	.	.	PUNCT
ejpam-2952	687	1	in	in	ADP
ejpam-2952	687	2	eric	eric	PROPN
ejpam-2952	687	3	ghysels	ghysels	PROPN
ejpam-2952	687	4	,	,	PUNCT
ejpam-2952	687	5	norman	norman	PROPN
ejpam-2952	687	6	r.	r.	PROPN
ejpam-2952	687	7	swanson	swanson	PROPN
ejpam-2952	687	8	,	,	PUNCT
ejpam-2952	687	9	and	and	CCONJ
ejpam-2952	687	10	mark	mark	PROPN
ejpam-2952	687	11	w.	w.	PROPN
ejpam-2952	687	12	watson	watson	PROPN
ejpam-2952	687	13	,	,	PUNCT
ejpam-2952	687	14	editors	editor	NOUN
ejpam-2952	687	15	,	,	PUNCT
ejpam-2952	687	16	essays	essay	NOUN
ejpam-2952	687	17	in	in	ADP
ejpam-2952	687	18	econometrics	econometrics	NOUN
ejpam-2952	687	19	.	.	PUNCT
ejpam-2952	688	1	collected	collect	VERB
ejpam-2952	688	2	papers	paper	NOUN
ejpam-2952	688	3	of	of	ADP
ejpam-2952	688	4	clive	clive	PROPN
ejpam-2952	688	5	w.j	w.j	PROPN
ejpam-2952	688	6	.	.	PROPN
ejpam-2952	688	7	granger	granger	PROPN
ejpam-2952	688	8	,	,	PUNCT
ejpam-2952	688	9	volume	volume	NOUN
ejpam-2952	688	10	1	1	NUM
ejpam-2952	688	11	,	,	PUNCT
ejpam-2952	688	12	pages	page	NOUN
ejpam-2952	688	13	1–27	1–27	PROPN
ejpam-2952	688	14	,	,	PUNCT
ejpam-2952	688	15	cambridge	cambridge	PROPN
ejpam-2952	688	16	,	,	PUNCT
ejpam-2952	688	17	2001	2001	NUM
ejpam-2952	688	18	.	.	PUNCT
ejpam-2952	689	1	cambridge	cambridge	PROPN
ejpam-2952	689	2	university	university	PROPN
ejpam-2952	689	3	press	press	NOUN
ejpam-2952	689	4	.	.	PUNCT
ejpam-2952	690	1	[	[	X
ejpam-2952	690	2	18	18	NUM
ejpam-2952	690	3	]	]	PUNCT
ejpam-2952	690	4	stephen	stephen	PROPN
ejpam-2952	690	5	m.	m.	PROPN
ejpam-2952	690	6	goldfeld	goldfeld	PROPN
ejpam-2952	690	7	and	and	CCONJ
ejpam-2952	690	8	richard	richard	PROPN
ejpam-2952	690	9	e.	e.	PROPN
ejpam-2952	690	10	quandt	quandt	PROPN
ejpam-2952	690	11	.	.	PUNCT
ejpam-2952	691	1	nonlinear	nonlinear	ADJ
ejpam-2952	691	2	methods	method	NOUN
ejpam-2952	691	3	in	in	ADP
ejpam-2952	691	4	econometrics	econometric	NOUN
ejpam-2952	691	5	.	.	PUNCT
ejpam-2952	692	1	north	north	NOUN
ejpam-2952	692	2	-	-	PUNCT
ejpam-2952	692	3	holland	holland	PROPN
ejpam-2952	692	4	,	,	PUNCT
ejpam-2952	692	5	amsterdam	amsterdam	PROPN
ejpam-2952	692	6	,	,	PUNCT
ejpam-2952	692	7	1972	1972	NUM
ejpam-2952	692	8	.	.	PUNCT
ejpam-2952	693	1	[	[	X
ejpam-2952	693	2	19	19	NUM
ejpam-2952	693	3	]	]	X
ejpam-2952	693	4	clive	clive	PROPN
ejpam-2952	693	5	w.	w.	PROPN
ejpam-2952	693	6	j.	j.	PROPN
ejpam-2952	693	7	granger	granger	PROPN
ejpam-2952	693	8	.	.	PUNCT
ejpam-2952	694	1	long	long	ADJ
ejpam-2952	694	2	memory	memory	NOUN
ejpam-2952	694	3	relationships	relationship	NOUN
ejpam-2952	694	4	and	and	CCONJ
ejpam-2952	694	5	the	the	DET
ejpam-2952	694	6	aggregation	aggregation	NOUN
ejpam-2952	694	7	of	of	ADP
ejpam-2952	694	8	dynamic	dynamic	ADJ
ejpam-2952	694	9	models	model	NOUN
ejpam-2952	694	10	.	.	PUNCT
ejpam-2952	695	1	journal	journal	NOUN
ejpam-2952	695	2	of	of	ADP
ejpam-2952	695	3	econometrics	econometric	NOUN
ejpam-2952	695	4	,	,	PUNCT
ejpam-2952	695	5	14:227–238	14:227–238	PROPN
ejpam-2952	695	6	,	,	PUNCT
ejpam-2952	695	7	1980	1980	NUM
ejpam-2952	695	8	.	.	PUNCT
ejpam-2952	696	1	[	[	X
ejpam-2952	696	2	20	20	NUM
ejpam-2952	696	3	]	]	X
ejpam-2952	696	4	clive	clive	PROPN
ejpam-2952	696	5	w.	w.	PROPN
ejpam-2952	696	6	j.	j.	PROPN
ejpam-2952	696	7	granger	granger	PROPN
ejpam-2952	696	8	.	.	PUNCT
ejpam-2952	697	1	some	some	DET
ejpam-2952	697	2	properties	property	NOUN
ejpam-2952	697	3	of	of	ADP
ejpam-2952	697	4	time	time	NOUN
ejpam-2952	697	5	series	series	PROPN
ejpam-2952	697	6	data	datum	NOUN
ejpam-2952	697	7	and	and	CCONJ
ejpam-2952	697	8	their	their	PRON
ejpam-2952	697	9	use	use	NOUN
ejpam-2952	697	10	in	in	ADP
ejpam-2952	697	11	econometric	econometric	ADJ
ejpam-2952	697	12	model	model	NOUN
ejpam-2952	697	13	specification	specification	NOUN
ejpam-2952	697	14	.	.	PUNCT
ejpam-2952	698	1	journal	journal	PROPN
ejpam-2952	698	2	of	of	ADP
ejpam-2952	698	3	econometrics	econometric	NOUN
ejpam-2952	698	4	,	,	PUNCT
ejpam-2952	698	5	16:121–130	16:121–130	NUM
ejpam-2952	698	6	,	,	PUNCT
ejpam-2952	698	7	1981	1981	NUM
ejpam-2952	698	8	.	.	PUNCT
ejpam-2952	699	1	[	[	X
ejpam-2952	699	2	21	21	NUM
ejpam-2952	699	3	]	]	X
ejpam-2952	699	4	clive	clive	PROPN
ejpam-2952	699	5	w.	w.	PROPN
ejpam-2952	699	6	j.	j.	PROPN
ejpam-2952	699	7	granger	granger	PROPN
ejpam-2952	699	8	.	.	PUNCT
ejpam-2952	700	1	forecasting	forecast	VERB
ejpam-2952	700	2	white	white	ADJ
ejpam-2952	700	3	noise	noise	NOUN
ejpam-2952	700	4	.	.	PUNCT
ejpam-2952	701	1	in	in	ADP
ejpam-2952	701	2	arnold	arnold	PROPN
ejpam-2952	701	3	zellner	zellner	PROPN
ejpam-2952	701	4	,	,	PUNCT
ejpam-2952	701	5	editor	editor	NOUN
ejpam-2952	701	6	,	,	PUNCT
ejpam-2952	701	7	applied	apply	VERB
ejpam-2952	701	8	time	time	NOUN
ejpam-2952	701	9	series	series	NOUN
ejpam-2952	701	10	analysis	analysis	NOUN
ejpam-2952	701	11	of	of	ADP
ejpam-2952	701	12	economic	economic	ADJ
ejpam-2952	701	13	data	datum	NOUN
ejpam-2952	701	14	:	:	PUNCT
ejpam-2952	701	15	proceedings	proceeding	NOUN
ejpam-2952	701	16	of	of	ADP
ejpam-2952	701	17	the	the	DET
ejpam-2952	701	18	conference	conference	NOUN
ejpam-2952	701	19	on	on	ADP
ejpam-2952	701	20	applied	apply	VERB
ejpam-2952	701	21	time	time	NOUN
ejpam-2952	701	22	series	series	NOUN
ejpam-2952	701	23	analysis	analysis	NOUN
ejpam-2952	701	24	of	of	ADP
ejpam-2952	701	25	economic	economic	ADJ
ejpam-2952	701	26	data	datum	NOUN
ejpam-2952	701	27	,	,	PUNCT
ejpam-2952	701	28	october	october	PROPN
ejpam-2952	701	29	13	13	NUM
ejpam-2952	701	30	-	-	SYM
ejpam-2952	701	31	15	15	NUM
ejpam-2952	701	32	,	,	PUNCT
ejpam-2952	701	33	1981	1981	NUM
ejpam-2952	701	34	,	,	PUNCT
ejpam-2952	701	35	arlington	arlington	PROPN
ejpam-2952	701	36	,	,	PUNCT
ejpam-2952	701	37	va	va	PROPN
ejpam-2952	701	38	,	,	PUNCT
ejpam-2952	701	39	pages	page	NOUN
ejpam-2952	701	40	308–314	308–314	NUM
ejpam-2952	701	41	,	,	PUNCT
ejpam-2952	701	42	washington	washington	PROPN
ejpam-2952	701	43	,	,	PUNCT
ejpam-2952	701	44	dc	dc	PROPN
ejpam-2952	701	45	,	,	PUNCT
ejpam-2952	701	46	1983	1983	NUM
ejpam-2952	701	47	.	.	PUNCT
ejpam-2952	702	1	u.s	u.s	PROPN
ejpam-2952	702	2	.	.	PROPN
ejpam-2952	702	3	department	department	PROPN
ejpam-2952	702	4	of	of	ADP
ejpam-2952	702	5	commerce	commerce	PROPN
ejpam-2952	702	6	,	,	PUNCT
ejpam-2952	702	7	bureau	bureau	PROPN
ejpam-2952	702	8	of	of	ADP
ejpam-2952	702	9	the	the	DET
ejpam-2952	702	10	census	census	NOUN
ejpam-2952	702	11	.	.	PUNCT
ejpam-2952	703	1	[	[	X
ejpam-2952	703	2	22	22	NUM
ejpam-2952	703	3	]	]	X
ejpam-2952	703	4	clive	clive	PROPN
ejpam-2952	703	5	w.	w.	PROPN
ejpam-2952	703	6	j.	j.	PROPN
ejpam-2952	703	7	granger	granger	PROPN
ejpam-2952	703	8	.	.	PUNCT
ejpam-2952	704	1	developments	development	NOUN
ejpam-2952	704	2	in	in	ADP
ejpam-2952	704	3	the	the	DET
ejpam-2952	704	4	study	study	NOUN
ejpam-2952	704	5	of	of	ADP
ejpam-2952	704	6	cointegrated	cointegrated	ADJ
ejpam-2952	704	7	variables	variable	NOUN
ejpam-2952	704	8	.	.	PUNCT
ejpam-2952	705	1	oxford	oxford	ADJ
ejpam-2952	705	2	bulletin	bulletin	NOUN
ejpam-2952	705	3	of	of	ADP
ejpam-2952	705	4	economics	economic	NOUN
ejpam-2952	705	5	and	and	CCONJ
ejpam-2952	705	6	statistics	statistic	NOUN
ejpam-2952	705	7	,	,	PUNCT
ejpam-2952	705	8	48:213–228	48:213–228	PROPN
ejpam-2952	705	9	,	,	PUNCT
ejpam-2952	705	10	1986	1986	NUM
ejpam-2952	705	11	.	.	PUNCT
ejpam-2952	706	1	[	[	X
ejpam-2952	706	2	23	23	NUM
ejpam-2952	706	3	]	]	X
ejpam-2952	706	4	clive	clive	PROPN
ejpam-2952	706	5	w.	w.	PROPN
ejpam-2952	706	6	j.	j.	PROPN
ejpam-2952	706	7	granger	granger	PROPN
ejpam-2952	706	8	.	.	PUNCT
ejpam-2952	707	1	models	model	NOUN
ejpam-2952	707	2	that	that	PRON
ejpam-2952	707	3	generate	generate	VERB
ejpam-2952	707	4	trends	trend	NOUN
ejpam-2952	707	5	.	.	PUNCT
ejpam-2952	708	1	journal	journal	NOUN
ejpam-2952	708	2	of	of	ADP
ejpam-2952	708	3	time	time	NOUN
ejpam-2952	708	4	series	series	PROPN
ejpam-2952	708	5	analysis	analysis	NOUN
ejpam-2952	708	6	,	,	PUNCT
ejpam-2952	708	7	9:329–343	9:329–343	NOUN
ejpam-2952	708	8	,	,	PUNCT
ejpam-2952	708	9	1988	1988	NUM
ejpam-2952	708	10	.	.	PUNCT
ejpam-2952	709	1	[	[	X
ejpam-2952	709	2	24	24	NUM
ejpam-2952	709	3	]	]	X
ejpam-2952	709	4	clive	clive	PROPN
ejpam-2952	709	5	w.	w.	PROPN
ejpam-2952	709	6	j.	j.	PROPN
ejpam-2952	709	7	granger	granger	PROPN
ejpam-2952	709	8	.	.	PUNCT
ejpam-2952	710	1	developments	development	NOUN
ejpam-2952	710	2	in	in	ADP
ejpam-2952	710	3	the	the	DET
ejpam-2952	710	4	nonlinear	nonlinear	ADJ
ejpam-2952	710	5	analysis	analysis	NOUN
ejpam-2952	710	6	of	of	ADP
ejpam-2952	710	7	economic	economic	ADJ
ejpam-2952	710	8	series	series	NOUN
ejpam-2952	710	9	.	.	PUNCT
ejpam-2952	711	1	scandinavian	scandinavian	ADJ
ejpam-2952	711	2	journal	journal	PROPN
ejpam-2952	711	3	of	of	ADP
