id	sid	tid	token	lemma	pos
ejpam-2954	1	1	european	european	PROPN
ejpam-2954	1	2	journal	journal	PROPN
ejpam-2954	1	3	of	of	ADP
ejpam-2954	1	4	pure	pure	ADJ
ejpam-2954	1	5	and	and	CCONJ
ejpam-2954	1	6	applied	apply	VERB
ejpam-2954	1	7	mathematics	mathematic	NOUN
ejpam-2954	1	8	vol	vol	NOUN
ejpam-2954	1	9	.	.	PROPN
ejpam-2954	2	1	10	10	NUM
ejpam-2954	2	2	,	,	PUNCT
ejpam-2954	2	3	no	no	INTJ
ejpam-2954	2	4	.	.	NOUN
ejpam-2954	2	5	1	1	NUM
ejpam-2954	2	6	,	,	PUNCT
ejpam-2954	2	7	2017	2017	NUM
ejpam-2954	2	8	,	,	PUNCT
ejpam-2954	2	9	133	133	NUM
ejpam-2954	2	10	-	-	SYM
ejpam-2954	2	11	156	156	NUM
ejpam-2954	2	12	issn	issn	PROPN
ejpam-2954	2	13	1307	1307	NUM
ejpam-2954	2	14	-	-	SYM
ejpam-2954	2	15	5543	5543	NUM
ejpam-2954	2	16	–	–	PUNCT
ejpam-2954	2	17	www.ejpam.com	www.ejpam.com	X
ejpam-2954	2	18	published	publish	VERB
ejpam-2954	2	19	by	by	ADP
ejpam-2954	2	20	new	new	PROPN
ejpam-2954	2	21	york	york	PROPN
ejpam-2954	2	22	business	business	PROPN
ejpam-2954	2	23	global	global	PROPN
ejpam-2954	2	24	sir	sir	PROPN
ejpam-2954	2	25	clive	clive	PROPN
ejpam-2954	2	26	w.j	w.j	PROPN
ejpam-2954	2	27	.	.	PROPN
ejpam-2954	3	1	granger	granger	PROPN
ejpam-2954	3	2	memorial	memorial	ADJ
ejpam-2954	3	3	special	special	ADJ
ejpam-2954	3	4	issue	issue	NOUN
ejpam-2954	3	5	on	on	ADP
ejpam-2954	3	6	econometrics	econometric	NOUN
ejpam-2954	3	7	sir	sir	PROPN
ejpam-2954	3	8	clive	clive	PROPN
ejpam-2954	3	9	w.j	w.j	PROPN
ejpam-2954	3	10	.	.	PROPN
ejpam-2954	4	1	granger	granger	PROPN
ejpam-2954	4	2	model	model	PROPN
ejpam-2954	4	3	selection	selection	PROPN
ejpam-2954	4	4	jennifer	jennifer	PROPN
ejpam-2954	4	5	l.	l.	PROPN
ejpam-2954	4	6	castle	castle	PROPN
ejpam-2954	4	7	magdalen	magdalen	PROPN
ejpam-2954	4	8	college	college	PROPN
ejpam-2954	4	9	and	and	CCONJ
ejpam-2954	4	10	institute	institute	PROPN
ejpam-2954	4	11	for	for	ADP
ejpam-2954	4	12	new	new	ADJ
ejpam-2954	4	13	economic	economic	ADJ
ejpam-2954	4	14	thinking	thinking	NOUN
ejpam-2954	4	15	at	at	ADP
ejpam-2954	4	16	the	the	DET
ejpam-2954	4	17	oxford	oxford	PROPN
ejpam-2954	4	18	martin	martin	PROPN
ejpam-2954	4	19	school	school	PROPN
ejpam-2954	4	20	,	,	PUNCT
ejpam-2954	4	21	university	university	NOUN
ejpam-2954	4	22	of	of	ADP
ejpam-2954	4	23	oxford	oxford	PROPN
ejpam-2954	4	24	,	,	PUNCT
ejpam-2954	4	25	uk	uk	PROPN
ejpam-2954	4	26	.	.	PROPN
ejpam-2954	4	27	abstract	abstract	PROPN
ejpam-2954	4	28	.	.	PUNCT
ejpam-2954	5	1	clive	clive	PROPN
ejpam-2954	5	2	granger	granger	PROPN
ejpam-2954	5	3	proposed	propose	VERB
ejpam-2954	5	4	thick	thick	ADJ
ejpam-2954	5	5	modelling	modelling	NOUN
ejpam-2954	5	6	as	as	ADP
ejpam-2954	5	7	an	an	DET
ejpam-2954	5	8	alternative	alternative	NOUN
ejpam-2954	5	9	to	to	ADP
ejpam-2954	5	10	selecting	select	VERB
ejpam-2954	5	11	a	a	DET
ejpam-2954	5	12	unique	unique	ADJ
ejpam-2954	5	13	model	model	NOUN
ejpam-2954	5	14	based	base	VERB
ejpam-2954	5	15	on	on	ADP
ejpam-2954	5	16	a	a	DET
ejpam-2954	5	17	given	give	VERB
ejpam-2954	5	18	criterion	criterion	NOUN
ejpam-2954	5	19	,	,	PUNCT
ejpam-2954	5	20	or	or	CCONJ
ejpam-2954	5	21	thin	thin	ADJ
ejpam-2954	5	22	modelling	modelling	NOUN
ejpam-2954	5	23	.	.	PUNCT
ejpam-2954	6	1	this	this	PRON
ejpam-2954	6	2	stemmed	stem	VERB
ejpam-2954	6	3	from	from	ADP
ejpam-2954	6	4	his	his	PRON
ejpam-2954	6	5	research	research	NOUN
ejpam-2954	6	6	on	on	ADP
ejpam-2954	6	7	forecast	forecast	NOUN
ejpam-2954	6	8	combination	combination	NOUN
ejpam-2954	6	9	and	and	CCONJ
ejpam-2954	6	10	portfolio	portfolio	NOUN
ejpam-2954	6	11	selection	selection	NOUN
ejpam-2954	6	12	in	in	ADP
ejpam-2954	6	13	which	which	PRON
ejpam-2954	6	14	using	use	VERB
ejpam-2954	6	15	just	just	ADV
ejpam-2954	6	16	the	the	DET
ejpam-2954	6	17	best	good	ADJ
ejpam-2954	6	18	asset	asset	NOUN
ejpam-2954	6	19	or	or	CCONJ
ejpam-2954	6	20	forecast	forecast	NOUN
ejpam-2954	6	21	can	can	AUX
ejpam-2954	6	22	be	be	AUX
ejpam-2954	6	23	suboptimal	suboptimal	ADJ
ejpam-2954	6	24	in	in	ADP
ejpam-2954	6	25	many	many	ADJ
ejpam-2954	6	26	settings	setting	NOUN
ejpam-2954	6	27	.	.	PUNCT
ejpam-2954	7	1	this	this	DET
ejpam-2954	7	2	paper	paper	NOUN
ejpam-2954	7	3	proposes	propose	VERB
ejpam-2954	7	4	to	to	PART
ejpam-2954	7	5	integrate	integrate	VERB
ejpam-2954	7	6	thick	thick	ADJ
ejpam-2954	7	7	modelling	modelling	NOUN
ejpam-2954	7	8	into	into	ADP
ejpam-2954	7	9	the	the	DET
ejpam-2954	7	10	general	general	NOUN
ejpam-2954	7	11	-	-	PUNCT
ejpam-2954	7	12	to	to	ADP
ejpam-2954	7	13	-	-	PUNCT
ejpam-2954	7	14	specific	specific	ADJ
ejpam-2954	7	15	model	model	NOUN
ejpam-2954	7	16	selection	selection	NOUN
ejpam-2954	7	17	literature	literature	NOUN
ejpam-2954	7	18	,	,	PUNCT
ejpam-2954	7	19	yielding	yield	VERB
ejpam-2954	7	20	the	the	DET
ejpam-2954	7	21	benefits	benefit	NOUN
ejpam-2954	7	22	of	of	ADP
ejpam-2954	7	23	selecting	select	VERB
ejpam-2954	7	24	a	a	DET
ejpam-2954	7	25	set	set	NOUN
ejpam-2954	7	26	of	of	ADP
ejpam-2954	7	27	well	well	ADV
ejpam-2954	7	28	-	-	PUNCT
ejpam-2954	7	29	specified	specify	VERB
ejpam-2954	7	30	encompassing	encompass	VERB
ejpam-2954	7	31	models	model	NOUN
ejpam-2954	7	32	while	while	SCONJ
ejpam-2954	7	33	taking	take	VERB
ejpam-2954	7	34	seriously	seriously	ADV
ejpam-2954	7	35	granger	granger	PROPN
ejpam-2954	7	36	’s	’s	PART
ejpam-2954	7	37	critique	critique	NOUN
ejpam-2954	7	38	of	of	ADP
ejpam-2954	7	39	model	model	NOUN
ejpam-2954	7	40	selection	selection	NOUN
ejpam-2954	7	41	.	.	PUNCT
ejpam-2954	8	1	the	the	DET
ejpam-2954	8	2	paper	paper	NOUN
ejpam-2954	8	3	argues	argue	VERB
ejpam-2954	8	4	that	that	SCONJ
ejpam-2954	8	5	model	model	NOUN
ejpam-2954	8	6	uncertainty	uncertainty	NOUN
ejpam-2954	8	7	is	be	AUX
ejpam-2954	8	8	addressed	address	VERB
ejpam-2954	8	9	by	by	ADP
ejpam-2954	8	10	applying	apply	VERB
ejpam-2954	8	11	selection	selection	NOUN
ejpam-2954	8	12	to	to	PART
ejpam-2954	8	13	narrow	narrow	VERB
ejpam-2954	8	14	down	down	ADP
ejpam-2954	8	15	the	the	DET
ejpam-2954	8	16	class	class	NOUN
ejpam-2954	8	17	of	of	ADP
ejpam-2954	8	18	models	model	NOUN
ejpam-2954	8	19	followed	follow	VERB
ejpam-2954	8	20	by	by	ADP
ejpam-2954	8	21	pooling	pool	VERB
ejpam-2954	8	22	across	across	ADP
ejpam-2954	8	23	the	the	DET
ejpam-2954	8	24	retained	retain	VERB
ejpam-2954	8	25	set	set	NOUN
ejpam-2954	8	26	of	of	ADP
ejpam-2954	8	27	close	close	ADJ
ejpam-2954	8	28	specifications	specification	NOUN
ejpam-2954	8	29	.	.	PUNCT
ejpam-2954	9	1	an	an	DET
ejpam-2954	9	2	example	example	NOUN
ejpam-2954	9	3	using	use	VERB
ejpam-2954	9	4	artificial	artificial	ADJ
ejpam-2954	9	5	data	datum	NOUN
ejpam-2954	9	6	illustrates	illustrate	VERB
ejpam-2954	9	7	the	the	DET
ejpam-2954	9	8	approach	approach	NOUN
ejpam-2954	9	9	.	.	PUNCT
ejpam-2954	10	1	2010	2010	NUM
ejpam-2954	10	2	mathematics	mathematic	NOUN
ejpam-2954	10	3	subject	subject	NOUN
ejpam-2954	10	4	classifications	classification	NOUN
ejpam-2954	10	5	:	:	PUNCT
ejpam-2954	10	6	62f07	62f07	NUM
ejpam-2954	10	7	,	,	PUNCT
ejpam-2954	10	8	62p20	62p20	NUM
ejpam-2954	10	9	,	,	PUNCT
ejpam-2954	10	10	91b84	91b84	NUM
ejpam-2954	10	11	key	key	ADJ
ejpam-2954	10	12	words	word	NOUN
ejpam-2954	10	13	and	and	CCONJ
ejpam-2954	10	14	phrases	phrase	NOUN
ejpam-2954	10	15	:	:	PUNCT
ejpam-2954	10	16	clive	clive	PROPN
ejpam-2954	10	17	granger	granger	PROPN
ejpam-2954	10	18	,	,	PUNCT
ejpam-2954	10	19	model	model	NOUN
ejpam-2954	10	20	selection	selection	NOUN
ejpam-2954	10	21	,	,	PUNCT
ejpam-2954	10	22	thick	thick	ADJ
ejpam-2954	10	23	modelling	modelling	NOUN
ejpam-2954	10	24	,	,	PUNCT
ejpam-2954	10	25	model	model	NOUN
ejpam-2954	10	26	averaging	averaging	NOUN
ejpam-2954	10	27	.	.	PUNCT
ejpam-2954	11	1	1	1	X
ejpam-2954	11	2	.	.	X
ejpam-2954	11	3	introduction	introduction	NOUN
ejpam-2954	11	4	economic	economic	ADJ
ejpam-2954	11	5	modelling	modelling	NOUN
ejpam-2954	11	6	requires	require	VERB
ejpam-2954	11	7	a	a	DET
ejpam-2954	11	8	synthesis	synthesis	NOUN
ejpam-2954	11	9	of	of	ADP
ejpam-2954	11	10	theory	theory	NOUN
ejpam-2954	11	11	and	and	CCONJ
ejpam-2954	11	12	empirics	empiric	NOUN
ejpam-2954	11	13	,	,	PUNCT
ejpam-2954	11	14	typically	typically	ADV
ejpam-2954	11	15	with	with	ADP
ejpam-2954	11	16	varying	vary	VERB
ejpam-2954	11	17	weights	weight	NOUN
ejpam-2954	11	18	placed	place	VERB
ejpam-2954	11	19	on	on	ADP
ejpam-2954	11	20	each	each	PRON
ejpam-2954	11	21	depending	depend	VERB
ejpam-2954	11	22	on	on	ADP
ejpam-2954	11	23	the	the	DET
ejpam-2954	11	24	researcher	researcher	NOUN
ejpam-2954	11	25	’s	’s	PART
ejpam-2954	11	26	beliefs	belief	NOUN
ejpam-2954	11	27	or	or	CCONJ
ejpam-2954	11	28	preferences	preference	NOUN
ejpam-2954	11	29	.	.	PUNCT
ejpam-2954	12	1	granger	granger	PROPN
ejpam-2954	12	2	was	be	AUX
ejpam-2954	12	3	clear	clear	ADJ
ejpam-2954	12	4	that	that	SCONJ
ejpam-2954	12	5	one	one	NUM
ejpam-2954	12	6	of	of	ADP
ejpam-2954	12	7	the	the	DET
ejpam-2954	12	8	main	main	ADJ
ejpam-2954	12	9	objectives	objective	NOUN
ejpam-2954	12	10	of	of	ADP
ejpam-2954	12	11	empirical	empirical	ADJ
ejpam-2954	12	12	modelling	modelling	NOUN
ejpam-2954	12	13	was	be	AUX
ejpam-2954	12	14	to	to	PART
ejpam-2954	12	15	inform	inform	VERB
ejpam-2954	12	16	the	the	DET
ejpam-2954	12	17	decision	decision	NOUN
ejpam-2954	12	18	making	make	VERB
ejpam-2954	12	19	process	process	NOUN
ejpam-2954	12	20	.	.	PUNCT
ejpam-2954	13	1	he	he	PRON
ejpam-2954	13	2	was	be	AUX
ejpam-2954	13	3	relatively	relatively	ADV
ejpam-2954	13	4	agnostic	agnostic	ADJ
ejpam-2954	13	5	about	about	ADP
ejpam-2954	13	6	the	the	DET
ejpam-2954	13	7	preferred	preferred	ADJ
ejpam-2954	13	8	approach	approach	NOUN
ejpam-2954	13	9	to	to	ADP
ejpam-2954	13	10	model	model	NOUN
ejpam-2954	13	11	building	building	NOUN
ejpam-2954	13	12	as	as	ADV
ejpam-2954	13	13	long	long	ADV
ejpam-2954	13	14	as	as	SCONJ
ejpam-2954	13	15	the	the	DET
ejpam-2954	13	16	models	model	NOUN
ejpam-2954	13	17	were	be	AUX
ejpam-2954	13	18	carefully	carefully	ADV
ejpam-2954	13	19	evaluated	evaluate	VERB
ejpam-2954	13	20	and	and	CCONJ
ejpam-2954	13	21	validated	validate	VERB
ejpam-2954	13	22	using	use	VERB
ejpam-2954	13	23	actual	actual	ADJ
ejpam-2954	13	24	data	datum	NOUN
ejpam-2954	13	25	,	,	PUNCT
ejpam-2954	13	26	and	and	CCONJ
ejpam-2954	13	27	the	the	DET
ejpam-2954	13	28	models	model	NOUN
ejpam-2954	13	29	were	be	AUX
ejpam-2954	13	30	useful	useful	ADJ
ejpam-2954	13	31	in	in	ADP
ejpam-2954	13	32	addressing	address	VERB
ejpam-2954	13	33	the	the	DET
ejpam-2954	13	34	research	research	NOUN
ejpam-2954	13	35	question	question	NOUN
ejpam-2954	13	36	asked	ask	VERB
ejpam-2954	13	37	,	,	PUNCT
ejpam-2954	13	38	specifically	specifically	ADV
ejpam-2954	13	39	in	in	ADP
ejpam-2954	13	40	terms	term	NOUN
ejpam-2954	13	41	of	of	ADP
ejpam-2954	13	42	the	the	DET
ejpam-2954	13	43	quality	quality	NOUN
ejpam-2954	13	44	of	of	ADP
ejpam-2954	13	45	decisions	decision	NOUN
ejpam-2954	13	46	that	that	PRON
ejpam-2954	13	47	are	be	AUX
ejpam-2954	13	48	made	make	VERB
ejpam-2954	13	49	based	base	VERB
ejpam-2954	13	50	on	on	ADP
ejpam-2954	13	51	the	the	DET
ejpam-2954	13	52	models	model	NOUN
ejpam-2954	13	53	.	.	PUNCT
ejpam-2954	14	1	model	model	NOUN
ejpam-2954	14	2	selection	selection	NOUN
ejpam-2954	14	3	is	be	AUX
ejpam-2954	14	4	inevitable	inevitable	ADJ
ejpam-2954	14	5	in	in	ADP
ejpam-2954	14	6	this	this	DET
ejpam-2954	14	7	framework	framework	NOUN
ejpam-2954	14	8	.	.	PUNCT
ejpam-2954	15	1	imposing	impose	VERB
ejpam-2954	15	2	theory	theory	NOUN
ejpam-2954	15	3	models	model	NOUN
ejpam-2954	15	4	with	with	ADP
ejpam-2954	15	5	no	no	DET
ejpam-2954	15	6	testing	testing	NOUN
ejpam-2954	15	7	would	would	AUX
ejpam-2954	15	8	fail	fail	VERB
ejpam-2954	15	9	granger	granger	PROPN
ejpam-2954	15	10	’s	’s	PART
ejpam-2954	15	11	criteria	criterion	NOUN
ejpam-2954	15	12	,	,	PUNCT
ejpam-2954	15	13	and	and	CCONJ
ejpam-2954	15	14	any	any	DET
ejpam-2954	15	15	other	other	ADJ
ejpam-2954	15	16	form	form	NOUN
ejpam-2954	15	17	of	of	ADP
ejpam-2954	15	18	model	model	NOUN
ejpam-2954	15	19	building	building	NOUN
ejpam-2954	15	20	must	must	AUX
ejpam-2954	15	21	necessitate	necessitate	ADJ
ejpam-2954	15	22	model	model	NOUN
ejpam-2954	15	23	selection	selection	NOUN
ejpam-2954	15	24	.	.	PUNCT
ejpam-2954	16	1	in	in	ADP
ejpam-2954	16	2	granger	granger	PROPN
ejpam-2954	16	3	’s	’s	PROPN
ejpam-2954	16	4	marshall	marshall	PROPN
ejpam-2954	16	5	lectures	lecture	VERB
ejpam-2954	16	6	[	[	X
ejpam-2954	16	7	24	24	NUM
ejpam-2954	16	8	]	]	PUNCT
ejpam-2954	16	9	he	he	PRON
ejpam-2954	16	10	explains	explain	VERB
ejpam-2954	16	11	how	how	SCONJ
ejpam-2954	16	12	he	he	PRON
ejpam-2954	16	13	sees	see	VERB
ejpam-2954	16	14	model	model	NOUN
ejpam-2954	16	15	selection	selection	NOUN
ejpam-2954	16	16	:	:	PUNCT
ejpam-2954	16	17	email	email	NOUN
ejpam-2954	16	18	address	address	NOUN
ejpam-2954	16	19	:	:	PUNCT
ejpam-2954	17	1	jennifer.castle@magd.ox.ac.uk	jennifer.castle@magd.ox.ac.uk	ADJ
ejpam-2954	17	2	http://www.ejpam.com	http://www.ejpam.com	X
ejpam-2954	18	1	133	133	NUM
ejpam-2954	18	2	c	c	NOUN
ejpam-2954	18	3	©	©	PROPN
ejpam-2954	18	4	2017	2017	NUM
ejpam-2954	18	5	ejpam	ejpam	VERB
ejpam-2954	18	6	all	all	DET
ejpam-2954	18	7	rights	right	NOUN
ejpam-2954	18	8	reserved	reserve	VERB
ejpam-2954	18	9	.	.	PUNCT
ejpam-2954	19	1	j.	j.	PROPN
ejpam-2954	19	2	castle	castle	PROPN
ejpam-2954	19	3	/	/	SYM
ejpam-2954	19	4	eur	eur	PROPN
ejpam-2954	19	5	.	.	PUNCT
ejpam-2954	20	1	j.	j.	PROPN
ejpam-2954	20	2	pure	pure	PROPN
ejpam-2954	20	3	appl	appl	PROPN
ejpam-2954	20	4	.	.	PROPN
ejpam-2954	20	5	math	math	PROPN
ejpam-2954	20	6	,	,	PUNCT
ejpam-2954	20	7	10	10	NUM
ejpam-2954	20	8	(	(	PUNCT
ejpam-2954	20	9	1	1	NUM
ejpam-2954	20	10	)	)	PUNCT
ejpam-2954	20	11	(	(	PUNCT
ejpam-2954	20	12	2017	2017	NUM
ejpam-2954	20	13	)	)	PUNCT
ejpam-2954	20	14	,	,	PUNCT
ejpam-2954	20	15	133	133	NUM
ejpam-2954	20	16	-	-	SYM
ejpam-2954	20	17	156	156	NUM
ejpam-2954	20	18	134	134	NUM
ejpam-2954	20	19	a	a	DET
ejpam-2954	20	20	sculptor	sculptor	NOUN
ejpam-2954	20	21	once	once	ADV
ejpam-2954	20	22	said	say	VERB
ejpam-2954	20	23	that	that	SCONJ
ejpam-2954	20	24	the	the	DET
ejpam-2954	20	25	way	way	NOUN
ejpam-2954	20	26	he	he	PRON
ejpam-2954	20	27	viewed	view	VERB
ejpam-2954	20	28	his	his	PRON
ejpam-2954	20	29	art	art	NOUN
ejpam-2954	20	30	was	be	AUX
ejpam-2954	20	31	that	that	SCONJ
ejpam-2954	20	32	he	he	PRON
ejpam-2954	20	33	took	take	VERB
ejpam-2954	20	34	a	a	DET
ejpam-2954	20	35	large	large	ADJ
ejpam-2954	20	36	block	block	NOUN
ejpam-2954	20	37	of	of	ADP
ejpam-2954	20	38	stone	stone	NOUN
ejpam-2954	20	39	and	and	CCONJ
ejpam-2954	20	40	just	just	ADV
ejpam-2954	20	41	chipped	chip	VERB
ejpam-2954	20	42	it	it	PRON
ejpam-2954	20	43	away	away	ADV
ejpam-2954	20	44	until	until	SCONJ
ejpam-2954	20	45	he	he	PRON
ejpam-2954	20	46	revealed	reveal	VERB
ejpam-2954	20	47	the	the	DET
ejpam-2954	20	48	sculpture	sculpture	NOUN
ejpam-2954	20	49	that	that	PRON
ejpam-2954	20	50	was	be	AUX
ejpam-2954	20	51	hidden	hide	VERB
ejpam-2954	20	52	inside	inside	ADP
ejpam-2954	20	53	it	it	PRON
ejpam-2954	20	54	.	.	PUNCT
ejpam-2954	21	1	some	some	DET
ejpam-2954	21	2	empirical	empirical	ADJ
ejpam-2954	21	3	modelers	modeler	NOUN
ejpam-2954	21	4	view	view	VERB
ejpam-2954	21	5	their	their	PRON
ejpam-2954	21	6	task	task	NOUN
ejpam-2954	21	7	in	in	ADP
ejpam-2954	21	8	a	a	DET
ejpam-2954	21	9	similar	similar	ADJ
ejpam-2954	21	10	fashion	fashion	NOUN
ejpam-2954	21	11	starting	start	VERB
ejpam-2954	21	12	with	with	ADP
ejpam-2954	21	13	a	a	DET
ejpam-2954	21	14	mass	mass	NOUN
ejpam-2954	21	15	of	of	ADP
ejpam-2954	21	16	data	datum	NOUN
ejpam-2954	21	17	and	and	CCONJ
ejpam-2954	21	18	slowly	slowly	ADV
ejpam-2954	21	19	discarding	discard	VERB
ejpam-2954	21	20	them	they	PRON
ejpam-2954	21	21	to	to	PART
ejpam-2954	21	22	get	get	VERB
ejpam-2954	21	23	at	at	ADP
ejpam-2954	21	24	a	a	DET
ejpam-2954	21	25	correct	correct	ADJ
ejpam-2954	21	26	representation	representation	NOUN
ejpam-2954	21	27	.	.	PUNCT
ejpam-2954	22	1	my	my	PRON
ejpam-2954	22	2	perception	perception	NOUN
ejpam-2954	22	3	is	be	AUX
ejpam-2954	22	4	quite	quite	ADV
ejpam-2954	22	5	different	different	ADJ
ejpam-2954	22	6	.	.	PUNCT
ejpam-2954	23	1	i	i	PRON
ejpam-2954	23	2	think	think	VERB
ejpam-2954	23	3	of	of	ADP
ejpam-2954	23	4	a	a	DET
ejpam-2954	23	5	modeler	modeler	NOUN
ejpam-2954	23	6	as	as	ADP
ejpam-2954	23	7	starting	start	VERB
ejpam-2954	23	8	with	with	ADP
ejpam-2954	23	9	some	some	DET
ejpam-2954	23	10	disparate	disparate	ADJ
ejpam-2954	23	11	pieces	piece	NOUN
ejpam-2954	23	12	some	some	DET
ejpam-2954	23	13	wood	wood	NOUN
ejpam-2954	23	14	,	,	PUNCT
ejpam-2954	23	15	a	a	DET
ejpam-2954	23	16	few	few	ADJ
ejpam-2954	23	17	bricks	brick	NOUN
ejpam-2954	23	18	,	,	PUNCT
ejpam-2954	23	19	some	some	DET
ejpam-2954	23	20	nails	nail	NOUN
ejpam-2954	23	21	,	,	PUNCT
ejpam-2954	23	22	and	and	CCONJ
ejpam-2954	23	23	so	so	ADV
ejpam-2954	23	24	forth	forth	ADV
ejpam-2954	23	25	and	and	CCONJ
ejpam-2954	23	26	attempting	attempt	VERB
ejpam-2954	23	27	to	to	PART
ejpam-2954	23	28	build	build	VERB
ejpam-2954	23	29	an	an	DET
ejpam-2954	23	30	object	object	NOUN
ejpam-2954	23	31	for	for	ADP
ejpam-2954	23	32	which	which	PRON
ejpam-2954	23	33	he	he	PRON
ejpam-2954	23	34	(	(	PUNCT
ejpam-2954	23	35	or	or	CCONJ
ejpam-2954	23	36	she	she	PRON
ejpam-2954	23	37	)	)	PUNCT
ejpam-2954	23	38	has	have	VERB
ejpam-2954	23	39	only	only	ADV
ejpam-2954	23	40	a	a	DET
ejpam-2954	23	41	very	very	ADV
ejpam-2954	23	42	inadequate	inadequate	ADJ
ejpam-2954	23	43	plan	plan	NOUN
ejpam-2954	23	44	,	,	PUNCT
ejpam-2954	23	45	or	or	CCONJ
ejpam-2954	23	46	theory	theory	NOUN
ejpam-2954	23	47	.	.	PUNCT
ejpam-2954	24	1	the	the	DET
ejpam-2954	24	2	modeler	modeler	NOUN
ejpam-2954	24	3	can	can	AUX
ejpam-2954	24	4	look	look	VERB
ejpam-2954	24	5	at	at	ADP
ejpam-2954	24	6	related	related	ADJ
ejpam-2954	24	7	constructs	construct	NOUN
ejpam-2954	24	8	and	and	CCONJ
ejpam-2954	24	9	can	can	AUX
ejpam-2954	24	10	use	use	VERB
ejpam-2954	24	11	institutional	institutional	ADJ
ejpam-2954	24	12	information	information	NOUN
ejpam-2954	24	13	and	and	CCONJ
ejpam-2954	24	14	will	will	AUX
ejpam-2954	24	15	eventually	eventually	ADV
ejpam-2954	24	16	arrive	arrive	VERB
ejpam-2954	24	17	at	at	ADP
ejpam-2954	24	18	an	an	DET
ejpam-2954	24	19	approximation	approximation	NOUN
ejpam-2954	24	20	of	of	ADP
ejpam-2954	24	21	the	the	DET
ejpam-2954	24	22	object	object	NOUN
ejpam-2954	24	23	that	that	PRON
ejpam-2954	24	24	they	they	PRON
ejpam-2954	24	25	are	be	AUX
ejpam-2954	24	26	trying	try	VERB
ejpam-2954	24	27	to	to	PART
ejpam-2954	24	28	represent	represent	VERB
ejpam-2954	24	29	,	,	PUNCT
ejpam-2954	24	30	perhaps	perhaps	ADV
ejpam-2954	24	31	after	after	ADP
ejpam-2954	24	32	several	several	ADJ
ejpam-2954	24	33	attempts	attempt	NOUN
ejpam-2954	24	34	.	.	PUNCT
ejpam-2954	25	1	model	model	NOUN
ejpam-2954	25	2	building	building	NOUN
ejpam-2954	25	3	will	will	AUX
ejpam-2954	25	4	be	be	AUX
ejpam-2954	25	5	a	a	DET
ejpam-2954	25	6	team	team	NOUN
ejpam-2954	25	7	effort	effort	NOUN
ejpam-2954	25	8	with	with	ADP
ejpam-2954	25	9	inputs	input	NOUN
ejpam-2954	25	10	from	from	ADP
ejpam-2954	25	11	theorists	theorist	NOUN
ejpam-2954	25	12	,	,	PUNCT
ejpam-2954	25	13	econometricians	econometrician	NOUN
ejpam-2954	25	14	,	,	PUNCT
ejpam-2954	25	15	local	local	ADJ
ejpam-2954	25	16	statisticians	statistician	NOUN
ejpam-2954	25	17	familiar	familiar	ADJ
ejpam-2954	25	18	with	with	ADP
ejpam-2954	25	19	the	the	DET
ejpam-2954	25	20	data	datum	NOUN
ejpam-2954	25	21	,	,	PUNCT
ejpam-2954	25	22	and	and	CCONJ
ejpam-2954	25	23	economists	economist	NOUN
ejpam-2954	25	24	aware	aware	ADJ
ejpam-2954	25	25	of	of	ADP
ejpam-2954	25	26	local	local	ADJ
ejpam-2954	25	27	facts	fact	NOUN
ejpam-2954	25	28	or	or	CCONJ
ejpam-2954	25	29	relevant	relevant	ADJ
ejpam-2954	25	30	institutional	institutional	ADJ
ejpam-2954	25	31	constraints	constraint	NOUN
ejpam-2954	25	32	.	.	PUNCT
ejpam-2954	26	1	the	the	DET
ejpam-2954	26	2	above	above	ADJ
ejpam-2954	26	3	quote	quote	INTJ
ejpam-2954	26	4	can	can	AUX
ejpam-2954	26	5	be	be	AUX
ejpam-2954	26	6	misinterpreted	misinterpret	VERB
ejpam-2954	26	7	by	by	ADP
ejpam-2954	26	8	those	those	PRON
ejpam-2954	26	9	who	who	PRON
ejpam-2954	26	10	are	be	AUX
ejpam-2954	26	11	not	not	PART
ejpam-2954	26	12	familiar	familiar	ADJ
ejpam-2954	26	13	with	with	ADP
ejpam-2954	26	14	the	the	DET
ejpam-2954	26	15	general	general	ADJ
ejpam-2954	26	16	-	-	PUNCT
ejpam-2954	26	17	tospecific	tospecific	NOUN
ejpam-2954	26	18	(	(	PUNCT
ejpam-2954	26	19	gets	get	VERB
ejpam-2954	26	20	)	)	PUNCT
ejpam-2954	26	21	model	model	NOUN
ejpam-2954	26	22	selection	selection	NOUN
ejpam-2954	26	23	literature	literature	NOUN
ejpam-2954	26	24	and	and	CCONJ
ejpam-2954	26	25	perceive	perceive	VERB
ejpam-2954	26	26	the	the	DET
ejpam-2954	26	27	approach	approach	NOUN
ejpam-2954	26	28	to	to	PART
ejpam-2954	26	29	consist	consist	VERB
ejpam-2954	26	30	of	of	ADP
ejpam-2954	26	31	‘	'	PUNCT
ejpam-2954	26	32	starting	start	VERB
ejpam-2954	26	33	with	with	ADP
ejpam-2954	26	34	a	a	DET
ejpam-2954	26	35	mass	mass	NOUN
ejpam-2954	26	36	of	of	ADP
ejpam-2954	26	37	data	datum	NOUN
ejpam-2954	26	38	and	and	CCONJ
ejpam-2954	26	39	slowly	slowly	ADV
ejpam-2954	26	40	discarding	discard	VERB
ejpam-2954	26	41	them	they	PRON
ejpam-2954	26	42	to	to	PART
ejpam-2954	26	43	get	get	VERB
ejpam-2954	26	44	at	at	ADP
ejpam-2954	26	45	a	a	DET
ejpam-2954	26	46	correct	correct	ADJ
ejpam-2954	26	47	representation	representation	NOUN
ejpam-2954	26	48	’	'	PUNCT
ejpam-2954	26	49	.	.	PUNCT
ejpam-2954	27	1	in	in	ADP
ejpam-2954	27	2	fact	fact	NOUN
ejpam-2954	27	3	,	,	PUNCT
ejpam-2954	27	4	the	the	DET
ejpam-2954	27	5	approach	approach	NOUN
ejpam-2954	27	6	is	be	AUX
ejpam-2954	27	7	much	much	ADV
ejpam-2954	27	8	more	more	ADJ
ejpam-2954	27	9	in	in	ADP
ejpam-2954	27	10	line	line	NOUN
ejpam-2954	27	11	with	with	ADP
ejpam-2954	27	12	granger	granger	PROPN
ejpam-2954	27	13	’s	’s	PART
ejpam-2954	27	14	view	view	NOUN
ejpam-2954	27	15	of	of	ADP
ejpam-2954	27	16	model	model	NOUN
ejpam-2954	27	17	building	building	NOUN
ejpam-2954	27	18	,	,	PUNCT
ejpam-2954	27	19	whereby	whereby	SCONJ
ejpam-2954	27	20	theory	theory	NOUN
ejpam-2954	27	21	,	,	PUNCT
ejpam-2954	27	22	past	past	ADJ
ejpam-2954	27	23	evidence	evidence	NOUN
ejpam-2954	27	24	and	and	CCONJ
ejpam-2954	27	25	institutional	institutional	ADJ
ejpam-2954	27	26	knowledge	knowledge	NOUN
ejpam-2954	27	27	all	all	PRON
ejpam-2954	27	28	inform	inform	VERB
ejpam-2954	27	29	the	the	DET
ejpam-2954	27	30	initial	initial	ADJ
ejpam-2954	27	31	specification	specification	NOUN
ejpam-2954	27	32	of	of	ADP
ejpam-2954	27	33	the	the	DET
ejpam-2954	27	34	general	general	ADJ
ejpam-2954	27	35	unrestricted	unrestricted	ADJ
ejpam-2954	27	36	model	model	NOUN
ejpam-2954	27	37	(	(	PUNCT
ejpam-2954	27	38	gum	gum	NOUN
ejpam-2954	27	39	)	)	PUNCT
ejpam-2954	27	40	but	but	CCONJ
ejpam-2954	27	41	rigorous	rigorous	ADJ
ejpam-2954	27	42	evaluation	evaluation	NOUN
ejpam-2954	27	43	and	and	CCONJ
ejpam-2954	27	44	validation	validation	NOUN
ejpam-2954	27	45	is	be	AUX
ejpam-2954	27	46	conducted	conduct	VERB
ejpam-2954	27	47	to	to	PART
ejpam-2954	27	48	reduce	reduce	VERB
ejpam-2954	27	49	the	the	DET
ejpam-2954	27	50	model	model	NOUN
ejpam-2954	27	51	by	by	ADP
ejpam-2954	27	52	eliminating	eliminate	VERB
ejpam-2954	27	53	those	those	DET
ejpam-2954	27	54	effects	effect	NOUN
ejpam-2954	27	55	that	that	PRON
ejpam-2954	27	56	are	be	AUX
ejpam-2954	27	57	statistically	statistically	ADV
ejpam-2954	27	58	irrelevant	irrelevant	ADJ
ejpam-2954	27	59	.	.	PUNCT
ejpam-2954	28	1	the	the	DET
ejpam-2954	28	2	important	important	ADJ
ejpam-2954	28	3	distinction	distinction	NOUN
ejpam-2954	28	4	is	be	AUX
ejpam-2954	28	5	in	in	ADP
ejpam-2954	28	6	the	the	DET
ejpam-2954	28	7	specification	specification	NOUN
ejpam-2954	28	8	of	of	ADP
ejpam-2954	28	9	the	the	DET
ejpam-2954	28	10	gum	gum	NOUN
ejpam-2954	28	11	–	–	PUNCT
ejpam-2954	28	12	without	without	ADP
ejpam-2954	28	13	careful	careful	ADJ
ejpam-2954	28	14	thought	thought	NOUN
ejpam-2954	28	15	informed	inform	VERB
ejpam-2954	28	16	by	by	ADP
ejpam-2954	28	17	the	the	DET
ejpam-2954	28	18	objective	objective	NOUN
ejpam-2954	28	19	of	of	ADP
ejpam-2954	28	20	the	the	DET
ejpam-2954	28	21	modelling	modelling	ADJ
ejpam-2954	28	22	exercise	exercise	NOUN
ejpam-2954	28	23	,	,	PUNCT
ejpam-2954	28	24	theory	theory	NOUN
ejpam-2954	28	25	and	and	CCONJ
ejpam-2954	28	26	institutional	institutional	ADJ
ejpam-2954	28	27	knowledge	knowledge	NOUN
ejpam-2954	28	28	,	,	PUNCT
ejpam-2954	28	29	and	and	CCONJ
ejpam-2954	28	30	an	an	DET
ejpam-2954	28	31	understanding	understanding	NOUN
ejpam-2954	28	32	of	of	ADP
ejpam-2954	28	33	the	the	DET
ejpam-2954	28	34	data	datum	NOUN
ejpam-2954	28	35	and	and	CCONJ
ejpam-2954	28	36	its	its	PRON
ejpam-2954	28	37	limitations	limitation	NOUN
ejpam-2954	28	38	,	,	PUNCT
ejpam-2954	28	39	one	one	NUM
ejpam-2954	28	40	is	be	AUX
ejpam-2954	28	41	in	in	ADP
ejpam-2954	28	42	danger	danger	NOUN
ejpam-2954	28	43	of	of	ADP
ejpam-2954	28	44	data	datum	NOUN
ejpam-2954	28	45	mining	mining	NOUN
ejpam-2954	28	46	.	.	PUNCT
ejpam-2954	29	1	the	the	DET
ejpam-2954	29	2	edited	edited	ADJ
ejpam-2954	29	3	volume	volume	NOUN
ejpam-2954	29	4	by	by	ADP
ejpam-2954	29	5	granger	granger	PROPN
ejpam-2954	29	6	(	(	PUNCT
ejpam-2954	29	7	1990	1990	NUM
ejpam-2954	29	8	)	)	PUNCT
ejpam-2954	29	9	(	(	PUNCT
ejpam-2954	29	10	see	see	VERB
ejpam-2954	29	11	[	[	X
ejpam-2954	29	12	23	23	NUM
ejpam-2954	29	13	]	]	PUNCT
ejpam-2954	29	14	)	)	PUNCT
ejpam-2954	29	15	provides	provide	VERB
ejpam-2954	29	16	a	a	DET
ejpam-2954	29	17	collection	collection	NOUN
ejpam-2954	29	18	of	of	ADP
ejpam-2954	29	19	critiques	critique	NOUN
ejpam-2954	29	20	.	.	PUNCT
ejpam-2954	30	1	granger	granger	PROPN
ejpam-2954	30	2	’s	’s	PART
ejpam-2954	30	3	interest	interest	NOUN
ejpam-2954	30	4	in	in	ADP
ejpam-2954	30	5	model	model	NOUN
ejpam-2954	30	6	selection	selection	NOUN
ejpam-2954	30	7	came	come	VERB
ejpam-2954	30	8	later	later	ADV
ejpam-2954	30	9	in	in	ADP
ejpam-2954	30	10	his	his	PRON
ejpam-2954	30	11	research	research	NOUN
ejpam-2954	30	12	career	career	NOUN
ejpam-2954	30	13	,	,	PUNCT
ejpam-2954	30	14	see	see	VERB
ejpam-2954	30	15	hendry	hendry	PROPN
ejpam-2954	30	16	(	(	PUNCT
ejpam-2954	30	17	2010	2010	NUM
ejpam-2954	30	18	)	)	PUNCT
ejpam-2954	31	1	[	[	X
ejpam-2954	31	2	37	37	NUM
ejpam-2954	31	3	]	]	PUNCT
ejpam-2954	31	4	.	.	PUNCT
ejpam-2954	32	1	he	he	PRON
ejpam-2954	32	2	showed	show	VERB
ejpam-2954	32	3	remarkable	remarkable	ADJ
ejpam-2954	32	4	foresight	foresight	NOUN
ejpam-2954	32	5	in	in	ADP
ejpam-2954	32	6	granger	granger	PROPN
ejpam-2954	32	7	,	,	PUNCT
ejpam-2954	32	8	king	king	NOUN
ejpam-2954	32	9	and	and	CCONJ
ejpam-2954	32	10	white	white	ADJ
ejpam-2954	32	11	(	(	PUNCT
ejpam-2954	32	12	1995	1995	NUM
ejpam-2954	32	13	)	)	PUNCT
ejpam-2954	32	14	(	(	PUNCT
ejpam-2954	32	15	see	see	VERB
ejpam-2954	32	16	[	[	X
ejpam-2954	32	17	31	31	NUM
ejpam-2954	32	18	]	]	PUNCT
ejpam-2954	32	19	)	)	PUNCT
ejpam-2954	32	20	where	where	SCONJ
ejpam-2954	32	21	he	he	PRON
ejpam-2954	32	22	argues	argue	VERB
ejpam-2954	32	23	that	that	SCONJ
ejpam-2954	32	24	model	model	NOUN
ejpam-2954	32	25	selection	selection	NOUN
ejpam-2954	32	26	procedures	procedure	NOUN
ejpam-2954	32	27	were	be	AUX
ejpam-2954	32	28	preferable	preferable	ADJ
ejpam-2954	32	29	to	to	ADP
ejpam-2954	32	30	hypothesis	hypothesis	NOUN
ejpam-2954	32	31	testing	testing	NOUN
ejpam-2954	32	32	when	when	SCONJ
ejpam-2954	32	33	specifying	specify	VERB
ejpam-2954	32	34	empirical	empirical	ADJ
ejpam-2954	32	35	models	model	NOUN
ejpam-2954	32	36	,	,	PUNCT
ejpam-2954	32	37	thereby	thereby	ADV
ejpam-2954	32	38	anticipating	anticipate	VERB
ejpam-2954	32	39	developments	development	NOUN
ejpam-2954	32	40	in	in	ADP
ejpam-2954	32	41	gets	get	VERB
ejpam-2954	32	42	modelling	model	VERB
ejpam-2954	32	43	such	such	ADJ
ejpam-2954	32	44	as	as	ADP
ejpam-2954	32	45	hoover	hoover	NOUN
ejpam-2954	32	46	and	and	CCONJ
ejpam-2954	32	47	perez	perez	PROPN
ejpam-2954	32	48	(	(	PUNCT
ejpam-2954	32	49	1999	1999	NUM
ejpam-2954	32	50	)	)	PUNCT
ejpam-2954	33	1	[	[	X
ejpam-2954	33	2	51	51	NUM
ejpam-2954	33	3	]	]	PUNCT
ejpam-2954	33	4	and	and	CCONJ
ejpam-2954	33	5	hendry	hendry	PROPN
ejpam-2954	33	6	and	and	CCONJ
ejpam-2954	33	7	krolzig	krolzig	PROPN
ejpam-2954	33	8	(	(	PUNCT
ejpam-2954	33	9	1999	1999	NUM
ejpam-2954	33	10	)	)	PUNCT
ejpam-2954	34	1	[	[	X
ejpam-2954	34	2	42	42	NUM
ejpam-2954	34	3	]	]	PUNCT
ejpam-2954	34	4	.	.	PUNCT
ejpam-2954	35	1	the	the	DET
ejpam-2954	35	2	general	general	NOUN
ejpam-2954	35	3	-	-	PUNCT
ejpam-2954	35	4	to	to	ADP
ejpam-2954	35	5	-	-	PUNCT
ejpam-2954	35	6	specific	specific	ADJ
ejpam-2954	35	7	literature	literature	NOUN
ejpam-2954	35	8	,	,	PUNCT
ejpam-2954	35	9	often	often	ADV
ejpam-2954	35	10	termed	term	VERB
ejpam-2954	35	11	the	the	DET
ejpam-2954	35	12	lse	lse	PROPN
ejpam-2954	35	13	approach	approach	NOUN
ejpam-2954	35	14	due	due	ADP
ejpam-2954	35	15	to	to	ADP
ejpam-2954	35	16	its	its	PRON
ejpam-2954	35	17	proponents	proponent	NOUN
ejpam-2954	35	18	at	at	ADP
ejpam-2954	35	19	the	the	DET
ejpam-2954	35	20	london	london	PROPN
ejpam-2954	35	21	school	school	NOUN