ejpam-2952	711	4	economics	economic	NOUN
ejpam-2952	711	5	,	,	PUNCT
ejpam-2952	711	6	93:263–276	93:263–276	NUM
ejpam-2952	711	7	,	,	PUNCT
ejpam-2952	711	8	1991	1991	NUM
ejpam-2952	711	9	.	.	PUNCT
ejpam-2952	712	1	[	[	X
ejpam-2952	712	2	25	25	NUM
ejpam-2952	712	3	]	]	X
ejpam-2952	712	4	clive	clive	PROPN
ejpam-2952	712	5	w.	w.	PROPN
ejpam-2952	712	6	j.	j.	PROPN
ejpam-2952	712	7	granger	granger	PROPN
ejpam-2952	712	8	.	.	PUNCT
ejpam-2952	713	1	comment	comment	NOUN
ejpam-2952	713	2	.	.	PUNCT
ejpam-2952	714	1	statistical	statistical	ADJ
ejpam-2952	714	2	science	science	NOUN
ejpam-2952	714	3	,	,	PUNCT
ejpam-2952	714	4	7:102–104	7:102–104	PROPN
ejpam-2952	714	5	,	,	PUNCT
ejpam-2952	714	6	1992	1992	NUM
ejpam-2952	714	7	.	.	PUNCT
ejpam-2952	715	1	[	[	X
ejpam-2952	715	2	26	26	NUM
ejpam-2952	715	3	]	]	X
ejpam-2952	715	4	clive	clive	PROPN
ejpam-2952	715	5	w.	w.	PROPN
ejpam-2952	715	6	j.	j.	PROPN
ejpam-2952	715	7	granger	granger	PROPN
ejpam-2952	715	8	.	.	PUNCT
ejpam-2952	716	1	strategies	strategy	NOUN
ejpam-2952	716	2	for	for	ADP
ejpam-2952	716	3	modelling	model	VERB
ejpam-2952	716	4	nonlinear	nonlinear	ADJ
ejpam-2952	716	5	time	time	NOUN
ejpam-2952	716	6	-	-	PUNCT
ejpam-2952	716	7	series	series	NOUN
ejpam-2952	716	8	relationships	relationship	NOUN
ejpam-2952	716	9	.	.	PUNCT
ejpam-2952	717	1	economic	economic	ADJ
ejpam-2952	717	2	record	record	NOUN
ejpam-2952	717	3	,	,	PUNCT
ejpam-2952	717	4	69:233–238	69:233–238	PROPN
ejpam-2952	717	5	,	,	PUNCT
ejpam-2952	717	6	1993	1993	NUM
ejpam-2952	717	7	.	.	PUNCT
ejpam-2952	718	1	[	[	X
ejpam-2952	718	2	27	27	NUM
ejpam-2952	718	3	]	]	X
ejpam-2952	718	4	clive	clive	PROPN
ejpam-2952	718	5	w.	w.	PROPN
ejpam-2952	718	6	j.	j.	PROPN
ejpam-2952	718	7	granger	granger	PROPN
ejpam-2952	718	8	.	.	PUNCT
ejpam-2952	719	1	some	some	DET
ejpam-2952	719	2	comments	comment	NOUN
ejpam-2952	719	3	on	on	ADP
ejpam-2952	719	4	empirical	empirical	ADJ
ejpam-2952	719	5	investigations	investigation	NOUN
ejpam-2952	719	6	involving	involve	VERB
ejpam-2952	719	7	cointegration	cointegration	NOUN
ejpam-2952	719	8	.	.	PUNCT
ejpam-2952	720	1	econometric	econometric	ADJ
ejpam-2952	720	2	reviews	review	NOUN
ejpam-2952	720	3	,	,	PUNCT
ejpam-2952	720	4	13:345–350	13:345–350	NUM
ejpam-2952	720	5	,	,	PUNCT
ejpam-2952	720	6	1994	1994	NUM
ejpam-2952	720	7	.	.	PUNCT
ejpam-2952	721	1	[	[	X
ejpam-2952	721	2	28	28	NUM
ejpam-2952	721	3	]	]	X
ejpam-2952	721	4	clive	clive	PROPN
ejpam-2952	721	5	w.	w.	PROPN
ejpam-2952	721	6	j.	j.	PROPN
ejpam-2952	721	7	granger	granger	PROPN
ejpam-2952	721	8	.	.	PUNCT
ejpam-2952	722	1	modelling	model	VERB
ejpam-2952	722	2	nonlinear	nonlinear	ADJ
ejpam-2952	722	3	relationships	relationship	NOUN
ejpam-2952	722	4	between	between	ADP
ejpam-2952	722	5	extended	extend	VERB
ejpam-2952	722	6	-	-	PUNCT
ejpam-2952	722	7	memory	memory	NOUN
ejpam-2952	722	8	variables	variable	NOUN
ejpam-2952	722	9	.	.	PUNCT
ejpam-2952	723	1	econometrica	econometrica	PROPN
ejpam-2952	723	2	,	,	PUNCT
ejpam-2952	723	3	63:265–279	63:265–279	PROPN
ejpam-2952	723	4	,	,	PUNCT
ejpam-2952	723	5	1995	1995	NUM
ejpam-2952	723	6	.	.	PUNCT
ejpam-2952	724	1	references	reference	NOUN
ejpam-2952	724	2	129	129	NUM
ejpam-2952	725	1	[	[	X
ejpam-2952	725	2	29	29	NUM
ejpam-2952	725	3	]	]	X
ejpam-2952	725	4	clive	clive	PROPN
ejpam-2952	725	5	w.	w.	PROPN
ejpam-2952	725	6	j.	j.	PROPN
ejpam-2952	725	7	granger	granger	PROPN
ejpam-2952	725	8	.	.	PUNCT
ejpam-2952	726	1	overview	overview	NOUN
ejpam-2952	726	2	of	of	ADP
ejpam-2952	726	3	nonlinear	nonlinear	ADJ
ejpam-2952	726	4	macroeconometric	macroeconometric	ADJ
ejpam-2952	726	5	models	model	NOUN
ejpam-2952	726	6	.	.	PUNCT
ejpam-2952	727	1	macroeconomic	macroeconomic	ADJ
ejpam-2952	727	2	dynamics	dynamic	NOUN
ejpam-2952	727	3	,	,	PUNCT
ejpam-2952	727	4	5:466–481	5:466–481	NUM
ejpam-2952	727	5	,	,	PUNCT
ejpam-2952	727	6	2001	2001	NUM
ejpam-2952	727	7	.	.	PUNCT
ejpam-2952	728	1	[	[	X
ejpam-2952	728	2	30	30	NUM
ejpam-2952	728	3	]	]	X
ejpam-2952	728	4	clive	clive	PROPN
ejpam-2952	728	5	w.	w.	PROPN
ejpam-2952	728	6	j.	j.	PROPN
ejpam-2952	728	7	granger	granger	PROPN
ejpam-2952	728	8	.	.	PUNCT
ejpam-2952	729	1	non	non	ADJ
ejpam-2952	729	2	-	-	ADJ
ejpam-2952	729	3	linear	linear	ADJ
ejpam-2952	729	4	models	model	NOUN
ejpam-2952	729	5	:	:	PUNCT
ejpam-2952	729	6	where	where	SCONJ
ejpam-2952	729	7	do	do	AUX
ejpam-2952	729	8	we	we	PRON
ejpam-2952	729	9	go	go	VERB
ejpam-2952	729	10	next	next	ADJ
ejpam-2952	729	11	time	time	NOUN
ejpam-2952	729	12	-	-	PUNCT
ejpam-2952	729	13	varying	vary	VERB
ejpam-2952	729	14	parameter	parameter	NOUN
ejpam-2952	729	15	models	model	NOUN
ejpam-2952	729	16	?	?	PUNCT
ejpam-2952	730	1	studies	study	NOUN
ejpam-2952	730	2	in	in	ADP
ejpam-2952	730	3	nonlinear	nonlinear	ADJ
ejpam-2952	730	4	dynamics	dynamic	NOUN
ejpam-2952	730	5	and	and	CCONJ
ejpam-2952	730	6	econometrics	econometric	NOUN
ejpam-2952	730	7	,	,	PUNCT
ejpam-2952	730	8	12	12	NUM
ejpam-2952	730	9	:	:	PUNCT
ejpam-2952	730	10	issue	issue	NOUN
ejpam-2952	730	11	1	1	NUM
ejpam-2952	730	12	,	,	PUNCT
ejpam-2952	730	13	article	article	NOUN
ejpam-2952	730	14	3	3	NUM
ejpam-2952	730	15	,	,	PUNCT
ejpam-2952	730	16	2008	2008	NUM
ejpam-2952	730	17	.	.	PUNCT
ejpam-2952	731	1	[	[	X
ejpam-2952	731	2	31	31	NUM
ejpam-2952	731	3	]	]	X
ejpam-2952	731	4	clive	clive	PROPN
ejpam-2952	731	5	w.	w.	PROPN
ejpam-2952	731	6	j.	j.	PROPN
ejpam-2952	731	7	granger	granger	PROPN
ejpam-2952	731	8	and	and	CCONJ
ejpam-2952	731	9	a.	a.	PROPN
ejpam-2952	731	10	p.	p.	PROPN
ejpam-2952	731	11	andersen	andersen	PROPN
ejpam-2952	731	12	.	.	PUNCT
ejpam-2952	732	1	an	an	DET
ejpam-2952	732	2	introduction	introduction	NOUN
ejpam-2952	732	3	to	to	ADP
ejpam-2952	732	4	bilinear	bilinear	PROPN
ejpam-2952	732	5	time	time	NOUN
ejpam-2952	732	6	series	series	PROPN
ejpam-2952	732	7	.	.	PUNCT
ejpam-2952	733	1	vandenhoeck	vandenhoeck	NOUN
ejpam-2952	733	2	and	and	CCONJ
ejpam-2952	733	3	ruprecht	ruprecht	NOUN
ejpam-2952	733	4	,	,	PUNCT
ejpam-2952	733	5	göttingen	göttingen	NOUN
ejpam-2952	733	6	,	,	PUNCT
ejpam-2952	733	7	1978	1978	NUM
ejpam-2952	733	8	.	.	PUNCT
ejpam-2952	734	1	[	[	X
ejpam-2952	734	2	32	32	NUM
ejpam-2952	734	3	]	]	SYM
ejpam-2952	734	4	clive	clive	PROPN
ejpam-2952	734	5	w.	w.	PROPN
ejpam-2952	734	6	j.	j.	PROPN
ejpam-2952	734	7	granger	granger	PROPN
ejpam-2952	734	8	and	and	CCONJ
ejpam-2952	734	9	allan	allan	PROPN
ejpam-2952	734	10	p.	p.	PROPN
ejpam-2952	734	11	andersen	andersen	PROPN
ejpam-2952	734	12	.	.	PUNCT
ejpam-2952	735	1	on	on	ADP
ejpam-2952	735	2	the	the	DET
ejpam-2952	735	3	invertibility	invertibility	NOUN
ejpam-2952	735	4	of	of	ADP
ejpam-2952	735	5	time	time	NOUN
ejpam-2952	735	6	series	series	NOUN
ejpam-2952	735	7	models	model	NOUN
ejpam-2952	735	8	.	.	PUNCT
ejpam-2952	736	1	stochastic	stochastic	ADJ
ejpam-2952	736	2	processes	process	NOUN
ejpam-2952	736	3	and	and	CCONJ
ejpam-2952	736	4	their	their	PRON
ejpam-2952	736	5	applications	application	NOUN
ejpam-2952	736	6	,	,	PUNCT
ejpam-2952	736	7	8:87–92	8:87–92	NUM
ejpam-2952	736	8	,	,	PUNCT
ejpam-2952	736	9	1978	1978	NUM
ejpam-2952	736	10	.	.	PUNCT
ejpam-2952	737	1	[	[	X
ejpam-2952	737	2	33	33	NUM
ejpam-2952	737	3	]	]	X
ejpam-2952	737	4	clive	clive	PROPN
ejpam-2952	737	5	w.	w.	PROPN
ejpam-2952	737	6	j.	j.	PROPN
ejpam-2952	737	7	granger	granger	PROPN
ejpam-2952	737	8	and	and	CCONJ
ejpam-2952	737	9	jeff	jeff	PROPN
ejpam-2952	737	10	hallman	hallman	PROPN
ejpam-2952	737	11	.	.	PUNCT
ejpam-2952	738	1	nonlinear	nonlinear	ADJ
ejpam-2952	738	2	transformations	transformation	NOUN
ejpam-2952	738	3	of	of	ADP
ejpam-2952	738	4	integrated	integrate	VERB
ejpam-2952	738	5	time	time	NOUN
ejpam-2952	738	6	series	series	NOUN
ejpam-2952	738	7	.	.	PUNCT
ejpam-2952	739	1	journal	journal	PROPN
ejpam-2952	739	2	of	of	ADP
ejpam-2952	739	3	time	time	NOUN
ejpam-2952	739	4	series	series	PROPN
ejpam-2952	739	5	analysis	analysis	NOUN
ejpam-2952	739	6	,	,	PUNCT
ejpam-2952	739	7	12:207–224	12:207–224	NUM
ejpam-2952	739	8	,	,	PUNCT
ejpam-2952	739	9	1991	1991	NUM
ejpam-2952	739	10	.	.	PUNCT
ejpam-2952	740	1	[	[	X
ejpam-2952	740	2	34	34	NUM
ejpam-2952	740	3	]	]	X
ejpam-2952	740	4	clive	clive	PROPN
ejpam-2952	740	5	w.	w.	PROPN
ejpam-2952	740	6	j.	j.	PROPN
ejpam-2952	740	7	granger	granger	PROPN
ejpam-2952	740	8	and	and	CCONJ
ejpam-2952	740	9	namwon	namwon	ADJ
ejpam-2952	740	10	hyung	hyung	PROPN
ejpam-2952	740	11	.	.	PUNCT
ejpam-2952	741	1	occasional	occasional	ADJ
ejpam-2952	741	2	structural	structural	ADJ
ejpam-2952	741	3	breaks	break	NOUN
ejpam-2952	741	4	and	and	CCONJ
ejpam-2952	741	5	long	long	ADJ
ejpam-2952	741	6	memory	memory	NOUN
ejpam-2952	741	7	with	with	ADP
ejpam-2952	741	8	an	an	DET
ejpam-2952	741	9	application	application	NOUN
ejpam-2952	741	10	to	to	ADP
ejpam-2952	741	11	the	the	DET
ejpam-2952	741	12	s&p	s&p	PROPN
ejpam-2952	741	13	500	500	NUM
ejpam-2952	741	14	absolute	absolute	ADJ
ejpam-2952	741	15	stock	stock	NOUN
ejpam-2952	741	16	returns	return	NOUN
ejpam-2952	741	17	.	.	PUNCT
ejpam-2952	742	1	journal	journal	NOUN
ejpam-2952	742	2	of	of	ADP
ejpam-2952	742	3	empirical	empirical	ADJ
ejpam-2952	742	4	finance	finance	NOUN
ejpam-2952	742	5	,	,	PUNCT
ejpam-2952	742	6	11:399–421	11:399–421	PROPN
ejpam-2952	742	7	,	,	PUNCT
ejpam-2952	742	8	2004	2004	NUM
ejpam-2952	742	9	.	.	PUNCT
ejpam-2952	743	1	[	[	X
ejpam-2952	743	2	35	35	NUM
ejpam-2952	743	3	]	]	X
ejpam-2952	743	4	clive	clive	PROPN
ejpam-2952	743	5	w.	w.	PROPN
ejpam-2952	743	6	j.	j.	PROPN
ejpam-2952	743	7	granger	granger	PROPN
ejpam-2952	743	8	and	and	CCONJ
ejpam-2952	743	9	namwon	namwon	ADJ
ejpam-2952	743	10	hyung	hyung	PROPN
ejpam-2952	743	11	.	.	PUNCT
ejpam-2952	744	1	introduction	introduction	NOUN
ejpam-2952	744	2	to	to	ADP
ejpam-2952	744	3	m	m	PROPN
ejpam-2952	744	4	-	-	PUNCT
ejpam-2952	744	5	m	m	PROPN
ejpam-2952	744	6	processes	process	NOUN
ejpam-2952	744	7	.	.	PUNCT
ejpam-2952	745	1	journal	journal	PROPN
ejpam-2952	745	2	of	of	ADP
ejpam-2952	745	3	econometrics	econometric	NOUN
ejpam-2952	745	4	,	,	PUNCT
ejpam-2952	745	5	130:143–164	130:143–164	NUM
ejpam-2952	745	6	,	,	PUNCT
ejpam-2952	745	7	2006	2006	NUM
ejpam-2952	745	8	.	.	PUNCT
ejpam-2952	746	1	[	[	X
ejpam-2952	746	2	36	36	NUM
ejpam-2952	746	3	]	]	X
ejpam-2952	746	4	clive	clive	PROPN
ejpam-2952	746	5	w.	w.	PROPN
ejpam-2952	746	6	j.	j.	PROPN
ejpam-2952	746	7	granger	granger	PROPN
ejpam-2952	746	8	,	,	PUNCT
ejpam-2952	746	9	tomoo	tomoo	NOUN
ejpam-2952	746	10	inoue	inoue	NOUN
ejpam-2952	746	11	,	,	PUNCT
ejpam-2952	746	12	and	and	CCONJ
ejpam-2952	746	13	norman	norman	PROPN
ejpam-2952	746	14	morin	morin	PROPN
ejpam-2952	746	15	.	.	PUNCT
ejpam-2952	747	1	nonlinear	nonlinear	ADJ
ejpam-2952	747	2	stochastic	stochastic	ADJ
ejpam-2952	747	3	trends	trend	NOUN
ejpam-2952	747	4	.	.	PUNCT
ejpam-2952	748	1	journal	journal	NOUN
ejpam-2952	748	2	of	of	ADP
ejpam-2952	748	3	econometrics	econometric	NOUN
ejpam-2952	748	4	,	,	PUNCT
ejpam-2952	748	5	81:65–92	81:65–92	NUM
ejpam-2952	748	6	,	,	PUNCT
ejpam-2952	748	7	1997	1997	NUM
ejpam-2952	748	8	.	.	PUNCT
ejpam-2952	749	1	[	[	X
ejpam-2952	749	2	37	37	NUM
ejpam-2952	749	3	]	]	X
ejpam-2952	749	4	clive	clive	PROPN
ejpam-2952	749	5	w.	w.	PROPN
ejpam-2952	749	6	j.	j.	PROPN
ejpam-2952	749	7	granger	granger	PROPN
ejpam-2952	749	8	,	,	PUNCT
ejpam-2952	749	9	maxwell	maxwell	PROPN
ejpam-2952	749	10	l.	l.	PROPN
ejpam-2952	749	11	king	king	PROPN
ejpam-2952	749	12	,	,	PUNCT
ejpam-2952	749	13	and	and	CCONJ
ejpam-2952	749	14	halbert	halbert	PROPN
ejpam-2952	749	15	white	white	PROPN
ejpam-2952	749	16	.	.	PUNCT
ejpam-2952	750	1	comments	comment	NOUN
ejpam-2952	750	2	on	on	ADP
ejpam-2952	750	3	testing	test	VERB
ejpam-2952	750	4	economic	economic	ADJ
ejpam-2952	750	5	theories	theory	NOUN
ejpam-2952	750	6	and	and	CCONJ
ejpam-2952	750	7	the	the	DET
ejpam-2952	750	8	use	use	NOUN
ejpam-2952	750	9	of	of	ADP
ejpam-2952	750	10	model	model	NOUN
ejpam-2952	750	11	selection	selection	NOUN
ejpam-2952	750	12	criteria	criterion	NOUN
ejpam-2952	750	13	.	.	PUNCT
ejpam-2952	751	1	journal	journal	NOUN
ejpam-2952	751	2	of	of	ADP
ejpam-2952	751	3	econometrics	econometric	NOUN
ejpam-2952	751	4	,	,	PUNCT
ejpam-2952	751	5	67:173–187	67:173–187	NUM
ejpam-2952	751	6	,	,	PUNCT
ejpam-2952	751	7	1995	1995	NUM
ejpam-2952	751	8	.	.	PUNCT
ejpam-2952	752	1	[	[	X
ejpam-2952	752	2	38	38	NUM
ejpam-2952	752	3	]	]	X
ejpam-2952	752	4	clive	clive	PROPN
ejpam-2952	752	5	w.	w.	PROPN
ejpam-2952	752	6	j.	j.	PROPN
ejpam-2952	752	7	granger	granger	PROPN
ejpam-2952	752	8	and	and	CCONJ
ejpam-2952	752	9	hahn	hahn	PROPN
ejpam-2952	752	10	s.	s.	PROPN
ejpam-2952	752	11	lee	lee	PROPN
ejpam-2952	752	12	.	.	PUNCT
ejpam-2952	753	1	an	an	DET
ejpam-2952	753	2	introduction	introduction	NOUN
ejpam-2952	753	3	to	to	ADP
ejpam-2952	753	4	time	time	NOUN
ejpam-2952	753	5	-	-	PUNCT
ejpam-2952	753	6	varying	vary	VERB
ejpam-2952	753	7	parameter	parameter	NOUN
ejpam-2952	753	8	cointegration	cointegration	NOUN
ejpam-2952	753	9	.	.	PUNCT
ejpam-2952	754	1	in	in	ADP
ejpam-2952	754	2	peter	peter	PROPN
ejpam-2952	754	3	hackl	hackl	PROPN
ejpam-2952	754	4	and	and	CCONJ
ejpam-2952	754	5	anders	anders	PROPN
ejpam-2952	754	6	h.	h.	PROPN
ejpam-2952	754	7	westlund	westlund	PROPN
ejpam-2952	754	8	,	,	PUNCT
ejpam-2952	754	9	editors	editor	NOUN
ejpam-2952	754	10	,	,	PUNCT
ejpam-2952	754	11	economic	economic	ADJ
ejpam-2952	754	12	structural	structural	ADJ
ejpam-2952	754	13	change	change	NOUN
ejpam-2952	754	14	.	.	PUNCT
ejpam-2952	755	1	analysis	analysis	NOUN
ejpam-2952	755	2	and	and	CCONJ
ejpam-2952	755	3	forecasting	forecasting	NOUN
ejpam-2952	755	4	,	,	PUNCT
ejpam-2952	755	5	pages	page	NOUN
ejpam-2952	755	6	139–157	139–157	NUM
ejpam-2952	755	7	,	,	PUNCT
ejpam-2952	755	8	berlin	berlin	PROPN
ejpam-2952	755	9	,	,	PUNCT
ejpam-2952	755	10	1991	1991	NUM
ejpam-2952	755	11	.	.	PUNCT
ejpam-2952	756	1	springer	springer	NOUN
ejpam-2952	756	2	.	.	PUNCT
ejpam-2952	757	1	[	[	X
ejpam-2952	757	2	39	39	NUM
ejpam-2952	757	3	]	]	X
ejpam-2952	757	4	clive	clive	PROPN
ejpam-2952	757	5	w.	w.	PROPN
ejpam-2952	757	6	j.	j.	PROPN
ejpam-2952	757	7	granger	granger	PROPN
ejpam-2952	757	8	and	and	CCONJ
ejpam-2952	757	9	t.	t.	PROPN
ejpam-2952	757	10	h.	h.	PROPN
ejpam-2952	757	11	lee	lee	PROPN
ejpam-2952	757	12	.	.	PROPN
ejpam-2952	758	1	investigation	investigation	NOUN
ejpam-2952	758	2	of	of	ADP
ejpam-2952	758	3	production	production	NOUN
ejpam-2952	758	4	,	,	PUNCT
ejpam-2952	758	5	sales	sale	NOUN
ejpam-2952	758	6	and	and	CCONJ
ejpam-2952	758	7	inventory	inventory	NOUN
ejpam-2952	758	8	relationships	relationship	NOUN
ejpam-2952	758	9	using	use	VERB
ejpam-2952	758	10	multicointegration	multicointegration	NOUN
ejpam-2952	758	11	and	and	CCONJ
ejpam-2952	758	12	non	non	ADJ
ejpam-2952	758	13	-	-	ADJ
ejpam-2952	758	14	symmetric	symmetric	ADJ
ejpam-2952	758	15	error	error	NOUN
ejpam-2952	758	16	using	use	VERB
ejpam-2952	758	17	correction	correction	NOUN
ejpam-2952	758	18	models	model	NOUN
ejpam-2952	758	19	.	.	PUNCT
ejpam-2952	759	1	journal	journal	NOUN
ejpam-2952	759	2	of	of	ADP
ejpam-2952	759	3	applied	applied	ADJ
ejpam-2952	759	4	econometrics	econometric	NOUN
ejpam-2952	759	5	,	,	PUNCT
ejpam-2952	759	6	4	4	NUM
ejpam-2952	759	7	:	:	PUNCT
ejpam-2952	759	8	s145	s145	NUM
ejpam-2952	759	9	–	–	PUNCT
ejpam-2952	759	10	s159	s159	NUM
ejpam-2952	759	11	,	,	PUNCT
ejpam-2952	759	12	1989	1989	NUM
ejpam-2952	759	13	.	.	PUNCT
ejpam-2952	760	1	[	[	X
ejpam-2952	760	2	40	40	NUM
ejpam-2952	760	3	]	]	X
ejpam-2952	760	4	clive	clive	PROPN
ejpam-2952	760	5	w.	w.	PROPN
ejpam-2952	760	6	j.	j.	PROPN
ejpam-2952	760	7	granger	granger	PROPN
ejpam-2952	760	8	and	and	CCONJ
ejpam-2952	760	9	tae	tae	PROPN
ejpam-2952	760	10	-	-	PUNCT
ejpam-2952	760	11	hwy	hwy	NOUN
ejpam-2952	760	12	lee	lee	PROPN
ejpam-2952	760	13	.	.	PUNCT
ejpam-2952	761	1	the	the	DET
ejpam-2952	761	2	effect	effect	NOUN
ejpam-2952	761	3	of	of	ADP
ejpam-2952	761	4	aggregation	aggregation	NOUN
ejpam-2952	761	5	on	on	ADP
ejpam-2952	761	6	nonlinearity	nonlinearity	NOUN
ejpam-2952	761	7	.	.	PUNCT
ejpam-2952	762	1	econometric	econometric	ADJ
ejpam-2952	762	2	reviews	review	NOUN
ejpam-2952	762	3	,	,	PUNCT
ejpam-2952	762	4	18:259–269	18:259–269	NUM
ejpam-2952	762	5	,	,	PUNCT
ejpam-2952	762	6	1999	1999	NUM
ejpam-2952	762	7	.	.	PUNCT
ejpam-2952	763	1	[	[	X
ejpam-2952	763	2	41	41	NUM
ejpam-2952	763	3	]	]	X
ejpam-2952	763	4	clive	clive	PROPN
ejpam-2952	763	5	w.	w.	PROPN
ejpam-2952	763	6	j.	j.	PROPN
ejpam-2952	763	7	granger	granger	PROPN
ejpam-2952	763	8	and	and	CCONJ
ejpam-2952	763	9	jin	jin	PROPN
ejpam-2952	763	10	-	-	PUNCT
ejpam-2952	763	11	lung	lung	NOUN
ejpam-2952	763	12	lin	lin	PROPN
ejpam-2952	763	13	.	.	PUNCT
ejpam-2952	764	1	using	use	VERB
ejpam-2952	764	2	the	the	DET
ejpam-2952	764	3	mutual	mutual	ADJ
ejpam-2952	764	4	information	information	NOUN
ejpam-2952	764	5	coefficient	coefficient	NOUN
ejpam-2952	764	6	to	to	PART
ejpam-2952	764	7	identify	identify	VERB
ejpam-2952	764	8	lags	lag	NOUN
ejpam-2952	764	9	in	in	ADP
ejpam-2952	764	10	nonlinear	nonlinear	ADJ
ejpam-2952	764	11	models	model	NOUN
ejpam-2952	764	12	.	.	PUNCT
ejpam-2952	765	1	journal	journal	NOUN
ejpam-2952	765	2	of	of	ADP
ejpam-2952	765	3	time	time	NOUN
ejpam-2952	765	4	series	series	PROPN
ejpam-2952	765	5	analysis	analysis	NOUN
ejpam-2952	765	6	,	,	PUNCT
ejpam-2952	765	7	15:371–384	15:371–384	NUM
ejpam-2952	765	8	,	,	PUNCT
ejpam-2952	765	9	1994	1994	NUM
ejpam-2952	765	10	.	.	PUNCT
ejpam-2952	766	1	[	[	X
ejpam-2952	766	2	42	42	NUM
ejpam-2952	766	3	]	]	X