ejpam-2954	35	22	of	of	ADP
ejpam-2954	35	23	economics	economic	NOUN
ejpam-2954	35	24	in	in	ADP
ejpam-2954	35	25	the	the	DET
ejpam-2954	35	26	1960s	1960	NOUN
ejpam-2954	35	27	and	and	CCONJ
ejpam-2954	35	28	1970s	1970	NOUN
ejpam-2954	35	29	had	have	AUX
ejpam-2954	35	30	been	be	AUX
ejpam-2954	35	31	developing	develop	VERB
ejpam-2954	35	32	for	for	ADP
ejpam-2954	35	33	some	some	DET
ejpam-2954	35	34	time	time	NOUN
ejpam-2954	35	35	,	,	PUNCT
ejpam-2954	35	36	see	see	VERB
ejpam-2954	35	37	,	,	PUNCT
ejpam-2954	35	38	e.g.	e.g.	ADV
ejpam-2954	35	39	pagan	pagan	ADJ
ejpam-2954	35	40	(	(	PUNCT
ejpam-2954	35	41	1987	1987	NUM
ejpam-2954	35	42	)	)	PUNCT
ejpam-2954	35	43	,	,	PUNCT
ejpam-2954	35	44	phillips	phillip	NOUN
ejpam-2954	35	45	(	(	PUNCT
ejpam-2954	35	46	1988	1988	NUM
ejpam-2954	35	47	)	)	PUNCT
ejpam-2954	35	48	,	,	PUNCT
ejpam-2954	35	49	mizon	mizon	NOUN
ejpam-2954	35	50	(	(	PUNCT
ejpam-2954	35	51	1995	1995	NUM
ejpam-2954	35	52	)	)	PUNCT
ejpam-2954	35	53	and	and	CCONJ
ejpam-2954	35	54	hendry	hendry	PROPN
ejpam-2954	35	55	(	(	PUNCT
ejpam-2954	35	56	2003	2003	NUM
ejpam-2954	35	57	)	)	PUNCT
ejpam-2954	35	58	(	(	PUNCT
ejpam-2954	36	1	[	[	X
ejpam-2954	36	2	60],[63],[58],[35	60],[63],[58],[35	NOUN
ejpam-2954	36	3	]	]	X
ejpam-2954	36	4	)	)	PUNCT
ejpam-2954	36	5	,	,	PUNCT
ejpam-2954	36	6	but	but	CCONJ
ejpam-2954	36	7	were	be	AUX
ejpam-2954	36	8	only	only	ADV
ejpam-2954	36	9	automated	automate	VERB
ejpam-2954	36	10	later	later	ADV
ejpam-2954	36	11	.	.	PUNCT
ejpam-2954	37	1	granger	granger	PROPN
ejpam-2954	37	2	,	,	PUNCT
ejpam-2954	37	3	in	in	ADP
ejpam-2954	37	4	an	an	DET
ejpam-2954	37	5	interview	interview	NOUN
ejpam-2954	37	6	with	with	ADP
ejpam-2954	37	7	david	david	PROPN
ejpam-2954	37	8	hendry	hendry	PROPN
ejpam-2954	37	9	explored	explore	VERB
ejpam-2954	37	10	the	the	DET
ejpam-2954	37	11	gets	get	NOUN
ejpam-2954	37	12	approach	approach	NOUN
ejpam-2954	37	13	in	in	ADP
ejpam-2954	37	14	detail	detail	NOUN
ejpam-2954	37	15	in	in	ADP
ejpam-2954	37	16	granger	granger	PROPN
ejpam-2954	37	17	and	and	CCONJ
ejpam-2954	37	18	hendry	hendry	PROPN
ejpam-2954	37	19	(	(	PUNCT
ejpam-2954	37	20	2005	2005	NUM
ejpam-2954	37	21	)	)	PUNCT
ejpam-2954	37	22	(	(	PUNCT
ejpam-2954	37	23	see	see	VERB
ejpam-2954	37	24	[	[	X
ejpam-2954	37	25	29	29	NUM
ejpam-2954	37	26	]	]	PUNCT
ejpam-2954	37	27	)	)	PUNCT
ejpam-2954	37	28	.	.	PUNCT
ejpam-2954	38	1	although	although	SCONJ
ejpam-2954	38	2	granger	granger	PROPN
ejpam-2954	38	3	’s	’s	PART
ejpam-2954	38	4	contributions	contribution	NOUN
ejpam-2954	38	5	to	to	ADP
ejpam-2954	38	6	the	the	DET
ejpam-2954	38	7	field	field	NOUN
ejpam-2954	38	8	of	of	ADP
ejpam-2954	38	9	model	model	NOUN
ejpam-2954	38	10	selection	selection	NOUN
ejpam-2954	38	11	were	be	AUX
ejpam-2954	38	12	not	not	PART
ejpam-2954	38	13	as	as	ADV
ejpam-2954	38	14	prolific	prolific	ADJ
ejpam-2954	38	15	as	as	ADP
ejpam-2954	38	16	his	his	PRON
ejpam-2954	38	17	contributions	contribution	NOUN
ejpam-2954	38	18	to	to	ADP
ejpam-2954	38	19	other	other	ADJ
ejpam-2954	38	20	fields	field	NOUN
ejpam-2954	38	21	of	of	ADP
ejpam-2954	38	22	econometrics	econometric	NOUN
ejpam-2954	38	23	demonstrated	demonstrate	VERB
ejpam-2954	38	24	by	by	ADP
ejpam-2954	38	25	the	the	DET
ejpam-2954	38	26	papers	paper	NOUN
ejpam-2954	38	27	in	in	ADP
ejpam-2954	38	28	this	this	DET
ejpam-2954	38	29	special	special	ADJ
ejpam-2954	38	30	issue	issue	NOUN
ejpam-2954	38	31	,	,	PUNCT
ejpam-2954	38	32	he	he	PRON
ejpam-2954	38	33	clearly	clearly	ADV
ejpam-2954	38	34	had	have	VERB
ejpam-2954	38	35	an	an	DET
ejpam-2954	38	36	interest	interest	NOUN
ejpam-2954	38	37	in	in	ADP
ejpam-2954	38	38	model	model	NOUN
ejpam-2954	38	39	selection	selection	NOUN
ejpam-2954	38	40	as	as	SCONJ
ejpam-2954	38	41	seen	see	VERB
ejpam-2954	38	42	in	in	ADP
ejpam-2954	38	43	granger	granger	PROPN
ejpam-2954	38	44	and	and	CCONJ
ejpam-2954	38	45	hendry	hendry	PROPN
ejpam-2954	38	46	(	(	PUNCT
ejpam-2954	38	47	2005	2005	NUM
ejpam-2954	38	48	)	)	PUNCT
ejpam-2954	39	1	[	[	X
ejpam-2954	39	2	29	29	NUM
ejpam-2954	39	3	]	]	PUNCT
ejpam-2954	39	4	.	.	PUNCT
ejpam-2954	40	1	one	one	NUM
ejpam-2954	40	2	of	of	ADP
ejpam-2954	40	3	the	the	DET
ejpam-2954	40	4	contributions	contribution	NOUN
ejpam-2954	40	5	of	of	ADP
ejpam-2954	40	6	this	this	DET
ejpam-2954	40	7	paper	paper	NOUN
ejpam-2954	40	8	is	be	AUX
ejpam-2954	40	9	to	to	PART
ejpam-2954	40	10	consider	consider	VERB
ejpam-2954	40	11	how	how	SCONJ
ejpam-2954	40	12	model	model	NOUN
ejpam-2954	40	13	selection	selection	NOUN
ejpam-2954	40	14	performs	perform	VERB
ejpam-2954	40	15	under	under	ADP
ejpam-2954	40	16	misspecification	misspecification	NOUN
ejpam-2954	40	17	,	,	PUNCT
ejpam-2954	40	18	which	which	PRON
ejpam-2954	40	19	was	be	AUX
ejpam-2954	40	20	a	a	DET
ejpam-2954	40	21	question	question	NOUN
ejpam-2954	40	22	that	that	PRON
ejpam-2954	40	23	granger	granger	PROPN
ejpam-2954	40	24	highlighted	highlight	VERB
ejpam-2954	40	25	in	in	ADP
ejpam-2954	40	26	[	[	X
ejpam-2954	40	27	29	29	NUM
ejpam-2954	40	28	]	]	PUNCT
ejpam-2954	40	29	.	.	PUNCT
ejpam-2954	41	1	granger	granger	PROPN
ejpam-2954	41	2	coined	coin	VERB
ejpam-2954	41	3	the	the	DET
ejpam-2954	41	4	phrase	phrase	NOUN
ejpam-2954	41	5	‘	'	PUNCT
ejpam-2954	41	6	thick	thick	ADJ
ejpam-2954	41	7	modelling	modelling	NOUN
ejpam-2954	41	8	’	'	PUNCT
ejpam-2954	41	9	to	to	PART
ejpam-2954	41	10	argue	argue	VERB
ejpam-2954	41	11	that	that	SCONJ
ejpam-2954	41	12	model	model	NOUN
ejpam-2954	41	13	selection	selection	NOUN
ejpam-2954	41	14	need	need	AUX
ejpam-2954	41	15	not	not	PART
ejpam-2954	41	16	focus	focus	VERB
ejpam-2954	41	17	on	on	ADP
ejpam-2954	41	18	selecting	select	VERB
ejpam-2954	41	19	just	just	ADV
ejpam-2954	41	20	one	one	NUM
ejpam-2954	41	21	model	model	NOUN
ejpam-2954	41	22	specification	specification	NOUN
ejpam-2954	41	23	from	from	ADP
ejpam-2954	41	24	the	the	DET
ejpam-2954	41	25	infinite	infinite	ADJ
ejpam-2954	41	26	range	range	NOUN
ejpam-2954	41	27	of	of	ADP
ejpam-2954	41	28	possibilities	possibility	NOUN
ejpam-2954	41	29	,	,	PUNCT
ejpam-2954	41	30	which	which	PRON
ejpam-2954	41	31	would	would	AUX
ejpam-2954	41	32	be	be	AUX
ejpam-2954	41	33	defined	define	VERB
ejpam-2954	41	34	as	as	ADP
ejpam-2954	41	35	the	the	DET
ejpam-2954	41	36	‘	'	PUNCT
ejpam-2954	41	37	best	good	ADJ
ejpam-2954	41	38	’	'	PUNCT
ejpam-2954	41	39	model	model	NOUN
ejpam-2954	41	40	based	base	VERB
ejpam-2954	41	41	on	on	ADP
ejpam-2954	41	42	some	some	DET
ejpam-2954	41	43	pre	pre	ADJ
ejpam-2954	41	44	-	-	ADJ
ejpam-2954	41	45	specified	specified	ADJ
ejpam-2954	41	46	criterion	criterion	NOUN
ejpam-2954	41	47	.	.	PUNCT
ejpam-2954	42	1	he	he	PRON
ejpam-2954	42	2	proposed	propose	VERB
ejpam-2954	42	3	keeping	keep	VERB
ejpam-2954	42	4	all	all	DET
ejpam-2954	42	5	alternative	alternative	ADJ
ejpam-2954	42	6	close	close	ADJ
ejpam-2954	42	7	specifications	specification	NOUN
ejpam-2954	42	8	that	that	PRON
ejpam-2954	42	9	are	be	AUX
ejpam-2954	42	10	validated	validate	VERB
ejpam-2954	42	11	on	on	ADP
ejpam-2954	42	12	empirical	empirical	ADJ
ejpam-2954	42	13	criteria	criterion	NOUN
ejpam-2954	42	14	j.	j.	PROPN
ejpam-2954	42	15	castle	castle	PROPN
ejpam-2954	42	16	/	/	SYM
ejpam-2954	42	17	eur	eur	PROPN
ejpam-2954	42	18	.	.	PUNCT
ejpam-2954	43	1	j.	j.	PROPN
ejpam-2954	43	2	pure	pure	PROPN
ejpam-2954	43	3	appl	appl	PROPN
ejpam-2954	43	4	.	.	PROPN
ejpam-2954	43	5	math	math	PROPN
ejpam-2954	43	6	,	,	PUNCT
ejpam-2954	43	7	10	10	NUM
ejpam-2954	43	8	(	(	PUNCT
ejpam-2954	43	9	1	1	NUM
ejpam-2954	43	10	)	)	PUNCT
ejpam-2954	43	11	(	(	PUNCT
ejpam-2954	43	12	2017	2017	NUM
ejpam-2954	43	13	)	)	PUNCT
ejpam-2954	43	14	,	,	PUNCT
ejpam-2954	43	15	133	133	NUM
ejpam-2954	43	16	-	-	SYM
ejpam-2954	43	17	156	156	NUM
ejpam-2954	43	18	135	135	NUM
ejpam-2954	43	19	and	and	CCONJ
ejpam-2954	43	20	pool	pool	VERB
ejpam-2954	43	21	the	the	DET
ejpam-2954	43	22	resulting	result	VERB
ejpam-2954	43	23	outcomes	outcome	NOUN
ejpam-2954	43	24	,	,	PUNCT
ejpam-2954	43	25	be	be	AUX
ejpam-2954	43	26	they	they	PRON
ejpam-2954	43	27	parameter	parameter	NOUN
ejpam-2954	43	28	estimates	estimate	NOUN
ejpam-2954	43	29	,	,	PUNCT
ejpam-2954	43	30	impulse	impulse	ADJ
ejpam-2954	43	31	responses	response	NOUN
ejpam-2954	43	32	,	,	PUNCT
ejpam-2954	43	33	policy	policy	NOUN
ejpam-2954	43	34	simulations	simulation	NOUN
ejpam-2954	43	35	,	,	PUNCT
ejpam-2954	43	36	hypothesis	hypothesis	NOUN
ejpam-2954	43	37	tests	test	NOUN
ejpam-2954	43	38	or	or	CCONJ
ejpam-2954	43	39	forecasts	forecast	NOUN
ejpam-2954	43	40	,	,	PUNCT
ejpam-2954	43	41	see	see	VERB
ejpam-2954	43	42	granger	granger	PROPN
ejpam-2954	43	43	and	and	CCONJ
ejpam-2954	43	44	jeon	jeon	PROPN
ejpam-2954	43	45	(	(	PUNCT
ejpam-2954	43	46	2004	2004	NUM
ejpam-2954	43	47	)	)	PUNCT
ejpam-2954	43	48	and	and	CCONJ
ejpam-2954	43	49	granger	granger	PROPN
ejpam-2954	43	50	(	(	PUNCT
ejpam-2954	43	51	2005	2005	NUM
ejpam-2954	43	52	)	)	PUNCT
ejpam-2954	44	1	[	[	X
ejpam-2954	44	2	30	30	NUM
ejpam-2954	44	3	,	,	PUNCT
ejpam-2954	44	4	26	26	NUM
ejpam-2954	44	5	]	]	PUNCT
ejpam-2954	44	6	.	.	PUNCT
ejpam-2954	45	1	given	give	VERB
ejpam-2954	45	2	granger	granger	PROPN
ejpam-2954	45	3	’s	’s	PART
ejpam-2954	45	4	interest	interest	NOUN
ejpam-2954	45	5	in	in	ADP
ejpam-2954	45	6	portfolio	portfolio	NOUN
ejpam-2954	45	7	theory	theory	NOUN
ejpam-2954	45	8	(	(	PUNCT
ejpam-2954	45	9	granger	granger	PROPN
ejpam-2954	45	10	,	,	PUNCT
ejpam-2954	45	11	2005	2005	NUM
ejpam-2954	45	12	,	,	PUNCT
ejpam-2954	45	13	[	[	X
ejpam-2954	45	14	27	27	NUM
ejpam-2954	45	15	]	]	PUNCT
ejpam-2954	45	16	)	)	PUNCT
ejpam-2954	45	17	this	this	PRON
ejpam-2954	45	18	is	be	AUX
ejpam-2954	45	19	a	a	DET
ejpam-2954	45	20	natural	natural	ADJ
ejpam-2954	45	21	thing	thing	NOUN
ejpam-2954	45	22	to	to	PART
ejpam-2954	45	23	do	do	VERB
ejpam-2954	45	24	,	,	PUNCT
ejpam-2954	45	25	and	and	CCONJ
ejpam-2954	45	26	corresponds	correspond	VERB
ejpam-2954	45	27	to	to	ADP
ejpam-2954	45	28	his	his	PRON
ejpam-2954	45	29	pragmatic	pragmatic	ADJ
ejpam-2954	45	30	approach	approach	NOUN
ejpam-2954	45	31	to	to	ADP
ejpam-2954	45	32	empirical	empirical	ADJ
ejpam-2954	45	33	modelling	modelling	NOUN
ejpam-2954	45	34	discussed	discuss	VERB
ejpam-2954	45	35	in	in	ADP
ejpam-2954	45	36	granger	granger	PROPN
ejpam-2954	45	37	(	(	PUNCT
ejpam-2954	45	38	2009	2009	NUM
ejpam-2954	45	39	)	)	PUNCT
ejpam-2954	45	40	(	(	PUNCT
ejpam-2954	45	41	see	see	VERB
ejpam-2954	45	42	[	[	X
ejpam-2954	45	43	28	28	NUM
ejpam-2954	45	44	]	]	NUM
ejpam-2954	45	45	)	)	PUNCT
ejpam-2954	45	46	.	.	PUNCT
ejpam-2954	46	1	it	it	PRON
ejpam-2954	46	2	also	also	ADV
ejpam-2954	46	3	ties	tie	VERB
ejpam-2954	46	4	with	with	ADP
ejpam-2954	46	5	his	his	PRON
ejpam-2954	46	6	research	research	NOUN
ejpam-2954	46	7	on	on	ADP
ejpam-2954	46	8	forecasting	forecasting	NOUN
ejpam-2954	46	9	and	and	CCONJ
ejpam-2954	46	10	forecast	forecast	NOUN
ejpam-2954	46	11	combinations	combination	NOUN
ejpam-2954	46	12	stemming	stem	VERB
ejpam-2954	46	13	from	from	ADP
ejpam-2954	46	14	bates	bate	NOUN
ejpam-2954	46	15	and	and	CCONJ
ejpam-2954	46	16	granger	granger	PROPN
ejpam-2954	46	17	(	(	PUNCT
ejpam-2954	46	18	1969	1969	NUM
ejpam-2954	46	19	)	)	PUNCT
ejpam-2954	46	20	(	(	PUNCT
ejpam-2954	46	21	see	see	VERB
ejpam-2954	46	22	[	[	X
ejpam-2954	46	23	5	5	NUM
ejpam-2954	46	24	]	]	NUM
ejpam-2954	46	25	)	)	PUNCT
ejpam-2954	46	26	.	.	PUNCT
ejpam-2954	47	1	the	the	DET
ejpam-2954	47	2	close	close	ADJ
ejpam-2954	47	3	correspondence	correspondence	NOUN
ejpam-2954	47	4	between	between	ADP
ejpam-2954	47	5	the	the	DET
ejpam-2954	47	6	views	view	NOUN
ejpam-2954	47	7	on	on	ADP
ejpam-2954	47	8	model	model	NOUN
ejpam-2954	47	9	selection	selection	NOUN
ejpam-2954	47	10	of	of	ADP
ejpam-2954	47	11	granger	granger	PROPN
ejpam-2954	47	12	’s	’s	PART
ejpam-2954	47	13	thick	thick	ADJ
ejpam-2954	47	14	modelling	modelling	NOUN
ejpam-2954	47	15	and	and	CCONJ
ejpam-2954	47	16	hendry	hendry	PROPN
ejpam-2954	47	17	’s	’s	PART
ejpam-2954	47	18	gets	get	VERB
ejpam-2954	47	19	modelling	modelling	NOUN
ejpam-2954	47	20	,	,	PUNCT
ejpam-2954	47	21	and	and	CCONJ
ejpam-2954	47	22	their	their	PRON
ejpam-2954	47	23	many	many	ADJ
ejpam-2954	47	24	personal	personal	ADJ
ejpam-2954	47	25	and	and	CCONJ
ejpam-2954	47	26	professional	professional	ADJ
ejpam-2954	47	27	interactions	interaction	NOUN
ejpam-2954	47	28	on	on	ADP
ejpam-2954	47	29	the	the	DET
ejpam-2954	47	30	subject	subject	NOUN
ejpam-2954	47	31	,	,	PUNCT
ejpam-2954	47	32	suggest	suggest	VERB
ejpam-2954	47	33	that	that	SCONJ
ejpam-2954	47	34	the	the	DET
ejpam-2954	47	35	two	two	NUM
ejpam-2954	47	36	approaches	approach	NOUN
ejpam-2954	47	37	can	can	AUX
ejpam-2954	47	38	be	be	AUX
ejpam-2954	47	39	integrated	integrate	VERB
ejpam-2954	47	40	.	.	PUNCT
ejpam-2954	48	1	this	this	DET
ejpam-2954	48	2	paper	paper	NOUN
ejpam-2954	48	3	investigates	investigate	VERB
ejpam-2954	48	4	the	the	DET
ejpam-2954	48	5	approach	approach	NOUN
ejpam-2954	48	6	to	to	ADP
ejpam-2954	48	7	model	model	NOUN
ejpam-2954	48	8	selection	selection	NOUN
ejpam-2954	48	9	of	of	ADP
ejpam-2954	48	10	undertaking	undertake	VERB
ejpam-2954	48	11	general	general	NOUN
ejpam-2954	48	12	-	-	PUNCT
ejpam-2954	48	13	to	to	ADP
ejpam-2954	48	14	-	-	PUNCT
ejpam-2954	48	15	specific	specific	ADJ
ejpam-2954	48	16	selection	selection	NOUN
ejpam-2954	48	17	and	and	CCONJ
ejpam-2954	48	18	then	then	ADV
ejpam-2954	48	19	applying	apply	VERB
ejpam-2954	48	20	thick	thick	ADJ
ejpam-2954	48	21	modelling	modelling	NOUN
ejpam-2954	48	22	techniques	technique	NOUN
ejpam-2954	48	23	of	of	ADP
ejpam-2954	48	24	averaging	average	VERB
ejpam-2954	48	25	across	across	ADP
ejpam-2954	48	26	the	the	DET
ejpam-2954	48	27	selected	select	VERB
ejpam-2954	48	28	models	model	NOUN
ejpam-2954	48	29	,	,	PUNCT
ejpam-2954	48	30	where	where	SCONJ
ejpam-2954	48	31	one	one	NUM
ejpam-2954	48	32	or	or	CCONJ
ejpam-2954	48	33	more	more	ADJ
ejpam-2954	48	34	models	model	NOUN
ejpam-2954	48	35	can	can	AUX
ejpam-2954	48	36	be	be	AUX
ejpam-2954	48	37	retained	retain	VERB
ejpam-2954	48	38	.	.	PUNCT
ejpam-2954	49	1	we	we	PRON
ejpam-2954	49	2	find	find	VERB
ejpam-2954	49	3	that	that	SCONJ
ejpam-2954	49	4	thick	thick	ADJ
ejpam-2954	49	5	modelling	modelling	NOUN
ejpam-2954	49	6	does	do	AUX
ejpam-2954	49	7	not	not	PART
ejpam-2954	49	8	resolve	resolve	VERB
ejpam-2954	49	9	problems	problem	NOUN
ejpam-2954	49	10	of	of	ADP
ejpam-2954	49	11	misspecification	misspecification	NOUN
ejpam-2954	49	12	,	,	PUNCT
ejpam-2954	49	13	but	but	CCONJ
ejpam-2954	49	14	can	can	AUX
ejpam-2954	49	15	capture	capture	VERB
ejpam-2954	49	16	model	model	NOUN
ejpam-2954	49	17	uncertainty	uncertainty	NOUN
ejpam-2954	49	18	reflected	reflect	VERB
ejpam-2954	49	19	by	by	ADP
ejpam-2954	49	20	retaining	retain	VERB
ejpam-2954	49	21	different	different	ADJ
ejpam-2954	49	22	model	model	NOUN
ejpam-2954	49	23	specifications	specification	NOUN
ejpam-2954	49	24	commencing	commence	VERB
ejpam-2954	49	25	from	from	ADP
ejpam-2954	49	26	the	the	DET
ejpam-2954	49	27	same	same	ADJ
ejpam-2954	49	28	starting	starting	NOUN
ejpam-2954	49	29	point	point	NOUN
ejpam-2954	49	30	due	due	ADP
ejpam-2954	49	31	to	to	ADP
ejpam-2954	49	32	searching	search	VERB
ejpam-2954	49	33	many	many	ADJ
ejpam-2954	49	34	reduction	reduction	NOUN
ejpam-2954	49	35	paths	path	NOUN
ejpam-2954	49	36	.	.	PUNCT
ejpam-2954	50	1	thick	thick	ADJ
ejpam-2954	50	2	modelling	modelling	NOUN
ejpam-2954	50	3	across	across	ADP
ejpam-2954	50	4	well	well	ADV
ejpam-2954	50	5	-	-	PUNCT
ejpam-2954	50	6	specified	specify	VERB
ejpam-2954	50	7	models	model	NOUN
ejpam-2954	50	8	captures	capture	VERB
ejpam-2954	50	9	the	the	DET
ejpam-2954	50	10	relevant	relevant	ADJ
ejpam-2954	50	11	model	model	NOUN
ejpam-2954	50	12	uncertainty	uncertainty	NOUN
ejpam-2954	50	13	implied	imply	VERB
ejpam-2954	50	14	by	by	ADP
ejpam-2954	50	15	model	model	NOUN
ejpam-2954	50	16	selection	selection	NOUN
ejpam-2954	50	17	.	.	PUNCT
ejpam-2954	51	1	section	section	NOUN
ejpam-2954	51	2	2	2	NUM
ejpam-2954	51	3	outlines	outline	VERB
ejpam-2954	51	4	the	the	DET
ejpam-2954	51	5	selection	selection	NOUN
ejpam-2954	51	6	approach	approach	NOUN
ejpam-2954	51	7	implemented	implement	VERB
ejpam-2954	51	8	by	by	ADP
ejpam-2954	51	9	autometrics	autometric	NOUN
ejpam-2954	51	10	and	and	CCONJ
ejpam-2954	51	11	discusses	discuss	VERB
ejpam-2954	51	12	how	how	SCONJ
ejpam-2954	51	13	thick	thick	ADJ
ejpam-2954	51	14	modelling	modelling	NOUN
ejpam-2954	51	15	can	can	AUX
ejpam-2954	51	16	be	be	AUX
ejpam-2954	51	17	implemented	implement	VERB
ejpam-2954	51	18	,	,	PUNCT
ejpam-2954	51	19	section	section	NOUN
ejpam-2954	51	20	3	3	NUM
ejpam-2954	51	21	notes	note	VERB
ejpam-2954	51	22	the	the	DET
ejpam-2954	51	23	literature	literature	NOUN
ejpam-2954	51	24	in	in	ADP
ejpam-2954	51	25	which	which	PRON
ejpam-2954	51	26	thick	thick	ADJ
ejpam-2954	51	27	modelling	modelling	NOUN
ejpam-2954	51	28	is	be	AUX
ejpam-2954	51	29	employed	employ	VERB
ejpam-2954	51	30	,	,	PUNCT
ejpam-2954	51	31	section	section	NOUN
ejpam-2954	51	32	4	4	NUM
ejpam-2954	51	33	demonstrates	demonstrate	VERB
ejpam-2954	51	34	the	the	DET
ejpam-2954	51	35	approach	approach	NOUN
ejpam-2954	51	36	with	with	ADP
ejpam-2954	51	37	an	an	DET
ejpam-2954	51	38	artificial	artificial	ADJ
ejpam-2954	51	39	data	datum	NOUN
ejpam-2954	51	40	series	series	NOUN
ejpam-2954	51	41	and	and	CCONJ
ejpam-2954	51	42	section	section	NOUN
ejpam-2954	51	43	5	5	NUM
ejpam-2954	51	44	concludes	conclude	VERB
ejpam-2954	51	45	.	.	PUNCT
ejpam-2954	52	1	2	2	X
ejpam-2954	52	2	.	.	PUNCT
ejpam-2954	52	3	model	model	NOUN
ejpam-2954	52	4	selection	selection	NOUN
ejpam-2954	52	5	,	,	PUNCT
ejpam-2954	52	6	model	model	NOUN
ejpam-2954	52	7	averaging	averaging	NOUN
ejpam-2954	52	8	and	and	CCONJ
ejpam-2954	52	9	thick	thick	ADJ
ejpam-2954	52	10	modelling	modelling	NOUN
ejpam-2954	52	11	commencing	commence	VERB
ejpam-2954	52	12	from	from	ADP
ejpam-2954	52	13	an	an	DET
ejpam-2954	52	14	information	information	NOUN
ejpam-2954	52	15	set	set	NOUN
ejpam-2954	52	16	,	,	PUNCT
ejpam-2954	52	17	model	model	NOUN
ejpam-2954	52	18	selection	selection	NOUN
ejpam-2954	52	19	can	can	AUX
ejpam-2954	52	20	be	be	AUX
ejpam-2954	52	21	interpreted	interpret	VERB
ejpam-2954	52	22	as	as	ADP
ejpam-2954	52	23	pooling	pool	VERB
ejpam-2954	52	24	the	the	DET
ejpam-2954	52	25	available	available	ADJ
ejpam-2954	52	26	information	information	NOUN
ejpam-2954	52	27	set	set	VERB
ejpam-2954	52	28	and	and	CCONJ
ejpam-2954	52	29	selecting	select	VERB
ejpam-2954	52	30	possible	possible	ADJ
ejpam-2954	52	31	model	model	NOUN
ejpam-2954	52	32	specifications	specification	NOUN
ejpam-2954	52	33	therefrom	therefrom	NOUN
ejpam-2954	52	34	.	.	PUNCT
ejpam-2954	53	1	thick	thick	ADJ
ejpam-2954	53	2	modelling	modelling	NOUN
ejpam-2954	53	3	will	will	AUX
ejpam-2954	53	4	retain	retain	VERB
ejpam-2954	53	5	a	a	DET
ejpam-2954	53	6	set	set	NOUN
ejpam-2954	53	7	of	of	ADP
ejpam-2954	53	8	specifications	specification	NOUN
ejpam-2954	53	9	and	and	CCONJ
ejpam-2954	53	10	thin	thin	ADJ
ejpam-2954	53	11	modelling	modelling	NOUN
ejpam-2954	53	12	will	will	AUX
ejpam-2954	53	13	retain	retain	VERB
ejpam-2954	53	14	a	a	DET
ejpam-2954	53	15	single	single	ADJ
ejpam-2954	53	16	specification	specification	NOUN
ejpam-2954	53	17	.	.	PUNCT
ejpam-2954	54	1	model	model	NOUN
ejpam-2954	54	2	averaging	average	VERB
ejpam-2954	54	3	pools	pool	NOUN
ejpam-2954	54	4	the	the	DET
ejpam-2954	54	5	model	model	NOUN
ejpam-2954	54	6	specifications	specification	NOUN
ejpam-2954	54	7	resulting	result	VERB
ejpam-2954	54	8	from	from	ADP
ejpam-2954	54	9	subsets	subset	NOUN
ejpam-2954	54	10	of	of	ADP
ejpam-2954	54	11	information	information	NOUN
ejpam-2954	54	12	.	.	PUNCT
ejpam-2954	55	1	the	the	DET
ejpam-2954	55	2	distinction	distinction	NOUN
ejpam-2954	55	3	between	between	ADP
ejpam-2954	55	4	pooling	pool	VERB
ejpam-2954	55	5	information	information	NOUN
ejpam-2954	55	6	and	and	CCONJ
ejpam-2954	55	7	pooling	pooling	NOUN
ejpam-2954	55	8	models	model	NOUN
ejpam-2954	55	9	has	have	VERB
ejpam-2954	55	10	implications	implication	NOUN
ejpam-2954	55	11	for	for	ADP
ejpam-2954	55	12	congruency	congruency	NOUN
ejpam-2954	55	13	,	,	PUNCT
ejpam-2954	55	14	which	which	PRON
ejpam-2954	55	15	will	will	AUX
ejpam-2954	55	16	now	now	ADV
ejpam-2954	55	17	be	be	AUX
ejpam-2954	55	18	discussed	discuss	VERB
ejpam-2954	55	19	.	.	PUNCT
ejpam-2954	56	1	2.1	2.1	NUM
ejpam-2954	56	2	.	.	PUNCT
ejpam-2954	56	3	model	model	NOUN
ejpam-2954	56	4	selection	selection	PROPN
ejpam-2954	56	5	granger	granger	PROPN
ejpam-2954	56	6	emphasized	emphasize	VERB
ejpam-2954	56	7	the	the	DET
ejpam-2954	56	8	importance	importance	NOUN
ejpam-2954	56	9	of	of	ADP
ejpam-2954	56	10	establishing	establish	VERB
ejpam-2954	56	11	the	the	DET
ejpam-2954	56	12	purpose	purpose	NOUN
ejpam-2954	56	13	of	of	ADP
ejpam-2954	56	14	the	the	DET
ejpam-2954	56	15	econometric	econometric	ADJ
ejpam-2954	56	16	modelling	modelling	NOUN
ejpam-2954	56	17	exercise	exercise	NOUN
ejpam-2954	56	18	.	.	PUNCT
ejpam-2954	57	1	let	let	VERB
ejpam-2954	57	2	us	we	PRON
ejpam-2954	57	3	assume	assume	VERB
ejpam-2954	57	4	that	that	SCONJ
ejpam-2954	57	5	the	the	DET
ejpam-2954	57	6	objective	objective	NOUN
ejpam-2954	57	7	is	be	AUX
ejpam-2954	57	8	to	to	PART
ejpam-2954	57	9	identify	identify	VERB
ejpam-2954	57	10	a	a	DET
ejpam-2954	57	11	model(s	model(s	NOUN
ejpam-2954	57	12	)	)	PUNCT
ejpam-2954	57	13	that	that	PRON
ejpam-2954	57	14	matches	match	VERB
ejpam-2954	57	15	the	the	DET
ejpam-2954	57	16	unknown	unknown	ADJ
ejpam-2954	57	17	data	data	NOUN
ejpam-2954	57	18	generation	generation	NOUN
ejpam-2954	57	19	process	process	NOUN
ejpam-2954	57	20	(	(	PUNCT
ejpam-2954	57	21	dgp	dgp	NOUN
ejpam-2954	57	22	)	)	PUNCT
ejpam-2954	57	23	in	in	ADP
ejpam-2954	57	24	all	all	DET
ejpam-2954	57	25	measured	measured	ADJ
ejpam-2954	57	26	aspects	aspect	NOUN
ejpam-2954	57	27	.	.	PUNCT
ejpam-2954	58	1	this	this	PRON
ejpam-2954	58	2	introduces	introduce	VERB
ejpam-2954	58	3	the	the	DET
ejpam-2954	58	4	notion	notion	NOUN
ejpam-2954	58	5	of	of	ADP
ejpam-2954	58	6	congruence	congruence	NOUN
ejpam-2954	58	7	which	which	PRON
ejpam-2954	58	8	relates	relate	VERB
ejpam-2954	58	9	to	to	ADP
ejpam-2954	58	10	the	the	DET
ejpam-2954	58	11	model	model	NOUN
ejpam-2954	58	12	being	be	AUX
ejpam-2954	58	13	statistically	statistically	ADV
ejpam-2954	58	14	well	well	ADV
ejpam-2954	58	15	-	-	PUNCT
ejpam-2954	58	16	specified	specify	VERB
ejpam-2954	58	17	,	,	PUNCT
ejpam-2954	58	18	see	see	VERB
ejpam-2954	58	19	e.g.	e.g.	ADV
ejpam-2954	58	20	,	,	PUNCT
ejpam-2954	58	21	bontemps	bontemp	NOUN
ejpam-2954	58	22	and	and	CCONJ
ejpam-2954	58	23	mizon	mizon	NOUN
ejpam-2954	58	24	(	(	PUNCT
ejpam-2954	58	25	2003	2003	NUM
ejpam-2954	58	26	)	)	PUNCT
ejpam-2954	59	1	[	[	X
ejpam-2954	59	2	6	6	NUM
ejpam-2954	59	3	]	]	PUNCT
ejpam-2954	59	4	.	.	PUNCT
ejpam-2954	60	1	congruence	congruence	PROPN
ejpam-2954	60	2	requires	require	VERB
ejpam-2954	60	3	that	that	SCONJ
ejpam-2954	60	4	the	the	DET
ejpam-2954	60	5	empirical	empirical	ADJ
ejpam-2954	60	6	model	model	NOUN
ejpam-2954	60	7	is	be	AUX
ejpam-2954	60	8	statistically	statistically	ADV
ejpam-2954	60	9	‘	'	PUNCT
ejpam-2954	60	10	close	close	ADJ
ejpam-2954	60	11	’	'	PUNCT
ejpam-2954	60	12	to	to	ADP
ejpam-2954	60	13	the	the	DET
ejpam-2954	60	14	evidence	evidence	NOUN
ejpam-2954	60	15	.	.	PUNCT
ejpam-2954	61	1	the	the	DET
ejpam-2954	61	2	theory	theory	NOUN
ejpam-2954	61	3	of	of	ADP
ejpam-2954	61	4	reduction	reduction	NOUN
ejpam-2954	61	5	establishes	establish	VERB
ejpam-2954	61	6	the	the	DET
ejpam-2954	61	7	properties	property	NOUN
ejpam-2954	61	8	of	of	ADP
ejpam-2954	61	9	the	the	DET
ejpam-2954	61	10	unknown	unknown	ADJ
ejpam-2954	61	11	local	local	ADJ
ejpam-2954	61	12	data	datum	NOUN
ejpam-2954	61	13	generating	generating	NOUN
ejpam-2954	61	14	process	process	NOUN
ejpam-2954	61	15	(	(	PUNCT
ejpam-2954	61	16	ldgp	ldgp	NOUN
ejpam-2954	61	17	)	)	PUNCT
ejpam-2954	61	18	which	which	PRON
ejpam-2954	61	19	delivers	deliver	VERB
ejpam-2954	61	20	a	a	DET
ejpam-2954	61	21	mean	mean	NOUN
ejpam-2954	61	22	-	-	PUNCT
ejpam-2954	61	23	zero	zero	NUM
ejpam-2954	61	24	,	,	PUNCT
ejpam-2954	61	25	homoskedastic	homoskedastic	ADJ
ejpam-2954	61	26	innovation	innovation	NOUN
ejpam-2954	61	27	process	process	NOUN
ejpam-2954	61	28	that	that	PRON
ejpam-2954	61	29	the	the	DET
ejpam-2954	61	30	model	model	NOUN
ejpam-2954	61	31	aims	aim	VERB
ejpam-2954	61	32	to	to	PART
ejpam-2954	61	33	capture	capture	VERB
ejpam-2954	61	34	.	.	PUNCT
ejpam-2954	62	1	hendry	hendry	PROPN
ejpam-2954	62	2	(	(	PUNCT
ejpam-2954	62	3	1995	1995	NUM
ejpam-2954	62	4	,	,	PUNCT
ejpam-2954	62	5	ch.9	ch.9	PROPN
ejpam-2954	62	6	)	)	PUNCT
ejpam-2954	62	7	(	(	PUNCT
ejpam-2954	62	8	see	see	VERB
ejpam-2954	62	9	[	[	X
ejpam-2954	62	10	34	34	NUM
ejpam-2954	62	11	]	]	PUNCT
ejpam-2954	62	12	)	)	PUNCT
ejpam-2954	62	13	provides	provide	VERB
ejpam-2954	62	14	extensive	extensive	ADJ
ejpam-2954	62	15	discussion.∗	discussion.∗	PROPN
ejpam-2954	62	16	a	a	DET
ejpam-2954	62	17	further	further	ADJ
ejpam-2954	62	18	step	step	NOUN
ejpam-2954	62	19	in	in	ADP
ejpam-2954	62	20	the	the	DET
ejpam-2954	62	21	gets	get	NOUN
ejpam-2954	62	22	literature	literature	NOUN
ejpam-2954	62	23	is	be	AUX
ejpam-2954	62	24	that	that	SCONJ
ejpam-2954	62	25	the	the	DET
ejpam-2954	62	26	model	model	NOUN
ejpam-2954	62	27	∗the	∗the	DET
ejpam-2954	62	28	theory	theory	NOUN
ejpam-2954	62	29	of	of	ADP
ejpam-2954	62	30	reduction	reduction	NOUN
ejpam-2954	62	31	commences	commence	NOUN
ejpam-2954	62	32	from	from	ADP
ejpam-2954	62	33	an	an	DET
ejpam-2954	62	34	unmanageably	unmanageably	ADV
ejpam-2954	62	35	large	large	ADJ
ejpam-2954	62	36	dgp	dgp	NOUN
ejpam-2954	62	37	denoted	denote	VERB
ejpam-2954	62	38	by	by	ADP
ejpam-2954	62	39	du	du	PROPN
ejpam-2954	62	40	(	(	PUNCT
ejpam-2954	62	41	u1	u1	PROPN
ejpam-2954	62	42	t	t	PROPN
ejpam-2954	62	43	|u0	|u0	PROPN
ejpam-2954	62	44	,	,	PUNCT
ejpam-2954	62	45	ψ	ψ	VERB
ejpam-2954	62	46	1	1	NUM
ejpam-2954	62	47	t	t	NOUN
ejpam-2954	62	48	)	)	PUNCT
ejpam-2954	62	49	,	,	PUNCT
ejpam-2954	62	50	with	with	ADP
ejpam-2954	62	51	ψ1	ψ1	PROPN
ejpam-2954	62	52	t	t	X
ejpam-2954	62	53	∈	∈	PROPN
ejpam-2954	62	54	ψ	ψ	ADP
ejpam-2954	62	55	⊆	⊆	NUM
ejpam-2954	62	56	rkt	rkt	NOUN
ejpam-2954	62	57	,	,	PUNCT
ejpam-2954	62	58	where	where	SCONJ
ejpam-2954	62	59	u1	u1	PROPN
ejpam-2954	62	60	t	t	NOUN
ejpam-2954	62	61	=	=	PUNCT
ejpam-2954	62	62	(	(	PUNCT
ejpam-2954	62	63	u1	u1	PROPN
ejpam-2954	62	64	,	,	PUNCT
ejpam-2954	62	65	.	.	PUNCT
ejpam-2954	62	66	.	.	PUNCT
ejpam-2954	62	67	.	.	PUNCT
ejpam-2954	63	1	,	,	PUNCT
ejpam-2954	63	2	ut	ut	PROPN
ejpam-2954	63	3	)	)	PUNCT
ejpam-2954	63	4	is	be	AUX
ejpam-2954	63	5	the	the	DET
ejpam-2954	63	6	full	full	ADJ
ejpam-2954	63	7	sample	sample	NOUN
ejpam-2954	63	8	vector	vector	NOUN
ejpam-2954	63	9	of	of	ADP
ejpam-2954	63	10	random	random	ADJ
ejpam-2954	63	11	variables	variable	NOUN
ejpam-2954	63	12	defined	define	VERB
ejpam-2954	63	13	on	on	ADP
ejpam-2954	63	14	probability	probability	NOUN
ejpam-2954	63	15	space	space	NOUN
ejpam-2954	63	16	(	(	PUNCT
ejpam-2954	63	17	ω	ω	PROPN
ejpam-2954	63	18	,	,	PUNCT
ejpam-2954	63	19	f	f	PROPN
ejpam-2954	63	20	,	,	PUNCT
ejpam-2954	63	21	p	p	NOUN
ejpam-2954	63	22	)	)	PUNCT
ejpam-2954	63	23	.	.	PUNCT
ejpam-2954	64	1	a	a	DET
ejpam-2954	64	2	series	series	NOUN
ejpam-2954	64	3	of	of	ADP
ejpam-2954	64	4	reduction	reduction	NOUN
ejpam-2954	64	5	steps	step	NOUN
ejpam-2954	64	6	are	be	AUX
ejpam-2954	64	7	applied	apply	VERB
ejpam-2954	64	8	to	to	ADP
ejpam-2954	64	9	the	the	DET
ejpam-2954	64	10	dgp	dgp	NOUN
ejpam-2954	64	11	,	,	PUNCT
ejpam-2954	64	12	including	include	VERB
ejpam-2954	64	13	sequential	sequential	ADJ
ejpam-2954	64	14	j.	j.	PROPN
ejpam-2954	64	15	castle	castle	PROPN
ejpam-2954	64	16	/	/	PUNCT
ejpam-2954	64	17	eur	eur	PROPN
ejpam-2954	64	18	.	.	PUNCT
ejpam-2954	65	1	j.	j.	PROPN
ejpam-2954	65	2	pure	pure	PROPN
ejpam-2954	65	3	appl	appl	PROPN
ejpam-2954	65	4	.	.	PROPN
ejpam-2954	65	5	math	math	PROPN
ejpam-2954	65	6	,	,	PUNCT
ejpam-2954	65	7	10	10	NUM
ejpam-2954	65	8	(	(	PUNCT
ejpam-2954	65	9	1	1	NUM
ejpam-2954	65	10	)	)	PUNCT
ejpam-2954	65	11	(	(	PUNCT
ejpam-2954	65	12	2017	2017	NUM
ejpam-2954	65	13	)	)	PUNCT
ejpam-2954	65	14	,	,	PUNCT
ejpam-2954	65	15	133	133	NUM
ejpam-2954	65	16	-	-	SYM
ejpam-2954	65	17	156	156	NUM
ejpam-2954	65	18	136	136	NUM
ejpam-2954	65	19	should	should	AUX
ejpam-2954	65	20	encompass	encompass	VERB
ejpam-2954	65	21	every	every	DET
ejpam-2954	65	22	other	other	ADJ
ejpam-2954	65	23	model	model	NOUN
ejpam-2954	65	24	that	that	PRON
ejpam-2954	65	25	is	be	AUX
ejpam-2954	65	26	a	a	DET
ejpam-2954	65	27	valid	valid	ADJ
ejpam-2954	65	28	restriction	restriction	NOUN
ejpam-2954	65	29	of	of	ADP
ejpam-2954	65	30	the	the	DET
ejpam-2954	65	31	general	general	ADJ
ejpam-2954	65	32	unrestricted	unrestricted	ADJ
ejpam-2954	65	33	model	model	NOUN
ejpam-2954	65	34	.	.	PUNCT
ejpam-2954	66	1	encompassing	encompass	VERB
ejpam-2954	66	2	refers	refer	NOUN
ejpam-2954	66	3	to	to	ADP
ejpam-2954	66	4	the	the	DET
ejpam-2954	66	5	ability	ability	NOUN
ejpam-2954	66	6	of	of	ADP