ejpam-2952	766	4	clive	clive	PROPN
ejpam-2952	766	5	w.	w.	PROPN
ejpam-2952	766	6	j.	j.	PROPN
ejpam-2952	766	7	granger	granger	PROPN
ejpam-2952	766	8	,	,	PUNCT
ejpam-2952	766	9	esfandiar	esfandiar	NOUN
ejpam-2952	766	10	maasoumi	maasoumi	NOUN
ejpam-2952	766	11	,	,	PUNCT
ejpam-2952	766	12	and	and	CCONJ
ejpam-2952	766	13	jeff	jeff	PROPN
ejpam-2952	766	14	racine	racine	PROPN
ejpam-2952	766	15	.	.	PUNCT
ejpam-2952	767	1	a	a	DET
ejpam-2952	767	2	dependence	dependence	NOUN
ejpam-2952	767	3	metric	metric	ADJ
ejpam-2952	767	4	for	for	ADP
ejpam-2952	767	5	possibly	possibly	ADV
ejpam-2952	767	6	nonlinear	nonlinear	ADJ
ejpam-2952	767	7	processes	process	NOUN
ejpam-2952	767	8	.	.	PUNCT
ejpam-2952	768	1	journal	journal	PROPN
ejpam-2952	768	2	of	of	ADP
ejpam-2952	768	3	time	time	NOUN
ejpam-2952	768	4	series	series	PROPN
ejpam-2952	768	5	analysis	analysis	NOUN
ejpam-2952	768	6	,	,	PUNCT
ejpam-2952	768	7	25:649–669	25:649–669	NUM
ejpam-2952	768	8	,	,	PUNCT
ejpam-2952	768	9	2004	2004	NUM
ejpam-2952	768	10	.	.	PUNCT
ejpam-2952	769	1	references	reference	NOUN
ejpam-2952	769	2	130	130	NUM
ejpam-2952	769	3	[	[	X
ejpam-2952	769	4	43	43	NUM
ejpam-2952	769	5	]	]	X
ejpam-2952	769	6	clive	clive	PROPN
ejpam-2952	769	7	.	.	PUNCT
ejpam-2952	770	1	w.	w.	PROPN
ejpam-2952	770	2	j.	j.	PROPN
ejpam-2952	770	3	granger	granger	PROPN
ejpam-2952	770	4	and	and	CCONJ
ejpam-2952	770	5	norman	norman	PROPN
ejpam-2952	770	6	swanson	swanson	PROPN
ejpam-2952	770	7	.	.	PUNCT
ejpam-2952	771	1	further	further	ADJ
ejpam-2952	771	2	developments	development	NOUN
ejpam-2952	771	3	in	in	ADP
ejpam-2952	771	4	the	the	DET
ejpam-2952	771	5	study	study	NOUN
ejpam-2952	771	6	of	of	ADP
ejpam-2952	771	7	cointegrated	cointegrated	ADJ
ejpam-2952	771	8	variables	variable	NOUN
ejpam-2952	771	9	.	.	PUNCT
ejpam-2952	772	1	oxford	oxford	ADJ
ejpam-2952	772	2	bulletin	bulletin	NOUN
ejpam-2952	772	3	of	of	ADP
ejpam-2952	772	4	economics	economic	NOUN
ejpam-2952	772	5	and	and	CCONJ
ejpam-2952	772	6	statistics	statistic	NOUN
ejpam-2952	772	7	,	,	PUNCT
ejpam-2952	772	8	58:537–553	58:537–553	NUM
ejpam-2952	772	9	,	,	PUNCT
ejpam-2952	772	10	1996	1996	NUM
ejpam-2952	772	11	.	.	PUNCT
ejpam-2952	773	1	[	[	X
ejpam-2952	773	2	44	44	NUM
ejpam-2952	773	3	]	]	X
ejpam-2952	773	4	clive	clive	PROPN
ejpam-2952	773	5	w.	w.	PROPN
ejpam-2952	773	6	j.	j.	PROPN
ejpam-2952	773	7	granger	granger	PROPN
ejpam-2952	773	8	and	and	CCONJ
ejpam-2952	773	9	norman	norman	PROPN
ejpam-2952	773	10	r.	r.	PROPN
ejpam-2952	773	11	swanson	swanson	PROPN
ejpam-2952	773	12	.	.	PUNCT
ejpam-2952	774	1	an	an	DET
ejpam-2952	774	2	introduction	introduction	NOUN
ejpam-2952	774	3	to	to	PART
ejpam-2952	774	4	stochastic	stochastic	VERB
ejpam-2952	774	5	unitroot	unitroot	ADJ
ejpam-2952	774	6	processes	process	NOUN
ejpam-2952	774	7	.	.	PUNCT
ejpam-2952	775	1	journal	journal	NOUN
ejpam-2952	775	2	of	of	ADP
ejpam-2952	775	3	econometrics	econometric	NOUN
ejpam-2952	775	4	,	,	PUNCT
ejpam-2952	775	5	80:35–62	80:35–62	NUM
ejpam-2952	775	6	,	,	PUNCT
ejpam-2952	775	7	1997	1997	NUM
ejpam-2952	775	8	.	.	PUNCT
ejpam-2952	776	1	[	[	X
ejpam-2952	776	2	45	45	NUM
ejpam-2952	776	3	]	]	X
ejpam-2952	776	4	clive	clive	PROPN
ejpam-2952	776	5	w.	w.	PROPN
ejpam-2952	776	6	j.	j.	PROPN
ejpam-2952	776	7	granger	granger	PROPN
ejpam-2952	776	8	and	and	CCONJ
ejpam-2952	776	9	timo	timo	VERB
ejpam-2952	776	10	teräsvirta	teräsvirta	NOUN
ejpam-2952	776	11	.	.	NOUN
ejpam-2952	776	12	modelling	model	VERB
ejpam-2952	776	13	nonlinear	nonlinear	ADJ
ejpam-2952	776	14	economic	economic	ADJ
ejpam-2952	776	15	relationships	relationship	NOUN
ejpam-2952	776	16	.	.	PUNCT
ejpam-2952	777	1	oxford	oxford	PROPN
ejpam-2952	777	2	university	university	PROPN
ejpam-2952	777	3	press	press	NOUN
ejpam-2952	777	4	,	,	PUNCT
ejpam-2952	777	5	oxford	oxford	NOUN
ejpam-2952	777	6	,	,	PUNCT
ejpam-2952	777	7	1993	1993	NUM
ejpam-2952	777	8	.	.	PUNCT
ejpam-2952	778	1	[	[	X
ejpam-2952	778	2	46	46	NUM
ejpam-2952	778	3	]	]	X
ejpam-2952	778	4	clive	clive	PROPN
ejpam-2952	778	5	w.	w.	PROPN
ejpam-2952	778	6	j.	j.	PROPN
ejpam-2952	778	7	granger	granger	PROPN
ejpam-2952	778	8	and	and	CCONJ
ejpam-2952	778	9	timo	timo	VERB
ejpam-2952	778	10	teräsvirta	teräsvirta	PROPN
ejpam-2952	778	11	.	.	PUNCT
ejpam-2952	779	1	a	a	DET
ejpam-2952	779	2	simple	simple	ADJ
ejpam-2952	779	3	nonlinear	nonlinear	ADJ
ejpam-2952	779	4	time	time	NOUN
ejpam-2952	779	5	series	series	PROPN
ejpam-2952	779	6	model	model	NOUN
ejpam-2952	779	7	with	with	ADP
ejpam-2952	779	8	misleading	mislead	VERB
ejpam-2952	779	9	linear	linear	ADJ
ejpam-2952	779	10	properties	property	NOUN
ejpam-2952	779	11	.	.	PUNCT
ejpam-2952	780	1	economics	economic	NOUN
ejpam-2952	780	2	letters	letter	NOUN
ejpam-2952	780	3	,	,	PUNCT
ejpam-2952	780	4	62:161–165	62:161–165	PROPN
ejpam-2952	780	5	,	,	PUNCT
ejpam-2952	780	6	1999	1999	NUM
ejpam-2952	780	7	.	.	PUNCT
ejpam-2952	781	1	[	[	X
ejpam-2952	781	2	47	47	NUM
ejpam-2952	781	3	]	]	X
ejpam-2952	781	4	clive	clive	PROPN
ejpam-2952	781	5	w.	w.	PROPN
ejpam-2952	781	6	j.	j.	PROPN
ejpam-2952	781	7	granger	granger	PROPN
ejpam-2952	781	8	,	,	PUNCT
ejpam-2952	781	9	timo	timo	PROPN
ejpam-2952	781	10	teräsvirta	teräsvirta	ADP
ejpam-2952	781	11	,	,	PUNCT
ejpam-2952	781	12	and	and	CCONJ
ejpam-2952	781	13	andrew	andrew	PROPN
ejpam-2952	781	14	j.	j.	PROPN
ejpam-2952	781	15	patton	patton	PROPN
ejpam-2952	781	16	.	.	PUNCT
ejpam-2952	782	1	common	common	ADJ
ejpam-2952	782	2	factors	factor	NOUN
ejpam-2952	782	3	in	in	ADP
ejpam-2952	782	4	conditional	conditional	ADJ
ejpam-2952	782	5	distributions	distribution	NOUN
ejpam-2952	782	6	for	for	ADP
ejpam-2952	782	7	bivariate	bivariate	ADJ
ejpam-2952	782	8	time	time	NOUN
ejpam-2952	782	9	series	series	NOUN
ejpam-2952	782	10	.	.	PUNCT
ejpam-2952	783	1	journal	journal	PROPN
ejpam-2952	783	2	of	of	ADP
ejpam-2952	783	3	econometrics	econometric	NOUN
ejpam-2952	783	4	,	,	PUNCT
ejpam-2952	783	5	132:45	132:45	NUM
ejpam-2952	783	6	–	–	PUNCT
ejpam-2952	783	7	57	57	NUM
ejpam-2952	783	8	,	,	PUNCT
ejpam-2952	783	9	2006	2006	NUM
ejpam-2952	783	10	.	.	PUNCT
ejpam-2952	784	1	[	[	X
ejpam-2952	784	2	48	48	NUM
ejpam-2952	784	3	]	]	X
ejpam-2952	784	4	david	david	PROPN
ejpam-2952	784	5	harris	harris	PROPN
ejpam-2952	784	6	,	,	PUNCT
ejpam-2952	784	7	brendan	brendan	PROPN
ejpam-2952	784	8	mccabe	mccabe	PROPN
ejpam-2952	784	9	,	,	PUNCT
ejpam-2952	784	10	and	and	CCONJ
ejpam-2952	784	11	stephen	stephen	PROPN
ejpam-2952	784	12	leybourne	leybourne	PROPN
ejpam-2952	784	13	.	.	PUNCT
ejpam-2952	785	1	stochastic	stochastic	ADJ
ejpam-2952	785	2	cointegration	cointegration	NOUN
ejpam-2952	785	3	:	:	PUNCT
ejpam-2952	785	4	estimation	estimation	NOUN
ejpam-2952	785	5	and	and	CCONJ
ejpam-2952	785	6	inference	inference	NOUN
ejpam-2952	785	7	.	.	PUNCT
ejpam-2952	786	1	journal	journal	PROPN
ejpam-2952	786	2	of	of	ADP
ejpam-2952	786	3	econometrics	econometric	NOUN
ejpam-2952	786	4	,	,	PUNCT
ejpam-2952	786	5	111:363–384	111:363–384	NUM
ejpam-2952	786	6	,	,	PUNCT
ejpam-2952	786	7	2002	2002	NUM
ejpam-2952	786	8	.	.	PUNCT
ejpam-2952	787	1	[	[	X
ejpam-2952	787	2	49	49	NUM
ejpam-2952	787	3	]	]	X
ejpam-2952	787	4	david	david	PROPN
ejpam-2952	787	5	f.	f.	PROPN
ejpam-2952	787	6	hendry	hendry	PROPN
ejpam-2952	787	7	.	.	PUNCT
ejpam-2952	788	1	the	the	DET
ejpam-2952	788	2	nobel	nobel	PROPN
ejpam-2952	788	3	memorial	memorial	PROPN
ejpam-2952	788	4	prize	prize	PROPN
ejpam-2952	788	5	for	for	ADP
ejpam-2952	788	6	clive	clive	PROPN
ejpam-2952	788	7	w.j	w.j	PROPN
ejpam-2952	788	8	.	.	PUNCT
ejpam-2952	788	9	granger	granger	PROPN
ejpam-2952	788	10	.	.	PUNCT
ejpam-2952	789	1	scandinavian	scandinavian	ADJ
ejpam-2952	789	2	journal	journal	PROPN
ejpam-2952	789	3	of	of	ADP
ejpam-2952	789	4	economics	economic	NOUN
ejpam-2952	789	5	,	,	PUNCT
ejpam-2952	789	6	106:187–213	106:187–213	NUM
ejpam-2952	789	7	,	,	PUNCT
ejpam-2952	789	8	2004	2004	NUM
ejpam-2952	789	9	.	.	PUNCT
ejpam-2952	790	1	[	[	X
ejpam-2952	790	2	50	50	NUM
ejpam-2952	790	3	]	]	PUNCT
ejpam-2952	790	4	anders	anders	PROPN
ejpam-2952	790	5	b.	b.	PROPN
ejpam-2952	790	6	kock	kock	PROPN
ejpam-2952	790	7	and	and	CCONJ
ejpam-2952	790	8	timo	timo	VERB
ejpam-2952	790	9	teräsvirta	teräsvirta	PROPN
ejpam-2952	790	10	.	.	NOUN
ejpam-2952	790	11	forecasting	forecasting	NOUN
ejpam-2952	790	12	performance	performance	NOUN
ejpam-2952	790	13	of	of	ADP
ejpam-2952	790	14	three	three	NUM
ejpam-2952	790	15	automated	automate	VERB
ejpam-2952	790	16	modelling	modelling	NOUN
ejpam-2952	790	17	techniques	technique	NOUN
ejpam-2952	790	18	during	during	ADP
ejpam-2952	790	19	the	the	DET
ejpam-2952	790	20	economic	economic	ADJ
ejpam-2952	790	21	crisis	crisis	NOUN
ejpam-2952	790	22	2007	2007	NUM
ejpam-2952	790	23	-	-	SYM
ejpam-2952	790	24	2009	2009	NUM
ejpam-2952	790	25	.	.	PUNCT
ejpam-2952	791	1	international	international	ADJ
ejpam-2952	791	2	journal	journal	PROPN
ejpam-2952	791	3	of	of	ADP
ejpam-2952	791	4	forecasting	forecasting	NOUN
ejpam-2952	791	5	,	,	PUNCT
ejpam-2952	791	6	30:616–631	30:616–631	PROPN
ejpam-2952	791	7	,	,	PUNCT
ejpam-2952	791	8	2014	2014	NUM
ejpam-2952	791	9	.	.	PUNCT
ejpam-2952	792	1	[	[	X
ejpam-2952	792	2	51	51	NUM
ejpam-2952	792	3	]	]	PUNCT
ejpam-2952	792	4	anders	anders	PROPN
ejpam-2952	792	5	b.	b.	PROPN
ejpam-2952	792	6	kock	kock	PROPN
ejpam-2952	792	7	and	and	CCONJ
ejpam-2952	792	8	timo	timo	VERB
ejpam-2952	792	9	teräsvirta	teräsvirta	PRON
ejpam-2952	792	10	.	.	NOUN
ejpam-2952	792	11	forecasting	forecast	VERB
ejpam-2952	792	12	macroeconomic	macroeconomic	ADJ
ejpam-2952	792	13	variables	variable	NOUN
ejpam-2952	792	14	using	use	VERB
ejpam-2952	792	15	neural	neural	ADJ
ejpam-2952	792	16	network	network	NOUN
ejpam-2952	792	17	models	model	NOUN
ejpam-2952	792	18	and	and	CCONJ
ejpam-2952	792	19	three	three	NUM
ejpam-2952	792	20	automated	automate	VERB
ejpam-2952	792	21	model	model	NOUN
ejpam-2952	792	22	selection	selection	NOUN
ejpam-2952	792	23	techniques	technique	NOUN
ejpam-2952	792	24	.	.	PUNCT
ejpam-2952	793	1	econometric	econometric	ADJ
ejpam-2952	793	2	reviews	review	NOUN
ejpam-2952	793	3	,	,	PUNCT
ejpam-2952	793	4	35:1753–1779	35:1753–1779	PROPN
ejpam-2952	793	5	,	,	PUNCT
ejpam-2952	793	6	2016	2016	NUM
ejpam-2952	793	7	.	.	PUNCT
ejpam-2952	794	1	[	[	X
ejpam-2952	794	2	52	52	NUM
ejpam-2952	794	3	]	]	SYM
ejpam-2952	794	4	markku	markku	NOUN
ejpam-2952	794	5	lanne	lanne	NOUN
ejpam-2952	794	6	and	and	CCONJ
ejpam-2952	794	7	pentti	pentti	PROPN
ejpam-2952	794	8	saikkonen	saikkonen	NOUN
ejpam-2952	794	9	.	.	PUNCT
ejpam-2952	795	1	threshold	threshold	NOUN
ejpam-2952	795	2	autoregressions	autoregression	NOUN
ejpam-2952	795	3	for	for	ADP
ejpam-2952	795	4	strongly	strongly	ADV
ejpam-2952	795	5	autocorrelated	autocorrelated	ADJ
ejpam-2952	795	6	time	time	NOUN
ejpam-2952	795	7	series	series	PROPN
ejpam-2952	795	8	.	.	PUNCT
ejpam-2952	796	1	journal	journal	PROPN
ejpam-2952	796	2	of	of	ADP
ejpam-2952	796	3	business	business	PROPN
ejpam-2952	796	4	&	&	CCONJ
ejpam-2952	796	5	economic	economic	ADJ
ejpam-2952	796	6	statistics	statistic	NOUN
ejpam-2952	796	7	,	,	PUNCT
ejpam-2952	796	8	20:282–289	20:282–289	PROPN
ejpam-2952	796	9	,	,	PUNCT
ejpam-2952	796	10	2002	2002	NUM
ejpam-2952	796	11	.	.	PUNCT
ejpam-2952	797	1	[	[	X
ejpam-2952	797	2	53	53	NUM
ejpam-2952	797	3	]	]	X
ejpam-2952	797	4	tae	tae	PROPN
ejpam-2952	797	5	-	-	PUNCT
ejpam-2952	797	6	hwy	hwy	PROPN
ejpam-2952	797	7	lee	lee	PROPN
ejpam-2952	797	8	,	,	PUNCT
ejpam-2952	797	9	halbert	halbert	PROPN
ejpam-2952	797	10	white	white	PROPN
ejpam-2952	797	11	,	,	PUNCT
ejpam-2952	797	12	and	and	CCONJ
ejpam-2952	797	13	clive	clive	PROPN
ejpam-2952	797	14	w.	w.	PROPN
ejpam-2952	797	15	j.	j.	PROPN
ejpam-2952	797	16	granger	granger	PROPN
ejpam-2952	797	17	.	.	PUNCT
ejpam-2952	798	1	testing	test	VERB
ejpam-2952	798	2	for	for	ADP
ejpam-2952	798	3	neglected	neglect	VERB
ejpam-2952	798	4	nonlinearity	nonlinearity	NOUN
ejpam-2952	798	5	in	in	ADP
ejpam-2952	798	6	time	time	NOUN
ejpam-2952	798	7	series	series	NOUN
ejpam-2952	798	8	models	model	NOUN
ejpam-2952	798	9	:	:	PUNCT
ejpam-2952	798	10	a	a	DET
ejpam-2952	798	11	comparison	comparison	NOUN
ejpam-2952	798	12	of	of	ADP
ejpam-2952	798	13	neural	neural	ADJ
ejpam-2952	798	14	network	network	NOUN
ejpam-2952	798	15	methods	method	NOUN
ejpam-2952	798	16	and	and	CCONJ
ejpam-2952	798	17	alternative	alternative	ADJ
ejpam-2952	798	18	tests	test	NOUN
ejpam-2952	798	19	.	.	PUNCT
ejpam-2952	799	1	journal	journal	NOUN
ejpam-2952	799	2	of	of	ADP
ejpam-2952	799	3	econometrics	econometric	NOUN
ejpam-2952	799	4	,	,	PUNCT
ejpam-2952	799	5	56:269–290	56:269–290	NUM
ejpam-2952	799	6	,	,	PUNCT
ejpam-2952	799	7	1993	1993	NUM
ejpam-2952	799	8	.	.	PUNCT
ejpam-2952	800	1	[	[	X
ejpam-2952	800	2	54	54	NUM
ejpam-2952	800	3	]	]	PUNCT
ejpam-2952	800	4	s.	s.	PROPN
ejpam-2952	800	5	j.	j.	PROPN
ejpam-2952	800	6	leybourne	leybourne	PROPN
ejpam-2952	800	7	,	,	PUNCT
ejpam-2952	800	8	b.	b.	PROPN
ejpam-2952	800	9	p.	p.	PROPN
ejpam-2952	800	10	m.	m.	PROPN
ejpam-2952	800	11	mccabe	mccabe	PROPN
ejpam-2952	800	12	,	,	PUNCT
ejpam-2952	800	13	and	and	CCONJ
ejpam-2952	800	14	a.	a.	PROPN
ejpam-2952	800	15	r.	r.	PROPN
ejpam-2952	800	16	tremayne	tremayne	PROPN
ejpam-2952	800	17	.	.	PUNCT
ejpam-2952	801	1	can	can	AUX
ejpam-2952	801	2	economic	economic	ADJ
ejpam-2952	801	3	time	time	NOUN
ejpam-2952	801	4	series	series	NOUN
ejpam-2952	801	5	be	be	AUX
ejpam-2952	801	6	differenced	difference	VERB
ejpam-2952	801	7	to	to	ADP
ejpam-2952	801	8	stationarity	stationarity	NOUN
ejpam-2952	801	9	?	?	PUNCT
ejpam-2952	802	1	journal	journal	PROPN
ejpam-2952	802	2	of	of	ADP
ejpam-2952	802	3	business	business	PROPN
ejpam-2952	802	4	&	&	CCONJ
ejpam-2952	802	5	economic	economic	ADJ
ejpam-2952	802	6	statistics	statistic	NOUN
ejpam-2952	802	7	,	,	PUNCT
ejpam-2952	802	8	14:435–446	14:435–446	NUM
ejpam-2952	802	9	,	,	PUNCT
ejpam-2952	802	10	1996	1996	NUM
ejpam-2952	802	11	.	.	PUNCT
ejpam-2952	803	1	[	[	X
ejpam-2952	803	2	55	55	NUM
ejpam-2952	803	3	]	]	PUNCT
ejpam-2952	803	4	stephen	stephen	PROPN
ejpam-2952	803	5	j.	j.	PROPN
ejpam-2952	803	6	leybourne	leybourne	PROPN
ejpam-2952	803	7	,	,	PUNCT
ejpam-2952	803	8	brendan	brendan	PROPN
ejpam-2952	803	9	p.	p.	PROPN
ejpam-2952	803	10	m.	m.	PROPN
ejpam-2952	803	11	mccabe	mccabe	PROPN
ejpam-2952	803	12	,	,	PUNCT
ejpam-2952	803	13	and	and	CCONJ
ejpam-2952	803	14	terence	terence	PROPN
ejpam-2952	803	15	c.	c.	PROPN
ejpam-2952	803	16	mills	mill	NOUN
ejpam-2952	803	17	.	.	PUNCT
ejpam-2952	804	1	randomized	randomize	VERB
ejpam-2952	804	2	unit	unit	NOUN
ejpam-2952	804	3	root	root	NOUN
ejpam-2952	804	4	processes	process	NOUN
ejpam-2952	804	5	for	for	ADP
ejpam-2952	804	6	modelling	modelling	NOUN
ejpam-2952	804	7	and	and	CCONJ
ejpam-2952	804	8	forecasting	forecast	VERB
ejpam-2952	804	9	financial	financial	ADJ
ejpam-2952	804	10	time	time	NOUN
ejpam-2952	804	11	series	series	PROPN
ejpam-2952	804	12	:	:	PUNCT
ejpam-2952	804	13	theory	theory	NOUN
ejpam-2952	804	14	and	and	CCONJ
ejpam-2952	804	15	applications	application	NOUN
ejpam-2952	804	16	.	.	PUNCT
ejpam-2952	805	1	journal	journal	NOUN
ejpam-2952	805	2	of	of	ADP
ejpam-2952	805	3	forecasting	forecasting	NOUN
ejpam-2952	805	4	,	,	PUNCT
ejpam-2952	805	5	15:253–270	15:253–270	NUM
ejpam-2952	805	6	,	,	PUNCT
ejpam-2952	805	7	1996	1996	NUM
ejpam-2952	805	8	.	.	PUNCT
ejpam-2952	806	1	references	reference	NOUN
ejpam-2952	806	2	131	131	NUM
ejpam-2952	806	3	[	[	X
ejpam-2952	806	4	56	56	NUM
ejpam-2952	806	5	]	]	X
ejpam-2952	806	6	chien	chien	PROPN
ejpam-2952	806	7	-	-	PUNCT
ejpam-2952	806	8	fu	fu	PROPN
ejpam-2952	806	9	j.	j.	PROPN
ejpam-2952	806	10	lin	lin	PROPN
ejpam-2952	806	11	and	and	CCONJ
ejpam-2952	806	12	timo	timo	VERB
ejpam-2952	806	13	teräsvirta	teräsvirta	PROPN
ejpam-2952	806	14	.	.	NOUN
ejpam-2952	807	1	testing	test	VERB
ejpam-2952	807	2	the	the	DET
ejpam-2952	807	3	constancy	constancy	NOUN
ejpam-2952	807	4	of	of	ADP
ejpam-2952	807	5	regression	regression	NOUN
ejpam-2952	807	6	parameters	parameter	NOUN
ejpam-2952	807	7	against	against	ADP
ejpam-2952	807	8	continuous	continuous	ADJ
ejpam-2952	807	9	structural	structural	ADJ
ejpam-2952	807	10	change	change	NOUN
ejpam-2952	807	11	.	.	PUNCT
ejpam-2952	808	1	journal	journal	NOUN
ejpam-2952	808	2	of	of	ADP
ejpam-2952	808	3	econometrics	econometric	NOUN
ejpam-2952	808	4	,	,	PUNCT
ejpam-2952	808	5	62:211–228	62:211–228	PROPN
ejpam-2952	808	6	,	,	PUNCT
ejpam-2952	808	7	1994	1994	NUM
ejpam-2952	808	8	.	.	PUNCT
ejpam-2952	809	1	[	[	X
ejpam-2952	809	2	57	57	NUM
ejpam-2952	809	3	]	]	PUNCT
ejpam-2952	809	4	t.	t.	PROPN
ejpam-2952	809	5	liu	liu	PROPN
ejpam-2952	809	6	,	,	PUNCT
ejpam-2952	809	7	c.	c.	PROPN
ejpam-2952	809	8	w.	w.	PROPN
ejpam-2952	809	9	j.	j.	PROPN
ejpam-2952	809	10	granger	granger	PROPN
ejpam-2952	809	11	,	,	PUNCT
ejpam-2952	809	12	and	and	CCONJ
ejpam-2952	809	13	w.	w.	PROPN
ejpam-2952	809	14	p.	p.	PROPN
ejpam-2952	809	15	heller	heller	NOUN
ejpam-2952	809	16	.	.	PUNCT
ejpam-2952	810	1	using	use	VERB
ejpam-2952	810	2	the	the	DET
ejpam-2952	810	3	correlation	correlation	NOUN
ejpam-2952	810	4	exponent	exponent	NOUN
ejpam-2952	810	5	to	to	PART
ejpam-2952	810	6	decide	decide	VERB
ejpam-2952	810	7	whether	whether	SCONJ
ejpam-2952	810	8	an	an	DET
ejpam-2952	810	9	economic	economic	ADJ
ejpam-2952	810	10	series	series	NOUN
ejpam-2952	810	11	is	be	AUX
ejpam-2952	810	12	chaotic	chaotic	ADJ
ejpam-2952	810	13	.	.	PUNCT
ejpam-2952	811	1	journal	journal	NOUN