ejpam-2954	66	7	a	a	DET
ejpam-2954	66	8	model	model	NOUN
ejpam-2954	66	9	to	to	PART
ejpam-2954	66	10	explain	explain	VERB
ejpam-2954	66	11	the	the	DET
ejpam-2954	66	12	results	result	NOUN
ejpam-2954	66	13	of	of	ADP
ejpam-2954	66	14	rival	rival	ADJ
ejpam-2954	66	15	models	model	NOUN
ejpam-2954	66	16	and	and	CCONJ
ejpam-2954	66	17	hence	hence	ADV
ejpam-2954	66	18	make	make	VERB
ejpam-2954	66	19	them	they	PRON
ejpam-2954	66	20	redundant	redundant	VERB
ejpam-2954	66	21	,	,	PUNCT
ejpam-2954	66	22	enabling	enable	VERB
ejpam-2954	66	23	selection	selection	NOUN
ejpam-2954	66	24	between	between	ADP
ejpam-2954	66	25	two	two	NUM
ejpam-2954	66	26	or	or	CCONJ
ejpam-2954	66	27	more	more	ADJ
ejpam-2954	66	28	congruent	congruent	ADJ
ejpam-2954	66	29	models	model	NOUN
ejpam-2954	66	30	.	.	PUNCT
ejpam-2954	67	1	mutually	mutually	ADV
ejpam-2954	67	2	encompassing	encompass	VERB
ejpam-2954	67	3	models	model	NOUN
ejpam-2954	67	4	are	be	AUX
ejpam-2954	67	5	able	able	ADJ
ejpam-2954	67	6	to	to	PART
ejpam-2954	67	7	explain	explain	VERB
ejpam-2954	67	8	the	the	DET
ejpam-2954	67	9	results	result	NOUN
ejpam-2954	67	10	of	of	ADP
ejpam-2954	67	11	each	each	DET
ejpam-2954	67	12	other	other	ADJ
ejpam-2954	67	13	’s	’s	PART
ejpam-2954	67	14	model	model	NOUN
ejpam-2954	67	15	,	,	PUNCT
ejpam-2954	67	16	so	so	SCONJ
ejpam-2954	67	17	the	the	DET
ejpam-2954	67	18	models	model	NOUN
ejpam-2954	67	19	can	can	AUX
ejpam-2954	67	20	not	not	PART
ejpam-2954	67	21	be	be	AUX
ejpam-2954	67	22	ranked	rank	VERB
ejpam-2954	67	23	.	.	PUNCT
ejpam-2954	68	1	the	the	DET
ejpam-2954	68	2	ldgp	ldgp	NOUN
ejpam-2954	68	3	will	will	AUX
ejpam-2954	68	4	be	be	AUX
ejpam-2954	68	5	congruent	congruent	ADJ
ejpam-2954	68	6	and	and	CCONJ
ejpam-2954	68	7	will	will	AUX
ejpam-2954	68	8	encompass	encompass	VERB
ejpam-2954	68	9	all	all	DET
ejpam-2954	68	10	other	other	ADJ
ejpam-2954	68	11	models	model	NOUN
ejpam-2954	68	12	,	,	PUNCT
ejpam-2954	68	13	so	so	SCONJ
ejpam-2954	68	14	models	model	NOUN
ejpam-2954	68	15	that	that	PRON
ejpam-2954	68	16	are	be	AUX
ejpam-2954	68	17	non	non	ADJ
ejpam-2954	68	18	-	-	ADJ
ejpam-2954	68	19	congruent	congruent	ADJ
ejpam-2954	68	20	or	or	CCONJ
ejpam-2954	68	21	non	non	ADJ
ejpam-2954	68	22	-	-	ADJ
ejpam-2954	68	23	encompassing	encompassing	ADJ
ejpam-2954	68	24	fail	fail	NOUN
ejpam-2954	68	25	to	to	PART
ejpam-2954	68	26	model	model	VERB
ejpam-2954	68	27	the	the	DET
ejpam-2954	68	28	ldgp	ldgp	NOUN
ejpam-2954	68	29	.	.	PUNCT
ejpam-2954	69	1	encompassing	encompass	VERB
ejpam-2954	69	2	has	have	AUX
ejpam-2954	69	3	been	be	AUX
ejpam-2954	69	4	extensively	extensively	ADV
ejpam-2954	69	5	discussed	discuss	VERB
ejpam-2954	69	6	in	in	ADP
ejpam-2954	69	7	,	,	PUNCT
ejpam-2954	69	8	inter	inter	PROPN
ejpam-2954	69	9	alia	alia	ADJ
ejpam-2954	69	10	mizon	mizon	PROPN
ejpam-2954	69	11	and	and	CCONJ
ejpam-2954	69	12	richard	richard	PROPN
ejpam-2954	69	13	(	(	PUNCT
ejpam-2954	69	14	1986	1986	NUM
ejpam-2954	69	15	)	)	PUNCT
ejpam-2954	70	1	[	[	X
ejpam-2954	70	2	59	59	NUM
ejpam-2954	70	3	]	]	PUNCT
ejpam-2954	70	4	,	,	PUNCT
ejpam-2954	70	5	hendry	hendry	PROPN
ejpam-2954	70	6	and	and	CCONJ
ejpam-2954	70	7	richard	richard	PROPN
ejpam-2954	70	8	(	(	PUNCT
ejpam-2954	70	9	1989	1989	NUM
ejpam-2954	70	10	)	)	PUNCT
ejpam-2954	71	1	[	[	X
ejpam-2954	71	2	45	45	NUM
ejpam-2954	71	3	]	]	PUNCT
ejpam-2954	71	4	,	,	PUNCT
ejpam-2954	71	5	mizon	mizon	NOUN
ejpam-2954	71	6	(	(	PUNCT
ejpam-2954	71	7	1994	1994	NUM
ejpam-2954	71	8	)	)	PUNCT
ejpam-2954	72	1	[	[	X
ejpam-2954	72	2	57	57	NUM
ejpam-2954	72	3	]	]	PUNCT
ejpam-2954	72	4	and	and	CCONJ
ejpam-2954	72	5	hendry	hendry	PROPN
ejpam-2954	72	6	(	(	PUNCT
ejpam-2954	72	7	1995	1995	NUM
ejpam-2954	72	8	,	,	PUNCT
ejpam-2954	72	9	ch.14	ch.14	PROPN
ejpam-2954	72	10	)	)	PUNCT
ejpam-2954	73	1	[	[	X
ejpam-2954	73	2	34	34	NUM
ejpam-2954	73	3	]	]	PUNCT
ejpam-2954	73	4	.	.	PUNCT
ejpam-2954	74	1	the	the	DET
ejpam-2954	74	2	most	most	ADV
ejpam-2954	74	3	recent	recent	ADJ
ejpam-2954	74	4	generation	generation	NOUN
ejpam-2954	74	5	of	of	ADP
ejpam-2954	74	6	automated	automate	VERB
ejpam-2954	74	7	gets	get	VERB
ejpam-2954	74	8	software	software	NOUN
ejpam-2954	74	9	,	,	PUNCT
ejpam-2954	74	10	autometrics	autometric	NOUN
ejpam-2954	74	11	(	(	PUNCT
ejpam-2954	74	12	see	see	VERB
ejpam-2954	74	13	doornik	doornik	X
ejpam-2954	74	14	,	,	PUNCT
ejpam-2954	74	15	2009	2009	NUM
ejpam-2954	74	16	,	,	PUNCT
ejpam-2954	74	17	[	[	X
ejpam-2954	74	18	19	19	NUM
ejpam-2954	74	19	]	]	PUNCT
ejpam-2954	74	20	and	and	CCONJ
ejpam-2954	74	21	hendry	hendry	PROPN
ejpam-2954	74	22	and	and	CCONJ
ejpam-2954	74	23	doornik	doornik	PROPN
ejpam-2954	74	24	,	,	PUNCT
ejpam-2954	74	25	2014	2014	NUM
ejpam-2954	74	26	,	,	PUNCT
ejpam-2954	74	27	[	[	X
ejpam-2954	74	28	39	39	NUM
ejpam-2954	74	29	]	]	PUNCT
ejpam-2954	74	30	)	)	PUNCT
ejpam-2954	74	31	,	,	PUNCT
ejpam-2954	74	32	uses	use	VERB
ejpam-2954	74	33	a	a	DET
ejpam-2954	74	34	tree	tree	NOUN
ejpam-2954	74	35	search	search	NOUN
ejpam-2954	74	36	to	to	PART
ejpam-2954	74	37	eliminate	eliminate	VERB
ejpam-2954	74	38	irrelevant	irrelevant	ADJ
ejpam-2954	74	39	variables	variable	NOUN
ejpam-2954	74	40	,	,	PUNCT
ejpam-2954	74	41	with	with	ADP
ejpam-2954	74	42	various	various	ADJ
ejpam-2954	74	43	methods	method	NOUN
ejpam-2954	74	44	for	for	ADP
ejpam-2954	74	45	speeding	speed	VERB
ejpam-2954	74	46	up	up	ADP
ejpam-2954	74	47	the	the	DET
ejpam-2954	74	48	full	full	ADJ
ejpam-2954	74	49	multipath	multipath	NOUN
ejpam-2954	74	50	search	search	NOUN
ejpam-2954	74	51	.	.	PUNCT
ejpam-2954	75	1	diagnostic	diagnostic	ADJ
ejpam-2954	75	2	checks	check	NOUN
ejpam-2954	75	3	are	be	AUX
ejpam-2954	75	4	used	use	VERB
ejpam-2954	75	5	to	to	PART
ejpam-2954	75	6	ensure	ensure	VERB
ejpam-2954	75	7	the	the	DET
ejpam-2954	75	8	resulting	result	VERB
ejpam-2954	75	9	terminal	terminal	ADJ
ejpam-2954	75	10	models	model	NOUN
ejpam-2954	75	11	are	be	AUX
ejpam-2954	75	12	congruent	congruent	ADJ
ejpam-2954	75	13	.	.	PUNCT
ejpam-2954	76	1	encompassing	encompass	VERB
ejpam-2954	76	2	tests	test	NOUN
ejpam-2954	76	3	are	be	AUX
ejpam-2954	76	4	implemented	implement	VERB
ejpam-2954	76	5	to	to	PART
ejpam-2954	76	6	ensure	ensure	VERB
ejpam-2954	76	7	the	the	DET
ejpam-2954	76	8	terminal	terminal	ADJ
ejpam-2954	76	9	models	model	NOUN
ejpam-2954	76	10	encompass	encompass	VERB
ejpam-2954	76	11	the	the	DET
ejpam-2954	76	12	gum	gum	NOUN
ejpam-2954	76	13	so	so	SCONJ
ejpam-2954	76	14	there	there	PRON
ejpam-2954	76	15	is	be	VERB
ejpam-2954	76	16	no	no	DET
ejpam-2954	76	17	significant	significant	ADJ
ejpam-2954	76	18	loss	loss	NOUN
ejpam-2954	76	19	of	of	ADP
ejpam-2954	76	20	information	information	NOUN
ejpam-2954	76	21	by	by	ADP
ejpam-2954	76	22	undertaking	undertake	VERB
ejpam-2954	76	23	the	the	DET
ejpam-2954	76	24	reduction	reduction	NOUN
ejpam-2954	76	25	.	.	PUNCT
ejpam-2954	77	1	they	they	PRON
ejpam-2954	77	2	are	be	AUX
ejpam-2954	77	3	also	also	ADV
ejpam-2954	77	4	performed	perform	VERB
ejpam-2954	77	5	against	against	ADP
ejpam-2954	77	6	the	the	DET
ejpam-2954	77	7	union	union	NOUN
ejpam-2954	77	8	of	of	ADP
ejpam-2954	77	9	the	the	DET
ejpam-2954	77	10	terminal	terminal	ADJ
ejpam-2954	77	11	models	model	NOUN
ejpam-2954	77	12	.	.	PUNCT
ejpam-2954	78	1	this	this	PRON
ejpam-2954	78	2	may	may	AUX
ejpam-2954	78	3	result	result	VERB
ejpam-2954	78	4	in	in	ADP
ejpam-2954	78	5	a	a	DET
ejpam-2954	78	6	single	single	ADJ
ejpam-2954	78	7	unique	unique	ADJ
ejpam-2954	78	8	terminal	terminal	ADJ
ejpam-2954	78	9	model	model	NOUN
ejpam-2954	78	10	being	be	AUX
ejpam-2954	78	11	retained	retain	VERB
ejpam-2954	78	12	,	,	PUNCT
ejpam-2954	78	13	but	but	CCONJ
ejpam-2954	78	14	in	in	ADP
ejpam-2954	78	15	general	general	ADJ
ejpam-2954	78	16	there	there	PRON
ejpam-2954	78	17	may	may	AUX
ejpam-2954	78	18	be	be	AUX
ejpam-2954	78	19	multiple	multiple	ADJ
ejpam-2954	78	20	terminal	terminal	ADJ
ejpam-2954	78	21	models	model	NOUN
ejpam-2954	78	22	,	,	PUNCT
ejpam-2954	78	23	all	all	PRON
ejpam-2954	78	24	of	of	ADP
ejpam-2954	78	25	which	which	PRON
ejpam-2954	78	26	are	be	AUX
ejpam-2954	78	27	valid	valid	ADJ
ejpam-2954	78	28	reductions	reduction	NOUN
ejpam-2954	78	29	of	of	ADP
ejpam-2954	78	30	the	the	DET
ejpam-2954	78	31	gum	gum	NOUN
ejpam-2954	78	32	and	and	CCONJ
ejpam-2954	78	33	mutually	mutually	ADV
ejpam-2954	78	34	encompass	encompass	VERB
ejpam-2954	78	35	each	each	DET
ejpam-2954	78	36	other	other	ADJ
ejpam-2954	78	37	.	.	PUNCT
ejpam-2954	79	1	in	in	ADP
ejpam-2954	79	2	practice	practice	NOUN
ejpam-2954	79	3	,	,	PUNCT
ejpam-2954	79	4	the	the	DET
ejpam-2954	79	5	automated	automate	VERB
ejpam-2954	79	6	algorithm	algorithm	NOUN
ejpam-2954	79	7	selects	select	VERB
ejpam-2954	79	8	one	one	NUM
ejpam-2954	79	9	model	model	NOUN
ejpam-2954	79	10	based	base	VERB
ejpam-2954	79	11	on	on	ADP
ejpam-2954	79	12	the	the	DET
ejpam-2954	79	13	schwarz	schwarz	PROPN
ejpam-2954	79	14	(	(	PUNCT
ejpam-2954	79	15	1978	1978	NUM
ejpam-2954	79	16	)	)	PUNCT
ejpam-2954	79	17	(	(	PUNCT
ejpam-2954	79	18	see	see	VERB
ejpam-2954	79	19	[	[	X
ejpam-2954	79	20	64	64	NUM
ejpam-2954	79	21	]	]	SYM
ejpam-2954	79	22	)	)	PUNCT
ejpam-2954	79	23	information	information	NOUN
ejpam-2954	79	24	criterion	criterion	NOUN
ejpam-2954	79	25	,	,	PUNCT
ejpam-2954	79	26	but	but	CCONJ
ejpam-2954	79	27	a	a	DET
ejpam-2954	79	28	range	range	NOUN
ejpam-2954	79	29	of	of	ADP
ejpam-2954	79	30	other	other	ADJ
ejpam-2954	79	31	methods	method	NOUN
ejpam-2954	79	32	to	to	PART
ejpam-2954	79	33	select	select	VERB
ejpam-2954	79	34	between	between	ADP
ejpam-2954	79	35	congruent	congruent	ADJ
ejpam-2954	79	36	encompassing	encompass	VERB
ejpam-2954	79	37	models	model	NOUN
ejpam-2954	79	38	could	could	AUX
ejpam-2954	79	39	be	be	AUX
ejpam-2954	79	40	introduced	introduce	VERB
ejpam-2954	79	41	at	at	ADP
ejpam-2954	79	42	this	this	DET
ejpam-2954	79	43	stage	stage	NOUN
ejpam-2954	79	44	,	,	PUNCT
ejpam-2954	79	45	or	or	CCONJ
ejpam-2954	79	46	the	the	DET
ejpam-2954	79	47	user	user	NOUN
ejpam-2954	79	48	may	may	AUX
ejpam-2954	79	49	have	have	VERB
ejpam-2954	79	50	a	a	DET
ejpam-2954	79	51	preference	preference	NOUN
ejpam-2954	79	52	for	for	ADP
ejpam-2954	79	53	a	a	DET
ejpam-2954	79	54	particular	particular	ADJ
ejpam-2954	79	55	terminal	terminal	ADJ
ejpam-2954	79	56	model	model	NOUN
ejpam-2954	79	57	on	on	ADP
ejpam-2954	79	58	theory	theory	NOUN
ejpam-2954	79	59	or	or	CCONJ
ejpam-2954	79	60	aesthetic	aesthetic	ADJ
ejpam-2954	79	61	grounds	ground	NOUN
ejpam-2954	79	62	.	.	PUNCT
ejpam-2954	80	1	one	one	NUM
ejpam-2954	80	2	of	of	ADP
ejpam-2954	80	3	the	the	DET
ejpam-2954	80	4	criticisms	criticism	NOUN
ejpam-2954	80	5	of	of	ADP
ejpam-2954	80	6	such	such	DET
ejpam-2954	80	7	an	an	DET
ejpam-2954	80	8	approach	approach	NOUN
ejpam-2954	80	9	is	be	AUX
ejpam-2954	80	10	that	that	SCONJ
ejpam-2954	80	11	there	there	PRON
ejpam-2954	80	12	is	be	VERB
ejpam-2954	80	13	no	no	DET
ejpam-2954	80	14	accounting	accounting	NOUN
ejpam-2954	80	15	for	for	ADP
ejpam-2954	80	16	‘	'	PUNCT
ejpam-2954	80	17	model	model	NOUN
ejpam-2954	80	18	’	'	PUNCT
ejpam-2954	80	19	or	or	CCONJ
ejpam-2954	80	20	‘	'	PUNCT
ejpam-2954	80	21	specification	specification	NOUN
ejpam-2954	80	22	’	'	PUNCT
ejpam-2954	80	23	uncertainty	uncertainty	NOUN
ejpam-2954	80	24	.	.	PUNCT
ejpam-2954	81	1	it	it	PRON
ejpam-2954	81	2	is	be	AUX
ejpam-2954	81	3	argued	argue	VERB
ejpam-2954	81	4	that	that	SCONJ
ejpam-2954	81	5	the	the	DET
ejpam-2954	81	6	standard	standard	ADJ
ejpam-2954	81	7	errors	error	NOUN
ejpam-2954	81	8	of	of	ADP
ejpam-2954	81	9	the	the	DET
ejpam-2954	81	10	selected	select	VERB
ejpam-2954	81	11	terminal	terminal	ADJ
ejpam-2954	81	12	model	model	NOUN
ejpam-2954	81	13	capture	capture	VERB
ejpam-2954	81	14	the	the	DET
ejpam-2954	81	15	estimation	estimation	NOUN
ejpam-2954	81	16	uncertainty	uncertainty	NOUN
ejpam-2954	81	17	due	due	ADJ
ejpam-2954	81	18	to	to	ADP
ejpam-2954	81	19	sampling	sample	VERB
ejpam-2954	81	20	,	,	PUNCT
ejpam-2954	81	21	but	but	CCONJ
ejpam-2954	81	22	not	not	PART
ejpam-2954	81	23	the	the	DET
ejpam-2954	81	24	uncertainty	uncertainty	NOUN
ejpam-2954	81	25	of	of	ADP
ejpam-2954	81	26	the	the	DET
ejpam-2954	81	27	choice	choice	NOUN
ejpam-2954	81	28	of	of	ADP
ejpam-2954	81	29	model	model	NOUN
ejpam-2954	81	30	selected	select	VERB
ejpam-2954	81	31	.	.	PUNCT
ejpam-2954	82	1	in	in	ADP
ejpam-2954	82	2	response	response	NOUN
ejpam-2954	82	3	to	to	ADP
ejpam-2954	82	4	this	this	DET
ejpam-2954	82	5	criticism	criticism	NOUN
ejpam-2954	82	6	,	,	PUNCT
ejpam-2954	82	7	searching	search	VERB
ejpam-2954	82	8	many	many	ADJ
ejpam-2954	82	9	paths	path	NOUN
ejpam-2954	82	10	increases	increase	VERB
ejpam-2954	82	11	the	the	DET
ejpam-2954	82	12	probability	probability	NOUN
ejpam-2954	82	13	of	of	ADP
ejpam-2954	82	14	locating	locate	VERB
ejpam-2954	82	15	the	the	DET
ejpam-2954	82	16	ldgp	ldgp	NOUN
ejpam-2954	82	17	.	.	PUNCT
ejpam-2954	83	1	however	however	ADV
ejpam-2954	83	2	,	,	PUNCT
ejpam-2954	83	3	thick	thick	ADJ
ejpam-2954	83	4	modelling	modelling	NOUN
ejpam-2954	83	5	provides	provide	VERB
ejpam-2954	83	6	a	a	DET
ejpam-2954	83	7	route	route	NOUN
ejpam-2954	83	8	to	to	ADP
ejpam-2954	83	9	capturing	capture	VERB
ejpam-2954	83	10	model	model	NOUN
ejpam-2954	83	11	uncertainty	uncertainty	NOUN
ejpam-2954	83	12	due	due	ADJ
ejpam-2954	83	13	to	to	ADP
ejpam-2954	83	14	selection	selection	NOUN
ejpam-2954	83	15	,	,	PUNCT
ejpam-2954	83	16	while	while	SCONJ
ejpam-2954	83	17	retaining	retain	VERB
ejpam-2954	83	18	the	the	DET
ejpam-2954	83	19	benefits	benefit	NOUN
ejpam-2954	83	20	of	of	ADP
ejpam-2954	83	21	selection	selection	NOUN
ejpam-2954	83	22	.	.	PUNCT
ejpam-2954	84	1	model	model	NOUN
ejpam-2954	84	2	selection	selection	NOUN
ejpam-2954	84	3	is	be	AUX
ejpam-2954	84	4	designed	design	VERB
ejpam-2954	84	5	to	to	PART
ejpam-2954	84	6	handle	handle	VERB
ejpam-2954	84	7	more	more	ADJ
ejpam-2954	84	8	complex	complex	ADJ
ejpam-2954	84	9	problems	problem	NOUN
ejpam-2954	84	10	than	than	ADP
ejpam-2954	84	11	just	just	ADV
ejpam-2954	84	12	locating	locate	VERB
ejpam-2954	84	13	relevant	relevant	ADJ
ejpam-2954	84	14	variables	variable	NOUN
ejpam-2954	84	15	,	,	PUNCT
ejpam-2954	84	16	by	by	ADP
ejpam-2954	84	17	jointly	jointly	ADV
ejpam-2954	84	18	including	include	VERB
ejpam-2954	84	19	variables	variable	NOUN
ejpam-2954	84	20	,	,	PUNCT
ejpam-2954	84	21	dynamics	dynamic	NOUN
ejpam-2954	84	22	,	,	PUNCT
ejpam-2954	84	23	outliers	outlier	NOUN
ejpam-2954	84	24	and	and	CCONJ
ejpam-2954	84	25	structural	structural	ADJ
ejpam-2954	84	26	breaks	break	NOUN
ejpam-2954	84	27	,	,	PUNCT
ejpam-2954	84	28	non	non	NOUN
ejpam-2954	84	29	-	-	NOUN
ejpam-2954	84	30	stationarities	stationaritie	NOUN
ejpam-2954	84	31	and	and	CCONJ
ejpam-2954	84	32	non	non	NOUN
ejpam-2954	84	33	-	-	NOUN
ejpam-2954	84	34	linearities	linearity	NOUN
ejpam-2954	84	35	.	.	PUNCT
ejpam-2954	85	1	castle	castle	PROPN
ejpam-2954	85	2	,	,	PUNCT
ejpam-2954	85	3	doornik	doornik	PROPN
ejpam-2954	85	4	and	and	CCONJ
ejpam-2954	85	5	hendry	hendry	PROPN
ejpam-2954	85	6	(	(	PUNCT
ejpam-2954	85	7	2011	2011	NUM
ejpam-2954	85	8	)	)	PUNCT
ejpam-2954	85	9	(	(	PUNCT
ejpam-2954	85	10	see	see	VERB
ejpam-2954	85	11	[	[	X
ejpam-2954	85	12	9	9	NUM
ejpam-2954	85	13	]	]	PUNCT
ejpam-2954	85	14	)	)	PUNCT
ejpam-2954	85	15	provide	provide	VERB
ejpam-2954	85	16	simulation	simulation	NOUN
ejpam-2954	85	17	evidence	evidence	NOUN
ejpam-2954	85	18	establishing	establish	VERB
ejpam-2954	85	19	that	that	SCONJ
ejpam-2954	85	20	autometrics	autometric	NOUN
ejpam-2954	85	21	is	be	AUX
ejpam-2954	85	22	able	able	ADJ
ejpam-2954	85	23	to	to	PART
ejpam-2954	85	24	recover	recover	VERB
ejpam-2954	85	25	the	the	DET
ejpam-2954	85	26	ldgp	ldgp	NOUN
ejpam-2954	85	27	almost	almost	ADV
ejpam-2954	85	28	as	as	ADV
ejpam-2954	85	29	often	often	ADV
ejpam-2954	85	30	as	as	ADP
ejpam-2954	85	31	when	when	SCONJ
ejpam-2954	85	32	commencing	commence	VERB
ejpam-2954	85	33	from	from	ADP
ejpam-2954	85	34	the	the	DET
ejpam-2954	85	35	ldgp	ldgp	NOUN
ejpam-2954	85	36	itself	itself	PRON
ejpam-2954	85	37	,	,	PUNCT
ejpam-2954	85	38	and	and	CCONJ
ejpam-2954	85	39	hence	hence	ADV
ejpam-2954	85	40	the	the	DET
ejpam-2954	85	41	costs	cost	NOUN
ejpam-2954	85	42	of	of	ADP
ejpam-2954	85	43	searching	search	VERB
ejpam-2954	85	44	over	over	ADP
ejpam-2954	85	45	a	a	DET
ejpam-2954	85	46	more	more	ADV
ejpam-2954	85	47	general	general	ADJ
ejpam-2954	85	48	initial	initial	ADJ
ejpam-2954	85	49	specification	specification	NOUN
ejpam-2954	85	50	are	be	AUX
ejpam-2954	85	51	small	small	ADJ
ejpam-2954	85	52	relative	relative	ADJ
ejpam-2954	85	53	to	to	ADP
ejpam-2954	85	54	the	the	DET
ejpam-2954	85	55	costs	cost	NOUN
ejpam-2954	85	56	of	of	ADP
ejpam-2954	85	57	inference	inference	NOUN
ejpam-2954	85	58	directly	directly	ADV
ejpam-2954	85	59	conducted	conduct	VERB
ejpam-2954	85	60	on	on	ADP
ejpam-2954	85	61	the	the	DET
ejpam-2954	85	62	factorization	factorization	NOUN
ejpam-2954	85	63	to	to	PART
ejpam-2954	85	64	obtain	obtain	VERB
ejpam-2954	85	65	an	an	DET
ejpam-2954	85	66	innovation	innovation	NOUN
ejpam-2954	85	67	process	process	NOUN
ejpam-2954	85	68	,	,	PUNCT
ejpam-2954	85	69	marginalization	marginalization	NOUN
ejpam-2954	85	70	and	and	CCONJ
ejpam-2954	85	71	conditional	conditional	ADJ
ejpam-2954	85	72	factorization	factorization	NOUN
ejpam-2954	85	73	(	(	PUNCT
ejpam-2954	85	74	to	to	PART
ejpam-2954	85	75	discard	discard	VERB
ejpam-2954	85	76	the	the	DET
ejpam-2954	85	77	marginal	marginal	ADJ
ejpam-2954	85	78	distribution	distribution	NOUN
ejpam-2954	85	79	if	if	SCONJ
ejpam-2954	85	80	weak	weak	ADJ
ejpam-2954	85	81	exogeneity	exogeneity	NOUN
ejpam-2954	85	82	is	be	AUX
ejpam-2954	85	83	satisfied	satisfied	ADJ
ejpam-2954	85	84	)	)	PUNCT
ejpam-2954	85	85	,	,	PUNCT
ejpam-2954	85	86	and	and	CCONJ
ejpam-2954	85	87	further	further	ADJ
ejpam-2954	85	88	transformations	transformation	NOUN
ejpam-2954	85	89	including	include	VERB
ejpam-2954	85	90	lag	lag	NOUN
ejpam-2954	85	91	truncation	truncation	NOUN
ejpam-2954	85	92	,	,	PUNCT
ejpam-2954	85	93	functional	functional	ADJ
ejpam-2954	85	94	form	form	NOUN
ejpam-2954	85	95	,	,	PUNCT
ejpam-2954	85	96	constancy	constancy	NOUN
ejpam-2954	85	97	,	,	PUNCT
ejpam-2954	85	98	etc	etc	X
ejpam-2954	85	99	,	,	PUNCT
ejpam-2954	85	100	to	to	PART
ejpam-2954	85	101	result	result	VERB
ejpam-2954	85	102	in	in	ADP
ejpam-2954	85	103	an	an	DET
ejpam-2954	85	104	ldgp	ldgp	NOUN
ejpam-2954	85	105	given	give	VERB
ejpam-2954	85	106	by	by	ADP
ejpam-2954	85	107	a	a	DET
ejpam-2954	85	108	(	(	PUNCT
ejpam-2954	85	109	l	l	NOUN
ejpam-2954	85	110	)	)	PUNCT
ejpam-2954	85	111	g	g	NOUN
ejpam-2954	85	112	(	(	PUNCT
ejpam-2954	85	113	yt	yt	PROPN
ejpam-2954	85	114	)	)	PUNCT
ejpam-2954	85	115	=	=	SYM
ejpam-2954	85	116	b	b	X
ejpam-2954	85	117	(	(	PUNCT
ejpam-2954	85	118	l	l	NOUN
ejpam-2954	85	119	)	)	PUNCT
ejpam-2954	85	120	h	h	NOUN
ejpam-2954	85	121	(	(	PUNCT
ejpam-2954	85	122	zt	zt	PROPN
ejpam-2954	85	123	)	)	PUNCT
ejpam-2954	86	1	+	+	CCONJ
ejpam-2954	86	2	εt	εt	INTJ
ejpam-2954	86	3	where	where	SCONJ
ejpam-2954	86	4	εt	εt	PROPN
ejpam-2954	86	5	∼	∼	VERB
ejpam-2954	86	6	app	app	PROPN
ejpam-2954	86	7	nn	nn	X
ejpam-2954	86	8	(	(	PUNCT
ejpam-2954	86	9	0,σε	0,σε	PROPN
ejpam-2954	86	10	)	)	PUNCT
ejpam-2954	86	11	where	where	SCONJ
ejpam-2954	86	12	εt	εt	PROPN
ejpam-2954	86	13	is	be	AUX
ejpam-2954	86	14	a	a	DET
ejpam-2954	86	15	mean	mean	ADJ
ejpam-2954	86	16	-	-	PUNCT
ejpam-2954	86	17	zero	zero	NUM
ejpam-2954	86	18	homoskedastic	homoskedastic	ADJ
ejpam-2954	86	19	innovation	innovation	NOUN
ejpam-2954	86	20	process	process	NOUN
ejpam-2954	86	21	with	with	ADP
ejpam-2954	86	22	variance	variance	NOUN
ejpam-2954	86	23	σε	σε	PROPN
ejpam-2954	86	24	and	and	CCONJ
ejpam-2954	86	25	a	a	DET
ejpam-2954	86	26	(	(	PUNCT
ejpam-2954	86	27	l	l	NOUN
ejpam-2954	86	28	)	)	PUNCT
ejpam-2954	86	29	and	and	CCONJ
ejpam-2954	86	30	b	b	PROPN
ejpam-2954	86	31	(	(	PUNCT
ejpam-2954	86	32	l	l	NOUN
ejpam-2954	86	33	)	)	PUNCT
ejpam-2954	86	34	are	be	AUX
ejpam-2954	86	35	lag	lag	NOUN
ejpam-2954	86	36	polynomials	polynomial	NOUN
ejpam-2954	86	37	.	.	PUNCT
ejpam-2954	86	38	.	.	PUNCT
ejpam-2954	87	1	the	the	DET
ejpam-2954	87	2	properties	property	NOUN
ejpam-2954	87	3	of	of	ADP
ejpam-2954	87	4	the	the	DET
ejpam-2954	87	5	ldgp	ldgp	NOUN
ejpam-2954	87	6	are	be	AUX
ejpam-2954	87	7	determined	determine	VERB
ejpam-2954	87	8	by	by	ADP
ejpam-2954	87	9	the	the	DET
ejpam-2954	87	10	reductions	reduction	NOUN
ejpam-2954	87	11	applied	apply	VERB
ejpam-2954	87	12	,	,	PUNCT
ejpam-2954	87	13	so	so	CCONJ
ejpam-2954	87	14	by	by	ADP
ejpam-2954	87	15	ensuring	ensure	VERB
ejpam-2954	87	16	there	there	PRON
ejpam-2954	87	17	is	be	VERB
ejpam-2954	87	18	no	no	DET
ejpam-2954	87	19	loss	loss	NOUN
ejpam-2954	87	20	of	of	ADP
ejpam-2954	87	21	information	information	NOUN
ejpam-2954	87	22	in	in	ADP
ejpam-2954	87	23	the	the	DET
ejpam-2954	87	24	reduction	reduction	NOUN
ejpam-2954	87	25	process	process	NOUN
ejpam-2954	87	26	we	we	PRON
ejpam-2954	87	27	face	face	VERB
ejpam-2954	87	28	the	the	DET
ejpam-2954	87	29	null	null	ADJ
ejpam-2954	87	30	hypothesis	hypothesis	NOUN
ejpam-2954	87	31	that	that	PRON
ejpam-2954	87	32	the	the	DET
ejpam-2954	87	33	ldgp	ldgp	NOUN
ejpam-2954	87	34	has	have	AUX
ejpam-2954	87	35	homoskedastic	homoskedastic	ADJ
ejpam-2954	87	36	near	near	ADP
ejpam-2954	87	37	normal	normal	ADJ
ejpam-2954	87	38	innovation	innovation	NOUN
ejpam-2954	87	39	errors	error	NOUN
ejpam-2954	87	40	,	,	PUNCT
ejpam-2954	87	41	with	with	ADP
ejpam-2954	87	42	weakly	weakly	ADJ
ejpam-2954	87	43	exogenous	exogenous	ADJ
ejpam-2954	87	44	conditioning	conditioning	NOUN
ejpam-2954	87	45	variables	variable	NOUN
ejpam-2954	87	46	and	and	CCONJ
ejpam-2954	87	47	constant	constant	ADJ
ejpam-2954	87	48	parameters	parameter	NOUN
ejpam-2954	87	49	and	and	CCONJ
ejpam-2954	87	50	encompasses	encompass	VERB
ejpam-2954	87	51	the	the	DET
ejpam-2954	87	52	dgp	dgp	NOUN
ejpam-2954	87	53	,	,	PUNCT
ejpam-2954	87	54	see	see	VERB
ejpam-2954	87	55	hendry	hendry	PROPN
ejpam-2954	87	56	(	(	PUNCT
ejpam-2954	87	57	2009	2009	NUM
ejpam-2954	87	58	)	)	PUNCT
ejpam-2954	88	1	[	[	X
ejpam-2954	88	2	36	36	NUM
ejpam-2954	88	3	]	]	PUNCT
ejpam-2954	88	4	and	and	CCONJ
ejpam-2954	88	5	hendry	hendry	PROPN
ejpam-2954	88	6	and	and	CCONJ
ejpam-2954	88	7	doornik	doornik	X
ejpam-2954	88	8	(	(	PUNCT
ejpam-2954	88	9	2014	2014	NUM
ejpam-2954	88	10	,	,	PUNCT
ejpam-2954	88	11	ch.6	ch.6	NOUN
ejpam-2954	88	12	)	)	PUNCT
ejpam-2954	89	1	[	[	X
ejpam-2954	89	2	39	39	NUM
ejpam-2954	89	3	]	]	PUNCT
ejpam-2954	89	4	.	.	PUNCT
ejpam-2954	90	1	so	so	ADV
ejpam-2954	90	2	despite	despite	SCONJ
ejpam-2954	90	3	not	not	PART
ejpam-2954	90	4	knowing	know	VERB
ejpam-2954	90	5	the	the	DET
ejpam-2954	90	6	dgp	dgp	NOUN
ejpam-2954	90	7	or	or	CCONJ
ejpam-2954	90	8	ldgp	ldgp	NOUN
ejpam-2954	90	9	specification	specification	NOUN
ejpam-2954	90	10	,	,	PUNCT
ejpam-2954	90	11	we	we	PRON
ejpam-2954	90	12	can	can	AUX
ejpam-2954	90	13	establish	establish	VERB
ejpam-2954	90	14	the	the	DET
ejpam-2954	90	15	properties	property	NOUN
ejpam-2954	90	16	that	that	PRON
ejpam-2954	90	17	the	the	DET
ejpam-2954	90	18	ldgp	ldgp	NOUN
ejpam-2954	90	19	should	should	AUX
ejpam-2954	90	20	possess	possess	VERB
ejpam-2954	90	21	.	.	PUNCT
ejpam-2954	91	1	j.	j.	PROPN
ejpam-2954	91	2	castle	castle	PROPN
ejpam-2954	91	3	/	/	SYM
ejpam-2954	91	4	eur	eur	PROPN
ejpam-2954	91	5	.	.	PUNCT
ejpam-2954	92	1	j.	j.	PROPN
ejpam-2954	92	2	pure	pure	PROPN
ejpam-2954	92	3	appl	appl	PROPN
ejpam-2954	92	4	.	.	PROPN
ejpam-2954	92	5	math	math	PROPN
ejpam-2954	92	6	,	,	PUNCT
ejpam-2954	92	7	10	10	NUM
ejpam-2954	92	8	(	(	PUNCT
ejpam-2954	92	9	1	1	NUM
ejpam-2954	92	10	)	)	PUNCT
ejpam-2954	92	11	(	(	PUNCT
ejpam-2954	92	12	2017	2017	NUM
ejpam-2954	92	13	)	)	PUNCT
ejpam-2954	92	14	,	,	PUNCT
ejpam-2954	92	15	133	133	NUM
ejpam-2954	92	16	-	-	SYM
ejpam-2954	92	17	156	156	NUM
ejpam-2954	92	18	137	137	NUM
ejpam-2954	92	19	ldgp	ldgp	NOUN
ejpam-2954	92	20	.	.	PUNCT
ejpam-2954	93	1	model	model	NOUN
ejpam-2954	93	2	selection	selection	NOUN
ejpam-2954	93	3	does	do	VERB
ejpam-2954	93	4	incur	incur	NOUN
ejpam-2954	93	5	costs	cost	NOUN
ejpam-2954	93	6	—	—	PUNCT
ejpam-2954	93	7	relevant	relevant	ADJ
ejpam-2954	93	8	variables	variable	NOUN
ejpam-2954	93	9	can	can	AUX
ejpam-2954	93	10	be	be	AUX
ejpam-2954	93	11	omitted	omit	VERB
ejpam-2954	93	12	and	and	CCONJ
ejpam-2954	93	13	irrelevant	irrelevant	ADJ
ejpam-2954	93	14	variables	variable	NOUN
ejpam-2954	93	15	can	can	AUX
ejpam-2954	93	16	be	be	AUX
ejpam-2954	93	17	incorrectly	incorrectly	ADV
ejpam-2954	93	18	retained	retain	VERB
ejpam-2954	93	19	—	—	PUNCT
ejpam-2954	93	20	but	but	CCONJ
ejpam-2954	93	21	these	these	DET
ejpam-2954	93	22	costs	cost	NOUN
ejpam-2954	93	23	are	be	AUX
ejpam-2954	93	24	quantifiable	quantifiable	ADJ
ejpam-2954	93	25	using	use	VERB
ejpam-2954	93	26	measures	measure	NOUN
ejpam-2954	93	27	of	of	ADP
ejpam-2954	93	28	potency	potency	NOUN
ejpam-2954	93	29	and	and	CCONJ
ejpam-2954	93	30	gauge	gauge	NOUN
ejpam-2954	93	31	.	.	PUNCT
ejpam-2954	94	1	potency	potency	NOUN
ejpam-2954	94	2	,	,	PUNCT
ejpam-2954	94	3	which	which	PRON
ejpam-2954	94	4	calculates	calculate	VERB
ejpam-2954	94	5	how	how	SCONJ
ejpam-2954	94	6	likely	likely	ADV
ejpam-2954	94	7	relevant	relevant	ADJ
ejpam-2954	94	8	variables	variable	NOUN
ejpam-2954	94	9	are	be	AUX
ejpam-2954	94	10	retained	retain	VERB
ejpam-2954	94	11	(	(	PUNCT
ejpam-2954	94	12	the	the	DET
ejpam-2954	94	13	average	average	ADJ
ejpam-2954	94	14	non	non	ADJ
ejpam-2954	94	15	-	-	ADJ
ejpam-2954	94	16	null	null	ADJ
ejpam-2954	94	17	rejection	rejection	NOUN
ejpam-2954	94	18	frequency	frequency	NOUN
ejpam-2954	94	19	for	for	ADP
ejpam-2954	94	20	the	the	DET
ejpam-2954	94	21	null	null	ADJ
ejpam-2954	94	22	hypothesis	hypothesis	NOUN
ejpam-2954	94	23	that	that	PRON
ejpam-2954	94	24	a	a	DET
ejpam-2954	94	25	coefficient	coefficient	NOUN
ejpam-2954	94	26	is	be	AUX
ejpam-2954	94	27	equal	equal	ADJ
ejpam-2954	94	28	to	to	ADP
ejpam-2954	94	29	zero	zero	NUM
ejpam-2954	94	30	)	)	PUNCT
ejpam-2954	94	31	,	,	PUNCT
ejpam-2954	94	32	should	should	AUX
ejpam-2954	94	33	be	be	AUX
ejpam-2954	94	34	close	close	ADJ
ejpam-2954	94	35	to	to	ADP
ejpam-2954	94	36	the	the	DET
ejpam-2954	94	37	power	power	NOUN
ejpam-2954	94	38	of	of	ADP
ejpam-2954	94	39	the	the	DET
ejpam-2954	94	40	corresponding	corresponding	ADJ
ejpam-2954	94	41	test	test	NOUN
ejpam-2954	94	42	in	in	ADP
ejpam-2954	94	43	the	the	DET
ejpam-2954	94	44	ldgp	ldgp	NOUN
ejpam-2954	94	45	.	.	PUNCT
ejpam-2954	95	1	the	the	DET
ejpam-2954	95	2	nominal	nominal	ADJ
ejpam-2954	95	3	null	null	ADJ
ejpam-2954	95	4	rejection	rejection	NOUN
ejpam-2954	95	5	frequency	frequency	NOUN
ejpam-2954	95	6	chosen	choose	VERB
ejpam-2954	95	7	for	for	ADP
ejpam-2954	95	8	selection	selection	NOUN
ejpam-2954	95	9	,	,	PUNCT
ejpam-2954	95	10	i.e.	i.e.	X
ejpam-2954	95	11	the	the	DET
ejpam-2954	95	12	significance	significance	NOUN
ejpam-2954	95	13	level	level	NOUN
ejpam-2954	95	14	for	for	ADP
ejpam-2954	95	15	hypothesis	hypothesis	NOUN
ejpam-2954	95	16	tests	test	NOUN
ejpam-2954	95	17	of	of	ADP
ejpam-2954	95	18	the	the	DET
ejpam-2954	95	19	kind	kind	NOUN
ejpam-2954	95	20	h0	h0	NOUN
ejpam-2954	95	21	:	:	PUNCT
ejpam-2954	95	22	βj	βj	X
ejpam-2954	95	23	=	=	SYM
ejpam-2954	95	24	0	0	NUM
ejpam-2954	95	25	,	,	PUNCT
ejpam-2954	95	26	should	should	AUX
ejpam-2954	95	27	match	match	VERB
ejpam-2954	95	28	the	the	DET
ejpam-2954	95	29	retention	retention	NOUN
ejpam-2954	95	30	of	of	ADP
ejpam-2954	95	31	irrelevant	irrelevant	ADJ
ejpam-2954	95	32	variables	variable	NOUN
ejpam-2954	95	33	(	(	PUNCT
ejpam-2954	95	34	the	the	DET
ejpam-2954	95	35	empirical	empirical	ADJ
ejpam-2954	95	36	null	null	ADJ
ejpam-2954	95	37	rejection	rejection	NOUN
ejpam-2954	95	38	frequency	frequency	NOUN
ejpam-2954	95	39	)	)	PUNCT
ejpam-2954	95	40	,	,	PUNCT
ejpam-2954	95	41	which	which	PRON
ejpam-2954	95	42	is	be	AUX
ejpam-2954	95	43	called	call	VERB
ejpam-2954	95	44	the	the	DET
ejpam-2954	95	45	gauge	gauge	NOUN
ejpam-2954	95	46	.	.	PUNCT
ejpam-2954	96	1	these	these	DET
ejpam-2954	96	2	measures	measure	NOUN
ejpam-2954	96	3	refute	refute	VERB
ejpam-2954	96	4	the	the	DET
ejpam-2954	96	5	criticism	criticism	NOUN
ejpam-2954	96	6	by	by	ADP
ejpam-2954	96	7	leamer	leamer	NOUN
ejpam-2954	96	8	(	(	PUNCT
ejpam-2954	96	9	1983	1983	NUM
ejpam-2954	96	10	)	)	PUNCT
ejpam-2954	96	11	(	(	PUNCT
ejpam-2954	96	12	see	see	VERB
ejpam-2954	96	13	[	[	X
ejpam-2954	96	14	55	55	NUM
ejpam-2954	96	15	]	]	PUNCT
ejpam-2954	96	16	)	)	PUNCT
ejpam-2954	96	17	that	that	SCONJ
ejpam-2954	96	18	the	the	DET
ejpam-2954	96	19	model	model	NOUN
ejpam-2954	96	20	selection	selection	NOUN
ejpam-2954	96	21	process	process	NOUN
ejpam-2954	96	22	is	be	AUX
ejpam-2954	96	23	often	often	ADV
ejpam-2954	96	24	hidden	hide	VERB
ejpam-2954	96	25	when	when	SCONJ
ejpam-2954	96	26	the	the	DET
ejpam-2954	96	27	final	final	ADJ
ejpam-2954	96	28	model	model	NOUN
ejpam-2954	96	29	is	be	AUX
ejpam-2954	96	30	reported	report	VERB
ejpam-2954	96	31	.	.	PUNCT
ejpam-2954	97	1	if	if	SCONJ
ejpam-2954	97	2	there	there	PRON
ejpam-2954	97	3	are	be	VERB
ejpam-2954	97	4	many	many	ADJ
ejpam-2954	97	5	irrelevant	irrelevant	ADJ
ejpam-2954	97	6	variables	variable	NOUN
ejpam-2954	97	7	,	,	PUNCT
ejpam-2954	97	8	then	then	ADV
ejpam-2954	97	9	uncertainty	uncertainty	NOUN
ejpam-2954	97	10	appears	appear	VERB
ejpam-2954	97	11	to	to	PART
ejpam-2954	97	12	be	be	AUX
ejpam-2954	97	13	large	large	ADJ
ejpam-2954	97	14	as	as	ADP
ejpam-2954	97	15	different	different	ADJ
ejpam-2954	97	16	irrelevant	irrelevant	ADJ
ejpam-2954	97	17	variables	variable	NOUN
ejpam-2954	97	18	are	be	AUX
ejpam-2954	97	19	likely	likely	ADJ
ejpam-2954	97	20	to	to	PART
ejpam-2954	97	21	be	be	AUX
ejpam-2954	97	22	selected	select	VERB
ejpam-2954	97	23	on	on	ADP
ejpam-2954	97	24	different	different	ADJ
ejpam-2954	97	25	draws	draw	NOUN
ejpam-2954	97	26	by	by	ADP
ejpam-2954	97	27	chance	chance	NOUN
ejpam-2954	97	28	sampling	sampling	NOUN
ejpam-2954	97	29	,	,	PUNCT
ejpam-2954	97	30	commencing	commence	VERB
ejpam-2954	97	31	from	from	ADP
ejpam-2954	97	32	the	the	DET
ejpam-2954	97	33	same	same	ADJ
ejpam-2954	97	34	information	information	NOUN
ejpam-2954	97	35	set	set	NOUN
ejpam-2954	97	36	,	,	PUNCT
ejpam-2954	97	37	but	but	CCONJ
ejpam-2954	97	38	those	those	DET
ejpam-2954	97	39	irrelevant	irrelevant	ADJ
ejpam-2954	97	40	variables	variable	NOUN
ejpam-2954	97	41	will	will	AUX
ejpam-2954	97	42	have	have	VERB
ejpam-2954	97	43	little	little	ADJ
ejpam-2954	97	44	impact	impact	NOUN
ejpam-2954	97	45	given	give	VERB
ejpam-2954	97	46	that	that	SCONJ
ejpam-2954	97	47	their	their	PRON
ejpam-2954	97	48	retention	retention	NOUN
ejpam-2954	97	49	rate	rate	NOUN
ejpam-2954	97	50	is	be	AUX
ejpam-2954	97	51	controlled	control	VERB
ejpam-2954	97	52	by	by	ADP
ejpam-2954	97	53	the	the	DET
ejpam-2954	97	54	nominal	nominal	ADJ
ejpam-2954	97	55	significance	significance	NOUN
ejpam-2954	97	56	level	level	NOUN
ejpam-2954	97	57	.	.	PUNCT
ejpam-2954	98	1	the	the	DET
ejpam-2954	98	2	important	important	ADJ
ejpam-2954	98	3	aspect	aspect	NOUN
ejpam-2954	98	4	of	of	ADP
ejpam-2954	98	5	selection	selection	NOUN
ejpam-2954	98	6	is	be	AUX
ejpam-2954	98	7	to	to	PART
ejpam-2954	98	8	retain	retain	VERB
ejpam-2954	98	9	the	the	DET
ejpam-2954	98	10	same	same	ADJ
ejpam-2954	98	11	set	set	NOUN
ejpam-2954	98	12	of	of	ADP
ejpam-2954	98	13	relevant	relevant	ADJ
ejpam-2954	98	14	variables	variable	NOUN
ejpam-2954	98	15	in	in	ADP
ejpam-2954	98	16	different	different	ADJ
ejpam-2954	98	17	draws	draw	NOUN
ejpam-2954	98	18	commencing	commence	VERB
ejpam-2954	98	19	from	from	ADP
ejpam-2954	98	20	the	the	DET
ejpam-2954	98	21	same	same	ADJ
ejpam-2954	98	22	information	information	NOUN
ejpam-2954	98	23	set	set	NOUN
ejpam-2954	98	24	,	,	PUNCT
ejpam-2954	98	25	which	which	PRON
ejpam-2954	98	26	will	will	AUX
ejpam-2954	98	27	be	be	AUX
ejpam-2954	98	28	a	a	DET
ejpam-2954	98	29	function	function	NOUN
ejpam-2954	98	30	of	of	ADP
ejpam-2954	98	31	the	the	DET
ejpam-2954	98	32	non	non	NOUN
ejpam-2954	98	33	-	-	NOUN
ejpam-2954	98	34	centralities	centrality	NOUN
ejpam-2954	98	35	(	(	PUNCT
ejpam-2954	98	36	population	population	NOUN
ejpam-2954	98	37	t−statistics	t−statistic	NOUN
ejpam-2954	98	38	)	)	PUNCT
ejpam-2954	98	39	of	of	ADP
ejpam-2954	98	40	the	the	DET
ejpam-2954	98	41	relevant	relevant	ADJ
ejpam-2954	98	42	variables	variable	NOUN
ejpam-2954	98	43	and	and	CCONJ
ejpam-2954	98	44	the	the	DET
ejpam-2954	98	45	nominal	nominal	ADJ
ejpam-2954	98	46	significance	significance	NOUN
ejpam-2954	98	47	level	level	NOUN
ejpam-2954	98	48	.	.	PUNCT
ejpam-2954	99	1	forcing	force	VERB
ejpam-2954	99	2	the	the	DET
ejpam-2954	99	3	‘	'	PUNCT
ejpam-2954	99	4	theory	theory	NOUN
ejpam-2954	99	5	-	-	PUNCT
ejpam-2954	99	6	relevant	relevant	ADJ
ejpam-2954	99	7	’	'	PUNCT
ejpam-2954	99	8	variables	variable	NOUN
ejpam-2954	99	9	and	and	CCONJ
ejpam-2954	99	10	implementing	implement	VERB
ejpam-2954	99	11	selection	selection	NOUN
ejpam-2954	99	12	over	over	ADP
ejpam-2954	99	13	only	only	ADV
ejpam-2954	99	14	the	the	DET
ejpam-2954	99	15	additional	additional	ADJ
ejpam-2954	99	16	candidate	candidate	NOUN
ejpam-2954	99	17	variables	variable	NOUN
ejpam-2954	99	18	will	will	AUX
ejpam-2954	99	19	control	control	VERB
ejpam-2954	99	20	this	this	DET
ejpam-2954	99	21	cost	cost	NOUN
ejpam-2954	99	22	,	,	PUNCT
ejpam-2954	99	23	see	see	VERB
ejpam-2954	99	24	hendry	hendry	PROPN
ejpam-2954	99	25	and	and	CCONJ
ejpam-2954	99	26	johansen	johansen	PROPN
ejpam-2954	99	27	(	(	PUNCT
ejpam-2954	99	28	2015	2015	NUM
ejpam-2954	99	29	)	)	PUNCT
ejpam-2954	100	1	[	[	X
ejpam-2954	100	2	40	40	NUM
ejpam-2954	100	3	]	]	PUNCT
ejpam-2954	100	4	.	.	PUNCT
ejpam-2954	101	1	2.2	2.2	NUM
ejpam-2954	101	2	.	.	PUNCT
ejpam-2954	101	3	model	model	NOUN
ejpam-2954	101	4	averaging	average	VERB
ejpam-2954	101	5	model	model	NOUN
ejpam-2954	101	6	averaging	averaging	NOUN
ejpam-2954	101	7	is	be	AUX
ejpam-2954	101	8	an	an	DET
ejpam-2954	101	9	alternative	alternative	NOUN
ejpam-2954	101	10	to	to	ADP
ejpam-2954	101	11	model	model	NOUN
ejpam-2954	101	12	selection	selection	NOUN
ejpam-2954	101	13	that	that	PRON
ejpam-2954	101	14	claims	claim	VERB
ejpam-2954	101	15	to	to	PART
ejpam-2954	101	16	address	address	VERB
ejpam-2954	101	17	model	model	NOUN
ejpam-2954	101	18	uncertainty	uncertainty	NOUN
ejpam-2954	101	19	.	.	PUNCT
ejpam-2954	102	1	by	by	ADP
ejpam-2954	102	2	averaging	average	VERB
ejpam-2954	102	3	over	over	ADP
ejpam-2954	102	4	2k	2k	NUM
ejpam-2954	102	5	possible	possible	ADJ
ejpam-2954	102	6	models	model	NOUN
ejpam-2954	102	7	within	within	ADP
ejpam-2954	102	8	the	the	DET
ejpam-2954	102	9	given	give	VERB
ejpam-2954	102	10	model	model	NOUN
ejpam-2954	102	11	class	class	NOUN
ejpam-2954	102	12	,	,	PUNCT
ejpam-2954	102	13	where	where	SCONJ
ejpam-2954	102	14	k	k	PROPN
ejpam-2954	102	15	is	be	AUX
ejpam-2954	102	16	the	the	DET
ejpam-2954	102	17	number	number	NOUN
ejpam-2954	102	18	of	of	ADP
ejpam-2954	102	19	potential	potential	ADJ
ejpam-2954	102	20	variables	variable	NOUN
ejpam-2954	102	21	,	,	PUNCT
ejpam-2954	102	22	it	it	PRON
ejpam-2954	102	23	is	be	AUX
ejpam-2954	102	24	thought	think	VERB
ejpam-2954	102	25	that	that	SCONJ
ejpam-2954	102	26	the	the	DET
ejpam-2954	102	27	uncertainty	uncertainty	NOUN
ejpam-2954	102	28	over	over	ADP
ejpam-2954	102	29	which	which	DET
ejpam-2954	102	30	model	model	NOUN
ejpam-2954	102	31	is	be	AUX
ejpam-2954	102	32	correct	correct	ADJ
ejpam-2954	102	33	is	be	AUX
ejpam-2954	102	34	captured	capture	VERB
ejpam-2954	102	35	.	.	PUNCT
ejpam-2954	103	1	see	see	VERB
ejpam-2954	103	2	hoeting	hoeting	NOUN
ejpam-2954	103	3	,	,	PUNCT
ejpam-2954	103	4	madigan	madigan	PROPN
ejpam-2954	103	5	,	,	PUNCT
ejpam-2954	103	6	raftery	raftery	NOUN
ejpam-2954	103	7	and	and	CCONJ
ejpam-2954	103	8	volinsky	volinsky	ADJ
ejpam-2954	103	9	(	(	PUNCT
ejpam-2954	103	10	1999	1999	NUM
ejpam-2954	103	11	)	)	PUNCT
ejpam-2954	104	1	[	[	X
ejpam-2954	104	2	50	50	NUM
ejpam-2954	104	3	]	]	PUNCT
ejpam-2954	104	4	for	for	ADP
ejpam-2954	104	5	a	a	DET
ejpam-2954	104	6	bayesian	bayesian	NOUN
ejpam-2954	104	7	interpretation	interpretation	NOUN
ejpam-2954	104	8	and	and	CCONJ
ejpam-2954	104	9	hansen	hansen	PROPN
ejpam-2954	104	10	(	(	PUNCT
ejpam-2954	104	11	2008	2008	NUM
ejpam-2954	104	12	)	)	PUNCT
ejpam-2954	105	1	[	[	X
ejpam-2954	105	2	33	33	NUM
ejpam-2954	105	3	]	]	PUNCT
ejpam-2954	105	4	for	for	ADP
ejpam-2954	105	5	a	a	DET
ejpam-2954	105	6	classical	classical	ADJ
ejpam-2954	105	7	motivation	motivation	NOUN
ejpam-2954	105	8	within	within	ADP
ejpam-2954	105	9	forecasting	forecasting	NOUN
ejpam-2954	105	10	.	.	PUNCT
ejpam-2954	106	1	there	there	PRON
ejpam-2954	106	2	is	be	VERB
ejpam-2954	106	3	a	a	DET
ejpam-2954	106	4	huge	huge	ADJ
ejpam-2954	106	5	literature	literature	NOUN
ejpam-2954	106	6	discussing	discuss	VERB
ejpam-2954	106	7	the	the	DET
ejpam-2954	106	8	appropriate	appropriate	ADJ
ejpam-2954	106	9	weights	weight	NOUN
ejpam-2954	106	10	for	for	ADP
ejpam-2954	106	11	model	model	NOUN
ejpam-2954	106	12	averaging	averaging	NOUN
ejpam-2954	106	13	depending	depend	VERB
ejpam-2954	106	14	on	on	ADP
ejpam-2954	106	15	the	the	DET
ejpam-2954	106	16	purpose	purpose	NOUN
ejpam-2954	106	17	of	of	ADP
ejpam-2954	106	18	the	the	DET
ejpam-2954	106	19	modelling	model	VERB
ejpam-2954	106	20	exercise	exercise	NOUN
ejpam-2954	106	21	,	,	PUNCT
ejpam-2954	106	22	for	for	ADP
ejpam-2954	106	23	example	example	NOUN
ejpam-2954	106	24	akaike	akaike	ADJ
ejpam-2954	106	25	(	(	PUNCT
ejpam-2954	106	26	1973	1973	NUM
ejpam-2954	106	27	)	)	PUNCT
ejpam-2954	106	28	,	,	PUNCT
ejpam-2954	106	29	schwarz	schwarz	NOUN
ejpam-2954	106	30	(	(	PUNCT
ejpam-2954	106	31	1978	1978	NUM
ejpam-2954	106	32	)	)	PUNCT
ejpam-2954	106	33	or	or	CCONJ
ejpam-2954	106	34	hannan	hannan	PROPN
ejpam-2954	106	35	and	and	CCONJ
ejpam-2954	106	36	quinn	quinn	PROPN
ejpam-2954	106	37	(	(	PUNCT
ejpam-2954	106	38	1979	1979	NUM
ejpam-2954	106	39	)	)	PUNCT
ejpam-2954	106	40	(	(	PUNCT
ejpam-2954	106	41	see	see	VERB
ejpam-2954	106	42	[	[	X
ejpam-2954	106	43	2][64][32	2][64][32	NUM
ejpam-2954	106	44	]	]	NOUN
ejpam-2954	106	45	)	)	PUNCT
ejpam-2954	106	46	information	information	NOUN
ejpam-2954	106	47	criteria	criterion	NOUN
ejpam-2954	106	48	for	for	ADP
ejpam-2954	106	49	in	in	ADP
ejpam-2954	106	50	-	-	PUNCT
ejpam-2954	106	51	sample	sample	NOUN
ejpam-2954	106	52	averaging	averaging	NOUN
ejpam-2954	106	53	or	or	CCONJ
ejpam-2954	106	54	out	out	ADP
ejpam-2954	106	55	-	-	PUNCT
ejpam-2954	106	56	of	of	ADP
ejpam-2954	106	57	-	-	PUNCT
ejpam-2954	106	58	sample	sample	NOUN
ejpam-2954	106	59	mean	mean	PROPN
ejpam-2954	106	60	square	square	PROPN
ejpam-2954	106	61	forecast	forecast	NOUN
ejpam-2954	106	62	error	error	NOUN
ejpam-2954	106	63	criterion	criterion	NOUN
ejpam-2954	106	64	if	if	SCONJ
ejpam-2954	106	65	the	the	DET
ejpam-2954	106	66	purpose	purpose	NOUN
ejpam-2954	106	67	of	of	ADP
ejpam-2954	106	68	the	the	DET
ejpam-2954	106	69	exercise	exercise	NOUN
ejpam-2954	106	70	is	be	AUX
ejpam-2954	106	71	to	to	PART
ejpam-2954	106	72	forecast	forecast	VERB
ejpam-2954	106	73	.	.	PUNCT
ejpam-2954	107	1	model	model	NOUN
ejpam-2954	107	2	averaging	averaging	NOUN
ejpam-2954	107	3	is	be	AUX
ejpam-2954	107	4	most	most	ADV
ejpam-2954	107	5	commonly	commonly	ADV
ejpam-2954	107	6	used	use	VERB
ejpam-2954	107	7	in	in	ADP
ejpam-2954	107	8	forecasting	forecasting	NOUN
ejpam-2954	107	9	,	,	PUNCT
ejpam-2954	107	10	where	where	SCONJ
ejpam-2954	107	11	combining	combine	VERB
ejpam-2954	107	12	forecasts	forecast	NOUN
ejpam-2954	107	13	can	can	AUX
ejpam-2954	107	14	outperform	outperform	VERB
ejpam-2954	107	15	the	the	DET
ejpam-2954	107	16	individual	individual	ADJ
ejpam-2954	107	17	forecasts	forecast	NOUN
ejpam-2954	107	18	if	if	SCONJ
ejpam-2954	107	19	there	there	PRON
ejpam-2954	107	20	are	be	VERB
ejpam-2954	107	21	offsetting	offset	VERB
ejpam-2954	107	22	biases	bias	NOUN
ejpam-2954	107	23	or	or	CCONJ
ejpam-2954	107	24	breaks	break	NOUN
ejpam-2954	107	25	,	,	PUNCT
ejpam-2954	107	26	see	see	VERB
ejpam-2954	107	27	hendry	hendry	PROPN
ejpam-2954	107	28	and	and	CCONJ
ejpam-2954	107	29	clements	clements	PROPN
ejpam-2954	107	30	(	(	PUNCT
ejpam-2954	107	31	2004	2004	NUM
ejpam-2954	107	32	)	)	PUNCT
ejpam-2954	108	1	[	[	X
ejpam-2954	108	2	38	38	NUM
ejpam-2954	108	3	]	]	PUNCT
ejpam-2954	108	4	.	.	PUNCT
ejpam-2954	108	5	model	model	NOUN
ejpam-2954	108	6	or	or	CCONJ
ejpam-2954	108	7	forecast	forecast	NOUN
ejpam-2954	108	8	averaging	averaging	NOUN
ejpam-2954	108	9	can	can	AUX
ejpam-2954	108	10	also	also	ADV
ejpam-2954	108	11	help	help	VERB
ejpam-2954	108	12	if	if	SCONJ
ejpam-2954	108	13	diversification	diversification	NOUN
ejpam-2954	108	14	provides	provide	VERB
ejpam-2954	108	15	a	a	DET
ejpam-2954	108	16	reduction	reduction	NOUN
ejpam-2954	108	17	in	in	ADP
ejpam-2954	108	18	variance	variance	NOUN
ejpam-2954	108	19	,	,	PUNCT
ejpam-2954	108	20	see	see	VERB
ejpam-2954	108	21	granger	granger	PROPN
ejpam-2954	108	22	(	(	PUNCT
ejpam-2954	108	23	2002	2002	NUM
ejpam-2954	108	24	)	)	PUNCT
ejpam-2954	109	1	[	[	X
ejpam-2954	109	2	25	25	NUM
ejpam-2954	109	3	]	]	PUNCT
ejpam-2954	109	4	.	.	PUNCT
ejpam-2954	110	1	however	however	ADV
ejpam-2954	110	2	,	,	PUNCT
ejpam-2954	110	3	if	if	SCONJ
ejpam-2954	110	4	proponents	proponent	NOUN
ejpam-2954	110	5	of	of	ADP
ejpam-2954	110	6	model	model	NOUN
ejpam-2954	110	7	averaging	average	VERB
ejpam-2954	110	8	do	do	AUX
ejpam-2954	110	9	wish	wish	VERB
ejpam-2954	110	10	to	to	PART
ejpam-2954	110	11	account	account	VERB
ejpam-2954	110	12	for	for	ADP
ejpam-2954	110	13	model	model	NOUN
ejpam-2954	110	14	uncertainty	uncertainty	NOUN
ejpam-2954	110	15	,	,	PUNCT
ejpam-2954	110	16	then	then	ADV
ejpam-2954	110	17	all	all	DET
ejpam-2954	110	18	possible	possible	ADJ
ejpam-2954	110	19	models	model	NOUN
ejpam-2954	110	20	must	must	AUX
ejpam-2954	110	21	be	be	AUX
ejpam-2954	110	22	considered	consider	VERB
ejpam-2954	110	23	rather	rather	ADV
ejpam-2954	110	24	than	than	ADP
ejpam-2954	110	25	a	a	DET
ejpam-2954	110	26	reduced	reduce	VERB
ejpam-2954	110	27	set	set	NOUN
ejpam-2954	110	28	based	base	VERB
ejpam-2954	110	29	on	on	ADP
ejpam-2954	110	30	some	some	DET
ejpam-2954	110	31	model	model	NOUN
ejpam-2954	110	32	selection	selection	NOUN
ejpam-2954	110	33	criterion	criterion	NOUN
ejpam-2954	110	34	,	,	PUNCT
ejpam-2954	110	35	unless	unless	SCONJ
ejpam-2954	110	36	this	this	DET
ejpam-2954	110	37	selection	selection	NOUN
ejpam-2954	110	38	uncertainty	uncertainty	NOUN
ejpam-2954	110	39	is	be	AUX
ejpam-2954	110	40	also	also	ADV
ejpam-2954	110	41	accounted	account	VERB
ejpam-2954	110	42	for	for	ADP
ejpam-2954	110	43	in	in	ADP
ejpam-2954	110	44	measuring	measure	VERB
ejpam-2954	110	45	model	model	NOUN
ejpam-2954	110	46	uncertainty	uncertainty	NOUN
ejpam-2954	110	47	,	,	PUNCT
ejpam-2954	110	48	which	which	PRON
ejpam-2954	110	49	is	be	AUX
ejpam-2954	110	50	not	not	PART
ejpam-2954	110	51	typically	typically	ADV
ejpam-2954	110	52	done	do	VERB
ejpam-2954	110	53	in	in	ADP
ejpam-2954	110	54	the	the	DET
ejpam-2954	110	55	literature	literature	NOUN
ejpam-2954	110	56	.	.	PUNCT
ejpam-2954	111	1	many	many	ADJ
ejpam-2954	111	2	procedures	procedure	NOUN
ejpam-2954	111	3	and	and	CCONJ
ejpam-2954	111	4	algorithms	algorithm	NOUN
ejpam-2954	111	5	have	have	AUX
ejpam-2954	111	6	been	be	AUX
ejpam-2954	111	7	proposed	propose	VERB
ejpam-2954	111	8	to	to	PART
ejpam-2954	111	9	narrow	narrow	VERB
ejpam-2954	111	10	down	down	ADP
ejpam-2954	111	11	the	the	DET
ejpam-2954	111	12	search	search	NOUN
ejpam-2954	111	13	space	space	NOUN
ejpam-2954	111	14	,	,	PUNCT
ejpam-2954	111	15	including	include	VERB
ejpam-2954	111	16	occams	occam	NOUN
ejpam-2954	111	17	razor	razor	NOUN
ejpam-2954	111	18	,	,	PUNCT
ejpam-2954	111	19	branch	branch	NOUN
ejpam-2954	111	20	and	and	CCONJ
ejpam-2954	111	21	bound	bound	ADJ
ejpam-2954	111	22	techniques	technique	NOUN
ejpam-2954	111	23	(	(	PUNCT
ejpam-2954	111	24	see	see	VERB
ejpam-2954	111	25	hocking	hocking	NOUN
ejpam-2954	111	26	and	and	CCONJ
ejpam-2954	111	27	leslie	leslie	PROPN
ejpam-2954	111	28	,	,	PUNCT
ejpam-2954	111	29	1967	1967	NUM
ejpam-2954	111	30	,	,	PUNCT
ejpam-2954	111	31	[	[	X
ejpam-2954	111	32	47	47	NUM
ejpam-2954	111	33	]	]	PUNCT
ejpam-2954	111	34	,	,	PUNCT
ejpam-2954	111	35	lamotte	lamotte	NOUN
ejpam-2954	111	36	and	and	CCONJ
ejpam-2954	111	37	hocking	hocking	NOUN
ejpam-2954	111	38	,	,	PUNCT
ejpam-2954	111	39	1970	1970	NUM
ejpam-2954	111	40	,	,	PUNCT
ejpam-2954	111	41	[	[	X
ejpam-2954	111	42	54	54	NUM
ejpam-2954	111	43	]	]	PUNCT
ejpam-2954	111	44	,	,	PUNCT
ejpam-2954	111	45	and	and	CCONJ
ejpam-2954	111	46	gatu	gatu	VERB
ejpam-2954	111	47	and	and	CCONJ
ejpam-2954	111	48	kontoghiorghes	kontoghiorghe	NOUN
ejpam-2954	111	49	,	,	PUNCT
ejpam-2954	111	50	j.	j.	PROPN
ejpam-2954	111	51	castle	castle	PROPN
ejpam-2954	111	52	/	/	PUNCT
ejpam-2954	111	53	eur	eur	PROPN
ejpam-2954	111	54	.	.	PUNCT
ejpam-2954	112	1	j.	j.	PROPN
ejpam-2954	112	2	pure	pure	PROPN
ejpam-2954	112	3	appl	appl	PROPN
ejpam-2954	112	4	.	.	PROPN
ejpam-2954	112	5	math	math	PROPN
ejpam-2954	112	6	,	,	PUNCT
ejpam-2954	112	7	10	10	NUM
ejpam-2954	112	8	(	(	PUNCT
ejpam-2954	112	9	1	1	NUM
ejpam-2954	112	10	)	)	PUNCT
ejpam-2954	112	11	(	(	PUNCT
ejpam-2954	112	12	2017	2017	NUM
ejpam-2954	112	13	)	)	PUNCT
ejpam-2954	112	14	,	,	PUNCT
ejpam-2954	112	15	133	133	NUM
ejpam-2954	112	16	-	-	SYM
ejpam-2954	112	17	156	156	NUM
ejpam-2954	112	18	138	138	NUM
ejpam-2954	112	19	2006	2006	NUM
ejpam-2954	112	20	,	,	PUNCT
ejpam-2954	113	1	[	[	X
ejpam-2954	113	2	21	21	NUM
ejpam-2954	113	3	]	]	SYM
ejpam-2954	113	4	)	)	PUNCT
ejpam-2954	113	5	,	,	PUNCT
ejpam-2954	113	6	ridge	ridge	NOUN
ejpam-2954	113	7	regression	regression	NOUN
ejpam-2954	113	8	(	(	PUNCT
ejpam-2954	113	9	see	see	VERB
ejpam-2954	113	10	hoerl	hoerl	NOUN
ejpam-2954	113	11	and	and	CCONJ
ejpam-2954	113	12	kennard	kennard	NOUN
ejpam-2954	113	13	,	,	PUNCT
ejpam-2954	113	14	1970	1970	NUM
ejpam-2954	113	15	,	,	PUNCT
ejpam-2954	114	1	[	[	X
ejpam-2954	114	2	49	49	NUM
ejpam-2954	114	3	,	,	PUNCT
ejpam-2954	114	4	48	48	NUM
ejpam-2954	114	5	]	]	PUNCT
ejpam-2954	114	6	)	)	PUNCT
ejpam-2954	114	7	,	,	PUNCT
ejpam-2954	114	8	the	the	DET
ejpam-2954	114	9	non	non	ADJ
ejpam-2954	114	10	-	-	ADJ
ejpam-2954	114	11	negative	negative	ADJ
ejpam-2954	114	12	garrote	garrote	NOUN
ejpam-2954	114	13	(	(	PUNCT
ejpam-2954	114	14	see	see	VERB
ejpam-2954	114	15	breiman	breiman	NOUN
ejpam-2954	114	16	,	,	PUNCT
ejpam-2954	114	17	1995	1995	NUM
ejpam-2954	114	18	,	,	PUNCT
ejpam-2954	114	19	[	[	X
ejpam-2954	114	20	7	7	NUM
ejpam-2954	114	21	]	]	PUNCT
ejpam-2954	114	22	)	)	PUNCT
ejpam-2954	114	23	and	and	CCONJ
ejpam-2954	114	24	the	the	DET
ejpam-2954	114	25	least	least	ADJ
ejpam-2954	114	26	absolute	absolute	ADJ
ejpam-2954	114	27	shrinkage	shrinkage	NOUN
ejpam-2954	114	28	and	and	CCONJ
ejpam-2954	114	29	selection	selection	NOUN
ejpam-2954	114	30	operator	operator	NOUN
ejpam-2954	114	31	(	(	PUNCT
ejpam-2954	114	32	lasso	lasso	PROPN
ejpam-2954	114	33	:	:	PUNCT
ejpam-2954	114	34	see	see	VERB
ejpam-2954	114	35	tibshirani	tibshirani	PROPN
ejpam-2954	114	36	,	,	PUNCT
ejpam-2954	114	37	1996	1996	NUM
ejpam-2954	114	38	,	,	PUNCT
ejpam-2954	114	39	[	[	X
ejpam-2954	114	40	65	65	NUM
ejpam-2954	114	41	]	]	NUM
ejpam-2954	114	42	)	)	PUNCT
ejpam-2954	114	43	.	.	PUNCT
ejpam-2954	115	1	the	the	DET
ejpam-2954	115	2	cost	cost	NOUN
ejpam-2954	115	3	of	of	ADP
ejpam-2954	115	4	averaging	average	VERB
ejpam-2954	115	5	over	over	ADP
ejpam-2954	115	6	all	all	DET
ejpam-2954	115	7	possible	possible	ADJ
ejpam-2954	115	8	models	model	NOUN
ejpam-2954	115	9	is	be	AUX
ejpam-2954	115	10	that	that	SCONJ
ejpam-2954	115	11	a	a	DET
ejpam-2954	115	12	large	large	ADJ
ejpam-2954	115	13	subset	subset	NOUN
ejpam-2954	115	14	will	will	AUX
ejpam-2954	115	15	necessarily	necessarily	ADV
ejpam-2954	115	16	be	be	AUX
ejpam-2954	115	17	mis	mi	NOUN
ejpam-2954	115	18	-	-	VERB
ejpam-2954	115	19	specified	specify	VERB
ejpam-2954	115	20	and	and	CCONJ
ejpam-2954	115	21	could	could	AUX
ejpam-2954	115	22	contaminate	contaminate	VERB
ejpam-2954	115	23	the	the	DET
ejpam-2954	115	24	averaged	average	VERB
ejpam-2954	115	25	model	model	NOUN
ejpam-2954	115	26	.	.	PUNCT
ejpam-2954	116	1	moreover	moreover	ADV
ejpam-2954	116	2	,	,	PUNCT
ejpam-2954	116	3	the	the	DET
ejpam-2954	116	4	average	average	NOUN
ejpam-2954	116	5	calculated	calculate	VERB
ejpam-2954	116	6	from	from	ADP
ejpam-2954	116	7	different	different	ADJ
ejpam-2954	116	8	data	datum	NOUN
ejpam-2954	116	9	draws	draw	NOUN
ejpam-2954	116	10	could	could	AUX
ejpam-2954	116	11	still	still	ADV
ejpam-2954	116	12	differ	differ	VERB
ejpam-2954	116	13	greatly	greatly	ADV
ejpam-2954	116	14	when	when	SCONJ
ejpam-2954	116	15	regressors	regressor	NOUN
ejpam-2954	116	16	are	be	AUX
ejpam-2954	116	17	highly	highly	ADV
ejpam-2954	116	18	collinear	collinear	ADJ
ejpam-2954	116	19	and	and	CCONJ
ejpam-2954	116	20	the	the	DET
ejpam-2954	116	21	information	information	NOUN
ejpam-2954	116	22	set	set	VERB
ejpam-2954	116	23	over	over	ADP
ejpam-2954	116	24	which	which	DET
ejpam-2954	116	25	models	model	NOUN
ejpam-2954	116	26	are	be	AUX
ejpam-2954	116	27	averaged	average	VERB
ejpam-2954	116	28	is	be	AUX
ejpam-2954	116	29	not	not	PART
ejpam-2954	116	30	a	a	DET
ejpam-2954	116	31	good	good	ADJ
ejpam-2954	116	32	representation	representation	NOUN
ejpam-2954	116	33	of	of	ADP
ejpam-2954	116	34	the	the	DET
ejpam-2954	116	35	dgp	dgp	NOUN
ejpam-2954	116	36	.	.	PUNCT
ejpam-2954	117	1	2.3	2.3	NUM
ejpam-2954	117	2	.	.	PUNCT
ejpam-2954	118	1	thick	thick	ADJ
ejpam-2954	118	2	modelling	model	VERB
ejpam-2954	118	3	granger	granger	PROPN
ejpam-2954	118	4	’s	’s	PART
ejpam-2954	118	5	thick	thick	ADJ
ejpam-2954	118	6	modelling	modelling	NOUN
ejpam-2954	118	7	can	can	AUX
ejpam-2954	118	8	be	be	AUX
ejpam-2954	118	9	viewed	view	VERB
ejpam-2954	118	10	as	as	ADP
ejpam-2954	118	11	an	an	DET
ejpam-2954	118	12	attempt	attempt	NOUN
ejpam-2954	118	13	to	to	PART
ejpam-2954	118	14	reconcile	reconcile	VERB
ejpam-2954	118	15	the	the	DET
ejpam-2954	118	16	distinct	distinct	ADJ
ejpam-2954	118	17	methodologies	methodology	NOUN
ejpam-2954	118	18	of	of	ADP
ejpam-2954	118	19	model	model	NOUN
ejpam-2954	118	20	selection	selection	NOUN
ejpam-2954	118	21	and	and	CCONJ
ejpam-2954	118	22	model	model	NOUN
ejpam-2954	118	23	averaging	averaging	NOUN
ejpam-2954	118	24	.	.	PUNCT
ejpam-2954	119	1	the	the	DET
ejpam-2954	119	2	argument	argument	NOUN
ejpam-2954	119	3	that	that	PRON
ejpam-2954	119	4	justifies	justify	VERB
ejpam-2954	119	5	model	model	NOUN
ejpam-2954	119	6	averaging	averaging	NOUN
ejpam-2954	119	7	,	,	PUNCT
ejpam-2954	119	8	namely	namely	ADV
ejpam-2954	119	9	accounting	account	VERB
ejpam-2954	119	10	for	for	ADP
ejpam-2954	119	11	model	model	NOUN
ejpam-2954	119	12	uncertainty	uncertainty	NOUN
ejpam-2954	119	13	,	,	PUNCT
ejpam-2954	119	14	is	be	AUX
ejpam-2954	119	15	fallacious	fallacious	ADJ
ejpam-2954	119	16	—	—	PUNCT
ejpam-2954	119	17	averaging	average	VERB
ejpam-2954	119	18	over	over	ADP
ejpam-2954	119	19	all	all	DET
ejpam-2954	119	20	possible	possible	ADJ
ejpam-2954	119	21	models	model	NOUN
ejpam-2954	119	22	of	of	ADP
ejpam-2954	119	23	which	which	PRON
ejpam-2954	119	24	many	many	ADJ
ejpam-2954	119	25	must	must	AUX
ejpam-2954	119	26	necessarily	necessarily	ADV
ejpam-2954	119	27	be	be	AUX
ejpam-2954	119	28	non	non	ADJ
ejpam-2954	119	29	-	-	ADJ
ejpam-2954	119	30	congruent	congruent	ADJ
ejpam-2954	119	31	and	and	CCONJ
ejpam-2954	119	32	therefore	therefore	ADV
ejpam-2954	119	33	lead	lead	VERB
ejpam-2954	119	34	to	to	ADP
ejpam-2954	119	35	biased	biased	ADJ
ejpam-2954	119	36	coefficient	coefficient	NOUN
ejpam-2954	119	37	estimates	estimate	NOUN
ejpam-2954	119	38	can	can	AUX
ejpam-2954	119	39	not	not	PART
ejpam-2954	119	40	be	be	AUX
ejpam-2954	119	41	a	a	DET
ejpam-2954	119	42	sensible	sensible	ADJ
ejpam-2954	119	43	way	way	NOUN
ejpam-2954	119	44	to	to	PART
ejpam-2954	119	45	proceed	proceed	VERB
ejpam-2954	119	46	,	,	PUNCT
ejpam-2954	119	47	even	even	ADV
ejpam-2954	119	48	if	if	SCONJ
ejpam-2954	119	49	weights	weight	NOUN
ejpam-2954	119	50	are	be	AUX
ejpam-2954	119	51	rebased	rebase	VERB
ejpam-2954	119	52	and	and	CCONJ
ejpam-2954	119	53	intercepts	intercept	NOUN
ejpam-2954	119	54	are	be	AUX
ejpam-2954	119	55	forced	force	VERB
ejpam-2954	119	56	,	,	PUNCT
ejpam-2954	119	57	see	see	VERB
ejpam-2954	119	58	hendry	hendry	PROPN
ejpam-2954	119	59	and	and	CCONJ
ejpam-2954	119	60	reade	reade	PROPN
ejpam-2954	119	61	(	(	PUNCT
ejpam-2954	119	62	2008	2008	NUM
ejpam-2954	119	63	)	)	PUNCT
ejpam-2954	120	1	[	[	X
ejpam-2954	120	2	44	44	NUM
ejpam-2954	120	3	]	]	PUNCT
ejpam-2954	120	4	.	.	PUNCT
ejpam-2954	121	1	furthermore	furthermore	ADV
ejpam-2954	121	2	,	,	PUNCT
ejpam-2954	121	3	model	model	NOUN
ejpam-2954	121	4	averaging	averaging	NOUN
ejpam-2954	121	5	does	do	AUX
ejpam-2954	121	6	not	not	PART
ejpam-2954	121	7	help	help	VERB
ejpam-2954	121	8	if	if	SCONJ
ejpam-2954	121	9	there	there	PRON
ejpam-2954	121	10	are	be	VERB
ejpam-2954	121	11	structural	structural	ADJ
ejpam-2954	121	12	breaks	break	NOUN
ejpam-2954	121	13	in	in	ADP
ejpam-2954	121	14	the	the	DET
ejpam-2954	121	15	data	datum	NOUN
ejpam-2954	121	16	,	,	PUNCT
ejpam-2954	121	17	whereas	whereas	SCONJ
ejpam-2954	121	18	gets	get	VERB
ejpam-2954	121	19	selection	selection	NOUN
ejpam-2954	121	20	seeks	seek	VERB
ejpam-2954	121	21	wellspecified	wellspecified	ADJ
ejpam-2954	121	22	encompassing	encompass	VERB
ejpam-2954	121	23	models	model	NOUN
ejpam-2954	121	24	of	of	ADP
ejpam-2954	121	25	the	the	DET
ejpam-2954	121	26	ldgp	ldgp	NOUN
ejpam-2954	121	27	and	and	CCONJ
ejpam-2954	121	28	in	in	ADP
ejpam-2954	121	29	doing	do	VERB
ejpam-2954	121	30	so	so	ADV
ejpam-2954	121	31	handles	handle	VERB
ejpam-2954	121	32	possible	possible	ADJ
ejpam-2954	121	33	structural	structural	ADJ
ejpam-2954	121	34	breaks	break	NOUN
ejpam-2954	121	35	,	,	PUNCT
ejpam-2954	121	36	which	which	PRON
ejpam-2954	121	37	is	be	AUX
ejpam-2954	121	38	seen	see	VERB
ejpam-2954	121	39	as	as	ADP
ejpam-2954	121	40	more	more	ADV
ejpam-2954	121	41	important	important	ADJ
ejpam-2954	121	42	than	than	ADP
ejpam-2954	121	43	determining	determine	VERB
ejpam-2954	121	44	the	the	DET
ejpam-2954	121	45	uncertainty	uncertainty	NOUN
ejpam-2954	121	46	in	in	ADP
ejpam-2954	121	47	a	a	DET
ejpam-2954	121	48	badly	badly	ADV
ejpam-2954	121	49	specified	specify	VERB
ejpam-2954	121	50	representation	representation	NOUN
ejpam-2954	121	51	.	.	PUNCT
ejpam-2954	122	1	however	however	ADV
ejpam-2954	122	2	,	,	PUNCT
ejpam-2954	122	3	discarding	discard	VERB
ejpam-2954	122	4	potentially	potentially	ADV
ejpam-2954	122	5	useful	useful	ADJ
ejpam-2954	122	6	information	information	NOUN
ejpam-2954	122	7	in	in	ADP
ejpam-2954	122	8	ignored	ignore	VERB
ejpam-2954	122	9	specifications	specification	NOUN
ejpam-2954	122	10	because	because	SCONJ
ejpam-2954	122	11	only	only	ADV
ejpam-2954	122	12	one	one	NUM
ejpam-2954	122	13	model	model	NOUN
ejpam-2954	122	14	is	be	AUX
ejpam-2954	122	15	selected	select	VERB
ejpam-2954	122	16	can	can	AUX
ejpam-2954	122	17	also	also	ADV
ejpam-2954	122	18	lead	lead	VERB
ejpam-2954	122	19	to	to	ADP
ejpam-2954	122	20	poor	poor	ADJ
ejpam-2954	122	21	outcomes	outcome	NOUN
ejpam-2954	122	22	,	,	PUNCT
ejpam-2954	122	23	be	be	AUX
ejpam-2954	122	24	they	they	PRON
ejpam-2954	122	25	parameter	parameter	NOUN
ejpam-2954	122	26	estimates	estimate	NOUN
ejpam-2954	122	27	or	or	CCONJ
ejpam-2954	122	28	forecasts	forecast	NOUN
ejpam-2954	122	29	.	.	PUNCT
ejpam-2954	123	1	thick	thick	ADJ
ejpam-2954	123	2	modelling	modelling	NOUN
ejpam-2954	123	3	is	be	AUX
ejpam-2954	123	4	an	an	DET
ejpam-2954	123	5	approach	approach	NOUN
ejpam-2954	123	6	that	that	PRON
ejpam-2954	123	7	keeps	keep	VERB
ejpam-2954	123	8	all	all	DET
ejpam-2954	123	9	close	close	ADJ
ejpam-2954	123	10	alternative	alternative	ADJ
ejpam-2954	123	11	specifications	specification	NOUN
ejpam-2954	123	12	and	and	CCONJ
ejpam-2954	123	13	pools	pool	NOUN
ejpam-2954	123	14	across	across	ADP
ejpam-2954	123	15	these	these	PRON
ejpam-2954	123	16	.	.	PUNCT
ejpam-2954	124	1	in	in	ADP
ejpam-2954	124	2	the	the	DET
ejpam-2954	124	3	gets	get	NOUN
ejpam-2954	124	4	terminology	terminology	NOUN
ejpam-2954	124	5	,	,	PUNCT
ejpam-2954	124	6	the	the	DET
ejpam-2954	124	7	retained	retain	VERB
ejpam-2954	124	8	terminal	terminal	ADJ
ejpam-2954	124	9	models	model	NOUN
ejpam-2954	124	10	are	be	AUX
ejpam-2954	124	11	all	all	PRON
ejpam-2954	124	12	congruent	congruent	ADJ
ejpam-2954	124	13	encompassing	encompass	VERB
ejpam-2954	124	14	models	model	NOUN
ejpam-2954	124	15	of	of	ADP
ejpam-2954	124	16	the	the	DET
ejpam-2954	124	17	ldgp	ldgp	NOUN
ejpam-2954	124	18	,	,	PUNCT
ejpam-2954	124	19	so	so	ADV
ejpam-2954	124	20	pooling	pool	VERB
ejpam-2954	124	21	across	across	ADP
ejpam-2954	124	22	these	these	DET
ejpam-2954	124	23	models	model	NOUN
ejpam-2954	124	24	will	will	AUX
ejpam-2954	124	25	give	give	VERB
ejpam-2954	124	26	a	a	DET
ejpam-2954	124	27	thick	thick	ADJ
ejpam-2954	124	28	representation	representation	NOUN
ejpam-2954	124	29	of	of	ADP
ejpam-2954	124	30	the	the	DET
ejpam-2954	124	31	ldgp	ldgp	NOUN
ejpam-2954	124	32	.	.	PUNCT
ejpam-2954	125	1	we	we	PRON
ejpam-2954	125	2	can	can	AUX
ejpam-2954	125	3	summarise	summarise	VERB
ejpam-2954	125	4	the	the	DET
ejpam-2954	125	5	approaches	approach	NOUN
ejpam-2954	125	6	as	as	ADP
ejpam-2954	125	7	the	the	DET
ejpam-2954	125	8	choice	choice	NOUN
ejpam-2954	125	9	of	of	ADP
ejpam-2954	125	10	weights	weight	NOUN
ejpam-2954	125	11	on	on	ADP
ejpam-2954	125	12	the	the	DET
ejpam-2954	125	13	model	model	NOUN
ejpam-2954	125	14	combination	combination	NOUN
ejpam-2954	125	15	.	.	PUNCT
ejpam-2954	126	1	if	if	SCONJ
ejpam-2954	126	2	there	there	PRON
ejpam-2954	126	3	are	be	VERB
ejpam-2954	126	4	k	k	PROPN
ejpam-2954	126	5	potential	potential	ADJ
ejpam-2954	126	6	variables	variable	NOUN
ejpam-2954	126	7	,	,	PUNCT
ejpam-2954	126	8	there	there	PRON
ejpam-2954	126	9	are	be	VERB
ejpam-2954	126	10	2k	2k	NUM
ejpam-2954	126	11	combinations	combination	NOUN
ejpam-2954	126	12	of	of	ADP
ejpam-2954	126	13	subsets	subset	NOUN
ejpam-2954	126	14	of	of	ADP
ejpam-2954	126	15	variables	variable	NOUN