ejpam-2952	811	2	of	of	ADP
ejpam-2952	811	3	applied	apply	VERB
ejpam-2952	811	4	econometrics	econometric	NOUN
ejpam-2952	811	5	,	,	PUNCT
ejpam-2952	811	6	7	7	NUM
ejpam-2952	811	7	:	:	PUNCT
ejpam-2952	811	8	s25	s25	PROPN
ejpam-2952	811	9	–	–	PUNCT
ejpam-2952	811	10	s39	s39	NOUN
ejpam-2952	811	11	,	,	PUNCT
ejpam-2952	811	12	1992	1992	NUM
ejpam-2952	811	13	.	.	PUNCT
ejpam-2952	812	1	[	[	X
ejpam-2952	812	2	58	58	NUM
ejpam-2952	812	3	]	]	PUNCT
ejpam-2952	812	4	ritva	ritva	NOUN
ejpam-2952	812	5	luukkonen	luukkonen	NOUN
ejpam-2952	812	6	,	,	PUNCT
ejpam-2952	812	7	pentti	pentti	NOUN
ejpam-2952	812	8	saikkonen	saikkonen	NOUN
ejpam-2952	812	9	,	,	PUNCT
ejpam-2952	812	10	and	and	CCONJ
ejpam-2952	812	11	timo	timo	VERB
ejpam-2952	812	12	teräsvirta	teräsvirta	PROPN
ejpam-2952	812	13	.	.	NOUN
ejpam-2952	812	14	testing	test	VERB
ejpam-2952	812	15	linearity	linearity	NOUN
ejpam-2952	812	16	against	against	ADP
ejpam-2952	812	17	smooth	smooth	ADJ
ejpam-2952	812	18	transition	transition	NOUN
ejpam-2952	812	19	autoregressive	autoregressive	ADJ
ejpam-2952	812	20	models	model	NOUN
ejpam-2952	812	21	.	.	PUNCT
ejpam-2952	813	1	biometrika	biometrika	NOUN
ejpam-2952	813	2	,	,	PUNCT
ejpam-2952	813	3	75:491–499	75:491–499	PROPN
ejpam-2952	813	4	,	,	PUNCT
ejpam-2952	813	5	1988	1988	NUM
ejpam-2952	813	6	.	.	PUNCT
ejpam-2952	814	1	[	[	X
ejpam-2952	814	2	59	59	NUM
ejpam-2952	814	3	]	]	PUNCT
ejpam-2952	814	4	agustin	agustin	PROPN
ejpam-2952	814	5	maravall	maravall	PROPN
ejpam-2952	814	6	.	.	PUNCT
ejpam-2952	815	1	an	an	DET
ejpam-2952	815	2	application	application	NOUN
ejpam-2952	815	3	of	of	ADP
ejpam-2952	815	4	nonlinear	nonlinear	ADJ
ejpam-2952	815	5	time	time	NOUN
ejpam-2952	815	6	series	series	PROPN
ejpam-2952	815	7	forecasting	forecasting	PROPN
ejpam-2952	815	8	.	.	PUNCT
ejpam-2952	816	1	journal	journal	PROPN
ejpam-2952	816	2	of	of	ADP
ejpam-2952	816	3	business	business	PROPN
ejpam-2952	816	4	&	&	CCONJ
ejpam-2952	816	5	economic	economic	ADJ
ejpam-2952	816	6	statistics	statistic	NOUN
ejpam-2952	816	7	,	,	PUNCT
ejpam-2952	816	8	1:66–74	1:66–74	PROPN
ejpam-2952	816	9	,	,	PUNCT
ejpam-2952	816	10	1983	1983	NUM
ejpam-2952	816	11	.	.	PUNCT
ejpam-2952	817	1	[	[	X
ejpam-2952	817	2	60	60	NUM
ejpam-2952	817	3	]	]	PUNCT
ejpam-2952	817	4	brendan	brendan	PROPN
ejpam-2952	817	5	mccabe	mccabe	PROPN
ejpam-2952	817	6	,	,	PUNCT
ejpam-2952	817	7	stephen	stephen	PROPN
ejpam-2952	817	8	j.	j.	PROPN
ejpam-2952	817	9	leybourne	leybourne	PROPN
ejpam-2952	817	10	,	,	PUNCT
ejpam-2952	817	11	and	and	CCONJ
ejpam-2952	817	12	david	david	PROPN
ejpam-2952	817	13	harris	harris	PROPN
ejpam-2952	817	14	.	.	PUNCT
ejpam-2952	818	1	a	a	DET
ejpam-2952	818	2	residual	residual	ADJ
ejpam-2952	818	3	-	-	PUNCT
ejpam-2952	818	4	based	base	VERB
ejpam-2952	818	5	test	test	NOUN
ejpam-2952	818	6	for	for	ADP
ejpam-2952	818	7	stochastic	stochastic	ADJ
ejpam-2952	818	8	cointegration	cointegration	NOUN
ejpam-2952	818	9	.	.	PUNCT
ejpam-2952	819	1	econometric	econometric	PROPN
ejpam-2952	819	2	theory	theory	NOUN
ejpam-2952	819	3	,	,	PUNCT
ejpam-2952	819	4	22:429–456	22:429–456	PROPN
ejpam-2952	819	5	,	,	PUNCT
ejpam-2952	819	6	2006	2006	NUM
ejpam-2952	819	7	.	.	PUNCT
ejpam-2952	820	1	[	[	X
ejpam-2952	820	2	61	61	NUM
ejpam-2952	820	3	]	]	PUNCT
ejpam-2952	820	4	brendan	brendan	PROPN
ejpam-2952	820	5	p.	p.	PROPN
ejpam-2952	820	6	m.	m.	PROPN
ejpam-2952	820	7	mccabe	mccabe	PROPN
ejpam-2952	820	8	and	and	CCONJ
ejpam-2952	820	9	andrew	andrew	PROPN
ejpam-2952	820	10	r.	r.	PROPN
ejpam-2952	820	11	tremayne	tremayne	PROPN
ejpam-2952	820	12	.	.	PUNCT
ejpam-2952	821	1	testing	test	VERB
ejpam-2952	821	2	a	a	DET
ejpam-2952	821	3	time	time	NOUN
ejpam-2952	821	4	series	series	NOUN
ejpam-2952	821	5	for	for	ADP
ejpam-2952	821	6	difference	difference	NOUN
ejpam-2952	821	7	stationarity	stationarity	NOUN
ejpam-2952	821	8	.	.	PUNCT
ejpam-2952	822	1	annals	annal	NOUN
ejpam-2952	822	2	of	of	ADP
ejpam-2952	822	3	statistics	statistic	NOUN
ejpam-2952	822	4	,	,	PUNCT
ejpam-2952	822	5	23:1015–1028	23:1015–1028	NUM
ejpam-2952	822	6	,	,	PUNCT
ejpam-2952	822	7	1995	1995	NUM
ejpam-2952	822	8	.	.	PUNCT
ejpam-2952	823	1	[	[	X
ejpam-2952	823	2	62	62	NUM
ejpam-2952	823	3	]	]	PUNCT
ejpam-2952	823	4	a.	a.	PROPN
ejpam-2952	823	5	i.	i.	PROPN
ejpam-2952	823	6	mcleod	mcleod	PROPN
ejpam-2952	823	7	and	and	CCONJ
ejpam-2952	823	8	w.	w.	PROPN
ejpam-2952	823	9	k.	k.	PROPN
ejpam-2952	823	10	li	li	PROPN
ejpam-2952	823	11	.	.	PUNCT
ejpam-2952	823	12	diagnostic	diagnostic	ADJ
ejpam-2952	823	13	checking	checking	ADJ
ejpam-2952	823	14	arma	arma	PROPN
ejpam-2952	823	15	time	time	NOUN
ejpam-2952	823	16	series	series	PROPN
ejpam-2952	823	17	models	model	NOUN
ejpam-2952	823	18	using	use	VERB
ejpam-2952	823	19	squared	square	VERB
ejpam-2952	823	20	residual	residual	ADJ
ejpam-2952	823	21	autocorrelations	autocorrelation	NOUN
ejpam-2952	823	22	.	.	PUNCT
ejpam-2952	824	1	journal	journal	PROPN
ejpam-2952	824	2	of	of	ADP
ejpam-2952	824	3	time	time	NOUN
ejpam-2952	824	4	series	series	PROPN
ejpam-2952	824	5	analysis	analysis	NOUN
ejpam-2952	824	6	,	,	PUNCT
ejpam-2952	824	7	4:269–273	4:269–273	NUM
ejpam-2952	824	8	,	,	PUNCT
ejpam-2952	824	9	1983	1983	NUM
ejpam-2952	824	10	.	.	PUNCT
ejpam-2952	825	1	[	[	X
ejpam-2952	825	2	63	63	NUM
ejpam-2952	825	3	]	]	PUNCT
ejpam-2952	825	4	maurice	maurice	PROPN
ejpam-2952	825	5	b.	b.	PROPN
ejpam-2952	825	6	priestley	priestley	PROPN
ejpam-2952	825	7	.	.	PUNCT
ejpam-2952	825	8	evolutionary	evolutionary	ADJ
ejpam-2952	825	9	spectra	spectra	PROPN
ejpam-2952	825	10	and	and	CCONJ
ejpam-2952	825	11	non	non	ADJ
ejpam-2952	825	12	-	-	ADJ
ejpam-2952	825	13	stationary	stationary	ADJ
ejpam-2952	825	14	processes	process	NOUN
ejpam-2952	825	15	.	.	PUNCT
ejpam-2952	826	1	journal	journal	NOUN
ejpam-2952	826	2	of	of	ADP
ejpam-2952	826	3	the	the	DET
ejpam-2952	826	4	royal	royal	ADJ
ejpam-2952	826	5	statistical	statistical	ADJ
ejpam-2952	826	6	society	society	NOUN
ejpam-2952	826	7	,	,	PUNCT
ejpam-2952	826	8	series	series	NOUN
ejpam-2952	826	9	b	b	PROPN
ejpam-2952	826	10	,	,	PUNCT
ejpam-2952	826	11	27:204–237	27:204–237	PROPN
ejpam-2952	826	12	,	,	PUNCT
ejpam-2952	826	13	1965	1965	NUM
ejpam-2952	826	14	.	.	PUNCT
ejpam-2952	827	1	[	[	X
ejpam-2952	827	2	64	64	NUM
ejpam-2952	827	3	]	]	PUNCT
ejpam-2952	827	4	b.	b.	PROPN
ejpam-2952	827	5	g.	g.	PROPN
ejpam-2952	827	6	quinn	quinn	PROPN
ejpam-2952	827	7	.	.	PUNCT
ejpam-2952	828	1	stationarity	stationarity	NOUN
ejpam-2952	828	2	and	and	CCONJ
ejpam-2952	828	3	invertibility	invertibility	NOUN
ejpam-2952	828	4	of	of	ADP
ejpam-2952	828	5	simple	simple	ADJ
ejpam-2952	828	6	bilinear	bilinear	NOUN
ejpam-2952	828	7	models	model	NOUN
ejpam-2952	828	8	.	.	PUNCT
ejpam-2952	829	1	stochastic	stochastic	ADJ
ejpam-2952	829	2	processes	process	NOUN
ejpam-2952	829	3	and	and	CCONJ
ejpam-2952	829	4	their	their	PRON
ejpam-2952	829	5	applications	application	NOUN
ejpam-2952	829	6	,	,	PUNCT
ejpam-2952	829	7	12:225–230	12:225–230	NUM
ejpam-2952	829	8	,	,	PUNCT
ejpam-2952	829	9	1982	1982	NUM
ejpam-2952	829	10	.	.	PUNCT
ejpam-2952	830	1	[	[	X
ejpam-2952	830	2	65	65	NUM
ejpam-2952	830	3	]	]	X
ejpam-2952	830	4	antti	antti	PROPN
ejpam-2952	830	5	ripatti	ripatti	NOUN
ejpam-2952	830	6	and	and	CCONJ
ejpam-2952	830	7	pentti	pentti	ADJ
ejpam-2952	830	8	saikkonen	saikkonen	NOUN
ejpam-2952	830	9	.	.	PUNCT
ejpam-2952	831	1	vector	vector	NOUN
ejpam-2952	831	2	autoregressive	autoregressive	ADJ
ejpam-2952	831	3	processes	process	NOUN
ejpam-2952	831	4	with	with	ADP
ejpam-2952	831	5	nonlinear	nonlinear	ADJ
ejpam-2952	831	6	time	time	NOUN
ejpam-2952	831	7	trends	trend	NOUN
ejpam-2952	831	8	in	in	ADP
ejpam-2952	831	9	cointegrating	cointegrate	VERB
ejpam-2952	831	10	relations	relation	NOUN
ejpam-2952	831	11	.	.	PUNCT
ejpam-2952	832	1	macroeconomic	macroeconomic	ADJ
ejpam-2952	832	2	dynamics	dynamic	NOUN
ejpam-2952	832	3	,	,	PUNCT
ejpam-2952	832	4	5:577–597	5:577–597	NUM
ejpam-2952	832	5	,	,	PUNCT
ejpam-2952	832	6	2001	2001	NUM
ejpam-2952	832	7	.	.	PUNCT
ejpam-2952	833	1	[	[	X
ejpam-2952	833	2	66	66	NUM
ejpam-2952	833	3	]	]	PUNCT
ejpam-2952	833	4	jorma	jorma	PROPN
ejpam-2952	833	5	rissanen	rissanen	PROPN
ejpam-2952	833	6	.	.	PUNCT
ejpam-2952	834	1	modeling	modeling	NOUN
ejpam-2952	834	2	by	by	ADP
ejpam-2952	834	3	shortest	short	ADJ
ejpam-2952	834	4	data	datum	NOUN
ejpam-2952	834	5	description	description	NOUN
ejpam-2952	834	6	.	.	PUNCT
ejpam-2952	835	1	automatica	automatica	PROPN
ejpam-2952	835	2	,	,	PUNCT
ejpam-2952	835	3	14:465–471	14:465–471	NUM
ejpam-2952	835	4	,	,	PUNCT
ejpam-2952	835	5	1978	1978	NUM
ejpam-2952	835	6	.	.	PUNCT
ejpam-2952	836	1	[	[	X
ejpam-2952	836	2	67	67	NUM
ejpam-2952	836	3	]	]	X
ejpam-2952	836	4	gideon	gideon	PROPN