ejpam-2954	126	16	,	,	PUNCT
ejpam-2954	126	17	including	include	VERB
ejpam-2954	126	18	the	the	DET
ejpam-2954	126	19	null	null	ADJ
ejpam-2954	126	20	and	and	CCONJ
ejpam-2954	126	21	full	full	ADJ
ejpam-2954	126	22	set	set	NOUN
ejpam-2954	126	23	,	,	PUNCT
ejpam-2954	126	24	resulting	result	VERB
ejpam-2954	126	25	in	in	ADP
ejpam-2954	126	26	2k	2k	NUM
ejpam-2954	126	27	possible	possible	ADJ
ejpam-2954	126	28	models	model	NOUN
ejpam-2954	126	29	.	.	PUNCT
ejpam-2954	127	1	let	let	VERB
ejpam-2954	127	2	m	m	PRON
ejpam-2954	127	3	denote	denote	VERB
ejpam-2954	127	4	the	the	DET
ejpam-2954	127	5	full	full	ADJ
ejpam-2954	127	6	set	set	NOUN
ejpam-2954	127	7	of	of	ADP
ejpam-2954	127	8	models	model	NOUN
ejpam-2954	127	9	and	and	CCONJ
ejpam-2954	127	10	ms	ms	NOUN
ejpam-2954	127	11	the	the	DET
ejpam-2954	127	12	selected	select	VERB
ejpam-2954	127	13	set	set	NOUN
ejpam-2954	127	14	of	of	ADP
ejpam-2954	127	15	models	model	NOUN
ejpam-2954	127	16	,	,	PUNCT
ejpam-2954	127	17	where	where	SCONJ
ejpam-2954	127	18	ms	ms	PROPN
ejpam-2954	127	19	⊆	⊆	NUM
ejpam-2954	127	20	m.	m.	NOUN
ejpam-2954	127	21	given	give	VERB
ejpam-2954	127	22	a	a	DET
ejpam-2954	127	23	criterion	criterion	NOUN
ejpam-2954	127	24	cm	cm	NOUN
ejpam-2954	127	25	,	,	PUNCT
ejpam-2954	127	26	the	the	DET
ejpam-2954	127	27	weights	weight	NOUN
ejpam-2954	127	28	are	be	AUX
ejpam-2954	127	29	given	give	VERB
ejpam-2954	127	30	by	by	ADP
ejpam-2954	127	31	:	:	PUNCT
ejpam-2954	127	32	wm	wm	PROPN
ejpam-2954	127	33	=	=	PRON
ejpam-2954	127	34	{	{	PUNCT
ejpam-2954	127	35	cm∑	cm∑	PROPN
ejpam-2954	127	36	j∈ms	j∈ms	PROPN
ejpam-2954	127	37	cj	cj	PROPN
ejpam-2954	127	38	m	m	PROPN
ejpam-2954	127	39	∈ms	∈m	NOUN
ejpam-2954	127	40	0	0	NUM
ejpam-2954	127	41	m	m	NOUN
ejpam-2954	127	42	/∈ms	/∈ms	PUNCT
ejpam-2954	127	43	(	(	PUNCT
ejpam-2954	127	44	1	1	X
ejpam-2954	127	45	)	)	PUNCT
ejpam-2954	127	46	allowing	allow	VERB
ejpam-2954	127	47	us	we	PRON
ejpam-2954	127	48	to	to	PART
ejpam-2954	127	49	characterize	characterize	VERB
ejpam-2954	127	50	:	:	PUNCT
ejpam-2954	127	51	1	1	X
ejpam-2954	127	52	.	.	PUNCT
ejpam-2954	127	53	model	model	NOUN
ejpam-2954	127	54	selection	selection	NOUN
ejpam-2954	127	55	(	(	PUNCT
ejpam-2954	127	56	thin	thin	ADJ
ejpam-2954	127	57	modelling	modelling	NOUN
ejpam-2954	127	58	in	in	ADP
ejpam-2954	127	59	granger	granger	PROPN
ejpam-2954	127	60	’s	’s	PART
ejpam-2954	127	61	terminology	terminology	NOUN
ejpam-2954	127	62	):	):	PUNCT
ejpam-2954	127	63	ms	ms	PROPN
ejpam-2954	127	64	has	have	VERB
ejpam-2954	127	65	a	a	DET
ejpam-2954	127	66	single	single	ADJ
ejpam-2954	127	67	member	member	NOUN
ejpam-2954	127	68	so	so	ADV
ejpam-2954	127	69	wm	wm	PROPN
ejpam-2954	128	1	=	=	SYM
ejpam-2954	128	2	1	1	NUM
ejpam-2954	128	3	for	for	ADP
ejpam-2954	128	4	the	the	DET
ejpam-2954	128	5	selected	select	VERB
ejpam-2954	128	6	model	model	NOUN
ejpam-2954	128	7	and	and	CCONJ
ejpam-2954	128	8	0	0	NUM
ejpam-2954	128	9	otherwise	otherwise	ADV
ejpam-2954	128	10	.	.	PUNCT
ejpam-2954	129	1	2	2	X
ejpam-2954	129	2	.	.	NUM
ejpam-2954	129	3	unweighted	unweighte	VERB
ejpam-2954	129	4	model	model	NOUN
ejpam-2954	129	5	averaging	averaging	NOUN
ejpam-2954	129	6	:	:	PUNCT
ejpam-2954	129	7	ms	ms	PROPN
ejpam-2954	129	8	=	=	PROPN
ejpam-2954	129	9	m	m	PROPN
ejpam-2954	129	10	and	and	CCONJ
ejpam-2954	129	11	cj	cj	NOUN
ejpam-2954	129	12	=	=	SYM
ejpam-2954	129	13	1	1	NUM
ejpam-2954	129	14	,	,	PUNCT
ejpam-2954	129	15	∀j	∀j	NOUN
ejpam-2954	129	16	,	,	PUNCT
ejpam-2954	129	17	resulting	result	VERB
ejpam-2954	129	18	in	in	ADP
ejpam-2954	129	19	wm	wm	PROPN
ejpam-2954	129	20	=	=	PUNCT
ejpam-2954	129	21	2−k	2−k	NUM
ejpam-2954	129	22	.	.	PUNCT
ejpam-2954	130	1	3	3	X
ejpam-2954	130	2	.	.	X
ejpam-2954	130	3	thick	thick	ADJ
ejpam-2954	130	4	modelling	modelling	NOUN
ejpam-2954	130	5	:	:	PUNCT
ejpam-2954	130	6	assuming	assume	VERB
ejpam-2954	130	7	l	l	NOUN
ejpam-2954	130	8	models	model	NOUN
ejpam-2954	130	9	withinms	withinms	NOUN
ejpam-2954	130	10	,	,	PUNCT
ejpam-2954	130	11	equal	equal	ADJ
ejpam-2954	130	12	weighted	weighted	AUX
ejpam-2954	130	13	averaging	average	VERB
ejpam-2954	130	14	overms	overm	NOUN
ejpam-2954	130	15	with	with	ADP
ejpam-2954	130	16	wm	wm	PROPN
ejpam-2954	130	17	=	=	SYM
ejpam-2954	130	18	l−1	l−1	PROPN
ejpam-2954	130	19	.	.	PUNCT
ejpam-2954	131	1	the	the	DET
ejpam-2954	131	2	criterion	criterion	NOUN
ejpam-2954	131	3	for	for	ADP
ejpam-2954	131	4	autometrics	autometric	NOUN
ejpam-2954	131	5	is	be	AUX
ejpam-2954	131	6	the	the	DET
ejpam-2954	131	7	nominal	nominal	ADJ
ejpam-2954	131	8	significance	significance	NOUN
ejpam-2954	131	9	level	level	NOUN
ejpam-2954	131	10	α	α	NOUN
ejpam-2954	131	11	which	which	PRON
ejpam-2954	131	12	is	be	AUX
ejpam-2954	131	13	set	set	VERB
ejpam-2954	131	14	by	by	ADP
ejpam-2954	131	15	the	the	DET
ejpam-2954	131	16	user	user	NOUN
ejpam-2954	131	17	.	.	PUNCT
ejpam-2954	132	1	this	this	PRON
ejpam-2954	132	2	implies	imply	VERB
ejpam-2954	132	3	the	the	DET
ejpam-2954	132	4	set	set	NOUN
ejpam-2954	132	5	of	of	ADP
ejpam-2954	132	6	selected	select	VERB
ejpam-2954	132	7	models	model	NOUN
ejpam-2954	132	8	is	be	AUX
ejpam-2954	132	9	a	a	DET
ejpam-2954	132	10	function	function	NOUN
ejpam-2954	132	11	of	of	ADP
ejpam-2954	132	12	α	α	NOUN
ejpam-2954	132	13	,	,	PUNCT
ejpam-2954	132	14	ms	ms	PROPN
ejpam-2954	132	15	(	(	PUNCT
ejpam-2954	132	16	α	α	NOUN
ejpam-2954	132	17	)	)	PUNCT
ejpam-2954	132	18	,	,	PUNCT
ejpam-2954	132	19	and	and	CCONJ
ejpam-2954	133	1	varying	vary	VERB
ejpam-2954	133	2	α	α	PROPN
ejpam-2954	133	3	will	will	AUX
ejpam-2954	133	4	j.	j.	PROPN
ejpam-2954	133	5	castle	castle	PROPN
ejpam-2954	133	6	/	/	SYM
ejpam-2954	133	7	eur	eur	PROPN
ejpam-2954	133	8	.	.	PUNCT
ejpam-2954	134	1	j.	j.	PROPN
ejpam-2954	134	2	pure	pure	PROPN
ejpam-2954	134	3	appl	appl	PROPN
ejpam-2954	134	4	.	.	PROPN
ejpam-2954	134	5	math	math	PROPN
ejpam-2954	134	6	,	,	PUNCT
ejpam-2954	134	7	10	10	NUM
ejpam-2954	134	8	(	(	PUNCT
ejpam-2954	134	9	1	1	NUM
ejpam-2954	134	10	)	)	PUNCT
ejpam-2954	134	11	(	(	PUNCT
ejpam-2954	134	12	2017	2017	NUM
ejpam-2954	134	13	)	)	PUNCT
ejpam-2954	134	14	,	,	PUNCT
ejpam-2954	134	15	133	133	NUM
ejpam-2954	134	16	-	-	SYM
ejpam-2954	134	17	156	156	NUM
ejpam-2954	134	18	139	139	NUM
ejpam-2954	134	19	324	324	NUM
ejpam-2954	134	20	c.w	c.w	PROPN
ejpam-2954	134	21	.	.	PUNCT
ejpam-2954	134	22	granger	granger	PROPN
ejpam-2954	134	23	,	,	PUNCT
ejpam-2954	134	24	y.	y.	PROPN
ejpam-2954	134	25	jeon	jeon	PROPN
ejpam-2954	134	26	/	/	SYM
ejpam-2954	134	27	economic	economic	ADJ
ejpam-2954	134	28	modelling	modelling	NOUN
ejpam-2954	134	29	21	21	NUM
ejpam-2954	134	30	(	(	PUNCT
ejpam-2954	134	31	2004	2004	NUM
ejpam-2954	134	32	)	)	PUNCT
ejpam-2954	134	33	323–343	323–343	NUM
ejpam-2954	134	34	fig	fig	NOUN
ejpam-2954	134	35	.	.	PUNCT
ejpam-2954	135	1	1	1	NUM
ejpam-2954	135	2	.	.	X
ejpam-2954	135	3	thin	thin	ADJ
ejpam-2954	135	4	modeling	modeling	NOUN
ejpam-2954	135	5	.	.	PUNCT
ejpam-2954	136	1	ysg(x	ysg(x	X
ejpam-2954	136	2	,	,	PUNCT
ejpam-2954	136	3	u)q	u)q	VERB
ejpam-2954	136	4	´	´	VERB
ejpam-2954	136	5	where	where	SCONJ
ejpam-2954	136	6	x	x	X
ejpam-2954	136	7	,	,	PUNCT
ejpam-2954	136	8	y	y	PROPN
ejpam-2954	136	9	are	be	AUX
ejpam-2954	136	10	,	,	PUNCT
ejpam-2954	136	11	respectively	respectively	ADV
ejpam-2954	136	12	,	,	PUNCT
ejpam-2954	136	13	independent	independent	ADJ
ejpam-2954	136	14	and	and	CCONJ
ejpam-2954	136	15	dependent	dependent	ADJ
ejpam-2954	136	16	variables	variable	NOUN
ejpam-2954	136	17	,	,	PUNCT
ejpam-2954	136	18	g	g	PROPN
ejpam-2954	136	19	(	(	PUNCT
ejpam-2954	136	20	,	,	PUNCT
ejpam-2954	136	21	)	)	PUNCT
ejpam-2954	136	22	is	be	AUX
ejpam-2954	136	23	some	some	PRON
ejpam-2954	136	24	.	.	PUNCT
ejpam-2954	136	25	.	.	PUNCT
ejpam-2954	137	1	function	function	NOUN
ejpam-2954	137	2	,	,	PUNCT
ejpam-2954	137	3	u	u	NOUN
ejpam-2954	137	4	an	an	DET
ejpam-2954	137	5	unknown	unknown	ADJ
ejpam-2954	137	6	parameter(possibly	parameter(possibly	ADV
ejpam-2954	137	7	a	a	DET
ejpam-2954	137	8	vector	vector	NOUN
ejpam-2954	137	9	)	)	PUNCT
ejpam-2954	137	10	and	and	CCONJ
ejpam-2954	137	11	´	´	NOUN
ejpam-2954	137	12	is	be	AUX
ejpam-2954	137	13	a	a	DET
ejpam-2954	137	14	residual	residual	ADJ
ejpam-2954	137	15	.	.	PUNCT
ejpam-2954	138	1	given	give	VERB
ejpam-2954	138	2	this	this	DET
ejpam-2954	138	3	specification	specification	NOUN
ejpam-2954	138	4	,	,	PUNCT
ejpam-2954	138	5	the	the	DET
ejpam-2954	138	6	only	only	ADJ
ejpam-2954	138	7	task	task	NOUN
ejpam-2954	138	8	remaining	remain	VERB
ejpam-2954	138	9	for	for	ADP
ejpam-2954	138	10	the	the	DET
ejpam-2954	138	11	econometrician	econometrician	NOUN
ejpam-2954	138	12	is	be	AUX
ejpam-2954	138	13	the	the	DET
ejpam-2954	138	14	estimation	estimation	NOUN
ejpam-2954	138	15	of	of	ADP
ejpam-2954	138	16	u	u	NOUN
ejpam-2954	138	17	and	and	CCONJ
ejpam-2954	138	18	discussion	discussion	NOUN
ejpam-2954	138	19	of	of	ADP
ejpam-2954	138	20	the	the	DET
ejpam-2954	138	21	properties	property	NOUN
ejpam-2954	138	22	of	of	ADP
ejpam-2954	138	23	this	this	DET
ejpam-2954	138	24	estimate	estimate	NOUN
ejpam-2954	138	25	denoted	denote	VERB
ejpam-2954	138	26	,	,	PUNCT
ejpam-2954	138	27	wheren	wheren	PROPN
ejpam-2954	138	28	is	be	AUX
ejpam-2954	138	29	theûn	theûn	NOUN
ejpam-2954	138	30	sample	sample	NOUN
ejpam-2954	138	31	size	size	NOUN
ejpam-2954	138	32	.	.	PUNCT
ejpam-2954	139	1	the	the	DET
ejpam-2954	139	2	plot	plot	NOUN
ejpam-2954	139	3	of	of	ADP
ejpam-2954	139	4	againstx	againstx	PROPN
ejpam-2954	139	5	gives	give	VERB
ejpam-2954	139	6	a	a	DET
ejpam-2954	139	7	‘	'	PUNCT
ejpam-2954	139	8	thin	thin	ADJ
ejpam-2954	139	9	’	'	PUNCT
ejpam-2954	139	10	curve	curve	NOUN
ejpam-2954	139	11	,	,	PUNCT
ejpam-2954	139	12	as	as	ADP
ejpam-2954	139	13	in	in	ADP
ejpam-2954	139	14	fig.ˆw	fig.ˆw	PROPN
ejpam-2954	139	15	xe	xe	PROPN
ejpam-2954	139	16	y±x	y±x	PROPN
ejpam-2954	139	17	sg(x	sg(x	NUM
ejpam-2954	139	18	,	,	PUNCT
ejpam-2954	139	19	u	u	NOUN
ejpam-2954	139	20	)	)	PUNCT
ejpam-2954	139	21	n	n	PROPN
ejpam-2954	139	22	1	1	NUM
ejpam-2954	139	23	.	.	PUNCT
ejpam-2954	140	1	this	this	DET
ejpam-2954	140	2	curve	curve	NOUN
ejpam-2954	140	3	has	have	VERB
ejpam-2954	140	4	length	length	NOUN
ejpam-2954	140	5	but	but	CCONJ
ejpam-2954	140	6	no	no	DET
ejpam-2954	140	7	width	width	NOUN
ejpam-2954	140	8	.	.	PUNCT
ejpam-2954	141	1	the	the	DET
ejpam-2954	141	2	analysis	analysis	NOUN
ejpam-2954	141	3	then	then	ADV
ejpam-2954	141	4	proceeds	proceed	VERB
ejpam-2954	141	5	by	by	ADP
ejpam-2954	141	6	using	use	VERB
ejpam-2954	141	7	this	this	DET
ejpam-2954	141	8	model	model	NOUN
ejpam-2954	141	9	for	for	ADP
ejpam-2954	141	10	whatever	whatever	DET
ejpam-2954	141	11	purpose	purpose	NOUN
ejpam-2954	141	12	it	it	PRON
ejpam-2954	141	13	was	be	AUX
ejpam-2954	141	14	originally	originally	ADV
ejpam-2954	141	15	constructed	construct	VERB
ejpam-2954	141	16	:	:	PUNCT
ejpam-2954	141	17	for	for	ADP
ejpam-2954	141	18	a	a	DET
ejpam-2954	141	19	policy	policy	NOUN
ejpam-2954	141	20	scenario	scenario	NOUN
ejpam-2954	141	21	,	,	PUNCT
ejpam-2954	141	22	for	for	ADP
ejpam-2954	141	23	testing	test	VERB
ejpam-2954	141	24	a	a	DET
ejpam-2954	141	25	hypothesis	hypothesis	NOUN
ejpam-2954	141	26	,	,	PUNCT
ejpam-2954	141	27	or	or	CCONJ
ejpam-2954	141	28	for	for	ADP
ejpam-2954	141	29	forming	form	VERB
ejpam-2954	141	30	forecasts	forecast	NOUN
ejpam-2954	141	31	,	,	PUNCT
ejpam-2954	141	32	for	for	ADP
ejpam-2954	141	33	example	example	NOUN
ejpam-2954	141	34	.	.	PUNCT
ejpam-2954	142	1	this	this	DET
ejpam-2954	142	2	pristine	pristine	ADJ
ejpam-2954	142	3	sequence	sequence	NOUN
ejpam-2954	142	4	of	of	ADP
ejpam-2954	142	5	events	event	NOUN
ejpam-2954	142	6	in	in	ADP
ejpam-2954	142	7	selecting	selecting	NOUN
ejpam-2954	142	8	,	,	PUNCT
ejpam-2954	142	9	estimating	estimate	VERB
ejpam-2954	142	10	,	,	PUNCT
ejpam-2954	142	11	and	and	CCONJ
ejpam-2954	142	12	using	use	VERB
ejpam-2954	142	13	a	a	DET
ejpam-2954	142	14	single	single	ADJ
ejpam-2954	142	15	specification	specification	NOUN
ejpam-2954	142	16	sounds	sound	VERB
ejpam-2954	142	17	well	well	ADV
ejpam-2954	142	18	in	in	ADP
ejpam-2954	142	19	a	a	DET
ejpam-2954	142	20	textbook	textbook	NOUN
ejpam-2954	142	21	but	but	CCONJ
ejpam-2954	142	22	is	be	AUX
ejpam-2954	142	23	not	not	PART
ejpam-2954	142	24	realistic	realistic	ADJ
ejpam-2954	142	25	.	.	PUNCT
ejpam-2954	143	1	in	in	ADP
ejpam-2954	143	2	practice	practice	NOUN
ejpam-2954	143	3	there	there	PRON
ejpam-2954	143	4	is	be	VERB
ejpam-2954	143	5	rarely	rarely	ADV
ejpam-2954	143	6	a	a	DET
ejpam-2954	143	7	single	single	ADJ
ejpam-2954	143	8	specification	specification	NOUN
ejpam-2954	143	9	that	that	PRON
ejpam-2954	143	10	is	be	AUX
ejpam-2954	143	11	considered	consider	VERB
ejpam-2954	143	12	;	;	PUNCT
ejpam-2954	143	13	there	there	PRON
ejpam-2954	143	14	may	may	AUX
ejpam-2954	143	15	be	be	AUX
ejpam-2954	143	16	alternative	alternative	ADJ
ejpam-2954	143	17	functionsg	functionsg	ADJ
ejpam-2954	143	18	(	(	PUNCT
ejpam-2954	143	19	,	,	PUNCT
ejpam-2954	143	20	)	)	PUNCT
ejpam-2954	143	21	.	.	PUNCT
ejpam-2954	143	22	.	.	PUNCT
ejpam-2954	144	1	available	available	ADJ
ejpam-2954	144	2	,	,	PUNCT
ejpam-2954	144	3	alternative	alternative	ADJ
ejpam-2954	144	4	forms	form	NOUN
ejpam-2954	144	5	for	for	ADP
ejpam-2954	144	6	the	the	DET
ejpam-2954	144	7	explanatory	explanatory	ADJ
ejpam-2954	144	8	variable	variable	ADJ
ejpam-2954	144	9	termx	termx	NOUN
ejpam-2954	144	10	,	,	PUNCT
ejpam-2954	144	11	and	and	CCONJ
ejpam-2954	144	12	different	different	ADJ
ejpam-2954	144	13	ways	way	NOUN
ejpam-2954	144	14	to	to	ADP
ejpam-2954	144	15	estimateu	estimateu	ADJ
ejpam-2954	144	16	,	,	PUNCT
ejpam-2954	144	17	for	for	ADP
ejpam-2954	144	18	example	example	NOUN
ejpam-2954	144	19	.	.	PUNCT
ejpam-2954	145	1	if	if	SCONJ
ejpam-2954	145	2	each	each	DET
ejpam-2954	145	3	specification	specification	NOUN
ejpam-2954	145	4	is	be	AUX
ejpam-2954	145	5	estimated	estimate	VERB
ejpam-2954	145	6	and	and	CCONJ
ejpam-2954	145	7	plotted	plot	VERB
ejpam-2954	145	8	as	as	ADP
ejpam-2954	145	9	before	before	ADV
ejpam-2954	145	10	,	,	PUNCT
ejpam-2954	145	11	one	one	PRON
ejpam-2954	145	12	will	will	AUX
ejpam-2954	145	13	get	get	VERB
ejpam-2954	145	14	a	a	DET
ejpam-2954	145	15	‘	'	PUNCT
ejpam-2954	145	16	thick	thick	ADJ
ejpam-2954	145	17	’	'	PUNCT
ejpam-2954	145	18	representation	representation	NOUN
ejpam-2954	145	19	as	as	ADP
ejpam-2954	145	20	in	in	ADP
ejpam-2954	145	21	fig	fig	NOUN
ejpam-2954	145	22	.	.	PUNCT
ejpam-2954	146	1	2	2	NUM
ejpam-2954	146	2	,	,	PUNCT
ejpam-2954	146	3	where	where	SCONJ
ejpam-2954	146	4	it	it	PRON
ejpam-2954	146	5	is	be	AUX
ejpam-2954	146	6	expected	expect	VERB
ejpam-2954	146	7	that	that	SCONJ
ejpam-2954	146	8	the	the	DET
ejpam-2954	146	9	alternatives	alternative	NOUN
ejpam-2954	146	10	do	do	AUX
ejpam-2954	146	11	not	not	PART
ejpam-2954	146	12	differ	differ	VERB
ejpam-2954	146	13	greatly	greatly	ADV
ejpam-2954	146	14	from	from	ADP
ejpam-2954	146	15	one	one	NUM
ejpam-2954	146	16	to	to	ADP
ejpam-2954	146	17	another	another	PRON
ejpam-2954	146	18	.	.	PUNCT
ejpam-2954	147	1	the	the	DET
ejpam-2954	147	2	present	present	ADJ
ejpam-2954	147	3	standard	standard	ADJ
ejpam-2954	147	4	practice2	practice2	NOUN
ejpam-2954	147	5	is	be	AUX
ejpam-2954	147	6	to	to	PART
ejpam-2954	147	7	choose	choose	VERB
ejpam-2954	147	8	the	the	DET
ejpam-2954	147	9	‘	'	PUNCT
ejpam-2954	147	10	best	good	ADJ
ejpam-2954	147	11	’	'	PUNCT
ejpam-2954	147	12	specification	specification	NOUN
ejpam-2954	147	13	from	from	ADP
ejpam-2954	147	14	those	those	PRON
ejpam-2954	147	15	that	that	PRON
ejpam-2954	147	16	are	be	AUX
ejpam-2954	147	17	available	available	ADJ
ejpam-2954	147	18	,	,	PUNCT
ejpam-2954	147	19	using	use	VERB
ejpam-2954	147	20	some	some	DET
ejpam-2954	147	21	sensible	sensible	ADJ
ejpam-2954	147	22	criterion	criterion	NOUN
ejpam-2954	147	23	,	,	PUNCT
ejpam-2954	147	24	such	such	ADJ
ejpam-2954	147	25	as	as	ADP
ejpam-2954	147	26	one	one	NUM
ejpam-2954	147	27	of	of	ADP
ejpam-2954	147	28	the	the	DET
ejpam-2954	147	29	model	model	NOUN
ejpam-2954	147	30	selection	selection	NOUN
ejpam-2954	147	31	criteria	criterion	NOUN
ejpam-2954	147	32	,	,	PUNCT
ejpam-2954	147	33	aic	aic	PROPN
ejpam-2954	147	34	,	,	PUNCT
ejpam-2954	147	35	bic	bic	PROPN
ejpam-2954	147	36	,	,	PUNCT
ejpam-2954	147	37	or	or	CCONJ
ejpam-2954	147	38	the	the	DET
ejpam-2954	147	39	maximum	maximum	ADJ
ejpam-2954	147	40	likelihood	likelihood	NOUN
ejpam-2954	147	41	estimator	estimator	NOUN
ejpam-2954	147	42	,	,	PUNCT
ejpam-2954	147	43	for	for	ADP
ejpam-2954	147	44	example	example	NOUN
ejpam-2954	147	45	,	,	PUNCT
ejpam-2954	147	46	and	and	CCONJ
ejpam-2954	147	47	so	so	ADV
ejpam-2954	147	48	reduce	reduce	VERB
ejpam-2954	147	49	the	the	DET
ejpam-2954	147	50	thick	thick	ADJ
ejpam-2954	147	51	model	model	NOUN
ejpam-2954	147	52	to	to	ADP
ejpam-2954	147	53	a	a	DET
ejpam-2954	147	54	best	good	ADJ
ejpam-2954	147	55	thin	thin	ADJ
ejpam-2954	147	56	one	one	NOUN
ejpam-2954	147	57	.	.	PUNCT
ejpam-2954	148	1	this	this	PRON
ejpam-2954	148	2	is	be	AUX
ejpam-2954	148	3	then	then	ADV
ejpam-2954	148	4	used	use	VERB
ejpam-2954	148	5	for	for	ADP
ejpam-2954	148	6	forecasting	forecasting	NOUN
ejpam-2954	148	7	or	or	CCONJ
ejpam-2954	148	8	whatever	whatever	PRON
ejpam-2954	148	9	is	be	AUX
ejpam-2954	148	10	the	the	DET
ejpam-2954	148	11	desired	desire	VERB
ejpam-2954	148	12	purpose	purpose	NOUN
ejpam-2954	148	13	.	.	PUNCT
ejpam-2954	149	1	however	however	ADV
ejpam-2954	149	2	,	,	PUNCT
ejpam-2954	149	3	here	here	ADV
ejpam-2954	149	4	any	any	DET
ejpam-2954	149	5	useful	useful	ADJ
ejpam-2954	149	6	information	information	NOUN
ejpam-2954	149	7	that	that	PRON
ejpam-2954	149	8	is	be	AUX
ejpam-2954	149	9	in	in	ADP
ejpam-2954	149	10	the	the	DET
ejpam-2954	149	11	specifications	specification	NOUN
ejpam-2954	149	12	that	that	PRON
ejpam-2954	149	13	are	be	AUX
ejpam-2954	149	14	not	not	PART
ejpam-2954	149	15	selected	select	VERB
ejpam-2954	149	16	is	be	AUX
ejpam-2954	149	17	being	be	AUX
ejpam-2954	149	18	ignored	ignore	VERB
ejpam-2954	149	19	.	.	PUNCT
ejpam-2954	150	1	there	there	PRON
ejpam-2954	150	2	are	be	VERB
ejpam-2954	150	3	good	good	ADJ
ejpam-2954	150	4	reasons	reason	NOUN
ejpam-2954	150	5	for	for	ADP
ejpam-2954	150	6	thinking	think	VERB
ejpam-2954	150	7	that	that	SCONJ
ejpam-2954	150	8	this	this	PRON
ejpam-2954	150	9	may	may	AUX
ejpam-2954	150	10	not	not	PART
ejpam-2954	150	11	be	be	AUX
ejpam-2954	150	12	the	the	DET
ejpam-2954	150	13	use	use	NOUN
ejpam-2954	150	14	of	of	ADP
ejpam-2954	150	15	the	the	DET
ejpam-2954	150	16	terms	term	NOUN
ejpam-2954	150	17	‘	'	PUNCT
ejpam-2954	150	18	thick	thick	ADJ
ejpam-2954	150	19	’	'	PUNCT
ejpam-2954	150	20	and	and	CCONJ
ejpam-2954	150	21	‘	'	PUNCT
ejpam-2954	150	22	thin	thin	ADJ
ejpam-2954	150	23	’	'	PUNCT
ejpam-2954	150	24	modeling	modeling	NOUN
ejpam-2954	150	25	here	here	ADV
ejpam-2954	150	26	has	have	AUX
ejpam-2954	150	27	little	little	ADJ
ejpam-2954	150	28	in	in	ADP
ejpam-2954	150	29	common	common	ADJ
ejpam-2954	150	30	with	with	ADP
ejpam-2954	150	31	the	the	DET
ejpam-2954	150	32	earlier	early	ADJ
ejpam-2954	150	33	use	use	NOUN
ejpam-2954	150	34	of2	of2	VERB
ejpam-2954	150	35	these	these	DET
ejpam-2954	150	36	terms	term	NOUN
ejpam-2954	150	37	by	by	ADP
ejpam-2954	150	38	mccloskey(1988)when	mccloskey(1988)when	NOUN
ejpam-2954	150	39	discussing	discuss	VERB
ejpam-2954	150	40	methodologies	methodology	NOUN
ejpam-2954	150	41	.	.	PUNCT
ejpam-2954	151	1	she	she	PRON
ejpam-2954	151	2	was	be	AUX
ejpam-2954	151	3	writing	write	VERB
ejpam-2954	151	4	about	about	ADP
ejpam-2954	151	5	methodology	methodology	NOUN
ejpam-2954	151	6	being	be	AUX
ejpam-2954	151	7	‘	'	PUNCT
ejpam-2954	151	8	thin	thin	ADJ
ejpam-2954	151	9	’	'	PUNCT
ejpam-2954	151	10	if	if	SCONJ
ejpam-2954	151	11	it	it	PRON
ejpam-2954	151	12	asked	ask	VERB
ejpam-2954	151	13	‘	'	PUNCT
ejpam-2954	151	14	thin	thin	ADJ
ejpam-2954	151	15	’	'	PUNCT
ejpam-2954	151	16	questions	question	NOUN
ejpam-2954	151	17	;	;	PUNCT
ejpam-2954	151	18	that	that	PRON
ejpam-2954	151	19	is	be	AUX
ejpam-2954	151	20	,	,	PUNCT
ejpam-2954	151	21	ones	one	NOUN
ejpam-2954	151	22	that	that	PRON
ejpam-2954	151	23	are	be	AUX
ejpam-2954	151	24	two	two	NUM
ejpam-2954	151	25	narrow	narrow	ADJ
ejpam-2954	151	26	or	or	CCONJ
ejpam-2954	151	27	constrained	constrain	VERB
ejpam-2954	151	28	to	to	PART
ejpam-2954	151	29	be	be	AUX
ejpam-2954	151	30	of	of	ADP
ejpam-2954	151	31	real	real	ADJ
ejpam-2954	151	32	interest	interest	NOUN
ejpam-2954	151	33	.	.	PUNCT
ejpam-2954	152	1	325c.w	325c.w	X
ejpam-2954	152	2	.	.	PUNCT
ejpam-2954	153	1	granger	granger	PROPN
ejpam-2954	153	2	,	,	PUNCT
ejpam-2954	153	3	y.	y.	PROPN
ejpam-2954	153	4	jeon	jeon	PROPN
ejpam-2954	153	5	/	/	SYM
ejpam-2954	153	6	economic	economic	ADJ
ejpam-2954	153	7	modelling	modelling	NOUN
ejpam-2954	153	8	21	21	NUM
ejpam-2954	153	9	(	(	PUNCT
ejpam-2954	153	10	2004	2004	NUM
ejpam-2954	153	11	)	)	PUNCT
ejpam-2954	153	12	323–343	323–343	NUM
ejpam-2954	153	13	fig	fig	NOUN
ejpam-2954	153	14	.	.	PUNCT
ejpam-2954	154	1	2	2	NUM
ejpam-2954	154	2	.	.	X
ejpam-2954	154	3	thick	thick	ADJ
ejpam-2954	154	4	modeling	modeling	NOUN
ejpam-2954	154	5	.	.	PUNCT
ejpam-2954	155	1	a	a	DET
ejpam-2954	155	2	good	good	ADJ
ejpam-2954	155	3	strategy	strategy	NOUN
ejpam-2954	155	4	.	.	PUNCT
ejpam-2954	156	1	for	for	ADP
ejpam-2954	156	2	example	example	NOUN
ejpam-2954	156	3	,	,	PUNCT
ejpam-2954	156	4	the	the	DET
ejpam-2954	156	5	combination	combination	NOUN
ejpam-2954	156	6	of	of	ADP
ejpam-2954	156	7	forecasts	forecast	NOUN
ejpam-2954	156	8	is	be	AUX
ejpam-2954	156	9	often	often	ADV
ejpam-2954	156	10	a	a	DET
ejpam-2954	156	11	better	well	ADJ
ejpam-2954	156	12	procedure	procedure	NOUN
ejpam-2954	156	13	than	than	ADP
ejpam-2954	156	14	using	use	VERB
ejpam-2954	156	15	the	the	DET
ejpam-2954	156	16	individually	individually	ADV
ejpam-2954	156	17	best	good	ADJ
ejpam-2954	156	18	forecast	forecast	NOUN
ejpam-2954	156	19	.	.	PUNCT
ejpam-2954	157	1	similarly	similarly	ADV
ejpam-2954	157	2	,	,	PUNCT
ejpam-2954	157	3	a	a	DET
ejpam-2954	157	4	portfolio	portfolio	NOUN
ejpam-2954	157	5	of	of	ADP
ejpam-2954	157	6	assets	asset	NOUN
ejpam-2954	157	7	is	be	AUX
ejpam-2954	157	8	usually	usually	ADV
ejpam-2954	157	9	better	well	ADJ
ejpam-2954	157	10	than	than	ADP
ejpam-2954	157	11	investing	invest	VERB
ejpam-2954	157	12	in	in	ADP
ejpam-2954	157	13	a	a	DET
ejpam-2954	157	14	single	single	ADJ
ejpam-2954	157	15	asset	asset	NOUN
ejpam-2954	157	16	,	,	PUNCT
ejpam-2954	157	17	even	even	ADV
ejpam-2954	157	18	if	if	SCONJ
ejpam-2954	157	19	it	it	PRON
ejpam-2954	157	20	is	be	AUX
ejpam-2954	157	21	better	well	ADJ
ejpam-2954	157	22	than	than	ADP
ejpam-2954	157	23	any	any	DET
ejpam-2954	157	24	other	other	ADJ
ejpam-2954	157	25	single	single	ADJ
ejpam-2954	157	26	alternative	alternative	NOUN
ejpam-2954	157	27	in	in	ADP
ejpam-2954	157	28	comparisons	comparison	NOUN
ejpam-2954	157	29	of	of	ADP
ejpam-2954	157	30	pairs	pair	NOUN
ejpam-2954	157	31	.	.	PUNCT
ejpam-2954	158	1	thick	thick	ADJ
ejpam-2954	158	2	modeling	modeling	NOUN
ejpam-2954	158	3	consists	consist	VERB
ejpam-2954	158	4	of	of	ADP
ejpam-2954	158	5	using	use	VERB
ejpam-2954	158	6	many	many	ADJ
ejpam-2954	158	7	alternative	alternative	ADJ
ejpam-2954	158	8	specifications	specification	NOUN
ejpam-2954	158	9	of	of	ADP
ejpam-2954	158	10	similar	similar	ADJ
ejpam-2954	158	11	quality	quality	NOUN
ejpam-2954	158	12	,	,	PUNCT
ejpam-2954	158	13	using	use	VERB
ejpam-2954	158	14	each	each	PRON
ejpam-2954	158	15	to	to	PART
ejpam-2954	158	16	produce	produce	VERB
ejpam-2954	158	17	the	the	DET
ejpam-2954	158	18	output	output	NOUN
ejpam-2954	158	19	required	require	VERB
ejpam-2954	158	20	for	for	ADP
ejpam-2954	158	21	the	the	DET
ejpam-2954	158	22	purpose	purpose	NOUN
ejpam-2954	158	23	of	of	ADP
ejpam-2954	158	24	the	the	DET
ejpam-2954	158	25	modeling	modeling	NOUN
ejpam-2954	158	26	exercise	exercise	NOUN
ejpam-2954	158	27	,	,	PUNCT
ejpam-2954	158	28	such	such	ADJ
ejpam-2954	158	29	as	as	ADP
ejpam-2954	158	30	a	a	DET
ejpam-2954	158	31	set	set	NOUN
ejpam-2954	158	32	of	of	ADP
ejpam-2954	158	33	forecasts	forecast	NOUN
ejpam-2954	158	34	,	,	PUNCT
ejpam-2954	158	35	policy	policy	NOUN
ejpam-2954	158	36	scenarios	scenario	NOUN
ejpam-2954	158	37	,	,	PUNCT
ejpam-2954	158	38	elasticity	elasticity	NOUN
ejpam-2954	158	39	estimates	estimate	NOUN
ejpam-2954	158	40	,	,	PUNCT
ejpam-2954	158	41	or	or	CCONJ
ejpam-2954	158	42	tests	test	NOUN
ejpam-2954	158	43	of	of	ADP
ejpam-2954	158	44	some	some	DET
ejpam-2954	158	45	hypothesis	hypothesis	NOUN
ejpam-2954	158	46	,	,	PUNCT
ejpam-2954	158	47	and	and	CCONJ
ejpam-2954	158	48	then	then	ADV
ejpam-2954	158	49	combine	combine	VERB
ejpam-2954	158	50	or	or	CCONJ
ejpam-2954	158	51	synthesize	synthesize	VERB
ejpam-2954	158	52	the	the	DET
ejpam-2954	158	53	results	result	NOUN
ejpam-2954	158	54	.	.	PUNCT
ejpam-2954	159	1	one	one	PRON
ejpam-2954	159	2	gets	get	VERB
ejpam-2954	159	3	a	a	DET
ejpam-2954	159	4	simple	simple	ADJ
ejpam-2954	159	5	form	form	NOUN
ejpam-2954	159	6	of	of	ADP
ejpam-2954	159	7	‘	'	PUNCT
ejpam-2954	159	8	meta	meta	ADJ
ejpam-2954	159	9	-	-	PUNCT
ejpam-2954	159	10	analysis	analysis	NOUN
ejpam-2954	159	11	,	,	PUNCT
ejpam-2954	159	12	’	'	PUNCT
ejpam-2954	159	13	which	which	PRON
ejpam-2954	159	14	is	be	AUX
ejpam-2954	159	15	a	a	DET
ejpam-2954	159	16	form	form	NOUN
ejpam-2954	159	17	of	of	ADP
ejpam-2954	159	18	synthesis	synthesis	NOUN
ejpam-2954	159	19	of	of	ADP
ejpam-2954	159	20	research	research	NOUN
ejpam-2954	159	21	used	use	VERB
ejpam-2954	159	22	more	more	ADV
ejpam-2954	159	23	in	in	ADP
ejpam-2954	159	24	other	other	ADJ
ejpam-2954	159	25	fields	field	NOUN
ejpam-2954	159	26	than	than	ADP
ejpam-2954	159	27	in	in	ADP
ejpam-2954	159	28	economics.3	economics.3	PROPN
ejpam-2954	159	29	as	as	ADP
ejpam-2954	159	30	a	a	DET
ejpam-2954	159	31	conceptional	conceptional	ADJ
ejpam-2954	159	32	illustration	illustration	NOUN
ejpam-2954	159	33	,	,	PUNCT
ejpam-2954	159	34	consider	consider	VERB
ejpam-2954	159	35	the	the	DET
ejpam-2954	159	36	estimation	estimation	NOUN
ejpam-2954	159	37	of	of	ADP
ejpam-2954	159	38	an	an	DET
ejpam-2954	159	39	impulse	impulse	ADJ
ejpam-2954	159	40	response	response	NOUN
ejpam-2954	159	41	of	of	ADP
ejpam-2954	159	42	an	an	DET
ejpam-2954	159	43	increase	increase	NOUN
ejpam-2954	159	44	in	in	ADP
ejpam-2954	159	45	,	,	PUNCT
ejpam-2954	159	46	say	say	INTJ
ejpam-2954	159	47	,	,	PUNCT
ejpam-2954	159	48	money	money	NOUN
ejpam-2954	159	49	supply(m	supply(m	NOUN
ejpam-2954	159	50	)	)	PUNCT
ejpam-2954	159	51	on	on	ADP
ejpam-2954	159	52	unemployment	unemployment	NOUN
ejpam-2954	159	53	rate(u	rate(u	NOUN
ejpam-2954	159	54	)	)	PUNCT
ejpam-2954	159	55	in	in	ADP
ejpam-2954	159	56	6	6	NUM
ejpam-2954	159	57	months	month	NOUN
ejpam-2954	159	58	time	time	NOUN
ejpam-2954	159	59	.	.	PUNCT
ejpam-2954	160	1	if	if	SCONJ
ejpam-2954	160	2	one	one	PRON
ejpam-2954	160	3	builds	build	VERB
ejpam-2954	160	4	a	a	DET
ejpam-2954	160	5	vector	vector	NOUN
ejpam-2954	160	6	autoregressive(var	autoregressive(var	NOUN
ejpam-2954	160	7	)	)	PUNCT
ejpam-2954	160	8	model	model	NOUN
ejpam-2954	160	9	involving	involve	VERB
ejpam-2954	160	10	m	m	PROPN
ejpam-2954	160	11	variables	variable	NOUN
ejpam-2954	160	12	,	,	PUNCT
ejpam-2954	160	13	including	include	VERB
ejpam-2954	160	14	m	m	PROPN
ejpam-2954	160	15	andu	andu	NOUN
ejpam-2954	160	16	,	,	PUNCT
ejpam-2954	160	17	with	with	ADP
ejpam-2954	160	18	p	p	NOUN
ejpam-2954	160	19	lags	lag	NOUN
ejpam-2954	160	20	,	,	PUNCT
ejpam-2954	160	21	denote	denote	VERB
ejpam-2954	160	22	the	the	DET
ejpam-2954	160	23	vector	vector	NOUN
ejpam-2954	160	24	of	of	ADP
ejpam-2954	160	25	variables	variable	NOUN
ejpam-2954	160	26	by	by	ADP
ejpam-2954	160	27	then	then	ADV
ejpam-2954	160	28	the	the	DET
ejpam-2954	160	29	varxt	varxt	PROPN
ejpam-2954	160	30	¯	¯	PROPN
ejpam-2954	160	31	is	be	AUX
ejpam-2954	160	32	given	give	VERB
ejpam-2954	160	33	by	by	ADP
ejpam-2954	160	34	x	x	PROPN
ejpam-2954	160	35	sa	sa	PROPN
ejpam-2954	160	36	(	(	PUNCT
ejpam-2954	160	37	b)x	b)x	X
ejpam-2954	160	38	qet	qet	PROPN
ejpam-2954	160	39	p	p	PROPN
ejpam-2954	160	40	t	t	PROPN
ejpam-2954	160	41	t	t	X
ejpam-2954	160	42	¯	¯	X
ejpam-2954	160	43	¯	¯	PUNCT
ejpam-2954	160	44	¯	¯	PUNCT
ejpam-2954	160	45	¯	¯	PUNCT
ejpam-2954	160	46	even	even	ADV
ejpam-2954	160	47	though	though	SCONJ
ejpam-2954	160	48	our	our	PRON
ejpam-2954	160	49	work	work	NOUN
ejpam-2954	160	50	is	be	AUX
ejpam-2954	160	51	adjacent	adjacent	ADJ
ejpam-2954	160	52	to	to	ADP
ejpam-2954	160	53	meta	meta	VERB
ejpam-2954	160	54	-	-	PUNCT
ejpam-2954	160	55	analysis	analysis	NOUN
ejpam-2954	160	56	,	,	PUNCT
ejpam-2954	160	57	for	for	ADP
ejpam-2954	160	58	example	example	NOUN
ejpam-2954	160	59	as	as	SCONJ
ejpam-2954	160	60	explained	explain	VERB
ejpam-2954	160	61	in	in	ADP
ejpam-2954	160	62	stanley(2001),3	stanley(2001),3	NOUN
ejpam-2954	160	63	we	we	PRON
ejpam-2954	160	64	do	do	AUX
ejpam-2954	160	65	not	not	PART
ejpam-2954	160	66	use	use	VERB
ejpam-2954	160	67	it	it	PRON
ejpam-2954	160	68	directly	directly	ADV
ejpam-2954	160	69	.	.	PUNCT
ejpam-2954	161	1	instead	instead	ADV