ejpam-2952	836	5	schwarz	schwarz	PROPN
ejpam-2952	836	6	.	.	PUNCT
ejpam-2952	836	7	estimating	estimate	VERB
ejpam-2952	836	8	the	the	DET
ejpam-2952	836	9	dimension	dimension	NOUN
ejpam-2952	836	10	of	of	ADP
ejpam-2952	836	11	a	a	DET
ejpam-2952	836	12	model	model	NOUN
ejpam-2952	836	13	.	.	PUNCT
ejpam-2952	837	1	annals	annal	NOUN
ejpam-2952	837	2	of	of	ADP
ejpam-2952	837	3	statistics	statistic	NOUN
ejpam-2952	837	4	,	,	PUNCT
ejpam-2952	837	5	4:461	4:461	NUM
ejpam-2952	837	6	–	–	PUNCT
ejpam-2952	837	7	464	464	NUM
ejpam-2952	837	8	,	,	PUNCT
ejpam-2952	837	9	1978	1978	NUM
ejpam-2952	837	10	.	.	PUNCT
ejpam-2952	838	1	[	[	X
ejpam-2952	838	2	68	68	NUM
ejpam-2952	838	3	]	]	X
ejpam-2952	838	4	james	james	PROPN
ejpam-2952	838	5	h.	h.	PROPN
ejpam-2952	838	6	stock	stock	PROPN
ejpam-2952	838	7	and	and	CCONJ
ejpam-2952	838	8	mark	mark	PROPN
ejpam-2952	838	9	w.	w.	PROPN
ejpam-2952	838	10	watson	watson	PROPN
ejpam-2952	838	11	.	.	PUNCT
ejpam-2952	839	1	a	a	DET
ejpam-2952	839	2	comparison	comparison	NOUN
ejpam-2952	839	3	of	of	ADP
ejpam-2952	839	4	linear	linear	PROPN
ejpam-2952	839	5	and	and	CCONJ
ejpam-2952	839	6	nonlinear	nonlinear	ADJ
ejpam-2952	839	7	univariate	univariate	ADJ
ejpam-2952	839	8	models	model	NOUN
ejpam-2952	839	9	for	for	ADP
ejpam-2952	839	10	forecasting	forecast	VERB
ejpam-2952	839	11	macroeconomic	macroeconomic	ADJ
ejpam-2952	839	12	time	time	NOUN
ejpam-2952	839	13	series	series	NOUN
ejpam-2952	839	14	.	.	PUNCT
ejpam-2952	840	1	in	in	ADP
ejpam-2952	840	2	robert	robert	PROPN
ejpam-2952	840	3	f.	f.	PROPN
ejpam-2952	840	4	engle	engle	PROPN
ejpam-2952	840	5	and	and	CCONJ
ejpam-2952	840	6	halbert	halbert	PROPN
ejpam-2952	840	7	white	white	PROPN
ejpam-2952	840	8	,	,	PUNCT
ejpam-2952	840	9	editors	editor	NOUN
ejpam-2952	840	10	,	,	PUNCT
ejpam-2952	840	11	cointegration	cointegration	NOUN
ejpam-2952	840	12	,	,	PUNCT
ejpam-2952	840	13	causality	causality	NOUN
ejpam-2952	840	14	and	and	CCONJ
ejpam-2952	840	15	forecasting	forecasting	NOUN
ejpam-2952	840	16	.	.	PUNCT
ejpam-2952	841	1	a	a	DET
ejpam-2952	841	2	festschrift	festschrift	NOUN
ejpam-2952	841	3	in	in	ADP
ejpam-2952	841	4	honour	honour	NOUN
ejpam-2952	841	5	of	of	ADP
ejpam-2952	841	6	clive	clive	PROPN
ejpam-2952	841	7	w.j	w.j	PROPN
ejpam-2952	841	8	.	.	PROPN
ejpam-2952	841	9	granger	granger	PROPN
ejpam-2952	841	10	,	,	PUNCT
ejpam-2952	841	11	pages	page	NOUN
ejpam-2952	841	12	1–44	1–44	PROPN
ejpam-2952	841	13	,	,	PUNCT
ejpam-2952	841	14	oxford	oxford	NOUN
ejpam-2952	841	15	,	,	PUNCT
ejpam-2952	841	16	1999	1999	NUM
ejpam-2952	841	17	.	.	PUNCT
ejpam-2952	842	1	oxford	oxford	PROPN
ejpam-2952	842	2	university	university	PROPN
ejpam-2952	842	3	press	press	NOUN
ejpam-2952	842	4	.	.	PUNCT
ejpam-2952	843	1	[	[	X
ejpam-2952	843	2	69	69	NUM
ejpam-2952	843	3	]	]	PUNCT
ejpam-2952	843	4	t.	t.	PROPN
ejpam-2952	843	5	subba	subba	PROPN
ejpam-2952	843	6	rao	rao	PROPN
ejpam-2952	843	7	and	and	CCONJ
ejpam-2952	843	8	m.	m.	NOUN
ejpam-2952	843	9	m.	m.	NOUN
ejpam-2952	843	10	gabr	gabr	NOUN
ejpam-2952	843	11	.	.	PUNCT
ejpam-2952	844	1	an	an	DET
ejpam-2952	844	2	introduction	introduction	NOUN
ejpam-2952	844	3	to	to	ADP
ejpam-2952	844	4	bispectral	bispectral	ADJ
ejpam-2952	844	5	analysis	analysis	NOUN
ejpam-2952	844	6	and	and	CCONJ
ejpam-2952	844	7	bilinear	bilinear	NOUN
ejpam-2952	844	8	time	time	NOUN
ejpam-2952	844	9	series	series	PROPN
ejpam-2952	844	10	models	model	NOUN
ejpam-2952	844	11	.	.	PUNCT
ejpam-2952	845	1	springer	springer	NOUN
ejpam-2952	845	2	,	,	PUNCT
ejpam-2952	845	3	new	new	PROPN
ejpam-2952	845	4	york	york	PROPN
ejpam-2952	845	5	,	,	PUNCT
ejpam-2952	845	6	1984	1984	NUM
ejpam-2952	845	7	.	.	PUNCT
ejpam-2952	846	1	[	[	X
ejpam-2952	846	2	70	70	NUM
ejpam-2952	846	3	]	]	X
ejpam-2952	846	4	timo	timo	PROPN
ejpam-2952	846	5	teräsvirta	teräsvirta	PROPN
ejpam-2952	846	6	.	.	PUNCT
ejpam-2952	846	7	power	power	NOUN
ejpam-2952	846	8	properties	property	NOUN
ejpam-2952	846	9	of	of	ADP
ejpam-2952	846	10	linearity	linearity	NOUN
ejpam-2952	846	11	tests	test	NOUN
ejpam-2952	846	12	for	for	ADP
ejpam-2952	846	13	time	time	NOUN
ejpam-2952	846	14	series	series	NOUN
ejpam-2952	846	15	.	.	PUNCT
ejpam-2952	847	1	studies	study	NOUN
ejpam-2952	847	2	in	in	ADP
ejpam-2952	847	3	nonlinear	nonlinear	ADJ
ejpam-2952	847	4	dynamics	dynamic	NOUN
ejpam-2952	847	5	and	and	CCONJ
ejpam-2952	847	6	econometrics	econometric	NOUN
ejpam-2952	847	7	,	,	PUNCT
ejpam-2952	847	8	1:3–10	1:3–10	NUM
ejpam-2952	847	9	,	,	PUNCT
ejpam-2952	847	10	1996	1996	NUM
ejpam-2952	847	11	.	.	PUNCT
ejpam-2952	848	1	references	reference	NOUN
ejpam-2952	848	2	132	132	NUM
ejpam-2952	848	3	[	[	X
ejpam-2952	848	4	71	71	NUM
ejpam-2952	848	5	]	]	X
ejpam-2952	848	6	timo	timo	PROPN
ejpam-2952	848	7	teräsvirta	teräsvirta	PROPN
ejpam-2952	848	8	,	,	PUNCT
ejpam-2952	848	9	chien	chien	PROPN
ejpam-2952	848	10	-	-	PUNCT
ejpam-2952	848	11	fu	fu	PROPN
ejpam-2952	848	12	lin	lin	PROPN
ejpam-2952	848	13	,	,	PUNCT
ejpam-2952	848	14	and	and	CCONJ
ejpam-2952	848	15	clive	clive	PROPN
ejpam-2952	848	16	w.	w.	PROPN
ejpam-2952	848	17	j.	j.	PROPN
ejpam-2952	848	18	granger	granger	PROPN
ejpam-2952	848	19	.	.	PUNCT
ejpam-2952	849	1	power	power	NOUN
ejpam-2952	849	2	of	of	ADP
ejpam-2952	849	3	the	the	DET
ejpam-2952	849	4	neural	neural	ADJ
ejpam-2952	849	5	network	network	NOUN
ejpam-2952	849	6	linearity	linearity	PROPN
ejpam-2952	849	7	test	test	NOUN
ejpam-2952	849	8	.	.	PUNCT
ejpam-2952	850	1	journal	journal	PROPN
ejpam-2952	850	2	of	of	ADP
ejpam-2952	850	3	time	time	NOUN
ejpam-2952	850	4	series	series	PROPN
ejpam-2952	850	5	analysis	analysis	NOUN
ejpam-2952	850	6	,	,	PUNCT
ejpam-2952	850	7	14:309–323	14:309–323	NUM
ejpam-2952	850	8	,	,	PUNCT
ejpam-2952	850	9	1993	1993	NUM
ejpam-2952	850	10	.	.	PUNCT
ejpam-2952	851	1	[	[	X
ejpam-2952	851	2	72	72	NUM
ejpam-2952	851	3	]	]	X
ejpam-2952	851	4	timo	timo	PROPN
ejpam-2952	851	5	teräsvirta	teräsvirta	PROPN
ejpam-2952	851	6	,	,	PUNCT
ejpam-2952	851	7	dag	dag	PROPN
ejpam-2952	851	8	tjøstheim	tjøstheim	PROPN
ejpam-2952	851	9	,	,	PUNCT
ejpam-2952	851	10	and	and	CCONJ
ejpam-2952	851	11	clive	clive	PROPN
ejpam-2952	851	12	w.	w.	PROPN
ejpam-2952	851	13	j.	j.	PROPN
ejpam-2952	851	14	granger	granger	PROPN
ejpam-2952	851	15	.	.	PUNCT
ejpam-2952	852	1	aspects	aspect	NOUN
ejpam-2952	852	2	of	of	ADP
ejpam-2952	852	3	modelling	model	VERB
ejpam-2952	852	4	nonlinear	nonlinear	ADJ
ejpam-2952	852	5	time	time	NOUN
ejpam-2952	852	6	series	series	NOUN
ejpam-2952	852	7	.	.	PUNCT
ejpam-2952	853	1	in	in	ADP
ejpam-2952	853	2	robert	robert	PROPN
ejpam-2952	853	3	f.	f.	PROPN
ejpam-2952	853	4	engle	engle	PROPN
ejpam-2952	853	5	and	and	CCONJ
ejpam-2952	853	6	daniel	daniel	PROPN
ejpam-2952	853	7	l.	l.	PROPN
ejpam-2952	853	8	mcfadden	mcfadden	PROPN
ejpam-2952	853	9	,	,	PUNCT
ejpam-2952	853	10	editors	editor	NOUN
ejpam-2952	853	11	,	,	PUNCT
ejpam-2952	853	12	handbook	handbook	NOUN
ejpam-2952	853	13	of	of	ADP
ejpam-2952	853	14	econometrics	econometric	NOUN
ejpam-2952	853	15	,	,	PUNCT
ejpam-2952	853	16	volume	volume	NOUN
ejpam-2952	853	17	4	4	NUM
ejpam-2952	853	18	,	,	PUNCT
ejpam-2952	853	19	pages	page	NOUN
ejpam-2952	853	20	2919–2957	2919–2957	NUM
ejpam-2952	853	21	,	,	PUNCT
ejpam-2952	853	22	amsterdam	amsterdam	PROPN
ejpam-2952	853	23	,	,	PUNCT
ejpam-2952	853	24	1994	1994	NUM
ejpam-2952	853	25	.	.	PUNCT
ejpam-2952	854	1	elsevier	elsevier	NOUN
ejpam-2952	854	2	.	.	PUNCT
ejpam-2952	855	1	[	[	X
ejpam-2952	855	2	73	73	NUM
ejpam-2952	855	3	]	]	PUNCT
ejpam-2952	855	4	timo	timo	PROPN
ejpam-2952	855	5	teräsvirta	teräsvirta	PROPN
ejpam-2952	855	6	,	,	PUNCT
ejpam-2952	855	7	dag	dag	PROPN
ejpam-2952	855	8	tjøstheim	tjøstheim	PROPN
ejpam-2952	855	9	,	,	PUNCT
ejpam-2952	855	10	and	and	CCONJ
ejpam-2952	855	11	clive	clive	PROPN
ejpam-2952	855	12	w.	w.	PROPN
ejpam-2952	855	13	j.	j.	PROPN
ejpam-2952	855	14	granger	granger	PROPN
ejpam-2952	855	15	.	.	PUNCT
ejpam-2952	856	1	modelling	model	VERB
ejpam-2952	856	2	nonlinear	nonlinear	ADJ
ejpam-2952	856	3	economic	economic	ADJ
ejpam-2952	856	4	time	time	NOUN
ejpam-2952	856	5	series	series	NOUN
ejpam-2952	856	6	.	.	PUNCT
ejpam-2952	857	1	oxford	oxford	PROPN
ejpam-2952	857	2	university	university	PROPN
ejpam-2952	857	3	press	press	NOUN
ejpam-2952	857	4	,	,	PUNCT
ejpam-2952	857	5	oxford	oxford	PROPN
ejpam-2952	857	6	,	,	PUNCT
ejpam-2952	857	7	2010	2010	NUM
ejpam-2952	857	8	.	.	PUNCT
ejpam-2952	858	1	[	[	X
ejpam-2952	858	2	74	74	NUM
ejpam-2952	858	3	]	]	X
ejpam-2952	858	4	howell	howell	PROPN
ejpam-2952	858	5	tong	tong	PROPN
ejpam-2952	858	6	.	.	PUNCT
ejpam-2952	859	1	on	on	ADP
ejpam-2952	859	2	a	a	DET
ejpam-2952	859	3	threshold	threshold	NOUN
ejpam-2952	859	4	model	model	NOUN
ejpam-2952	859	5	.	.	PUNCT
ejpam-2952	860	1	in	in	ADP
ejpam-2952	860	2	chi	chi	PROPN
ejpam-2952	860	3	-	-	PUNCT
ejpam-2952	860	4	hau	hau	PROPN
ejpam-2952	860	5	chen	chen	PROPN
ejpam-2952	860	6	,	,	PUNCT
ejpam-2952	860	7	editor	editor	NOUN
ejpam-2952	860	8	,	,	PUNCT
ejpam-2952	860	9	pattern	pattern	NOUN
ejpam-2952	860	10	recognition	recognition	NOUN
ejpam-2952	860	11	and	and	CCONJ
ejpam-2952	860	12	signal	signal	NOUN
ejpam-2952	860	13	processing	processing	NOUN
ejpam-2952	860	14	,	,	PUNCT
ejpam-2952	860	15	number	number	NOUN
ejpam-2952	860	16	29	29	NUM
ejpam-2952	860	17	in	in	ADP
ejpam-2952	860	18	nato	nato	PROPN
ejpam-2952	860	19	advanced	advanced	ADJ
ejpam-2952	860	20	study	study	NOUN
ejpam-2952	860	21	institutes	institutes	PROPN
ejpam-2952	860	22	series	series	PROPN
ejpam-2952	860	23	:	:	PUNCT
ejpam-2952	860	24	applied	apply	VERB
ejpam-2952	860	25	sciences	science	NOUN
ejpam-2952	860	26	.	.	PUNCT
ejpam-2952	860	27	sijthoff	sijthoff	PROPN
ejpam-2952	860	28	&	&	CCONJ
ejpam-2952	860	29	noordhoff	noordhoff	PROPN
ejpam-2952	860	30	,	,	PUNCT
ejpam-2952	860	31	1978	1978	NUM
ejpam-2952	860	32	.	.	PUNCT
ejpam-2952	861	1	[	[	X
ejpam-2952	861	2	75	75	NUM
ejpam-2952	861	3	]	]	X
ejpam-2952	861	4	howell	howell	PROPN
ejpam-2952	861	5	tong	tong	PROPN
ejpam-2952	861	6	.	.	PUNCT
ejpam-2952	862	1	non	non	ADJ
ejpam-2952	862	2	-	-	ADJ
ejpam-2952	862	3	linear	linear	ADJ
ejpam-2952	862	4	time	time	NOUN
ejpam-2952	862	5	series	series	NOUN
ejpam-2952	862	6	.	.	PUNCT
ejpam-2952	863	1	a	a	DET
ejpam-2952	863	2	dynamical	dynamical	ADJ
ejpam-2952	863	3	system	system	NOUN
ejpam-2952	863	4	approach	approach	NOUN
ejpam-2952	863	5	.	.	PUNCT
ejpam-2952	864	1	oxford	oxford	PROPN
ejpam-2952	864	2	university	university	PROPN
ejpam-2952	864	3	press	press	NOUN
ejpam-2952	864	4	,	,	PUNCT
ejpam-2952	864	5	oxford	oxford	NOUN
ejpam-2952	864	6	,	,	PUNCT
ejpam-2952	864	7	1990	1990	NUM
ejpam-2952	864	8	.	.	PUNCT
ejpam-2952	865	1	[	[	X
ejpam-2952	865	2	76	76	NUM
ejpam-2952	865	3	]	]	X
ejpam-2952	865	4	ruey	ruey	PROPN
ejpam-2952	865	5	s.	s.	PROPN
ejpam-2952	865	6	tsay	tsay	PROPN
ejpam-2952	865	7	.	.	PUNCT
ejpam-2952	866	1	nonlinearity	nonlinearity	NOUN
ejpam-2952	866	2	tests	test	NOUN
ejpam-2952	866	3	for	for	ADP
ejpam-2952	866	4	time	time	NOUN
ejpam-2952	866	5	series	series	PROPN
ejpam-2952	866	6	.	.	PUNCT
ejpam-2952	867	1	biometrika	biometrika	PROPN
ejpam-2952	867	2	,	,	PUNCT
ejpam-2952	867	3	73:461–466	73:461–466	NUM
ejpam-2952	867	4	,	,	PUNCT
ejpam-2952	867	5	1986	1986	NUM
ejpam-2952	867	6	.	.	PUNCT
ejpam-2952	868	1	[	[	X
ejpam-2952	868	2	77	77	NUM
ejpam-2952	868	3	]	]	X
ejpam-2952	868	4	halbert	halbert	NOUN
ejpam-2952	868	5	white	white	PROPN
ejpam-2952	868	6	.	.	PUNCT
ejpam-2952	869	1	an	an	DET
ejpam-2952	869	2	additional	additional	ADJ
ejpam-2952	869	3	hidden	hidden	ADJ
ejpam-2952	869	4	unit	unit	NOUN
ejpam-2952	869	5	test	test	NOUN
ejpam-2952	869	6	for	for	ADP
ejpam-2952	869	7	neglected	neglect	VERB
ejpam-2952	869	8	non	non	ADJ
ejpam-2952	869	9	-	-	ADJ
ejpam-2952	869	10	linearity	linearity	NOUN
ejpam-2952	869	11	in	in	ADP
ejpam-2952	869	12	multilayer	multilayer	ADJ
ejpam-2952	869	13	feedforward	feedforward	NOUN
ejpam-2952	869	14	networks	network	NOUN
ejpam-2952	869	15	.	.	PUNCT
ejpam-2952	870	1	in	in	ADP
ejpam-2952	870	2	proceedings	proceeding	NOUN
ejpam-2952	870	3	of	of	ADP
ejpam-2952	870	4	the	the	DET
ejpam-2952	870	5	international	international	ADJ
ejpam-2952	870	6	joint	joint	ADJ
ejpam-2952	870	7	conference	conference	NOUN
ejpam-2952	870	8	on	on	ADP
ejpam-2952	870	9	neural	neural	ADJ
ejpam-2952	870	10	networks	network	NOUN
ejpam-2952	870	11	,	,	PUNCT
ejpam-2952	870	12	washington	washington	PROPN
ejpam-2952	870	13	dc	dc	PROPN
ejpam-2952	870	14	,	,	PUNCT
ejpam-2952	870	15	volume	volume	NOUN
ejpam-2952	870	16	1	1	NUM
ejpam-2952	870	17	,	,	PUNCT
ejpam-2952	870	18	pages	page	NOUN
ejpam-2952	870	19	451–55	451–55	NUM
ejpam-2952	870	20	,	,	PUNCT
ejpam-2952	870	21	san	san	PROPN
ejpam-2952	870	22	diego	diego	PROPN
ejpam-2952	870	23	,	,	PUNCT
ejpam-2952	870	24	ca	ca	NOUN
ejpam-2952	870	25	,	,	PUNCT
ejpam-2952	870	26	1989	1989	NUM
ejpam-2952	870	27	.	.	PUNCT
ejpam-2952	871	1	sos	sos	PROPN
ejpam-2952	871	2	printing	print	VERB
ejpam-2952	871	3	.	.	PUNCT
ejpam-2952	872	1	[	[	X
ejpam-2952	872	2	78	78	NUM
ejpam-2952	872	3	]	]	X
ejpam-2952	872	4	halbert	halbert	PROPN
ejpam-2952	872	5	white	white	PROPN
ejpam-2952	872	6	.	.	PUNCT
ejpam-2952	873	1	approximate	approximate	ADJ
ejpam-2952	873	2	nonlinear	nonlinear	PROPN
ejpam-2952	873	3	forecasting	forecasting	NOUN
ejpam-2952	873	4	methods	method	NOUN
ejpam-2952	873	5	.	.	PUNCT
ejpam-2952	874	1	in	in	ADP
ejpam-2952	874	2	graham	graham	PROPN
ejpam-2952	874	3	elliott	elliott	PROPN
ejpam-2952	874	4	,	,	PUNCT
ejpam-2952	874	5	clive	clive	PROPN
ejpam-2952	874	6	w.	w.	PROPN
ejpam-2952	874	7	j.	j.	PROPN
ejpam-2952	874	8	granger	granger	PROPN
ejpam-2952	874	9	,	,	PUNCT
ejpam-2952	874	10	and	and	CCONJ
ejpam-2952	874	11	allan	allan	PROPN
ejpam-2952	874	12	timmermann	timmermann	PROPN
ejpam-2952	874	13	,	,	PUNCT
ejpam-2952	874	14	editors	editor	NOUN
ejpam-2952	874	15	,	,	PUNCT
ejpam-2952	874	16	handbook	handbook	NOUN
ejpam-2952	874	17	of	of	ADP
ejpam-2952	874	18	economic	economic	ADJ
ejpam-2952	874	19	forecasting	forecasting	NOUN
ejpam-2952	874	20	,	,	PUNCT
ejpam-2952	874	21	volume	volume	NOUN
ejpam-2952	874	22	1	1	NUM
ejpam-2952	874	23	,	,	PUNCT
ejpam-2952	874	24	pages	page	NOUN
ejpam-2952	874	25	459–512	459–512	NUM
ejpam-2952	874	26	,	,	PUNCT
ejpam-2952	874	27	amsterdam	amsterdam	NOUN
ejpam-2952	874	28	,	,	PUNCT
ejpam-2952	874	29	2006	2006	NUM
ejpam-2952	874	30	.	.	PUNCT
ejpam-2952	875	1	elsevier	elsevier	NOUN
ejpam-2952	875	2	.	.	PUNCT
ejpam-2952	876	1	[	[	X
ejpam-2952	876	2	79	79	NUM
ejpam-2952	876	3	]	]	X
ejpam-2952	876	4	halbert	halbert	NOUN
ejpam-2952	876	5	white	white	PROPN
ejpam-2952	876	6	and	and	CCONJ
ejpam-2952	876	7	clive	clive	PROPN
ejpam-2952	876	8	w.	w.	PROPN
ejpam-2952	876	9	j.	j.	PROPN
ejpam-2952	876	10	granger	granger	PROPN
ejpam-2952	876	11	.	.	PUNCT
ejpam-2952	877	1	consideration	consideration	NOUN
ejpam-2952	877	2	of	of	ADP
ejpam-2952	877	3	trends	trend	NOUN
ejpam-2952	877	4	in	in	ADP
ejpam-2952	877	5	time	time	NOUN
ejpam-2952	877	6	series	series	PROPN
ejpam-2952	877	7	.	.	PUNCT
ejpam-2952	878	1	journal	journal	PROPN
ejpam-2952	878	2	of	of	ADP
ejpam-2952	878	3	time	time	PROPN
ejpam-2952	878	4	series	series	PROPN
ejpam-2952	878	5	econometrics	econometric	NOUN
ejpam-2952	878	6	,	,	PUNCT
ejpam-2952	878	7	3	3	NUM
ejpam-2952	878	8	:	:	SYM
ejpam-2952	878	9	iss	iss	PROPN
ejpam-2952	878	10	.	.	PROPN
ejpam-2952	878	11	1	1	NUM
ejpam-2952	878	12	,	,	PUNCT
ejpam-2952	878	13	article	article	NOUN
ejpam-2952	878	14	2	2	NUM
ejpam-2952	878	15	,	,	PUNCT
ejpam-2952	878	16	2011	2011	NUM
ejpam-2952	878	17	.	.	PUNCT
ejpam-2952	879	1	[	[	X
ejpam-2952	879	2	80	80	NUM
ejpam-2952	879	3	]	]	X
ejpam-2952	879	4	gawon	gawon	VERB
ejpam-2952	879	5	yoon	yoon	PROPN
ejpam-2952	879	6	.	.	PUNCT
ejpam-2952	880	1	a	a	DET
ejpam-2952	880	2	note	note	NOUN
ejpam-2952	880	3	on	on	ADP
ejpam-2952	880	4	some	some	DET
ejpam-2952	880	5	properties	property	NOUN
ejpam-2952	880	6	of	of	ADP
ejpam-2952	880	7	stur	stur	PROPN
ejpam-2952	880	8	processes	process	NOUN
ejpam-2952	880	9	.	.	PUNCT
ejpam-2952	881	1	oxford	oxford	ADJ
ejpam-2952	881	2	bulletin	bulletin	NOUN
ejpam-2952	881	3	of	of	ADP
ejpam-2952	881	4	economics	economic	NOUN
ejpam-2952	881	5	and	and	CCONJ
ejpam-2952	881	6	statistics	statistic	NOUN
ejpam-2952	881	7	,	,	PUNCT
ejpam-2952	881	8	68:253–260	68:253–260	PROPN
ejpam-2952	881	9	,	,	PUNCT
ejpam-2952	881	10	2006	2006	NUM
ejpam-2952	881	11	.	.	PUNCT
ejpam-2952	882	1	[	[	X
ejpam-2952	882	2	81	81	NUM
ejpam-2952	882	3	]	]	PUNCT
ejpam-2952	882	4	gawon	gawon	VERB
ejpam-2952	882	5	yoon	yoon	PROPN
ejpam-2952	882	6	.	.	PUNCT
ejpam-2952	883	1	stochastic	stochastic	ADJ
ejpam-2952	883	2	unit	unit	NOUN
ejpam-2952	883	3	root	root	NOUN
ejpam-2952	883	4	processes	process	NOUN
ejpam-2952	883	5	:	:	PUNCT
ejpam-2952	883	6	maximum	maximum	ADJ
ejpam-2952	883	7	likelihood	likelihood	NOUN
ejpam-2952	883	8	estimation	estimation	NOUN
ejpam-2952	883	9	,	,	PUNCT
ejpam-2952	883	10	and	and	CCONJ
ejpam-2952	883	11	new	new	ADJ
ejpam-2952	883	12	lagrange	lagrange	NOUN
ejpam-2952	883	13	multiplier	multiplier	ADV
ejpam-2952	883	14	and	and	CCONJ
ejpam-2952	883	15	likelihood	likelihood	NOUN
ejpam-2952	883	16	ratio	ratio	NOUN
ejpam-2952	883	17	tests	test	NOUN
ejpam-2952	883	18	.	.	PUNCT
ejpam-2952	884	1	economic	economic	ADJ
ejpam-2952	884	2	modelling	modelling	NOUN
ejpam-2952	884	3	,	,	PUNCT
ejpam-2952	884	4	52:725–732	52:725–732	NUM
ejpam-2952	884	5	,	,	PUNCT
ejpam-2952	884	6	2016	2016	NUM
ejpam-2952	884	7	.	.	PUNCT