ejpam-2954	161	2	,	,	PUNCT
ejpam-2954	161	3	we	we	PRON
ejpam-2954	161	4	are	be	AUX
ejpam-2954	161	5	merely	merely	ADV
ejpam-2954	161	6	discussing	discuss	VERB
ejpam-2954	161	7	reduction(many	reduction(many	NOUN
ejpam-2954	161	8	-	-	PUNCT
ejpam-2954	161	9	to	to	ADP
ejpam-2954	161	10	-	-	PUNCT
ejpam-2954	161	11	few	few	ADJ
ejpam-2954	161	12	)	)	PUNCT
ejpam-2954	161	13	models	model	NOUN
ejpam-2954	161	14	rather	rather	ADV
ejpam-2954	161	15	than	than	ADP
ejpam-2954	161	16	trying	try	VERB
ejpam-2954	161	17	to	to	PART
ejpam-2954	161	18	discuss	discuss	VERB
ejpam-2954	161	19	the	the	DET
ejpam-2954	161	20	relationships	relationship	NOUN
ejpam-2954	161	21	to	to	ADP
ejpam-2954	161	22	the	the	DET
ejpam-2954	161	23	many	many	ADJ
ejpam-2954	161	24	,	,	PUNCT
ejpam-2954	161	25	which	which	PRON
ejpam-2954	161	26	meta	meta	NOUN
ejpam-2954	161	27	-	-	PUNCT
ejpam-2954	161	28	analysis	analysis	NOUN
ejpam-2954	161	29	would	would	AUX
ejpam-2954	161	30	do	do	VERB
ejpam-2954	161	31	.	.	PUNCT
ejpam-2954	162	1	at	at	ADP
ejpam-2954	162	2	the	the	DET
ejpam-2954	162	3	thick	thick	ADJ
ejpam-2954	162	4	stage	stage	NOUN
ejpam-2954	162	5	we	we	PRON
ejpam-2954	162	6	only	only	ADV
ejpam-2954	162	7	suggest	suggest	AUX
ejpam-2954	162	8	actually	actually	ADV
ejpam-2954	162	9	combining	combine	VERB
ejpam-2954	162	10	forecasts	forecast	NOUN
ejpam-2954	162	11	,	,	PUNCT
ejpam-2954	162	12	just	just	ADV
ejpam-2954	162	13	considering	consider	VERB
ejpam-2954	162	14	a	a	DET
ejpam-2954	162	15	set	set	NOUN
ejpam-2954	162	16	of	of	ADP
ejpam-2954	162	17	alternative	alternative	ADJ
ejpam-2954	162	18	estimators	estimator	NOUN
ejpam-2954	162	19	of	of	ADP
ejpam-2954	162	20	a	a	DET
ejpam-2954	162	21	parameter	parameter	NOUN
ejpam-2954	162	22	in	in	ADP
ejpam-2954	162	23	some	some	DET
ejpam-2954	162	24	way	way	NOUN
ejpam-2954	162	25	.	.	PUNCT
ejpam-2954	163	1	and	and	CCONJ
ejpam-2954	163	2	leamer(1983	leamer(1983	ADJ
ejpam-2954	163	3	)	)	PUNCT
ejpam-2954	163	4	and	and	CCONJ
ejpam-2954	163	5	leamer	leamer	NOUN
ejpam-2954	163	6	and	and	CCONJ
ejpam-2954	163	7	leonard(1983	leonard(1983	NOUN
ejpam-2954	163	8	)	)	PUNCT
ejpam-2954	163	9	adopt	adopt	VERB
ejpam-2954	163	10	the	the	DET
ejpam-2954	163	11	extreme	extreme	ADJ
ejpam-2954	163	12	bounds	bound	NOUN
ejpam-2954	163	13	analysis	analysis	NOUN
ejpam-2954	163	14	as	as	ADP
ejpam-2954	163	15	an	an	DET
ejpam-2954	163	16	approach	approach	NOUN
ejpam-2954	163	17	to	to	ADP
ejpam-2954	163	18	the	the	DET
ejpam-2954	163	19	model	model	NOUN
ejpam-2954	163	20	specification	specification	NOUN
ejpam-2954	163	21	problem	problem	NOUN
ejpam-2954	163	22	.	.	PUNCT
ejpam-2954	164	1	the	the	DET
ejpam-2954	164	2	parameters	parameter	NOUN
ejpam-2954	164	3	of	of	ADP
ejpam-2954	164	4	interest	interest	NOUN
ejpam-2954	164	5	are	be	AUX
ejpam-2954	164	6	estimated	estimate	VERB
ejpam-2954	164	7	and	and	CCONJ
ejpam-2954	164	8	,	,	PUNCT
ejpam-2954	164	9	depending	depend	VERB
ejpam-2954	164	10	on	on	ADP
ejpam-2954	164	11	whether	whether	SCONJ
ejpam-2954	164	12	the	the	DET
ejpam-2954	164	13	range	range	NOUN
ejpam-2954	164	14	of	of	ADP
ejpam-2954	164	15	these	these	DET
ejpam-2954	164	16	estimates	estimate	NOUN
ejpam-2954	164	17	including	include	VERB
ejpam-2954	164	18	a	a	DET
ejpam-2954	164	19	maximum	maximum	NOUN
ejpam-2954	164	20	and	and	CCONJ
ejpam-2954	164	21	a	a	DET
ejpam-2954	164	22	minimum	minimum	ADJ
ejpam-2954	164	23	effect	effect	NOUN
ejpam-2954	164	24	is	be	AUX
ejpam-2954	164	25	narrow	narrow	ADJ
ejpam-2954	164	26	enough	enough	ADV
ejpam-2954	164	27	,	,	PUNCT
ejpam-2954	164	28	the	the	DET
ejpam-2954	164	29	data	datum	NOUN
ejpam-2954	164	30	can	can	AUX
ejpam-2954	164	31	be	be	AUX
ejpam-2954	164	32	considered	consider	VERB
ejpam-2954	164	33	to	to	PART
ejpam-2954	164	34	yield	yield	VERB
ejpam-2954	164	35	useful	useful	ADJ
ejpam-2954	164	36	results	result	NOUN
ejpam-2954	164	37	.	.	PUNCT
ejpam-2954	165	1	as	as	SCONJ
ejpam-2954	165	2	the	the	DET
ejpam-2954	165	3	referee	referee	NOUN
ejpam-2954	165	4	points	point	VERB
ejpam-2954	165	5	out	out	ADP
ejpam-2954	165	6	,	,	PUNCT
ejpam-2954	165	7	our	our	PRON
ejpam-2954	165	8	approach	approach	NOUN
ejpam-2954	165	9	is	be	AUX
ejpam-2954	165	10	similar	similar	ADJ
ejpam-2954	165	11	,	,	PUNCT
ejpam-2954	165	12	but	but	CCONJ
ejpam-2954	165	13	we	we	PRON
ejpam-2954	165	14	utilize	utilize	VERB
ejpam-2954	165	15	averaging	average	VERB
ejpam-2954	165	16	models	model	NOUN
ejpam-2954	165	17	instead	instead	ADV
ejpam-2954	165	18	.	.	PUNCT
ejpam-2954	166	1	figure	figure	VERB
ejpam-2954	166	2	1	1	NUM
ejpam-2954	166	3	:	:	PUNCT
ejpam-2954	166	4	figures	figure	NOUN
ejpam-2954	166	5	from	from	ADP
ejpam-2954	166	6	granger	granger	PROPN
ejpam-2954	166	7	and	and	CCONJ
ejpam-2954	166	8	jeon	jeon	PROPN
ejpam-2954	166	9	(	(	PUNCT
ejpam-2954	166	10	2004	2004	NUM
ejpam-2954	166	11	)	)	PUNCT
ejpam-2954	166	12	describing	describe	VERB
ejpam-2954	166	13	thin	thin	ADJ
ejpam-2954	166	14	and	and	CCONJ
ejpam-2954	166	15	thick	thick	ADJ
ejpam-2954	166	16	modelling	modelling	NOUN
ejpam-2954	166	17	vary	vary	VERB
ejpam-2954	166	18	the	the	DET
ejpam-2954	166	19	number	number	NOUN
ejpam-2954	166	20	of	of	ADP
ejpam-2954	166	21	selected	select	VERB
ejpam-2954	166	22	models	model	NOUN
ejpam-2954	166	23	.	.	PUNCT
ejpam-2954	167	1	when	when	SCONJ
ejpam-2954	167	2	α	α	PRON
ejpam-2954	167	3	=	=	SYM
ejpam-2954	167	4	1	1	NUM
ejpam-2954	167	5	the	the	DET
ejpam-2954	167	6	gum	gum	NOUN
ejpam-2954	167	7	will	will	AUX
ejpam-2954	167	8	be	be	AUX
ejpam-2954	167	9	retained	retain	VERB
ejpam-2954	167	10	,	,	PUNCT
ejpam-2954	167	11	so	so	ADV
ejpam-2954	167	12	ms	ms	PROPN
ejpam-2954	167	13	will	will	AUX
ejpam-2954	167	14	have	have	VERB
ejpam-2954	167	15	a	a	DET
ejpam-2954	167	16	single	single	ADJ
ejpam-2954	167	17	member	member	NOUN
ejpam-2954	167	18	although	although	SCONJ
ejpam-2954	167	19	no	no	DET
ejpam-2954	167	20	selection	selection	NOUN
ejpam-2954	167	21	has	have	AUX
ejpam-2954	167	22	been	be	AUX
ejpam-2954	167	23	applied	apply	VERB
ejpam-2954	167	24	.	.	PUNCT
ejpam-2954	168	1	a	a	DET
ejpam-2954	168	2	tight	tight	ADJ
ejpam-2954	168	3	α	α	NOUN
ejpam-2954	168	4	will	will	AUX
ejpam-2954	168	5	likely	likely	ADV
ejpam-2954	168	6	lead	lead	VERB
ejpam-2954	168	7	to	to	ADP
ejpam-2954	168	8	a	a	DET
ejpam-2954	168	9	smaller	small	ADJ
ejpam-2954	168	10	subset	subset	NOUN
ejpam-2954	168	11	of	of	ADP
ejpam-2954	168	12	congruent	congruent	ADJ
ejpam-2954	168	13	mutually	mutually	ADV
ejpam-2954	168	14	encompassing	encompass	VERB
ejpam-2954	168	15	models	model	NOUN
ejpam-2954	168	16	retained	retain	VERB
ejpam-2954	168	17	,	,	PUNCT
ejpam-2954	168	18	so	so	ADV
ejpam-2954	168	19	fewer	few	ADJ
ejpam-2954	168	20	models	model	NOUN
ejpam-2954	168	21	to	to	PART
ejpam-2954	168	22	average	average	VERB
ejpam-2954	168	23	over	over	ADP
ejpam-2954	168	24	for	for	ADP
ejpam-2954	168	25	the	the	DET
ejpam-2954	168	26	thick	thick	ADJ
ejpam-2954	168	27	modelling	modelling	NOUN
ejpam-2954	168	28	.	.	PUNCT
ejpam-2954	169	1	figure	figure	NOUN
ejpam-2954	169	2	1	1	NUM
ejpam-2954	169	3	,	,	PUNCT
ejpam-2954	169	4	taken	take	VERB
ejpam-2954	169	5	from	from	ADP
ejpam-2954	169	6	granger	granger	PROPN
ejpam-2954	169	7	and	and	CCONJ
ejpam-2954	169	8	jeon	jeon	PROPN
ejpam-2954	169	9	(	(	PUNCT
ejpam-2954	169	10	2004	2004	NUM
ejpam-2954	169	11	)	)	PUNCT
ejpam-2954	169	12	(	(	PUNCT
ejpam-2954	169	13	see	see	VERB
ejpam-2954	169	14	[	[	X
ejpam-2954	169	15	30	30	NUM
ejpam-2954	169	16	]	]	NUM
ejpam-2954	169	17	)	)	PUNCT
ejpam-2954	169	18	,	,	PUNCT
ejpam-2954	169	19	captures	capture	VERB
ejpam-2954	169	20	the	the	DET
ejpam-2954	169	21	principle	principle	NOUN
ejpam-2954	169	22	of	of	ADP
ejpam-2954	169	23	thick	thick	ADJ
ejpam-2954	169	24	modelling	modelling	NOUN
ejpam-2954	169	25	.	.	PUNCT
ejpam-2954	170	1	although	although	SCONJ
ejpam-2954	170	2	granger	granger	PROPN
ejpam-2954	170	3	did	do	AUX
ejpam-2954	170	4	not	not	PART
ejpam-2954	170	5	frame	frame	VERB
ejpam-2954	170	6	his	his	PRON
ejpam-2954	170	7	proposal	proposal	NOUN
ejpam-2954	170	8	of	of	ADP
ejpam-2954	170	9	thick	thick	ADJ
ejpam-2954	170	10	modelling	modelling	NOUN
ejpam-2954	170	11	within	within	ADP
ejpam-2954	170	12	gets	get	VERB
ejpam-2954	170	13	selection	selection	NOUN
ejpam-2954	170	14	,	,	PUNCT
ejpam-2954	170	15	the	the	DET
ejpam-2954	170	16	benefits	benefit	NOUN
ejpam-2954	170	17	of	of	ADP
ejpam-2954	170	18	doing	do	VERB
ejpam-2954	170	19	so	so	ADV
ejpam-2954	170	20	are	be	AUX
ejpam-2954	170	21	twofold	twofold	ADJ
ejpam-2954	170	22	.	.	PUNCT
ejpam-2954	171	1	first	first	ADV
ejpam-2954	171	2	,	,	PUNCT
ejpam-2954	171	3	gets	get	VERB
ejpam-2954	171	4	aims	aim	NOUN
ejpam-2954	171	5	to	to	PART
ejpam-2954	171	6	select	select	VERB
ejpam-2954	171	7	congruent	congruent	ADJ
ejpam-2954	171	8	encompassing	encompass	VERB
ejpam-2954	171	9	specifications	specification	NOUN
ejpam-2954	171	10	.	.	PUNCT
ejpam-2954	172	1	models	model	NOUN
ejpam-2954	172	2	that	that	PRON
ejpam-2954	172	3	are	be	AUX
ejpam-2954	172	4	discarded	discard	VERB
ejpam-2954	172	5	fail	fail	ADJ
ejpam-2954	172	6	this	this	DET
ejpam-2954	172	7	criteria	criterion	NOUN
ejpam-2954	172	8	,	,	PUNCT
ejpam-2954	172	9	either	either	CCONJ
ejpam-2954	172	10	because	because	SCONJ
ejpam-2954	172	11	there	there	PRON
ejpam-2954	172	12	are	be	VERB
ejpam-2954	172	13	irrelevant	irrelevant	ADJ
ejpam-2954	172	14	variables	variable	NOUN
ejpam-2954	172	15	in	in	ADP
ejpam-2954	172	16	the	the	DET
ejpam-2954	172	17	model	model	NOUN
ejpam-2954	172	18	,	,	PUNCT
ejpam-2954	172	19	the	the	DET
ejpam-2954	172	20	model	model	NOUN
ejpam-2954	172	21	fails	fail	VERB
ejpam-2954	172	22	to	to	PART
ejpam-2954	172	23	encompass	encompass	VERB
ejpam-2954	172	24	the	the	DET
ejpam-2954	172	25	gum	gum	NOUN
ejpam-2954	172	26	so	so	SCONJ
ejpam-2954	172	27	information	information	NOUN
ejpam-2954	172	28	is	be	AUX
ejpam-2954	172	29	lost	lose	VERB
ejpam-2954	172	30	,	,	PUNCT
ejpam-2954	172	31	or	or	CCONJ
ejpam-2954	172	32	the	the	DET
ejpam-2954	172	33	model	model	NOUN
ejpam-2954	172	34	fails	fail	VERB
ejpam-2954	172	35	diagnostic	diagnostic	ADJ
ejpam-2954	172	36	tests	test	NOUN
ejpam-2954	172	37	so	so	ADV
ejpam-2954	172	38	can	can	AUX
ejpam-2954	172	39	not	not	PART
ejpam-2954	172	40	be	be	AUX
ejpam-2954	172	41	a	a	DET
ejpam-2954	172	42	close	close	ADJ
ejpam-2954	172	43	approximation	approximation	NOUN
ejpam-2954	172	44	to	to	ADP
ejpam-2954	172	45	the	the	DET
ejpam-2954	172	46	ldgp	ldgp	NOUN
ejpam-2954	172	47	whose	whose	DET
ejpam-2954	172	48	properties	property	NOUN
ejpam-2954	172	49	are	be	AUX
ejpam-2954	172	50	known	know	VERB
ejpam-2954	172	51	even	even	ADV
ejpam-2954	172	52	though	though	SCONJ
ejpam-2954	172	53	its	its	PRON
ejpam-2954	172	54	specification	specification	NOUN
ejpam-2954	172	55	is	be	AUX
ejpam-2954	172	56	unknown	unknown	ADJ
ejpam-2954	172	57	.	.	PUNCT
ejpam-2954	173	1	therefore	therefore	ADV
ejpam-2954	173	2	,	,	PUNCT
ejpam-2954	173	3	averaging	average	VERB
ejpam-2954	173	4	over	over	ADP
ejpam-2954	173	5	the	the	DET
ejpam-2954	173	6	retained	retain	VERB
ejpam-2954	173	7	set	set	NOUN
ejpam-2954	173	8	ensures	ensure	VERB
ejpam-2954	173	9	a	a	DET
ejpam-2954	173	10	well	well	ADV
ejpam-2954	173	11	-	-	PUNCT
ejpam-2954	173	12	specified	specify	VERB
ejpam-2954	173	13	thick	thick	ADJ
ejpam-2954	173	14	model	model	NOUN
ejpam-2954	173	15	.	.	PUNCT
ejpam-2954	174	1	second	second	ADJ
ejpam-2954	174	2	,	,	PUNCT
ejpam-2954	174	3	the	the	DET
ejpam-2954	174	4	intention	intention	NOUN
ejpam-2954	174	5	of	of	ADP
ejpam-2954	174	6	thick	thick	ADJ
ejpam-2954	174	7	modelling	modelling	NOUN
ejpam-2954	174	8	is	be	AUX
ejpam-2954	174	9	to	to	PART
ejpam-2954	174	10	consider	consider	VERB
ejpam-2954	174	11	alternative	alternative	ADJ
ejpam-2954	174	12	specifications	specification	NOUN
ejpam-2954	174	13	of	of	ADP
ejpam-2954	174	14	similar	similar	ADJ
ejpam-2954	174	15	quality	quality	NOUN
ejpam-2954	174	16	,	,	PUNCT
ejpam-2954	174	17	which	which	PRON
ejpam-2954	174	18	the	the	DET
ejpam-2954	174	19	terminal	terminal	ADJ
ejpam-2954	174	20	models	model	NOUN
ejpam-2954	174	21	after	after	SCONJ
ejpam-2954	174	22	gets	get	VERB
ejpam-2954	174	23	selection	selection	NOUN
ejpam-2954	174	24	must	must	AUX
ejpam-2954	174	25	satisfy	satisfy	VERB
ejpam-2954	174	26	to	to	PART
ejpam-2954	174	27	be	be	AUX
ejpam-2954	174	28	mutually	mutually	ADV
ejpam-2954	174	29	encompassing	encompass	VERB
ejpam-2954	174	30	.	.	PUNCT
ejpam-2954	175	1	the	the	DET
ejpam-2954	175	2	final	final	ADJ
ejpam-2954	175	3	stage	stage	NOUN
ejpam-2954	175	4	of	of	ADP
ejpam-2954	175	5	choosing	choose	VERB
ejpam-2954	175	6	one	one	NUM
ejpam-2954	175	7	terminal	terminal	ADJ
ejpam-2954	175	8	model	model	NOUN
ejpam-2954	175	9	using	use	VERB
ejpam-2954	175	10	some	some	DET
ejpam-2954	175	11	pre	pre	ADJ
ejpam-2954	175	12	-	-	ADJ
ejpam-2954	175	13	specified	specified	ADJ
ejpam-2954	175	14	criteria	criterion	NOUN
ejpam-2954	175	15	can	can	AUX
ejpam-2954	175	16	be	be	AUX
ejpam-2954	175	17	arbitrary	arbitrary	ADJ
ejpam-2954	175	18	and	and	CCONJ
ejpam-2954	175	19	thick	thick	ADJ
ejpam-2954	175	20	modelling	modelling	NOUN
ejpam-2954	175	21	will	will	AUX
ejpam-2954	175	22	avoid	avoid	VERB
ejpam-2954	175	23	this	this	DET
ejpam-2954	175	24	reliance	reliance	NOUN
ejpam-2954	175	25	on	on	ADP
ejpam-2954	175	26	the	the	DET
ejpam-2954	175	27	chosen	choose	VERB
ejpam-2954	175	28	criterion	criterion	NOUN
ejpam-2954	175	29	.	.	PUNCT
ejpam-2954	176	1	the	the	DET
ejpam-2954	176	2	advantage	advantage	NOUN
ejpam-2954	176	3	of	of	ADP
ejpam-2954	176	4	applying	apply	VERB
ejpam-2954	176	5	the	the	DET
ejpam-2954	176	6	procedure	procedure	NOUN
ejpam-2954	176	7	within	within	ADP
ejpam-2954	176	8	the	the	DET
ejpam-2954	176	9	gets	get	NOUN
ejpam-2954	176	10	framework	framework	NOUN
ejpam-2954	176	11	is	be	AUX
ejpam-2954	176	12	that	that	SCONJ
ejpam-2954	176	13	most	most	ADJ
ejpam-2954	176	14	uncertainty	uncertainty	NOUN
ejpam-2954	176	15	between	between	ADP
ejpam-2954	176	16	model	model	NOUN
ejpam-2954	176	17	specifications	specification	NOUN
ejpam-2954	176	18	will	will	AUX
ejpam-2954	176	19	be	be	AUX
ejpam-2954	176	20	captured	capture	VERB
ejpam-2954	176	21	by	by	ADP
ejpam-2954	176	22	the	the	DET
ejpam-2954	176	23	range	range	NOUN
ejpam-2954	176	24	of	of	ADP
ejpam-2954	176	25	terminal	terminal	ADJ
ejpam-2954	176	26	models	model	NOUN
ejpam-2954	176	27	retained	retain	VERB
ejpam-2954	176	28	.	.	PUNCT
ejpam-2954	177	1	a	a	DET
ejpam-2954	177	2	variable	variable	NOUN
ejpam-2954	177	3	with	with	ADP
ejpam-2954	177	4	a	a	DET
ejpam-2954	177	5	high	high	ADJ
ejpam-2954	177	6	non	non	ADJ
ejpam-2954	177	7	-	-	NOUN
ejpam-2954	177	8	centrality	centrality	NOUN
ejpam-2954	177	9	will	will	AUX
ejpam-2954	177	10	most	most	ADV
ejpam-2954	177	11	likely	likely	ADV
ejpam-2954	177	12	be	be	AUX
ejpam-2954	177	13	retained	retain	VERB
ejpam-2954	177	14	in	in	ADP
ejpam-2954	177	15	all	all	DET
ejpam-2954	177	16	specifications	specification	NOUN
ejpam-2954	177	17	so	so	SCONJ
ejpam-2954	177	18	the	the	DET
ejpam-2954	177	19	degree	degree	NOUN
ejpam-2954	177	20	of	of	ADP
ejpam-2954	177	21	model	model	NOUN
ejpam-2954	177	22	uncertainty	uncertainty	NOUN
ejpam-2954	177	23	is	be	AUX
ejpam-2954	177	24	small	small	ADJ
ejpam-2954	177	25	,	,	PUNCT
ejpam-2954	177	26	but	but	CCONJ
ejpam-2954	177	27	distinguishing	distinguish	VERB
ejpam-2954	177	28	between	between	ADP
ejpam-2954	177	29	,	,	PUNCT
ejpam-2954	177	30	say	say	INTJ
ejpam-2954	177	31	,	,	PUNCT
ejpam-2954	177	32	lag	lag	VERB
ejpam-2954	177	33	1	1	NUM
ejpam-2954	177	34	and	and	CCONJ
ejpam-2954	177	35	lag	lag	VERB
ejpam-2954	177	36	2	2	NUM
ejpam-2954	177	37	of	of	ADP
ejpam-2954	177	38	a	a	DET
ejpam-2954	177	39	persistent	persistent	ADJ
ejpam-2954	177	40	variable	variable	NOUN
ejpam-2954	177	41	may	may	AUX
ejpam-2954	177	42	be	be	AUX
ejpam-2954	177	43	much	much	ADV
ejpam-2954	177	44	more	more	ADV
ejpam-2954	177	45	difficult	difficult	ADJ
ejpam-2954	177	46	,	,	PUNCT
ejpam-2954	177	47	resulting	result	VERB
ejpam-2954	177	48	in	in	ADP
ejpam-2954	177	49	terminal	terminal	ADJ
ejpam-2954	177	50	models	model	NOUN
ejpam-2954	177	51	that	that	PRON
ejpam-2954	177	52	retain	retain	VERB
ejpam-2954	177	53	one	one	NUM
ejpam-2954	177	54	or	or	CCONJ
ejpam-2954	177	55	other	other	ADJ
ejpam-2954	177	56	of	of	ADP
ejpam-2954	177	57	the	the	DET
ejpam-2954	177	58	lag	lag	NOUN
ejpam-2954	177	59	length	length	NOUN
ejpam-2954	177	60	specifications	specification	NOUN
ejpam-2954	177	61	.	.	PUNCT
ejpam-2954	178	1	the	the	DET
ejpam-2954	178	2	information	information	NOUN
ejpam-2954	178	3	content	content	NOUN
ejpam-2954	178	4	of	of	ADP
ejpam-2954	178	5	both	both	DET
ejpam-2954	178	6	specifications	specification	NOUN
ejpam-2954	178	7	is	be	AUX
ejpam-2954	178	8	close	close	ADJ
ejpam-2954	178	9	,	,	PUNCT
ejpam-2954	178	10	and	and	CCONJ
ejpam-2954	178	11	therefore	therefore	ADV
ejpam-2954	178	12	averaging	average	VERB
ejpam-2954	178	13	across	across	ADP
ejpam-2954	178	14	both	both	DET
ejpam-2954	178	15	lags	lag	NOUN
ejpam-2954	178	16	of	of	ADP
ejpam-2954	178	17	the	the	DET
ejpam-2954	178	18	variable	variable	NOUN
ejpam-2954	178	19	would	would	AUX
ejpam-2954	178	20	be	be	AUX
ejpam-2954	178	21	a	a	DET
ejpam-2954	178	22	sensible	sensible	ADJ
ejpam-2954	178	23	way	way	NOUN
ejpam-2954	178	24	to	to	PART
ejpam-2954	178	25	capture	capture	VERB
ejpam-2954	178	26	the	the	DET
ejpam-2954	178	27	timing	timing	NOUN
ejpam-2954	178	28	uncertainty	uncertainty	NOUN
ejpam-2954	178	29	.	.	PUNCT
ejpam-2954	179	1	a	a	DET
ejpam-2954	179	2	similar	similar	ADJ
ejpam-2954	179	3	consideration	consideration	NOUN
ejpam-2954	179	4	applies	apply	VERB
ejpam-2954	179	5	to	to	ADP
ejpam-2954	179	6	variables	variable	NOUN
ejpam-2954	179	7	that	that	PRON
ejpam-2954	179	8	have	have	VERB
ejpam-2954	179	9	small	small	ADJ
ejpam-2954	179	10	non	non	NOUN
ejpam-2954	179	11	-	-	NOUN
ejpam-2954	179	12	centralities	centrality	NOUN
ejpam-2954	179	13	in	in	ADP
ejpam-2954	179	14	the	the	DET
ejpam-2954	179	15	ldgp	ldgp	NOUN
ejpam-2954	179	16	,	,	PUNCT
ejpam-2954	179	17	where	where	SCONJ
ejpam-2954	179	18	a	a	DET
ejpam-2954	179	19	given	give	VERB
ejpam-2954	179	20	draw	draw	NOUN
ejpam-2954	179	21	may	may	AUX
ejpam-2954	179	22	result	result	VERB
ejpam-2954	179	23	in	in	ADP
ejpam-2954	179	24	the	the	DET
ejpam-2954	179	25	relevant	relevant	ADJ
ejpam-2954	179	26	variable	variable	NOUN
ejpam-2954	179	27	being	be	AUX
ejpam-2954	179	28	statistically	statistically	ADV
ejpam-2954	179	29	insignificant	insignificant	ADJ
ejpam-2954	179	30	,	,	PUNCT
ejpam-2954	179	31	and	and	CCONJ
ejpam-2954	179	32	vice	vice	ADV
ejpam-2954	179	33	versa	versa	ADV
ejpam-2954	179	34	,	,	PUNCT
ejpam-2954	179	35	irrelevant	irrelevant	ADJ
ejpam-2954	179	36	variables	variable	NOUN
ejpam-2954	179	37	may	may	AUX
ejpam-2954	179	38	chance	chance	VERB
ejpam-2954	179	39	to	to	PART
ejpam-2954	179	40	have	have	VERB
ejpam-2954	179	41	significant	significant	ADJ
ejpam-2954	179	42	selection	selection	NOUN
ejpam-2954	179	43	statistics	statistic	NOUN
ejpam-2954	179	44	in	in	ADP
ejpam-2954	179	45	the	the	DET
ejpam-2954	179	46	particular	particular	ADJ
ejpam-2954	179	47	data	datum	NOUN
ejpam-2954	179	48	draw	draw	VERB
ejpam-2954	179	49	.	.	PUNCT
ejpam-2954	180	1	this	this	PRON
ejpam-2954	180	2	more	more	ADV
ejpam-2954	180	3	closely	closely	ADV
ejpam-2954	180	4	reflects	reflect	VERB
ejpam-2954	180	5	model	model	NOUN
ejpam-2954	180	6	uncertainty	uncertainty	NOUN
ejpam-2954	180	7	in	in	ADP
ejpam-2954	180	8	the	the	DET
ejpam-2954	180	9	robust	robust	ADJ
ejpam-2954	180	10	model	model	NOUN
ejpam-2954	180	11	specification	specification	NOUN
ejpam-2954	180	12	sense	sense	NOUN
ejpam-2954	180	13	,	,	PUNCT
ejpam-2954	180	14	where	where	SCONJ
ejpam-2954	180	15	alternative	alternative	ADJ
ejpam-2954	180	16	draws	draw	VERB
ejpam-2954	180	17	for	for	ADP
ejpam-2954	180	18	the	the	DET
ejpam-2954	180	19	innovation	innovation	NOUN
ejpam-2954	180	20	could	could	AUX
ejpam-2954	180	21	result	result	VERB
ejpam-2954	180	22	in	in	ADP
ejpam-2954	180	23	slightly	slightly	ADV
ejpam-2954	180	24	different	different	ADJ
ejpam-2954	180	25	model	model	NOUN
ejpam-2954	180	26	specifications	specification	NOUN
ejpam-2954	180	27	selected	select	VERB
ejpam-2954	180	28	.	.	PUNCT
ejpam-2954	181	1	factors	factor	NOUN
ejpam-2954	181	2	affecting	affect	VERB
ejpam-2954	181	3	the	the	DET
ejpam-2954	181	4	selected	select	VERB
ejpam-2954	181	5	set	set	VERB
ejpam-2954	181	6	ms	ms	NOUN
ejpam-2954	181	7	for	for	ADP
ejpam-2954	181	8	thick	thick	ADJ
ejpam-2954	181	9	modelling	modelling	NOUN
ejpam-2954	181	10	will	will	AUX
ejpam-2954	181	11	include	include	VERB
ejpam-2954	181	12	the	the	DET
ejpam-2954	181	13	degree	degree	NOUN
ejpam-2954	181	14	of	of	ADP
ejpam-2954	181	15	correlation	correlation	NOUN
ejpam-2954	181	16	between	between	ADP
ejpam-2954	181	17	regressors	regressor	NOUN
ejpam-2954	181	18	and	and	CCONJ
ejpam-2954	181	19	possible	possible	ADJ
ejpam-2954	181	20	misspecification	misspecification	NOUN
ejpam-2954	181	21	of	of	ADP
ejpam-2954	181	22	the	the	DET
ejpam-2954	181	23	gum	gum	NOUN
ejpam-2954	181	24	,	,	PUNCT
ejpam-2954	181	25	as	as	ADV
ejpam-2954	181	26	well	well	ADV
ejpam-2954	181	27	as	as	ADP
ejpam-2954	181	28	α	α	X
ejpam-2954	181	29	.	.	PUNCT
ejpam-2954	182	1	j.	j.	PROPN
ejpam-2954	182	2	castle	castle	PROPN
ejpam-2954	182	3	/	/	SYM
ejpam-2954	182	4	eur	eur	PROPN
ejpam-2954	182	5	.	.	PUNCT
ejpam-2954	183	1	j.	j.	PROPN
ejpam-2954	183	2	pure	pure	PROPN
ejpam-2954	183	3	appl	appl	PROPN
ejpam-2954	183	4	.	.	PROPN
ejpam-2954	183	5	math	math	PROPN
ejpam-2954	183	6	,	,	PUNCT
ejpam-2954	183	7	10	10	NUM
ejpam-2954	183	8	(	(	PUNCT
ejpam-2954	183	9	1	1	NUM
ejpam-2954	183	10	)	)	PUNCT
ejpam-2954	183	11	(	(	PUNCT
ejpam-2954	183	12	2017	2017	NUM
ejpam-2954	183	13	)	)	PUNCT
ejpam-2954	183	14	,	,	PUNCT
ejpam-2954	183	15	133	133	NUM
ejpam-2954	183	16	-	-	SYM
ejpam-2954	183	17	156	156	NUM
ejpam-2954	183	18	140	140	NUM
ejpam-2954	183	19	high	high	ADJ
ejpam-2954	183	20	correlations	correlation	NOUN
ejpam-2954	183	21	between	between	ADP
ejpam-2954	183	22	candidate	candidate	NOUN
ejpam-2954	183	23	variables	variable	NOUN
ejpam-2954	183	24	contaminate	contaminate	VERB
ejpam-2954	183	25	the	the	DET
ejpam-2954	183	26	ranking	ranking	NOUN
ejpam-2954	183	27	of	of	ADP
ejpam-2954	183	28	variables	variable	NOUN
ejpam-2954	183	29	based	base	VERB
ejpam-2954	183	30	on	on	ADP
ejpam-2954	183	31	t	t	PROPN
ejpam-2954	183	32	-	-	PUNCT
ejpam-2954	183	33	statistics	statistic	NOUN
ejpam-2954	183	34	.	.	PUNCT
ejpam-2954	184	1	assume	assume	VERB
ejpam-2954	184	2	a	a	DET
ejpam-2954	184	3	gum	gum	NOUN
ejpam-2954	184	4	which	which	PRON
ejpam-2954	184	5	is	be	AUX
ejpam-2954	184	6	orthogonal	orthogonal	ADJ
ejpam-2954	184	7	in	in	ADP
ejpam-2954	184	8	the	the	DET
ejpam-2954	184	9	sample	sample	NOUN
ejpam-2954	184	10	:	:	PUNCT
ejpam-2954	184	11	yt	yt	PROPN
ejpam-2954	184	12	=	=	PUNCT
ejpam-2954	184	13	n∑	n∑	PROPN
ejpam-2954	184	14	k=1	k=1	PROPN
ejpam-2954	184	15	βkxk	βkxk	PROPN
ejpam-2954	184	16	,	,	PUNCT
ejpam-2954	184	17	t	t	PROPN
ejpam-2954	185	1	+	+	CCONJ
ejpam-2954	185	2	εt	εt	PROPN
ejpam-2954	185	3	(	(	PUNCT
ejpam-2954	185	4	2	2	NUM
ejpam-2954	185	5	)	)	PUNCT
ejpam-2954	185	6	where	where	SCONJ
ejpam-2954	185	7	t−1	t−1	PROPN
ejpam-2954	185	8	∑t	∑t	PROPN
ejpam-2954	185	9	t=1	t=1	PROPN
ejpam-2954	185	10	xk	xk	PROPN
ejpam-2954	185	11	,	,	PUNCT
ejpam-2954	185	12	txj	txj	PROPN
ejpam-2954	185	13	,	,	PUNCT
ejpam-2954	185	14	t	t	NOUN
ejpam-2954	185	15	=	=	SYM
ejpam-2954	185	16	λkδk	λkδk	PROPN
ejpam-2954	185	17	,	,	PUNCT
ejpam-2954	185	18	j	j	PROPN
ejpam-2954	185	19	∀k	∀k	PROPN
ejpam-2954	185	20	,	,	PUNCT
ejpam-2954	185	21	j	j	PROPN
ejpam-2954	185	22	,	,	PUNCT
ejpam-2954	185	23	where	where	SCONJ
ejpam-2954	185	24	δk	δk	ADP
ejpam-2954	185	25	,	,	PUNCT
ejpam-2954	185	26	j	j	NOUN
ejpam-2954	185	27	=	=	SYM
ejpam-2954	185	28	1	1	NUM
ejpam-2954	185	29	if	if	SCONJ
ejpam-2954	185	30	k	k	PROPN
ejpam-2954	185	31	=	=	SYM
ejpam-2954	185	32	j	j	PROPN
ejpam-2954	185	33	and	and	CCONJ
ejpam-2954	185	34	zero	zero	NUM
ejpam-2954	185	35	otherwise	otherwise	ADV
ejpam-2954	185	36	,	,	PUNCT
ejpam-2954	185	37	with	with	ADP
ejpam-2954	185	38	εt	εt	PROPN
ejpam-2954	185	39	∼	∼	NOUN
ejpam-2954	185	40	in[0	in[0	NOUN
ejpam-2954	185	41	,	,	PUNCT
ejpam-2954	185	42	σ2ε	σ2ε	PRON
ejpam-2954	185	43	]	]	X
ejpam-2954	185	44	,	,	PUNCT
ejpam-2954	185	45	independently	independently	ADV
ejpam-2954	185	46	of	of	ADP
ejpam-2954	185	47	the	the	DET
ejpam-2954	185	48	{	{	PUNCT
ejpam-2954	185	49	xk	xk	PROPN
ejpam-2954	185	50	,	,	PUNCT
ejpam-2954	185	51	t	t	PROPN
ejpam-2954	185	52	}	}	PUNCT
ejpam-2954	185	53	,	,	PUNCT
ejpam-2954	185	54	and	and	CCONJ
ejpam-2954	185	55	t	t	X
ejpam-2954	185	56	>	>	PUNCT
ejpam-2954	185	57	>	>	X
ejpam-2954	185	58	n	n	PROPN
ejpam-2954	185	59	.	.	PUNCT
ejpam-2954	186	1	the	the	DET
ejpam-2954	186	2	dgp	dgp	NOUN
ejpam-2954	186	3	is	be	AUX
ejpam-2954	186	4	nested	nest	VERB
ejpam-2954	186	5	within	within	ADP
ejpam-2954	186	6	the	the	DET
ejpam-2954	186	7	gum	gum	NOUN
ejpam-2954	186	8	,	,	PUNCT
ejpam-2954	186	9	where	where	SCONJ
ejpam-2954	186	10	n	n	PRON
ejpam-2954	186	11	≤	≤	NOUN
ejpam-2954	187	1	n	n	PRON
ejpam-2954	187	2	of	of	ADP
ejpam-2954	187	3	the	the	DET
ejpam-2954	187	4	regressors	regressor	NOUN
ejpam-2954	187	5	have	have	VERB
ejpam-2954	187	6	non	non	ADJ
ejpam-2954	187	7	-	-	ADJ
ejpam-2954	187	8	zero	zero	NUM
ejpam-2954	187	9	βk	βk	NOUN
ejpam-2954	187	10	.	.	PUNCT
ejpam-2954	188	1	in	in	ADP
ejpam-2954	188	2	this	this	DET
ejpam-2954	188	3	setting	setting	NOUN
ejpam-2954	188	4	,	,	PUNCT
ejpam-2954	188	5	orthogonality	orthogonality	NOUN
ejpam-2954	188	6	enables	enable	VERB
ejpam-2954	188	7	1	1	NUM
ejpam-2954	188	8	-	-	PUNCT
ejpam-2954	188	9	cut	cut	VERB
ejpam-2954	188	10	selection	selection	NOUN
ejpam-2954	188	11	,	,	PUNCT
ejpam-2954	188	12	in	in	ADP
ejpam-2954	188	13	which	which	PRON
ejpam-2954	188	14	the	the	DET
ejpam-2954	188	15	n	n	PRON
ejpam-2954	188	16	sample	sample	NOUN
ejpam-2954	188	17	t2	t2	NOUN
ejpam-2954	188	18	-	-	PUNCT
ejpam-2954	188	19	statistics	statistic	NOUN
ejpam-2954	188	20	testing	testing	NOUN
ejpam-2954	188	21	h0	h0	PROPN
ejpam-2954	188	22	:	:	PUNCT
ejpam-2954	188	23	βk	βk	ADP
ejpam-2954	188	24	=	=	SYM
ejpam-2954	188	25	0	0	NUM
ejpam-2954	188	26	are	be	AUX
ejpam-2954	188	27	ordered	order	VERB
ejpam-2954	188	28	from	from	ADP
ejpam-2954	188	29	largest	large	ADJ
ejpam-2954	188	30	to	to	AUX
ejpam-2954	188	31	smallest	small	ADJ
ejpam-2954	188	32	and	and	CCONJ
ejpam-2954	188	33	variables	variable	NOUN
ejpam-2954	188	34	are	be	AUX
ejpam-2954	188	35	retained	retain	VERB
ejpam-2954	188	36	if	if	SCONJ
ejpam-2954	188	37	,	,	PUNCT
ejpam-2954	188	38	and	and	CCONJ
ejpam-2954	188	39	only	only	ADV
ejpam-2954	188	40	if	if	SCONJ
ejpam-2954	188	41	,	,	PUNCT
ejpam-2954	188	42	their	their	PRON
ejpam-2954	188	43	associated	associated	ADJ
ejpam-2954	188	44	t2statistic	t2statistic	PROPN
ejpam-2954	188	45	is	be	AUX
ejpam-2954	188	46	greater	great	ADJ
ejpam-2954	188	47	than	than	ADP
ejpam-2954	188	48	the	the	DET
ejpam-2954	188	49	critical	critical	ADJ
ejpam-2954	188	50	value	value	NOUN
ejpam-2954	188	51	for	for	ADP
ejpam-2954	188	52	a	a	DET
ejpam-2954	188	53	chosen	choose	VERB
ejpam-2954	188	54	significance	significance	NOUN
ejpam-2954	188	55	level	level	NOUN
ejpam-2954	188	56	cα	cα	ADP
ejpam-2954	188	57	:	:	PUNCT
ejpam-2954	188	58	t2(ñ	t2(ñ	PROPN
ejpam-2954	188	59	)	)	PUNCT
ejpam-2954	188	60	≥	≥	NOUN
ejpam-2954	188	61	c	c	NOUN
ejpam-2954	188	62	2	2	NUM
ejpam-2954	188	63	α	α	NOUN
ejpam-2954	188	64	>	>	X
ejpam-2954	188	65	t2(ñ+1	t2(ñ+1	PROPN
ejpam-2954	188	66	)	)	PUNCT
ejpam-2954	188	67	(	(	PUNCT
ejpam-2954	188	68	3	3	X
ejpam-2954	188	69	)	)	PUNCT
ejpam-2954	188	70	where	where	SCONJ
ejpam-2954	188	71	ñ	ñ	PROPN
ejpam-2954	188	72	is	be	AUX
ejpam-2954	188	73	the	the	DET
ejpam-2954	188	74	cut	cut	NOUN
ejpam-2954	188	75	-	-	PUNCT
ejpam-2954	188	76	off	off	NOUN
ejpam-2954	188	77	between	between	ADP
ejpam-2954	188	78	the	the	DET
ejpam-2954	188	79	number	number	NOUN
ejpam-2954	188	80	of	of	ADP
ejpam-2954	188	81	retained	retain	VERB
ejpam-2954	188	82	and	and	CCONJ
ejpam-2954	188	83	excluded	exclude	VERB
ejpam-2954	188	84	variables	variable	NOUN
ejpam-2954	188	85	.	.	PUNCT
ejpam-2954	189	1	in	in	ADP
ejpam-2954	189	2	this	this	DET
ejpam-2954	189	3	setting	setting	NOUN
ejpam-2954	189	4	,	,	PUNCT
ejpam-2954	189	5	ms	ms	PROPN
ejpam-2954	189	6	(	(	PUNCT
ejpam-2954	189	7	α	α	NOUN
ejpam-2954	189	8	)	)	PUNCT
ejpam-2954	189	9	will	will	AUX
ejpam-2954	189	10	have	have	VERB
ejpam-2954	189	11	a	a	DET
ejpam-2954	189	12	single	single	ADJ
ejpam-2954	189	13	member	member	NOUN
ejpam-2954	189	14	and	and	CCONJ
ejpam-2954	189	15	there	there	PRON
ejpam-2954	189	16	is	be	VERB
ejpam-2954	189	17	no	no	DET
ejpam-2954	189	18	need	need	NOUN
ejpam-2954	189	19	for	for	ADP
ejpam-2954	189	20	thick	thick	ADJ
ejpam-2954	189	21	modelling	modelling	NOUN
ejpam-2954	189	22	,	,	PUNCT
ejpam-2954	189	23	other	other	ADJ
ejpam-2954	189	24	than	than	ADP
ejpam-2954	189	25	exploring	explore	VERB
ejpam-2954	189	26	the	the	DET
ejpam-2954	189	27	consequences	consequence	NOUN
ejpam-2954	189	28	of	of	ADP
ejpam-2954	189	29	choosing	choose	VERB
ejpam-2954	189	30	different	different	ADJ
ejpam-2954	189	31	values	value	NOUN
ejpam-2954	189	32	of	of	ADP
ejpam-2954	189	33	α	α	NOUN
ejpam-2954	189	34	.	.	PUNCT
ejpam-2954	190	1	if	if	SCONJ
ejpam-2954	190	2	the	the	DET
ejpam-2954	190	3	regressors	regressor	NOUN
ejpam-2954	190	4	are	be	AUX
ejpam-2954	190	5	correlated	correlate	VERB
ejpam-2954	190	6	,	,	PUNCT
ejpam-2954	190	7	a	a	DET
ejpam-2954	190	8	multipath	multipath	NOUN
ejpam-2954	190	9	search	search	NOUN
ejpam-2954	190	10	must	must	AUX
ejpam-2954	190	11	be	be	AUX
ejpam-2954	190	12	conducted	conduct	VERB
ejpam-2954	190	13	as	as	ADP
ejpam-2954	190	14	the	the	DET
ejpam-2954	190	15	orderings	ordering	NOUN
ejpam-2954	190	16	based	base	VERB
ejpam-2954	190	17	on	on	ADP
ejpam-2954	190	18	t2	t2	NOUN
ejpam-2954	190	19	-	-	PUNCT
ejpam-2954	190	20	statistics	statistic	NOUN
ejpam-2954	190	21	no	no	ADV
ejpam-2954	190	22	longer	long	ADV
ejpam-2954	190	23	represent	represent	VERB
ejpam-2954	190	24	the	the	DET
ejpam-2954	190	25	significance	significance	NOUN
ejpam-2954	190	26	of	of	ADP
ejpam-2954	190	27	the	the	DET
ejpam-2954	190	28	variables	variable	NOUN
ejpam-2954	190	29	in	in	ADP
ejpam-2954	190	30	the	the	DET
ejpam-2954	190	31	ldgp	ldgp	NOUN
ejpam-2954	190	32	.	.	PUNCT
ejpam-2954	191	1	making	make	VERB
ejpam-2954	191	2	a	a	DET
ejpam-2954	191	3	decision	decision	NOUN
ejpam-2954	191	4	to	to	PART
ejpam-2954	191	5	retain	retain	VERB
ejpam-2954	191	6	/	/	SYM
ejpam-2954	191	7	exclude	exclude	VERB
ejpam-2954	191	8	a	a	DET
ejpam-2954	191	9	variable	variable	NOUN
ejpam-2954	191	10	will	will	AUX
ejpam-2954	191	11	affect	affect	VERB
ejpam-2954	191	12	the	the	DET
ejpam-2954	191	13	t	t	PROPN
ejpam-2954	191	14	-	-	PUNCT
ejpam-2954	191	15	statistics	statistic	NOUN
ejpam-2954	191	16	of	of	ADP
ejpam-2954	191	17	other	other	ADJ
ejpam-2954	191	18	variables	variable	NOUN
ejpam-2954	191	19	,	,	PUNCT
ejpam-2954	191	20	thereby	thereby	ADV
ejpam-2954	191	21	changing	change	VERB
ejpam-2954	191	22	the	the	DET
ejpam-2954	191	23	ordering	ordering	NOUN
ejpam-2954	191	24	.	.	PUNCT
ejpam-2954	192	1	it	it	PRON
ejpam-2954	192	2	is	be	AUX
ejpam-2954	192	3	the	the	DET
ejpam-2954	192	4	multipath	multipath	NOUN
ejpam-2954	192	5	search	search	NOUN
ejpam-2954	192	6	that	that	PRON
ejpam-2954	192	7	can	can	AUX
ejpam-2954	192	8	lead	lead	VERB
ejpam-2954	192	9	to	to	ADP
ejpam-2954	192	10	multiple	multiple	ADJ
ejpam-2954	192	11	terminal	terminal	ADJ
ejpam-2954	192	12	models	model	NOUN
ejpam-2954	192	13	which	which	PRON
ejpam-2954	192	14	are	be	AUX
ejpam-2954	192	15	mutually	mutually	ADV
ejpam-2954	192	16	encompassing	encompass	VERB
ejpam-2954	192	17	and	and	CCONJ
ejpam-2954	192	18	this	this	PRON
ejpam-2954	192	19	is	be	AUX
ejpam-2954	192	20	more	more	ADV
ejpam-2954	192	21	likely	likely	ADJ
ejpam-2954	192	22	the	the	PRON
ejpam-2954	192	23	higher	high	ADJ
ejpam-2954	192	24	the	the	DET
ejpam-2954	192	25	degree	degree	NOUN
ejpam-2954	192	26	of	of	ADP
ejpam-2954	192	27	correlation	correlation	NOUN
ejpam-2954	192	28	.	.	PUNCT
ejpam-2954	193	1	one	one	NUM
ejpam-2954	193	2	solution	solution	NOUN
ejpam-2954	193	3	would	would	AUX
ejpam-2954	193	4	be	be	AUX
ejpam-2954	193	5	to	to	PART
ejpam-2954	193	6	find	find	VERB
ejpam-2954	193	7	an	an	DET
ejpam-2954	193	8	orthogonal	orthogonal	ADJ
ejpam-2954	193	9	representation	representation	NOUN
ejpam-2954	193	10	,	,	PUNCT
ejpam-2954	193	11	so	so	ADV
ejpam-2954	193	12	transforming	transform	VERB
ejpam-2954	193	13	an	an	DET
ejpam-2954	193	14	autoregressive	autoregressive	ADJ
ejpam-2954	193	15	distributed	distribute	VERB
ejpam-2954	193	16	lag	lag	NOUN
ejpam-2954	193	17	(	(	PUNCT
ejpam-2954	193	18	adl	adl	NOUN
ejpam-2954	193	19	)	)	PUNCT
ejpam-2954	193	20	model	model	NOUN
ejpam-2954	193	21	to	to	ADP
ejpam-2954	193	22	its	its	PRON
ejpam-2954	193	23	equilibrium	equilibrium	NOUN
ejpam-2954	193	24	correction	correction	NOUN
ejpam-2954	193	25	mechanism	mechanism	NOUN
ejpam-2954	193	26	(	(	PUNCT
ejpam-2954	193	27	eqcm	eqcm	NOUN
ejpam-2954	193	28	)	)	PUNCT
ejpam-2954	193	29	representation	representation	NOUN
ejpam-2954	193	30	,	,	PUNCT
ejpam-2954	193	31	for	for	ADP
ejpam-2954	193	32	example	example	NOUN
ejpam-2954	193	33	,	,	PUNCT
ejpam-2954	193	34	would	would	AUX
ejpam-2954	193	35	reduce	reduce	VERB
ejpam-2954	193	36	the	the	DET
ejpam-2954	193	37	correlation	correlation	NOUN
ejpam-2954	193	38	structure	structure	NOUN
ejpam-2954	193	39	.	.	PUNCT
ejpam-2954	194	1	but	but	CCONJ
ejpam-2954	194	2	some	some	DET
ejpam-2954	194	3	correlations	correlation	NOUN
ejpam-2954	194	4	are	be	AUX
ejpam-2954	194	5	unavoidable	unavoidable	ADJ
ejpam-2954	194	6	,	,	PUNCT
ejpam-2954	194	7	for	for	ADP
ejpam-2954	194	8	example	example	NOUN
ejpam-2954	194	9	if	if	SCONJ
ejpam-2954	194	10	a	a	DET
ejpam-2954	194	11	researcher	researcher	NOUN
ejpam-2954	194	12	was	be	AUX
ejpam-2954	194	13	uncertain	uncertain	ADJ
ejpam-2954	194	14	if	if	SCONJ
ejpam-2954	194	15	the	the	DET
ejpam-2954	194	16	consumer	consumer	NOUN
ejpam-2954	194	17	price	price	NOUN
ejpam-2954	194	18	index	index	NOUN
ejpam-2954	194	19	or	or	CCONJ
ejpam-2954	194	20	retail	retail	ADJ
ejpam-2954	194	21	price	price	NOUN
ejpam-2954	194	22	index	index	NOUN
ejpam-2954	194	23	was	be	AUX
ejpam-2954	194	24	the	the	DET
ejpam-2954	194	25	relevant	relevant	ADJ
ejpam-2954	194	26	measure	measure	NOUN
ejpam-2954	194	27	of	of	ADP
ejpam-2954	194	28	inflation	inflation	NOUN
ejpam-2954	194	29	and	and	CCONJ
ejpam-2954	194	30	therefore	therefore	ADV
ejpam-2954	194	31	included	include	VERB
ejpam-2954	194	32	both	both	PRON
ejpam-2954	194	33	in	in	ADP
ejpam-2954	194	34	the	the	DET
ejpam-2954	194	35	gum	gum	NOUN
ejpam-2954	194	36	.	.	PUNCT
ejpam-2954	195	1	these	these	PRON
ejpam-2954	195	2	are	be	AUX
ejpam-2954	195	3	highly	highly	ADV
ejpam-2954	195	4	correlated	correlate	VERB
ejpam-2954	195	5	measures	measure	NOUN
ejpam-2954	195	6	of	of	ADP
ejpam-2954	195	7	inflation	inflation	NOUN
ejpam-2954	195	8	and	and	CCONJ
ejpam-2954	195	9	if	if	SCONJ
ejpam-2954	195	10	each	each	PRON
ejpam-2954	195	11	was	be	AUX
ejpam-2954	195	12	retained	retain	VERB
ejpam-2954	195	13	in	in	ADP
ejpam-2954	195	14	different	different	ADJ
ejpam-2954	195	15	model	model	NOUN
ejpam-2954	195	16	specifications	specification	NOUN
ejpam-2954	195	17	,	,	PUNCT
ejpam-2954	195	18	thick	thick	ADJ
ejpam-2954	195	19	modelling	modelling	NOUN
ejpam-2954	195	20	would	would	AUX
ejpam-2954	195	21	capture	capture	VERB
ejpam-2954	195	22	this	this	DET
ejpam-2954	195	23	uncertainty	uncertainty	NOUN
ejpam-2954	195	24	.	.	PUNCT
ejpam-2954	196	1	misspecification	misspecification	NOUN
ejpam-2954	196	2	of	of	ADP
ejpam-2954	196	3	the	the	DET
ejpam-2954	196	4	gum	gum	NOUN
ejpam-2954	196	5	can	can	AUX
ejpam-2954	196	6	also	also	ADV
ejpam-2954	196	7	to	to	PART
ejpam-2954	196	8	lead	lead	VERB
ejpam-2954	196	9	to	to	ADP
ejpam-2954	196	10	a	a	DET
ejpam-2954	196	11	larger	large	ADJ
ejpam-2954	196	12	ms	ms	NOUN
ejpam-2954	196	13	(	(	PUNCT
ejpam-2954	196	14	α	α	NOUN
ejpam-2954	196	15	)	)	PUNCT
ejpam-2954	196	16	as	as	SCONJ
ejpam-2954	196	17	various	various	ADJ
ejpam-2954	196	18	irrelevant	irrelevant	ADJ
ejpam-2954	196	19	variables	variable	NOUN
ejpam-2954	196	20	are	be	AUX
ejpam-2954	196	21	retained	retain	VERB
ejpam-2954	196	22	in	in	ADP
ejpam-2954	196	23	an	an	DET
ejpam-2954	196	24	attempt	attempt	NOUN
ejpam-2954	196	25	to	to	PART
ejpam-2954	196	26	proxy	proxy	VERB
ejpam-2954	196	27	the	the	DET
ejpam-2954	196	28	variables	variable	NOUN
ejpam-2954	196	29	omitted	omit	VERB
ejpam-2954	196	30	from	from	ADP
ejpam-2954	196	31	the	the	DET
ejpam-2954	196	32	ldgp	ldgp	NOUN
ejpam-2954	196	33	that	that	PRON
ejpam-2954	196	34	are	be	AUX
ejpam-2954	196	35	the	the	DET
ejpam-2954	196	36	cause	cause	NOUN
ejpam-2954	196	37	of	of	ADP
ejpam-2954	196	38	misspecification	misspecification	NOUN
ejpam-2954	196	39	.	.	PUNCT
ejpam-2954	197	1	autometrics	autometric	NOUN
ejpam-2954	197	2	(	(	PUNCT
ejpam-2954	197	3	doornik	doornik	X
ejpam-2954	197	4	,	,	PUNCT
ejpam-2954	197	5	2009	2009	NUM
ejpam-2954	197	6	,	,	PUNCT
ejpam-2954	197	7	[	[	X
ejpam-2954	197	8	19	19	NUM
ejpam-2954	197	9	]	]	PUNCT
ejpam-2954	197	10	)	)	PUNCT
ejpam-2954	197	11	will	will	AUX
ejpam-2954	197	12	still	still	ADV
ejpam-2954	197	13	undertake	undertake	VERB
ejpam-2954	197	14	the	the	DET
ejpam-2954	197	15	search	search	NOUN
ejpam-2954	197	16	procedure	procedure	NOUN
ejpam-2954	197	17	even	even	ADV
ejpam-2954	197	18	if	if	SCONJ
ejpam-2954	197	19	the	the	DET
ejpam-2954	197	20	gum	gum	NOUN
ejpam-2954	197	21	fails	fail	VERB
ejpam-2954	197	22	diagnostic	diagnostic	ADJ
ejpam-2954	197	23	tests	test	NOUN
ejpam-2954	197	24	,	,	PUNCT
ejpam-2954	197	25	with	with	ADP
ejpam-2954	197	26	a	a	DET
ejpam-2954	197	27	process	process	NOUN
ejpam-2954	197	28	of	of	ADP
ejpam-2954	197	29	tightening	tighten	VERB
ejpam-2954	197	30	the	the	DET
ejpam-2954	197	31	significance	significance	NOUN
ejpam-2954	197	32	level	level	NOUN
ejpam-2954	197	33	of	of	ADP
ejpam-2954	197	34	the	the	DET
ejpam-2954	197	35	diagnostic	diagnostic	ADJ
ejpam-2954	197	36	tests	test	NOUN
ejpam-2954	197	37	if	if	SCONJ
ejpam-2954	197	38	they	they	PRON
ejpam-2954	197	39	fail	fail	VERB
ejpam-2954	197	40	.	.	PUNCT
ejpam-2954	198	1	the	the	DET
ejpam-2954	198	2	diagnostic	diagnostic	ADJ
ejpam-2954	198	3	tests	test	NOUN
ejpam-2954	198	4	can	can	AUX
ejpam-2954	198	5	be	be	AUX
ejpam-2954	198	6	userspecified	userspecifie	VERB
ejpam-2954	198	7	,	,	PUNCT
ejpam-2954	198	8	but	but	CCONJ
ejpam-2954	198	9	for	for	ADP
ejpam-2954	198	10	time	time	NOUN
ejpam-2954	198	11	-	-	PUNCT
ejpam-2954	198	12	series	series	NOUN
ejpam-2954	198	13	modelling	modelling	NOUN
ejpam-2954	198	14	we	we	PRON
ejpam-2954	198	15	include	include	VERB
ejpam-2954	198	16	tests	test	NOUN
ejpam-2954	198	17	for	for	ADP
ejpam-2954	198	18	autocorrelation	autocorrelation	NOUN
ejpam-2954	198	19	,	,	PUNCT
ejpam-2954	198	20	autoregressive	autoregressive	ADJ
ejpam-2954	198	21	conditional	conditional	ADJ
ejpam-2954	198	22	heteroskedasticity	heteroskedasticity	NOUN
ejpam-2954	198	23	,	,	PUNCT
ejpam-2954	198	24	normality	normality	NOUN
ejpam-2954	198	25	,	,	PUNCT
ejpam-2954	198	26	functional	functional	ADJ
ejpam-2954	198	27	form	form	NOUN
ejpam-2954	198	28	and	and	CCONJ
ejpam-2954	198	29	parameter	parameter	NOUN
ejpam-2954	198	30	constancy	constancy	NOUN
ejpam-2954	198	31	.	.	PUNCT
ejpam-2954	199	1	autometrics	autometric	NOUN
ejpam-2954	199	2	will	will	AUX
ejpam-2954	199	3	try	try	VERB
ejpam-2954	199	4	to	to	PART
ejpam-2954	199	5	restore	restore	VERB
ejpam-2954	199	6	diagnostic	diagnostic	ADJ
ejpam-2954	199	7	validity	validity	NOUN
ejpam-2954	199	8	along	along	ADP
ejpam-2954	199	9	the	the	DET
ejpam-2954	199	10	path	path	NOUN
ejpam-2954	199	11	searches	search	NOUN
ejpam-2954	199	12	if	if	SCONJ
ejpam-2954	199	13	the	the	DET
ejpam-2954	199	14	gum	gum	NOUN
ejpam-2954	199	15	initially	initially	ADV
ejpam-2954	199	16	fails	fail	VERB
ejpam-2954	199	17	diagnostic	diagnostic	ADJ
ejpam-2954	199	18	tests	test	NOUN
ejpam-2954	199	19	.	.	PUNCT
ejpam-2954	200	1	if	if	SCONJ
ejpam-2954	200	2	there	there	PRON
ejpam-2954	200	3	are	be	VERB
ejpam-2954	200	4	multiple	multiple	ADJ
ejpam-2954	200	5	terminal	terminal	ADJ
ejpam-2954	200	6	models	model	NOUN
ejpam-2954	200	7	and	and	CCONJ
ejpam-2954	200	8	some	some	PRON
ejpam-2954	200	9	of	of	ADP
ejpam-2954	200	10	those	those	PRON
ejpam-2954	200	11	pass	pass	VERB
ejpam-2954	200	12	the	the	DET
ejpam-2954	200	13	diagnostic	diagnostic	ADJ
ejpam-2954	200	14	tests	test	NOUN
ejpam-2954	200	15	at	at	ADP
ejpam-2954	200	16	the	the	DET
ejpam-2954	200	17	original	original	ADJ
ejpam-2954	200	18	significance	significance	NOUN
ejpam-2954	200	19	level	level	NOUN
ejpam-2954	200	20	prior	prior	ADV
ejpam-2954	200	21	to	to	ADP
ejpam-2954	200	22	it	it	PRON
ejpam-2954	200	23	being	be	AUX
ejpam-2954	200	24	reduced	reduce	VERB
ejpam-2954	200	25	,	,	PUNCT
ejpam-2954	200	26	then	then	ADV
ejpam-2954	200	27	only	only	ADV
ejpam-2954	200	28	those	those	DET
ejpam-2954	200	29	terminals	terminal	NOUN
ejpam-2954	200	30	are	be	AUX
ejpam-2954	200	31	retained	retain	VERB
ejpam-2954	200	32	,	,	PUNCT
ejpam-2954	200	33	so	so	ADV
ejpam-2954	200	34	thick	thick	ADJ
ejpam-2954	200	35	modelling	modelling	NOUN
ejpam-2954	200	36	in	in	ADP
ejpam-2954	200	37	this	this	DET
ejpam-2954	200	38	setting	setting	NOUN
ejpam-2954	200	39	would	would	AUX
ejpam-2954	200	40	average	average	VERB
ejpam-2954	200	41	over	over	ADP
ejpam-2954	200	42	the	the	DET
ejpam-2954	200	43	congruent	congruent	ADJ
ejpam-2954	200	44	set	set	NOUN
ejpam-2954	200	45	of	of	ADP
ejpam-2954	200	46	terminal	terminal	ADJ
ejpam-2954	200	47	models	model	NOUN
ejpam-2954	200	48	.	.	PUNCT
ejpam-2954	201	1	castle	castle	NOUN
ejpam-2954	201	2	and	and	CCONJ
ejpam-2954	201	3	hendry	hendry	PROPN
ejpam-2954	201	4	(	(	PUNCT
ejpam-2954	201	5	2011	2011	NUM
ejpam-2954	201	6	,	,	PUNCT
ejpam-2954	201	7	2014	2014	NUM
ejpam-2954	201	8	)	)	PUNCT
ejpam-2954	201	9	(	(	PUNCT
ejpam-2954	201	10	see	see	VERB
ejpam-2954	201	11	[	[	X
ejpam-2954	201	12	12	12	NUM
ejpam-2954	201	13	,	,	PUNCT
ejpam-2954	201	14	14	14	NUM
ejpam-2954	201	15	]	]	PUNCT
ejpam-2954	201	16	)	)	PUNCT
ejpam-2954	201	17	discuss	discuss	VERB
ejpam-2954	201	18	the	the	DET
ejpam-2954	201	19	implications	implication	NOUN
ejpam-2954	201	20	of	of	ADP
ejpam-2954	201	21	applying	apply	VERB
ejpam-2954	201	22	model	model	NOUN
ejpam-2954	201	23	selection	selection	NOUN
ejpam-2954	201	24	to	to	ADP
ejpam-2954	201	25	an	an	DET
ejpam-2954	201	26	underspecified	underspecified	ADJ
ejpam-2954	201	27	gum	gum	NOUN
ejpam-2954	201	28	,	,	PUNCT
ejpam-2954	201	29	i.e.	i.e.	X
ejpam-2954	201	30	one	one	NOUN
ejpam-2954	201	31	that	that	PRON
ejpam-2954	201	32	omits	omit	VERB
ejpam-2954	201	33	relevant	relevant	ADJ
ejpam-2954	201	34	variables	variable	NOUN
ejpam-2954	201	35	so	so	SCONJ
ejpam-2954	201	36	the	the	DET
ejpam-2954	201	37	unknown	unknown	ADJ
ejpam-2954	201	38	j.	j.	PROPN
ejpam-2954	201	39	castle	castle	PROPN
ejpam-2954	201	40	/	/	PUNCT
ejpam-2954	201	41	eur	eur	PROPN
ejpam-2954	201	42	.	.	PUNCT
ejpam-2954	202	1	j.	j.	PROPN
ejpam-2954	202	2	pure	pure	PROPN
ejpam-2954	202	3	appl	appl	PROPN
ejpam-2954	202	4	.	.	PROPN
ejpam-2954	202	5	math	math	PROPN
ejpam-2954	202	6	,	,	PUNCT
ejpam-2954	202	7	10	10	NUM
ejpam-2954	202	8	(	(	PUNCT
ejpam-2954	202	9	1	1	NUM
ejpam-2954	202	10	)	)	PUNCT
ejpam-2954	202	11	(	(	PUNCT
ejpam-2954	202	12	2017	2017	NUM
ejpam-2954	202	13	)	)	PUNCT
ejpam-2954	202	14	,	,	PUNCT
ejpam-2954	202	15	133	133	NUM
ejpam-2954	202	16	-	-	SYM
ejpam-2954	202	17	156	156	NUM
ejpam-2954	202	18	141	141	NUM
ejpam-2954	202	19	ldgp	ldgp	NOUN
ejpam-2954	202	20	is	be	AUX
ejpam-2954	202	21	not	not	PART
ejpam-2954	202	22	nested	nest	VERB
ejpam-2954	202	23	.	.	PUNCT
ejpam-2954	203	1	in	in	ADP
ejpam-2954	203	2	this	this	DET
ejpam-2954	203	3	setting	setting	NOUN
ejpam-2954	203	4	,	,	PUNCT
ejpam-2954	203	5	there	there	PRON
ejpam-2954	203	6	can	can	AUX
ejpam-2954	203	7	be	be	AUX
ejpam-2954	203	8	no	no	DET
ejpam-2954	203	9	hope	hope	NOUN
ejpam-2954	203	10	of	of	ADP
ejpam-2954	203	11	finding	find	VERB
ejpam-2954	203	12	a	a	DET
ejpam-2954	203	13	set	set	NOUN
ejpam-2954	203	14	of	of	ADP
ejpam-2954	203	15	terminal	terminal	ADJ
ejpam-2954	203	16	models	model	NOUN
ejpam-2954	203	17	that	that	PRON
ejpam-2954	203	18	closely	closely	ADV
ejpam-2954	203	19	approximates	approximate	VERB
ejpam-2954	203	20	the	the	DET
ejpam-2954	203	21	ldgp	ldgp	NOUN
ejpam-2954	203	22	.	.	PUNCT
ejpam-2954	204	1	however	however	ADV
ejpam-2954	204	2	,	,	PUNCT
ejpam-2954	204	3	model	model	NOUN
ejpam-2954	204	4	selection	selection	NOUN
ejpam-2954	204	5	still	still	ADV
ejpam-2954	204	6	yields	yield	VERB
ejpam-2954	204	7	advantages	advantage	NOUN
ejpam-2954	204	8	over	over	ADP
ejpam-2954	204	9	imposing	impose	VERB
ejpam-2954	204	10	a	a	DET
ejpam-2954	204	11	given	give	VERB
ejpam-2954	204	12	theory	theory	NOUN
ejpam-2954	204	13	model	model	NOUN
ejpam-2954	204	14	or	or	CCONJ
ejpam-2954	204	15	simple	simple	ADJ
ejpam-2954	204	16	model	model	NOUN
ejpam-2954	204	17	averaging	averaging	NOUN
ejpam-2954	204	18	when	when	SCONJ
ejpam-2954	204	19	implementing	implement	VERB
ejpam-2954	204	20	impulseindicator	impulseindicator	NOUN
ejpam-2954	204	21	saturation	saturation	NOUN
ejpam-2954	204	22	(	(	PUNCT
ejpam-2954	204	23	iis	iis	PROPN
ejpam-2954	204	24	)	)	PUNCT
ejpam-2954	204	25	within	within	ADP
ejpam-2954	204	26	the	the	DET
ejpam-2954	204	27	selection	selection	NOUN
ejpam-2954	204	28	procedure	procedure	NOUN
ejpam-2954	204	29	.	.	PUNCT
ejpam-2954	205	1	iis	iis	PROPN
ejpam-2954	205	2	includes	include	VERB
ejpam-2954	205	3	a	a	DET
ejpam-2954	205	4	set	set	NOUN
ejpam-2954	205	5	of	of	ADP
ejpam-2954	205	6	saturating	saturate	VERB
ejpam-2954	205	7	impulse	impulse	ADJ
ejpam-2954	205	8	dummies	dummy	NOUN
ejpam-2954	205	9	in	in	ADP
ejpam-2954	205	10	the	the	DET
ejpam-2954	205	11	gum	gum	NOUN
ejpam-2954	205	12	,	,	PUNCT
ejpam-2954	205	13	see	see	VERB
ejpam-2954	205	14	hendry	hendry	PROPN
ejpam-2954	205	15	,	,	PUNCT
ejpam-2954	205	16	johansen	johansen	PROPN
ejpam-2954	205	17	and	and	CCONJ
ejpam-2954	205	18	santos	santos	PROPN
ejpam-2954	205	19	(	(	PUNCT
ejpam-2954	205	20	2008	2008	NUM
ejpam-2954	205	21	)	)	PUNCT
ejpam-2954	206	1	[	[	X
ejpam-2954	206	2	41	41	NUM
ejpam-2954	206	3	]	]	PUNCT
ejpam-2954	206	4	,	,	PUNCT
ejpam-2954	206	5	johansen	johansen	PROPN
ejpam-2954	206	6	and	and	CCONJ
ejpam-2954	206	7	nielsen	nielsen	PROPN
ejpam-2954	206	8	(	(	PUNCT
ejpam-2954	206	9	2009	2009	NUM
ejpam-2954	206	10	,	,	PUNCT
ejpam-2954	206	11	2016	2016	NUM
ejpam-2954	206	12	)	)	PUNCT
ejpam-2954	207	1	[	[	X
ejpam-2954	207	2	52	52	NUM
ejpam-2954	207	3	,	,	PUNCT
ejpam-2954	207	4	53	53	NUM
ejpam-2954	207	5	]	]	PUNCT
ejpam-2954	207	6	,	,	PUNCT
ejpam-2954	207	7	and	and	CCONJ
ejpam-2954	207	8	hendry	hendry	PROPN
ejpam-2954	207	9	and	and	CCONJ
ejpam-2954	207	10	santos	santos	PROPN
ejpam-2954	207	11	(	(	PUNCT
ejpam-2954	207	12	2010	2010	NUM
ejpam-2954	207	13	)	)	PUNCT
ejpam-2954	208	1	[	[	X
ejpam-2954	208	2	46	46	NUM
ejpam-2954	208	3	]	]	X
ejpam-2954	208	4	,	,	PUNCT
ejpam-2954	208	5	which	which	PRON
ejpam-2954	208	6	acts	act	VERB
ejpam-2954	208	7	as	as	ADP
ejpam-2954	208	8	a	a	DET
ejpam-2954	208	9	robust	robust	ADJ
ejpam-2954	208	10	method	method	NOUN
ejpam-2954	208	11	when	when	SCONJ
ejpam-2954	208	12	there	there	PRON
ejpam-2954	208	13	is	be	VERB
ejpam-2954	208	14	model	model	NOUN
ejpam-2954	208	15	misspecification	misspecification	NOUN
ejpam-2954	208	16	by	by	ADP
ejpam-2954	208	17	accounting	account	VERB
ejpam-2954	208	18	for	for	ADP
ejpam-2954	208	19	location	location	NOUN
ejpam-2954	208	20	shifts	shift	NOUN
ejpam-2954	208	21	and	and	CCONJ
ejpam-2954	208	22	outliers	outlier	NOUN
ejpam-2954	208	23	in	in	ADP
ejpam-2954	208	24	omitted	omit	VERB
ejpam-2954	208	25	relevant	relevant	ADJ
ejpam-2954	208	26	variables	variable	NOUN
ejpam-2954	208	27	,	,	PUNCT
ejpam-2954	208	28	helping	help	VERB
ejpam-2954	208	29	to	to	PART
ejpam-2954	208	30	mitigate	mitigate	VERB
ejpam-2954	208	31	the	the	DET
ejpam-2954	208	32	adverse	adverse	ADJ
ejpam-2954	208	33	impacts	impact	NOUN
ejpam-2954	208	34	of	of	ADP
ejpam-2954	208	35	induced	induced	ADJ
ejpam-2954	208	36	location	location	NOUN
ejpam-2954	208	37	shifts	shift	NOUN
ejpam-2954	208	38	on	on	ADP
ejpam-2954	208	39	intercepts	intercept	NOUN
ejpam-2954	208	40	and	and	CCONJ
ejpam-2954	208	41	equation	equation	NOUN
ejpam-2954	208	42	standard	standard	NOUN
ejpam-2954	208	43	errors.†	errors.†	PROPN
ejpam-2954	208	44	interestingly	interestingly	ADV
ejpam-2954	208	45	,	,	PUNCT
ejpam-2954	208	46	location	location	NOUN
ejpam-2954	208	47	shifts	shift	NOUN
ejpam-2954	208	48	in	in	ADP
ejpam-2954	208	49	omitted	omit	VERB
ejpam-2954	208	50	variables	variable	NOUN
ejpam-2954	208	51	do	do	AUX
ejpam-2954	208	52	not	not	PART
ejpam-2954	208	53	affect	affect	VERB
ejpam-2954	208	54	slope	slope	NOUN
ejpam-2954	208	55	parameters	parameter	NOUN
ejpam-2954	208	56	,	,	PUNCT
ejpam-2954	208	57	even	even	ADV
ejpam-2954	208	58	when	when	SCONJ
ejpam-2954	208	59	correlated	correlate	VERB
ejpam-2954	208	60	with	with	ADP
ejpam-2954	208	61	included	include	VERB
ejpam-2954	208	62	variables	variable	NOUN
ejpam-2954	208	63	,	,	PUNCT
ejpam-2954	208	64	so	so	ADV
ejpam-2954	208	65	thick	thick	ADJ
ejpam-2954	208	66	modelling	modelling	NOUN
ejpam-2954	208	67	would	would	AUX
ejpam-2954	208	68	be	be	AUX
ejpam-2954	208	69	still	still	ADV
ejpam-2954	208	70	be	be	AUX
ejpam-2954	208	71	valid	valid	ADJ
ejpam-2954	208	72	on	on	ADP
ejpam-2954	208	73	the	the	DET
ejpam-2954	208	74	slope	slope	NOUN
ejpam-2954	208	75	parameters	parameter	NOUN
ejpam-2954	208	76	in	in	ADP
ejpam-2954	208	77	the	the	DET
ejpam-2954	208	78	case	case	NOUN
ejpam-2954	208	79	where	where	SCONJ
ejpam-2954	208	80	the	the	DET
ejpam-2954	208	81	gum	gum	NOUN
ejpam-2954	208	82	is	be	AUX
ejpam-2954	208	83	underspecified	underspecified	ADJ
ejpam-2954	208	84	and	and	CCONJ
ejpam-2954	208	85	the	the	DET
ejpam-2954	208	86	omitted	omit	VERB
ejpam-2954	208	87	variables	variable	NOUN
ejpam-2954	208	88	shift	shift	NOUN
ejpam-2954	208	89	.	.	PUNCT
ejpam-2954	209	1	this	this	PRON
ejpam-2954	209	2	suggests	suggest	VERB
ejpam-2954	209	3	that	that	SCONJ
ejpam-2954	209	4	iis	iis	PROPN
ejpam-2954	209	5	should	should	AUX
ejpam-2954	209	6	always	always	ADV
ejpam-2954	209	7	be	be	AUX
ejpam-2954	209	8	implemented	implement	VERB
ejpam-2954	209	9	to	to	PART
ejpam-2954	209	10	provide	provide	VERB
ejpam-2954	209	11	robustness	robustness	NOUN
ejpam-2954	209	12	against	against	ADP
ejpam-2954	209	13	misspecified	misspecified	ADJ
ejpam-2954	209	14	gums	gum	NOUN
ejpam-2954	209	15	and	and	CCONJ
ejpam-2954	209	16	to	to	PART
ejpam-2954	209	17	account	account	VERB
ejpam-2954	209	18	for	for	ADP
ejpam-2954	209	19	outliers	outlier	NOUN
ejpam-2954	209	20	and	and	CCONJ
ejpam-2954	209	21	location	location	NOUN
ejpam-2954	209	22	shifts	shift	NOUN
ejpam-2954	209	23	in	in	ADP
ejpam-2954	209	24	-	-	PUNCT
ejpam-2954	209	25	sample	sample	NOUN
ejpam-2954	209	26	.	.	PUNCT
ejpam-2954	210	1	in	in	ADP
ejpam-2954	210	2	dynamic	dynamic	ADJ
ejpam-2954	210	3	models	model	NOUN
ejpam-2954	210	4	,	,	PUNCT
ejpam-2954	210	5	locating	locate	VERB
ejpam-2954	210	6	the	the	DET
ejpam-2954	210	7	precise	precise	ADJ
ejpam-2954	210	8	timing	timing	NOUN
ejpam-2954	210	9	of	of	ADP
ejpam-2954	210	10	shifts	shift	NOUN
ejpam-2954	210	11	can	can	AUX
ejpam-2954	210	12	be	be	AUX
ejpam-2954	210	13	difficult	difficult	ADJ
ejpam-2954	210	14	which	which	PRON
ejpam-2954	210	15	may	may	AUX
ejpam-2954	210	16	result	result	VERB
ejpam-2954	210	17	in	in	ADP
ejpam-2954	210	18	multiple	multiple	ADJ
ejpam-2954	210	19	terminal	terminal	ADJ
ejpam-2954	210	20	models	model	NOUN
ejpam-2954	210	21	in	in	ADP
ejpam-2954	210	22	which	which	PRON
ejpam-2954	210	23	the	the	DET
ejpam-2954	210	24	specifications	specification	NOUN
ejpam-2954	210	25	differ	differ	VERB
ejpam-2954	210	26	due	due	ADJ
ejpam-2954	210	27	to	to	ADP
ejpam-2954	210	28	the	the	DET
ejpam-2954	210	29	timing	timing	NOUN
ejpam-2954	210	30	of	of	ADP
ejpam-2954	210	31	retained	retain	VERB
ejpam-2954	210	32	impulses	impulse	NOUN
ejpam-2954	210	33	.	.	PUNCT
ejpam-2954	211	1	thick	thick	ADJ
ejpam-2954	211	2	modelling	modelling	NOUN
ejpam-2954	211	3	would	would	AUX
ejpam-2954	211	4	average	average	VERB
ejpam-2954	211	5	over	over	ADP
ejpam-2954	211	6	these	these	DET
ejpam-2954	211	7	terminal	terminal	ADJ
ejpam-2954	211	8	models	model	NOUN
ejpam-2954	211	9	,	,	PUNCT
ejpam-2954	211	10	capturing	capture	VERB
ejpam-2954	211	11	the	the	DET
ejpam-2954	211	12	uncertainty	uncertainty	NOUN
ejpam-2954	211	13	of	of	ADP
ejpam-2954	211	14	the	the	DET
ejpam-2954	211	15	timing	timing	NOUN
ejpam-2954	211	16	of	of	ADP
ejpam-2954	211	17	possible	possible	ADJ
ejpam-2954	211	18	location	location	NOUN
ejpam-2954	211	19	shifts	shift	NOUN
ejpam-2954	211	20	.	.	PUNCT
ejpam-2954	212	1	in	in	ADP
ejpam-2954	212	2	many	many	ADJ
ejpam-2954	212	3	cases	case	NOUN
ejpam-2954	212	4	,	,	PUNCT
ejpam-2954	212	5	outliers	outlier	NOUN
ejpam-2954	212	6	or	or	CCONJ
ejpam-2954	212	7	shifts	shift	NOUN
ejpam-2954	212	8	are	be	AUX
ejpam-2954	212	9	due	due	ADJ
ejpam-2954	212	10	to	to	ADP
ejpam-2954	212	11	known	know	VERB
ejpam-2954	212	12	reasons	reason	NOUN
ejpam-2954	212	13	such	such	ADJ
ejpam-2954	212	14	as	as	ADP
ejpam-2954	212	15	a	a	DET
ejpam-2954	212	16	policy	policy	NOUN
ejpam-2954	212	17	change	change	NOUN
ejpam-2954	212	18	in	in	ADP
ejpam-2954	212	19	a	a	DET
ejpam-2954	212	20	given	give	VERB
ejpam-2954	212	21	month	month	NOUN
ejpam-2954	212	22	/	/	SYM
ejpam-2954	212	23	quarter	quarter	NOUN
ejpam-2954	212	24	.	.	PUNCT
ejpam-2954	213	1	institutional	institutional	ADJ
ejpam-2954	213	2	knowledge	knowledge	NOUN
ejpam-2954	213	3	of	of	ADP
ejpam-2954	213	4	this	this	DET
ejpam-2954	213	5	kind	kind	NOUN
ejpam-2954	213	6	would	would	AUX
ejpam-2954	213	7	allow	allow	VERB
ejpam-2954	213	8	the	the	DET
ejpam-2954	213	9	researcher	researcher	NOUN
ejpam-2954	213	10	to	to	PART
ejpam-2954	213	11	narrow	narrow	VERB
ejpam-2954	213	12	down	down	ADP
ejpam-2954	213	13	the	the	DET
ejpam-2954	213	14	set	set	NOUN
ejpam-2954	213	15	of	of	ADP
ejpam-2954	213	16	terminal	terminal	ADJ
ejpam-2954	213	17	models	model	NOUN
ejpam-2954	213	18	to	to	PART
ejpam-2954	213	19	retain	retain	VERB
ejpam-2954	213	20	those	those	PRON
ejpam-2954	213	21	in	in	ADP
ejpam-2954	213	22	which	which	PRON
ejpam-2954	213	23	impulses	impulse	NOUN
ejpam-2954	213	24	correspond	correspond	VERB
ejpam-2954	213	25	to	to	ADP
ejpam-2954	213	26	known	know	VERB
ejpam-2954	213	27	events	event	NOUN
ejpam-2954	213	28	.	.	PUNCT
ejpam-2954	214	1	however	however	ADV
ejpam-2954	214	2	,	,	PUNCT
ejpam-2954	214	3	if	if	SCONJ
ejpam-2954	214	4	there	there	PRON
ejpam-2954	214	5	are	be	VERB
ejpam-2954	214	6	dynamic	dynamic	ADJ
ejpam-2954	214	7	effects	effect	NOUN
ejpam-2954	214	8	which	which	PRON
ejpam-2954	214	9	make	make	VERB
ejpam-2954	214	10	policy	policy	NOUN
ejpam-2954	214	11	effects	effect	NOUN
ejpam-2954	214	12	slow	slow	ADJ
ejpam-2954	214	13	to	to	PART
ejpam-2954	214	14	feed	feed	VERB
ejpam-2954	214	15	through	through	ADV
ejpam-2954	214	16	,	,	PUNCT
ejpam-2954	214	17	or	or	CCONJ
ejpam-2954	214	18	the	the	DET
ejpam-2954	214	19	researcher	researcher	NOUN
ejpam-2954	214	20	is	be	AUX
ejpam-2954	214	21	uncertain	uncertain	ADJ
ejpam-2954	214	22	of	of	ADP
ejpam-2954	214	23	such	such	ADJ
ejpam-2954	214	24	events	event	NOUN
ejpam-2954	214	25	leading	lead	VERB
ejpam-2954	214	26	to	to	ADP
ejpam-2954	214	27	outliers	outlier	NOUN
ejpam-2954	214	28	or	or	CCONJ
ejpam-2954	214	29	shifts	shift	NOUN
ejpam-2954	214	30	in	in	ADP
ejpam-2954	214	31	the	the	DET
ejpam-2954	214	32	data	datum	NOUN
ejpam-2954	214	33	,	,	PUNCT
ejpam-2954	214	34	then	then	ADV
ejpam-2954	214	35	thick	thick	ADJ
ejpam-2954	214	36	modelling	modelling	NOUN
ejpam-2954	214	37	provides	provide	VERB
ejpam-2954	214	38	a	a	DET
ejpam-2954	214	39	way	way	NOUN
ejpam-2954	214	40	of	of	ADP
ejpam-2954	214	41	capturing	capture	VERB
ejpam-2954	214	42	the	the	DET
ejpam-2954	214	43	timing	timing	NOUN
ejpam-2954	214	44	uncertainty	uncertainty	NOUN
ejpam-2954	214	45	.	.	PUNCT
ejpam-2954	215	1	granger	granger	PROPN
ejpam-2954	215	2	’s	’s	PART
ejpam-2954	215	3	proposal	proposal	NOUN
ejpam-2954	215	4	of	of	ADP
ejpam-2954	215	5	thick	thick	ADJ
ejpam-2954	215	6	modelling	modelling	NOUN
ejpam-2954	215	7	in	in	ADP
ejpam-2954	215	8	which	which	PRON
ejpam-2954	215	9	alternative	alternative	ADJ
ejpam-2954	215	10	specifications	specification	NOUN
ejpam-2954	215	11	of	of	ADP
ejpam-2954	215	12	similar	similar	ADJ
ejpam-2954	215	13	quality	quality	NOUN
ejpam-2954	215	14	are	be	AUX
ejpam-2954	215	15	combined	combine	VERB
ejpam-2954	215	16	rather	rather	ADV
ejpam-2954	215	17	than	than	ADP
ejpam-2954	215	18	selecting	select	VERB
ejpam-2954	215	19	one	one	NUM
ejpam-2954	215	20	and	and	CCONJ
ejpam-2954	215	21	discarding	discard	VERB
ejpam-2954	215	22	all	all	DET
ejpam-2954	215	23	others	other	NOUN
ejpam-2954	215	24	is	be	AUX
ejpam-2954	215	25	made	make	VERB
ejpam-2954	215	26	feasible	feasible	ADJ
ejpam-2954	215	27	by	by	ADP
ejpam-2954	215	28	using	use	VERB
ejpam-2954	215	29	gets	get	VERB
ejpam-2954	215	30	which	which	PRON
ejpam-2954	215	31	results	result	VERB
ejpam-2954	215	32	in	in	ADP
ejpam-2954	215	33	a	a	DET
ejpam-2954	215	34	set	set	NOUN
ejpam-2954	215	35	of	of	ADP
ejpam-2954	215	36	terminal	terminal	ADJ
ejpam-2954	215	37	models	model	NOUN
ejpam-2954	215	38	that	that	PRON
ejpam-2954	215	39	satisfy	satisfy	VERB
ejpam-2954	215	40	his	his	PRON
ejpam-2954	215	41	criterion	criterion	NOUN
ejpam-2954	215	42	of	of	ADP
ejpam-2954	215	43	similar	similar	ADJ
ejpam-2954	215	44	valid	valid	ADJ
ejpam-2954	215	45	models	model	NOUN
ejpam-2954	215	46	.	.	PUNCT
ejpam-2954	216	1	granger	granger	PROPN
ejpam-2954	216	2	’s	’s	PART
ejpam-2954	216	3	pragmatic	pragmatic	ADJ
ejpam-2954	216	4	approach	approach	NOUN
ejpam-2954	216	5	to	to	ADP
ejpam-2954	216	6	modelling	model	VERB
ejpam-2954	216	7	enables	enable	NOUN
ejpam-2954	216	8	model	model	NOUN
ejpam-2954	216	9	averaging	averaging	NOUN
ejpam-2954	216	10	and	and	CCONJ
ejpam-2954	216	11	model	model	NOUN
ejpam-2954	216	12	selection	selection	NOUN
ejpam-2954	216	13	to	to	PART
ejpam-2954	216	14	complement	complement	VERB
ejpam-2954	216	15	each	each	DET
ejpam-2954	216	16	other	other	ADJ
ejpam-2954	216	17	.	.	PUNCT
ejpam-2954	217	1	in	in	ADP
ejpam-2954	217	2	the	the	DET
ejpam-2954	217	3	next	next	ADJ
ejpam-2954	217	4	section	section	NOUN
ejpam-2954	217	5	we	we	PRON
ejpam-2954	217	6	briefly	briefly	ADV
ejpam-2954	217	7	review	review	VERB
ejpam-2954	217	8	the	the	DET
ejpam-2954	217	9	literature	literature	NOUN
ejpam-2954	217	10	,	,	PUNCT
ejpam-2954	217	11	before	before	ADP
ejpam-2954	217	12	demonstrating	demonstrate	VERB
ejpam-2954	217	13	the	the	DET
ejpam-2954	217	14	approach	approach	NOUN
ejpam-2954	217	15	using	use	VERB
ejpam-2954	217	16	artificial	artificial	ADJ
ejpam-2954	217	17	data	datum	NOUN
ejpam-2954	217	18	.	.	PUNCT
ejpam-2954	218	1	3	3	X
ejpam-2954	218	2	.	.	X
ejpam-2954	218	3	literature	literature	NOUN
ejpam-2954	218	4	on	on	ADP
ejpam-2954	218	5	thick	thick	ADJ
ejpam-2954	218	6	modelling	model	VERB
ejpam-2954	218	7	granger	granger	PROPN
ejpam-2954	218	8	’s	’s	PART
ejpam-2954	218	9	proposal	proposal	NOUN
ejpam-2954	218	10	for	for	ADP
ejpam-2954	218	11	thick	thick	ADJ
ejpam-2954	218	12	modelling	modelling	NOUN
ejpam-2954	218	13	was	be	AUX
ejpam-2954	218	14	motivated	motivate	VERB
ejpam-2954	218	15	by	by	ADP
ejpam-2954	218	16	his	his	PRON
ejpam-2954	218	17	work	work	NOUN
ejpam-2954	218	18	on	on	ADP
ejpam-2954	218	19	forecasting	forecasting	NOUN
ejpam-2954	218	20	,	,	PUNCT
ejpam-2954	218	21	where	where	SCONJ
ejpam-2954	218	22	pooling	pooling	NOUN
ejpam-2954	218	23	of	of	ADP
ejpam-2954	218	24	forecasts	forecast	NOUN
ejpam-2954	218	25	often	often	ADV
ejpam-2954	218	26	outperformed	outperform	VERB
ejpam-2954	218	27	the	the	DET
ejpam-2954	218	28	selected	select	VERB
ejpam-2954	218	29	‘	'	PUNCT
ejpam-2954	218	30	best	good	ADJ
ejpam-2954	218	31	’	'	PUNCT
ejpam-2954	218	32	forecast	forecast	NOUN
ejpam-2954	218	33	.	.	PUNCT
ejpam-2954	219	1	the	the	DET
ejpam-2954	219	2	subsequent	subsequent	ADJ
ejpam-2954	219	3	literature	literature	NOUN
ejpam-2954	219	4	using	use	VERB
ejpam-2954	219	5	thick	thick	ADJ
ejpam-2954	219	6	modelling	modelling	NOUN
ejpam-2954	219	7	has	have	AUX
ejpam-2954	219	8	followed	follow	VERB
ejpam-2954	219	9	in	in	ADP
ejpam-2954	219	10	this	this	DET
ejpam-2954	219	11	tradition	tradition	NOUN
ejpam-2954	219	12	,	,	PUNCT
ejpam-2954	219	13	focussing	focusse	VERB
ejpam-2954	219	14	on	on	ADP
ejpam-2954	219	15	forecasting	forecasting	NOUN
ejpam-2954	219	16	applications	application	NOUN
ejpam-2954	219	17	,	,	PUNCT
ejpam-2954	219	18	see	see	VERB
ejpam-2954	219	19	for	for	ADP
ejpam-2954	219	20	example	example	NOUN
ejpam-2954	219	21	mcnelis	mcnelis	PROPN
ejpam-2954	219	22	and	and	CCONJ
ejpam-2954	219	23	mcadam	mcadam	PROPN
ejpam-2954	219	24	(	(	PUNCT
ejpam-2954	219	25	2004	2004	NUM
ejpam-2954	219	26	)	)	PUNCT
ejpam-2954	220	1	[	[	X
ejpam-2954	220	2	56	56	NUM
ejpam-2954	220	3	]	]	PUNCT
ejpam-2954	220	4	and	and	CCONJ
ejpam-2954	220	5	albacete	albacete	PROPN
ejpam-2954	220	6	and	and	CCONJ
ejpam-2954	220	7	espasa	espasa	PROPN
ejpam-2954	220	8	(	(	PUNCT
ejpam-2954	220	9	2005	2005	NUM
ejpam-2954	220	10	)	)	PUNCT
ejpam-2954	221	1	[	[	X
ejpam-2954	221	2	3	3	X
ejpam-2954	221	3	]	]	PUNCT
ejpam-2954	221	4	for	for	ADP
ejpam-2954	221	5	inflation	inflation	NOUN
ejpam-2954	221	6	forecasting	forecasting	NOUN
ejpam-2954	221	7	examples	example	NOUN
ejpam-2954	221	8	,	,	PUNCT
ejpam-2954	221	9	and	and	CCONJ
ejpam-2954	221	10	aiolfi	aiolfi	NOUN
ejpam-2954	221	11	and	and	CCONJ
ejpam-2954	221	12	favero	favero	NOUN
ejpam-2954	221	13	(	(	PUNCT
ejpam-2954	221	14	2005	2005	NUM
ejpam-2954	221	15	)	)	PUNCT
ejpam-2954	222	1	[	[	X
ejpam-2954	222	2	1	1	X
ejpam-2954	222	3	]	]	PUNCT
ejpam-2954	222	4	for	for	ADP
ejpam-2954	222	5	an	an	DET
ejpam-2954	222	6	application	application	NOUN
ejpam-2954	222	7	†robustness	†robustness	NOUN
ejpam-2954	222	8	in	in	ADP
ejpam-2954	222	9	the	the	DET
ejpam-2954	222	10	statistics	statistic	NOUN
ejpam-2954	222	11	literature	literature	PROPN
ejpam-2954	222	12	refers	refer	VERB
ejpam-2954	222	13	to	to	ADP
ejpam-2954	222	14	methods	method	NOUN
ejpam-2954	222	15	that	that	PRON
ejpam-2954	222	16	perform	perform	VERB
ejpam-2954	222	17	well	well	ADV
ejpam-2954	222	18	under	under	ADP
ejpam-2954	222	19	non	non	ADJ
ejpam-2954	222	20	-	-	ADJ
ejpam-2954	222	21	standard	standard	ADJ
ejpam-2954	222	22	distributions	distribution	NOUN
ejpam-2954	222	23	,	,	PUNCT
ejpam-2954	222	24	and	and	CCONJ
ejpam-2954	222	25	in	in	ADP
ejpam-2954	222	26	particular	particular	ADJ
ejpam-2954	222	27	when	when	SCONJ
ejpam-2954	222	28	there	there	PRON
ejpam-2954	222	29	are	be	VERB
ejpam-2954	222	30	large	large	ADJ
ejpam-2954	222	31	-	-	PUNCT
ejpam-2954	222	32	sized	sized	ADJ
ejpam-2954	222	33	observations	observation	NOUN
ejpam-2954	222	34	or	or	CCONJ
ejpam-2954	222	35	outliers	outlier	NOUN
ejpam-2954	222	36	.	.	PUNCT
ejpam-2954	223	1	here	here	ADV
ejpam-2954	223	2	we	we	PRON
ejpam-2954	223	3	use	use	VERB
ejpam-2954	223	4	a	a	DET
ejpam-2954	223	5	broader	broad	ADJ
ejpam-2954	223	6	definition	definition	NOUN
ejpam-2954	223	7	of	of	ADP
ejpam-2954	223	8	robustness	robustness	NOUN
ejpam-2954	223	9	,	,	PUNCT
ejpam-2954	223	10	whereby	whereby	SCONJ
ejpam-2954	223	11	methods	method	NOUN
ejpam-2954	223	12	are	be	AUX
ejpam-2954	223	13	robust	robust	ADJ
ejpam-2954	223	14	if	if	SCONJ
ejpam-2954	223	15	they	they	PRON
ejpam-2954	223	16	have	have	VERB
ejpam-2954	223	17	good	good	ADJ
ejpam-2954	223	18	properties	property	NOUN
ejpam-2954	223	19	against	against	ADP
ejpam-2954	223	20	many	many	ADJ
ejpam-2954	223	21	forms	form	NOUN
ejpam-2954	223	22	of	of	ADP
ejpam-2954	223	23	misspecification	misspecification	NOUN
ejpam-2954	223	24	,	,	PUNCT
ejpam-2954	223	25	including	include	VERB
ejpam-2954	223	26	outliers	outlier	NOUN
ejpam-2954	223	27	,	,	PUNCT
ejpam-2954	223	28	location	location	NOUN
ejpam-2954	223	29	shifts	shift	NOUN
ejpam-2954	223	30	,	,	PUNCT
ejpam-2954	223	31	omitted	omit	VERB
ejpam-2954	223	32	variables	variable	NOUN
ejpam-2954	223	33	,	,	PUNCT
ejpam-2954	223	34	incorrect	incorrect	ADJ
ejpam-2954	223	35	distributional	distributional	ADJ
ejpam-2954	223	36	shape	shape	NOUN
ejpam-2954	223	37	,	,	PUNCT
ejpam-2954	223	38	non	non	ADJ
ejpam-2954	223	39	-	-	NOUN
ejpam-2954	223	40	stationarity	stationarity	ADJ
ejpam-2954	223	41	,	,	PUNCT
ejpam-2954	223	42	misspecified	misspecifie	VERB
ejpam-2954	223	43	dynamics	dynamic	NOUN
ejpam-2954	223	44	and	and	CCONJ
ejpam-2954	223	45	non	non	NOUN
ejpam-2954	223	46	-	-	NOUN
ejpam-2954	223	47	linearities	linearity	NOUN
ejpam-2954	223	48	.	.	PUNCT
ejpam-2954	224	1	j.	j.	PROPN
ejpam-2954	224	2	castle	castle	PROPN
ejpam-2954	224	3	/	/	SYM
ejpam-2954	224	4	eur	eur	PROPN
ejpam-2954	224	5	.	.	PUNCT
ejpam-2954	225	1	j.	j.	PROPN
ejpam-2954	225	2	pure	pure	PROPN
ejpam-2954	225	3	appl	appl	PROPN
ejpam-2954	225	4	.	.	PROPN
ejpam-2954	225	5	math	math	PROPN
ejpam-2954	225	6	,	,	PUNCT
ejpam-2954	225	7	10	10	NUM
ejpam-2954	225	8	(	(	PUNCT
ejpam-2954	225	9	1	1	NUM
ejpam-2954	225	10	)	)	PUNCT
ejpam-2954	225	11	(	(	PUNCT
ejpam-2954	225	12	2017	2017	NUM
ejpam-2954	225	13	)	)	PUNCT
ejpam-2954	225	14	,	,	PUNCT
ejpam-2954	225	15	133	133	NUM
ejpam-2954	225	16	-	-	SYM
ejpam-2954	225	17	156	156	NUM
ejpam-2954	225	18	142	142	NUM
ejpam-2954	225	19	yt	yt	NOUN
ejpam-2954	225	20	0	0	NUM
ejpam-2954	225	21	10	10	NUM
ejpam-2954	225	22	20	20	NUM
ejpam-2954	225	23	30	30	NUM
ejpam-2954	225	24	40	40	NUM
ejpam-2954	225	25	50	50	NUM
ejpam-2954	225	26	60	60	NUM
ejpam-2954	225	27	70	70	NUM
ejpam-2954	225	28	80	80	NUM
ejpam-2954	225	29	90	90	NUM
ejpam-2954	225	30	100	100	NUM
ejpam-2954	225	31	-5.0	-5.0	NOUN
ejpam-2954	225	32	-2.5	-2.5	ADP
ejpam-2954	225	33	0.0	0.0	NUM
ejpam-2954	225	34	2.5	2.5	NUM
ejpam-2954	225	35	5.0	5.0	NUM
ejpam-2954	225	36	7.5	7.5	NUM
ejpam-2954	225	37	10.0	10.0	NUM
ejpam-2954	225	38	12.5	12.5	NUM
ejpam-2954	225	39	yt	yt	NOUN
ejpam-2954	225	40	figure	figure	NOUN
ejpam-2954	225	41	2	2	NUM
ejpam-2954	225	42	:	:	PUNCT
ejpam-2954	225	43	dependent	dependent	ADJ
ejpam-2954	225	44	variable	variable	NOUN
ejpam-2954	225	45	for	for	ADP
ejpam-2954	225	46	the	the	DET
ejpam-2954	225	47	artificial	artificial	ADJ
ejpam-2954	225	48	data	datum	NOUN
ejpam-2954	225	49	set	set	VERB
ejpam-2954	225	50	to	to	ADP
ejpam-2954	225	51	the	the	DET
ejpam-2954	225	52	predictability	predictability	NOUN
ejpam-2954	225	53	of	of	ADP
ejpam-2954	225	54	stock	stock	NOUN
ejpam-2954	225	55	returns	return	NOUN
ejpam-2954	225	56	.	.	PUNCT
ejpam-2954	226	1	pesaran	pesaran	VERB
ejpam-2954	226	2	and	and	CCONJ
ejpam-2954	226	3	timmermann	timmermann	PROPN
ejpam-2954	226	4	(	(	PUNCT
ejpam-2954	226	5	2004	2004	NUM
ejpam-2954	226	6	)	)	PUNCT
ejpam-2954	226	7	(	(	PUNCT
ejpam-2954	226	8	see	see	VERB
ejpam-2954	226	9	[	[	X
ejpam-2954	226	10	62	62	NUM
ejpam-2954	226	11	]	]	PUNCT
ejpam-2954	226	12	)	)	PUNCT
ejpam-2954	226	13	suggest	suggest	VERB
ejpam-2954	226	14	thick	thick	ADJ
ejpam-2954	226	15	modelling	modelling	NOUN
ejpam-2954	226	16	as	as	ADP
ejpam-2954	226	17	a	a	DET
ejpam-2954	226	18	technique	technique	NOUN
ejpam-2954	226	19	for	for	ADP
ejpam-2954	226	20	real	real	ADJ
ejpam-2954	226	21	-	-	PUNCT
ejpam-2954	226	22	time	time	NOUN
ejpam-2954	226	23	forecasting	forecasting	NOUN
ejpam-2954	226	24	.	.	PUNCT
ejpam-2954	227	1	granger	granger	PROPN
ejpam-2954	227	2	’s	’s	PART
ejpam-2954	227	3	second	second	ADJ
ejpam-2954	227	4	motivation	motivation	NOUN
ejpam-2954	227	5	for	for	ADP
ejpam-2954	227	6	thick	thick	ADJ
ejpam-2954	227	7	modelling	modelling	NOUN
ejpam-2954	227	8	came	come	VERB
ejpam-2954	227	9	from	from	ADP
ejpam-2954	227	10	his	his	PRON
ejpam-2954	227	11	work	work	NOUN
ejpam-2954	227	12	on	on	ADP
ejpam-2954	227	13	portfolio	portfolio	NOUN
ejpam-2954	227	14	theory	theory	NOUN
ejpam-2954	227	15	,	,	PUNCT
ejpam-2954	227	16	and	and	CCONJ
ejpam-2954	227	17	thick	thick	ADJ
ejpam-2954	227	18	modelling	modelling	NOUN
ejpam-2954	227	19	has	have	AUX
ejpam-2954	227	20	been	be	AUX
ejpam-2954	227	21	applied	apply	VERB
ejpam-2954	227	22	in	in	ADP
ejpam-2954	227	23	the	the	DET
ejpam-2954	227	24	multivariate	multivariate	NOUN
ejpam-2954	227	25	volatility	volatility	NOUN
ejpam-2954	227	26	literature	literature	NOUN
ejpam-2954	227	27	by	by	ADP
ejpam-2954	227	28	papers	paper	NOUN
ejpam-2954	227	29	such	such	ADJ
ejpam-2954	227	30	as	as	ADP
ejpam-2954	227	31	amendola	amendola	PROPN
ejpam-2954	227	32	and	and	CCONJ
ejpam-2954	227	33	storti	storti	PROPN
ejpam-2954	227	34	(	(	PUNCT
ejpam-2954	227	35	2015	2015	NUM
ejpam-2954	227	36	)	)	PUNCT
ejpam-2954	228	1	[	[	X
ejpam-2954	228	2	4	4	NUM
ejpam-2954	228	3	]	]	PUNCT
ejpam-2954	228	4	,	,	PUNCT
ejpam-2954	228	5	and	and	CCONJ
ejpam-2954	228	6	pesaran	pesaran	VERB
ejpam-2954	228	7	,	,	PUNCT
ejpam-2954	228	8	schleicher	schleicher	ADJ
ejpam-2954	228	9	and	and	CCONJ
ejpam-2954	228	10	zaffaroni	zaffaroni	PROPN
ejpam-2954	228	11	(	(	PUNCT
ejpam-2954	228	12	2009	2009	NUM
ejpam-2954	228	13	)	)	PUNCT
ejpam-2954	229	1	[	[	X
ejpam-2954	229	2	61	61	NUM
ejpam-2954	229	3	]	]	PUNCT
ejpam-2954	229	4	,	,	PUNCT
ejpam-2954	229	5	who	who	PRON
ejpam-2954	229	6	use	use	VERB
ejpam-2954	229	7	thick	thick	ADJ
ejpam-2954	229	8	modelling	modelling	NOUN
ejpam-2954	229	9	as	as	ADP
ejpam-2954	229	10	a	a	DET
ejpam-2954	229	11	way	way	NOUN
ejpam-2954	229	12	to	to	PART
ejpam-2954	229	13	address	address	VERB
ejpam-2954	229	14	model	model	NOUN
ejpam-2954	229	15	uncertainty	uncertainty	NOUN
ejpam-2954	229	16	in	in	ADP
ejpam-2954	229	17	multivariate	multivariate	NOUN
ejpam-2954	229	18	volatility	volatility	NOUN
ejpam-2954	229	19	models	model	NOUN
ejpam-2954	229	20	.	.	PUNCT
ejpam-2954	230	1	the	the	DET
ejpam-2954	230	2	literature	literature	NOUN
ejpam-2954	230	3	has	have	AUX
ejpam-2954	230	4	mainly	mainly	ADV
ejpam-2954	230	5	focussed	focusse	VERB
ejpam-2954	230	6	on	on	ADP
ejpam-2954	230	7	the	the	DET
ejpam-2954	230	8	use	use	NOUN
ejpam-2954	230	9	of	of	ADP
ejpam-2954	230	10	thick	thick	ADJ
ejpam-2954	230	11	modelling	modelling	NOUN
ejpam-2954	230	12	in	in	ADP
ejpam-2954	230	13	forecasting	forecasting	NOUN
ejpam-2954	230	14	,	,	PUNCT
ejpam-2954	230	15	where	where	SCONJ
ejpam-2954	230	16	forecast	forecast	NOUN
ejpam-2954	230	17	combination	combination	NOUN
ejpam-2954	230	18	has	have	VERB
ejpam-2954	230	19	a	a	DET
ejpam-2954	230	20	long	long	ADJ
ejpam-2954	230	21	pedigree	pedigree	NOUN
ejpam-2954	230	22	,	,	PUNCT
ejpam-2954	230	23	but	but	CCONJ
ejpam-2954	230	24	the	the	DET
ejpam-2954	230	25	proposal	proposal	NOUN
ejpam-2954	230	26	in	in	ADP
ejpam-2954	230	27	granger	granger	PROPN
ejpam-2954	230	28	and	and	CCONJ
ejpam-2954	230	29	jeon	jeon	PROPN
ejpam-2954	230	30	(	(	PUNCT
ejpam-2954	230	31	2004	2004	NUM
ejpam-2954	230	32	)	)	PUNCT
ejpam-2954	231	1	[	[	X
ejpam-2954	231	2	30	30	NUM
ejpam-2954	231	3	]	]	PUNCT
ejpam-2954	231	4	was	be	AUX
ejpam-2954	231	5	not	not	PART
ejpam-2954	231	6	specific	specific	ADJ
ejpam-2954	231	7	to	to	ADP
ejpam-2954	231	8	forecasting	forecasting	NOUN
ejpam-2954	231	9	,	,	PUNCT
ejpam-2954	231	10	and	and	CCONJ
ejpam-2954	231	11	thick	thick	ADJ
ejpam-2954	231	12	modelling	modelling	NOUN
ejpam-2954	231	13	can	can	AUX
ejpam-2954	231	14	be	be	AUX
ejpam-2954	231	15	applied	apply	VERB
ejpam-2954	231	16	in	in	ADP
ejpam-2954	231	17	-	-	PUNCT
ejpam-2954	231	18	sample	sample	NOUN
ejpam-2954	231	19	successfully	successfully	ADV
ejpam-2954	231	20	as	as	ADV
ejpam-2954	231	21	well	well	ADV
ejpam-2954	231	22	,	,	PUNCT
ejpam-2954	231	23	as	as	SCONJ
ejpam-2954	231	24	we	we	PRON
ejpam-2954	231	25	now	now	ADV
ejpam-2954	231	26	explore	explore	VERB
ejpam-2954	231	27	.	.	PUNCT
ejpam-2954	232	1	4	4	X
ejpam-2954	232	2	.	.	X
ejpam-2954	232	3	applying	apply	VERB
ejpam-2954	232	4	gets	get	VERB
ejpam-2954	232	5	with	with	ADP
ejpam-2954	232	6	thick	thick	ADJ
ejpam-2954	232	7	modelling	modelling	NOUN
ejpam-2954	232	8	to	to	ADP
ejpam-2954	232	9	a	a	DET
ejpam-2954	232	10	data	datum	NOUN
ejpam-2954	232	11	set	set	VERB
ejpam-2954	232	12	in	in	ADP
ejpam-2954	232	13	this	this	DET
ejpam-2954	232	14	section	section	NOUN
ejpam-2954	232	15	,	,	PUNCT
ejpam-2954	232	16	we	we	PRON
ejpam-2954	232	17	apply	apply	VERB
ejpam-2954	232	18	autometrics	autometric	NOUN
ejpam-2954	232	19	selection	selection	NOUN
ejpam-2954	232	20	to	to	ADP
ejpam-2954	232	21	a	a	DET
ejpam-2954	232	22	single	single	ADJ
ejpam-2954	232	23	draw	draw	NOUN
ejpam-2954	232	24	from	from	ADP
ejpam-2954	232	25	a	a	DET
ejpam-2954	232	26	known	know	VERB
ejpam-2954	232	27	ldgp	ldgp	NOUN
ejpam-2954	232	28	and	and	CCONJ
ejpam-2954	232	29	then	then	ADV
ejpam-2954	232	30	use	use	VERB
ejpam-2954	232	31	thick	thick	ADJ
ejpam-2954	232	32	modelling	modelling	NOUN
ejpam-2954	232	33	over	over	ADP
ejpam-2954	232	34	the	the	DET
ejpam-2954	232	35	resulting	result	VERB
ejpam-2954	232	36	terminal	terminal	ADJ
ejpam-2954	232	37	models	model	NOUN
ejpam-2954	232	38	.	.	PUNCT
ejpam-2954	233	1	assume	assume	VERB
ejpam-2954	233	2	the	the	DET
ejpam-2954	233	3	ldgp	ldgp	NOUN
ejpam-2954	233	4	is	be	AUX
ejpam-2954	233	5	an	an	DET
ejpam-2954	233	6	i(0	i(0	PROPN
ejpam-2954	233	7	)	)	PUNCT
ejpam-2954	233	8	autoregressive	autoregressive	ADJ
ejpam-2954	233	9	distributed	distribute	VERB
ejpam-2954	233	10	lag	lag	NOUN
ejpam-2954	233	11	model	model	NOUN
ejpam-2954	233	12	which	which	PRON
ejpam-2954	233	13	contains	contain	VERB
ejpam-2954	233	14	two	two	NUM
ejpam-2954	233	15	location	location	NOUN
ejpam-2954	233	16	shifts	shift	NOUN
ejpam-2954	233	17	within	within	ADP
ejpam-2954	233	18	the	the	DET
ejpam-2954	233	19	sample	sample	NOUN
ejpam-2954	233	20	that	that	SCONJ
ejpam-2954	233	21	shifts	shift	NOUN
ejpam-2954	233	22	the	the	DET
ejpam-2954	233	23	unconditional	unconditional	ADJ
ejpam-2954	233	24	mean	mean	NOUN
ejpam-2954	233	25	but	but	CCONJ
ejpam-2954	233	26	not	not	PART
ejpam-2954	233	27	the	the	DET
ejpam-2954	233	28	slope	slope	NOUN
ejpam-2954	233	29	parameters	parameter	NOUN
ejpam-2954	233	30	:	:	PUNCT
ejpam-2954	233	31	yt	yt	PROPN
ejpam-2954	233	32	=	=	PUNCT
ejpam-2954	233	33	β0	β0	PROPN
ejpam-2954	234	1	+	+	CCONJ
ejpam-2954	234	2	βyyt−1	βyyt−1	X
ejpam-2954	235	1	+	+	CCONJ
ejpam-2954	235	2	10∑	10∑	NUM
ejpam-2954	235	3	i=1	i=1	PROPN
ejpam-2954	235	4	βixi	βixi	NOUN
ejpam-2954	235	5	,	,	PUNCT
ejpam-2954	235	6	t	t	PROPN
ejpam-2954	235	7	+	+	CCONJ
ejpam-2954	235	8	δ1(tl	δ1(tl	PROPN
ejpam-2954	235	9	<	<	X
ejpam-2954	235	10	t≤tu	t≤tu	PROPN
ejpam-2954	235	11	)	)	PUNCT
ejpam-2954	236	1	+	+	CCONJ
ejpam-2954	236	2	εt	εt	X
ejpam-2954	236	3	,	,	PUNCT
ejpam-2954	236	4	εt	εt	PRON
ejpam-2954	236	5	∼	∼	VERB
ejpam-2954	236	6	in	in	ADP
ejpam-2954	236	7	[	[	X
ejpam-2954	236	8	0	0	NUM
ejpam-2954	236	9	,	,	PUNCT
ejpam-2954	236	10	1	1	NUM
ejpam-2954	236	11	]	]	PUNCT
ejpam-2954	236	12	(	(	PUNCT
ejpam-2954	236	13	4	4	X
ejpam-2954	236	14	)	)	PUNCT
ejpam-2954	236	15	where	where	SCONJ
ejpam-2954	236	16	1(tl	1(tl	PROPN
ejpam-2954	236	17	<	<	X
ejpam-2954	236	18	t≤tu	t≤tu	PROPN
ejpam-2954	236	19	)	)	PUNCT
ejpam-2954	236	20	is	be	AUX
ejpam-2954	236	21	an	an	DET
ejpam-2954	236	22	indicator	indicator	NOUN
ejpam-2954	236	23	function	function	NOUN
ejpam-2954	236	24	with	with	ADP
ejpam-2954	236	25	the	the	DET
ejpam-2954	236	26	value	value	NOUN
ejpam-2954	236	27	zero	zero	NUM
ejpam-2954	236	28	except	except	SCONJ
ejpam-2954	236	29	for	for	ADP
ejpam-2954	236	30	unity	unity	NOUN
ejpam-2954	236	31	over	over	ADP
ejpam-2954	236	32	the	the	DET
ejpam-2954	236	33	interval	interval	NOUN
ejpam-2954	236	34	tl	tl	PROPN
ejpam-2954	236	35	=	=	SYM
ejpam-2954	236	36	50	50	NUM
ejpam-2954	236	37	and	and	CCONJ
ejpam-2954	236	38	tu	tu	X
ejpam-2954	236	39	=	=	NUM
ejpam-2954	236	40	81	81	NUM
ejpam-2954	236	41	,	,	PUNCT
ejpam-2954	236	42	and	and	CCONJ
ejpam-2954	236	43	xt	xt	X
ejpam-2954	236	44	=	=	SYM
ejpam-2954	236	45	(	(	PUNCT
ejpam-2954	236	46	x1,t	x1,t	PROPN
ejpam-2954	236	47	,	,	PUNCT
ejpam-2954	236	48	.	.	PUNCT
ejpam-2954	236	49	.	.	PUNCT
ejpam-2954	236	50	.	.	PUNCT
ejpam-2954	237	1	,	,	PUNCT
ejpam-2954	237	2	x10,t	x10,t	PROPN
ejpam-2954	237	3	)	)	PUNCT
ejpam-2954	238	1	′	′	NUM
ejpam-2954	238	2	is	be	AUX
ejpam-2954	238	3	generated	generate	VERB
ejpam-2954	238	4	by	by	ADP
ejpam-2954	238	5	:	:	PUNCT
ejpam-2954	238	6	xt	xt	PROPN
ejpam-2954	238	7	=	=	SYM
ejpam-2954	238	8	λixt−1	λixt−1	X
ejpam-2954	238	9	+	+	X
ejpam-2954	238	10	νt	νt	ADJ
ejpam-2954	238	11	,	,	PUNCT
ejpam-2954	238	12	νt	νt	ADJ
ejpam-2954	238	13	∼	∼	NOUN
ejpam-2954	238	14	in	in	ADP
ejpam-2954	238	15	[	[	X
ejpam-2954	238	16	010,ω	010,ω	X
ejpam-2954	238	17	]	]	X
ejpam-2954	238	18	(	(	PUNCT
ejpam-2954	238	19	5	5	X
ejpam-2954	238	20	)	)	PUNCT
ejpam-2954	238	21	we	we	PRON
ejpam-2954	238	22	set	set	VERB
ejpam-2954	238	23	the	the	DET
ejpam-2954	238	24	parameter	parameter	NOUN
ejpam-2954	238	25	values	value	NOUN
ejpam-2954	238	26	at	at	ADP
ejpam-2954	238	27	β0	β0	PROPN
ejpam-2954	238	28	=	=	PROPN
ejpam-2954	238	29	0	0	NUM
ejpam-2954	238	30	;	;	PUNCT
ejpam-2954	238	31	βy	βy	ADP
ejpam-2954	238	32	=	=	NOUN
ejpam-2954	238	33	0.6	0.6	NUM
ejpam-2954	238	34	;	;	PUNCT
ejpam-2954	238	35	β1	β1	PROPN
ejpam-2954	238	36	=	=	PROPN
ejpam-2954	238	37	0.2	0.2	NUM
ejpam-2954	238	38	;	;	PUNCT
ejpam-2954	238	39	β2	β2	NOUN
ejpam-2954	238	40	=	=	NOUN
ejpam-2954	238	41	0.3	0.3	NUM
ejpam-2954	238	42	;	;	PUNCT
ejpam-2954	238	43	β3	β3	ADP
ejpam-2954	238	44	=	=	NUM
ejpam-2954	238	45	0.4	0.4	NUM
ejpam-2954	238	46	;	;	PUNCT
ejpam-2954	238	47	β4	β4	PROPN
ejpam-2954	238	48	=	=	SYM
ejpam-2954	238	49	0.5	0.5	NUM
ejpam-2954	238	50	;	;	PUNCT
ejpam-2954	238	51	β5	β5	NOUN
ejpam-2954	238	52	=	=	NOUN
ejpam-2954	238	53	0.6	0.6	NUM
ejpam-2954	238	54	;	;	PUNCT
ejpam-2954	238	55	β6	β6	PROPN
ejpam-2954	238	56	,	,	PUNCT
ejpam-2954	238	57	.	.	PUNCT
ejpam-2954	238	58	.	.	PUNCT
ejpam-2954	238	59	.	.	PUNCT
ejpam-2954	239	1	,	,	PUNCT
ejpam-2954	239	2	β10	β10	NOUN
ejpam-2954	239	3	=	=	SYM
ejpam-2954	239	4	0	0	PUNCT
ejpam-2954	240	1	so	so	ADV
ejpam-2954	240	2	only	only	ADV
ejpam-2954	240	3	the	the	DET
ejpam-2954	240	4	first	first	ADJ
ejpam-2954	240	5	five	five	NUM
ejpam-2954	240	6	variables	variable	NOUN
ejpam-2954	240	7	enter	enter	VERB
ejpam-2954	240	8	the	the	DET
ejpam-2954	240	9	dgp	dgp	NOUN
ejpam-2954	240	10	,	,	PUNCT
ejpam-2954	240	11	δ	δ	X
ejpam-2954	240	12	=	=	SYM
ejpam-2954	240	13	3	3	NUM
ejpam-2954	240	14	;	;	PUNCT
ejpam-2954	240	15	λ	λ	X
ejpam-2954	240	16	=	=	NOUN
ejpam-2954	240	17	0.6	0.6	NUM
ejpam-2954	240	18	;	;	PUNCT
ejpam-2954	240	19	ω	ω	NUM
ejpam-2954	240	20	=	=	SYM
ejpam-2954	240	21	i10	i10	PROPN
ejpam-2954	240	22	,	,	PUNCT
ejpam-2954	240	23	with	with	ADP
ejpam-2954	240	24	t	t	PROPN
ejpam-2954	240	25	=	=	SYM
ejpam-2954	240	26	100	100	NUM
ejpam-2954	240	27	,	,	PUNCT
ejpam-2954	240	28	discarding	discard	VERB
ejpam-2954	240	29	an	an	DET
ejpam-2954	240	30	initial	initial	ADJ
ejpam-2954	240	31	20	20	NUM
ejpam-2954	240	32	observations	observation	NOUN
ejpam-2954	240	33	.	.	PUNCT
ejpam-2954	241	1	figure	figure	NOUN
ejpam-2954	241	2	2	2	NUM
ejpam-2954	241	3	records	record	NOUN
ejpam-2954	241	4	the	the	DET
ejpam-2954	241	5	dependent	dependent	ADJ
ejpam-2954	241	6	variable	variable	NOUN
ejpam-2954	241	7	.	.	PUNCT
ejpam-2954	242	1	j.	j.	PROPN
ejpam-2954	242	2	castle	castle	PROPN
ejpam-2954	242	3	/	/	SYM
ejpam-2954	242	4	eur	eur	PROPN
ejpam-2954	242	5	.	.	PUNCT
ejpam-2954	243	1	j.	j.	PROPN
ejpam-2954	243	2	pure	pure	PROPN
ejpam-2954	243	3	appl	appl	PROPN
ejpam-2954	243	4	.	.	PROPN
ejpam-2954	243	5	math	math	PROPN
ejpam-2954	243	6	,	,	PUNCT
ejpam-2954	243	7	10	10	NUM
ejpam-2954	243	8	(	(	PUNCT
ejpam-2954	243	9	1	1	NUM
ejpam-2954	243	10	)	)	PUNCT
ejpam-2954	243	11	(	(	PUNCT
ejpam-2954	243	12	2017	2017	NUM
ejpam-2954	243	13	)	)	PUNCT
ejpam-2954	243	14	,	,	PUNCT
ejpam-2954	243	15	133	133	NUM
ejpam-2954	243	16	-	-	SYM
ejpam-2954	243	17	156	156	NUM
ejpam-2954	243	18	143	143	NUM
ejpam-2954	243	19	4.1	4.1	NUM
ejpam-2954	243	20	.	.	PUNCT
ejpam-2954	244	1	thick	thick	ADJ
ejpam-2954	244	2	modelling	modelling	NOUN
ejpam-2954	244	3	with	with	ADP
ejpam-2954	244	4	misspecification	misspecification	NOUN
ejpam-2954	244	5	first	first	ADV
ejpam-2954	244	6	consider	consider	VERB
ejpam-2954	244	7	the	the	DET
ejpam-2954	244	8	case	case	NOUN
ejpam-2954	244	9	of	of	ADP
ejpam-2954	244	10	selection	selection	NOUN
ejpam-2954	244	11	with	with	ADP
ejpam-2954	244	12	a	a	DET
ejpam-2954	244	13	misspecified	misspecified	ADJ
ejpam-2954	244	14	model	model	NOUN
ejpam-2954	244	15	,	,	PUNCT
ejpam-2954	244	16	so	so	SCONJ
ejpam-2954	244	17	the	the	DET
ejpam-2954	244	18	dgp	dgp	NOUN
ejpam-2954	244	19	is	be	AUX
ejpam-2954	244	20	not	not	PART
ejpam-2954	244	21	nested	nest	VERB
ejpam-2954	244	22	within	within	ADP
ejpam-2954	244	23	the	the	DET
ejpam-2954	244	24	gum	gum	NOUN
ejpam-2954	244	25	:	:	PUNCT
ejpam-2954	245	1	yt	yt	PROPN
ejpam-2954	245	2	=	=	PROPN
ejpam-2954	245	3	γ0	γ0	NOUN
ejpam-2954	246	1	+	+	CCONJ
ejpam-2954	246	2	1∑	1∑	PROPN
ejpam-2954	246	3	j=0	j=0	PROPN
ejpam-2954	246	4	γ1jx1,t−j	γ1jx1,t−j	PROPN
ejpam-2954	247	1	+	+	NUM
ejpam-2954	247	2	1∑	1∑	PROPN
ejpam-2954	247	3	j=0	j=0	X
ejpam-2954	247	4	γ3jx3,t−j	γ3jx3,t−j	ADP
ejpam-2954	247	5	+	+	PROPN
ejpam-2954	247	6	1∑	1∑	PROPN
ejpam-2954	247	7	j=0	j=0	PROPN
ejpam-2954	247	8	γ5jx5,t−j	γ5jx5,t−j	PROPN
ejpam-2954	248	1	+	+	NUM
ejpam-2954	248	2	10∑	10∑	NUM
ejpam-2954	248	3	i=6	i=6	PROPN
ejpam-2954	248	4	1∑	1∑	PROPN
ejpam-2954	248	5	j=0	j=0	PROPN
ejpam-2954	248	6	γijxi	γijxi	NOUN
ejpam-2954	248	7	,	,	PUNCT
ejpam-2954	248	8	t−j	t−j	VERB
ejpam-2954	248	9	+	+	CCONJ
ejpam-2954	248	10	ηt	ηt	ADP
ejpam-2954	248	11	(	(	PUNCT
ejpam-2954	248	12	6	6	NUM
ejpam-2954	248	13	)	)	PUNCT
ejpam-2954	248	14	the	the	DET
ejpam-2954	248	15	gum	gum	NOUN
ejpam-2954	248	16	is	be	AUX
ejpam-2954	248	17	heavily	heavily	ADV
ejpam-2954	248	18	misspecified	misspecified	ADJ
ejpam-2954	248	19	as	as	SCONJ
ejpam-2954	248	20	it	it	PRON
ejpam-2954	248	21	excludes	exclude	VERB
ejpam-2954	248	22	the	the	DET
ejpam-2954	248	23	lagged	lag	VERB
ejpam-2954	248	24	dependent	dependent	ADJ
ejpam-2954	248	25	variable	variable	NOUN
ejpam-2954	248	26	and	and	CCONJ
ejpam-2954	248	27	two	two	NUM
ejpam-2954	248	28	relevant	relevant	ADJ
ejpam-2954	248	29	exogenous	exogenous	ADJ
ejpam-2954	248	30	regressors	regressor	NOUN
ejpam-2954	248	31	(	(	PUNCT
ejpam-2954	248	32	x2,t	x2,t	PROPN
ejpam-2954	248	33	and	and	CCONJ
ejpam-2954	248	34	x4,t	x4,t	PROPN
ejpam-2954	248	35	)	)	PUNCT
ejpam-2954	248	36	as	as	ADV
ejpam-2954	248	37	well	well	ADV
ejpam-2954	248	38	as	as	ADP
ejpam-2954	248	39	ignoring	ignore	VERB
ejpam-2954	248	40	the	the	DET
ejpam-2954	248	41	structural	structural	ADJ
ejpam-2954	248	42	break	break	NOUN
ejpam-2954	248	43	.	.	PUNCT
ejpam-2954	249	1	there	there	PRON
ejpam-2954	249	2	are	be	VERB
ejpam-2954	249	3	a	a	DET
ejpam-2954	249	4	further	further	ADJ
ejpam-2954	249	5	5	5	NUM
ejpam-2954	249	6	irrelevant	irrelevant	ADJ
ejpam-2954	249	7	variables	variable	NOUN
ejpam-2954	249	8	and	and	CCONJ
ejpam-2954	249	9	their	their	PRON
ejpam-2954	249	10	lags	lag	NOUN
ejpam-2954	249	11	included	include	VERB
ejpam-2954	249	12	in	in	ADP
ejpam-2954	249	13	the	the	DET
ejpam-2954	249	14	gum	gum	NOUN
ejpam-2954	249	15	.	.	PUNCT
ejpam-2954	250	1	tm1	tm1	PROPN
ejpam-2954	250	2	tm2	tm2	ADJ
ejpam-2954	250	3	tm3	tm3	PROPN
ejpam-2954	250	4	tm4	tm4	AUX
ejpam-2954	250	5	tm5	tm5	NOUN
ejpam-2954	250	6	tm6	tm6	PROPN
ejpam-2954	250	7	tm7	tm7	PROPN
ejpam-2954	250	8	union	union	PROPN
ejpam-2954	250	9	pooled	pool	VERB
ejpam-2954	250	10	constant	constant	ADJ
ejpam-2954	250	11	1.976	1.976	NUM
ejpam-2954	250	12	1.923	1.923	NUM
ejpam-2954	250	13	2.028	2.028	NUM
ejpam-2954	250	14	1.939	1.939	NUM
ejpam-2954	250	15	2.048	2.048	NUM
ejpam-2954	250	16	2.009	2.009	NUM
ejpam-2954	250	17	2.008	2.008	NUM
ejpam-2954	250	18	2.138	2.138	NUM
ejpam-2954	250	19	2.009	2.009	NUM
ejpam-2954	250	20	x3,t	x3,t	PROPN
ejpam-2954	250	21	.	.	PUNCT
ejpam-2954	251	1	0.524	0.524	NUM
ejpam-2954	251	2	.	.	PUNCT
ejpam-2954	251	3	.	.	PUNCT
ejpam-2954	252	1	0.256	0.256	NUM
ejpam-2954	252	2	.	.	PUNCT
ejpam-2954	252	3	.	.	PUNCT
ejpam-2954	253	1	0.174	0.174	NUM
ejpam-2954	253	2	0.119	0.119	NUM
ejpam-2954	253	3	x3,t−1	x3,t−1	PROPN
ejpam-2954	253	4	0.921	0.921	NUM
ejpam-2954	253	5	.	.	PUNCT
ejpam-2954	254	1	0.804	0.804	NUM
ejpam-2954	254	2	0.637	0.637	NUM
ejpam-2954	254	3	0.816	0.816	NUM
ejpam-2954	254	4	0.816	0.816	NUM
ejpam-2954	254	5	0.920	0.920	NUM
ejpam-2954	254	6	0.901	0.901	NUM
ejpam-2954	254	7	0.727	0.727	NUM
ejpam-2954	254	8	x5,t	x5,t	PROPN
ejpam-2954	254	9	0.992	0.992	NUM
ejpam-2954	254	10	.	.	PUNCT
ejpam-2954	254	11	.	.	PUNCT
ejpam-2954	254	12	.	.	PUNCT
ejpam-2954	255	1	0.953	0.953	NUM
ejpam-2954	255	2	.	.	PUNCT
ejpam-2954	256	1	0.862	0.862	NUM
ejpam-2954	256	2	0.883	0.883	NUM
ejpam-2954	256	3	0.461	0.461	NUM
ejpam-2954	256	4	x5,t−1	x5,t−1	PROPN
ejpam-2954	256	5	1.325	1.325	NUM
ejpam-2954	256	6	1.638	1.638	NUM
ejpam-2954	256	7	1.868	1.868	NUM
ejpam-2954	256	8	1.754	1.754	NUM
ejpam-2954	256	9	1.227	1.227	NUM
ejpam-2954	256	10	1.852	1.852	NUM
ejpam-2954	256	11	1.333	1.333	NUM
ejpam-2954	256	12	1.351	1.351	NUM
ejpam-2954	256	13	1.543	1.543	NUM
ejpam-2954	256	14	x6,t	x6,t	X
ejpam-2954	256	15	.	.	PUNCT
ejpam-2954	257	1	-0.562	-0.562	PROPN
ejpam-2954	257	2	.	.	PUNCT
ejpam-2954	258	1	-0.532	-0.532	PROPN
ejpam-2954	258	2	-0.587	-0.587	PROPN
ejpam-2954	258	3	.	.	PUNCT
ejpam-2954	259	1	-0.568	-0.568	PUNCT
ejpam-2954	260	1	-0.389	-0.389	NOUN
ejpam-2954	260	2	-0.330	-0.330	PUNCT
ejpam-2954	260	3	x6,t−1	x6,t−1	NOUN
ejpam-2954	260	4	-0.802	-0.802	X
ejpam-2954	260	5	.	.	PUNCT
ejpam-2954	261	1	-0.704	-0.704	NOUN
ejpam-2954	261	2	.	.	PUNCT
ejpam-2954	261	3	.	.	PUNCT
ejpam-2954	262	1	-0.710	-0.710	PROPN
ejpam-2954	262	2	.	.	PUNCT
ejpam-2954	263	1	-0.576	-0.576	NOUN
ejpam-2954	263	2	-0.349	-0.349	PUNCT
ejpam-2954	264	1	x8,t	x8,t	PROPN
ejpam-2954	264	2	.	.	PUNCT
ejpam-2954	264	3	.	.	PUNCT
ejpam-2954	265	1	-1.062	-1.062	X
ejpam-2954	265	2	.	.	PUNCT
ejpam-2954	266	1	-1.083	-1.083	X
ejpam-2954	267	1	-1.049	-1.049	DET
ejpam-2954	267	2	-1.105	-1.105	PROPN
ejpam-2954	267	3	-0.578	-0.578	X
ejpam-2954	267	4	-0.609	-0.609	PUNCT
ejpam-2954	267	5	x8,t−1	x8,t−1	PROPN
ejpam-2954	267	6	-1.111	-1.111	PROPN
ejpam-2954	267	7	-1.105	-1.105	PROPN
ejpam-2954	267	8	.	.	PUNCT
ejpam-2954	268	1	-1.098	-1.098	X
ejpam-2954	268	2	.	.	PUNCT
ejpam-2954	268	3	.	.	PUNCT
ejpam-2954	268	4	.	.	PUNCT
ejpam-2954	269	1	-0.802	-0.802	PROPN
ejpam-2954	269	2	-0.514	-0.514	PUNCT
ejpam-2954	269	3	x9,t	x9,t	PROPN
ejpam-2954	269	4	.	.	PUNCT
ejpam-2954	269	5	.	.	PUNCT
ejpam-2954	269	6	.	.	PUNCT
ejpam-2954	269	7	.	.	PUNCT
ejpam-2954	270	1	-0.271	-0.271	PUNCT
ejpam-2954	270	2	-0.278	-0.278	INTJ
ejpam-2954	270	3	.	.	PUNCT
ejpam-2954	271	1	-0.129	-0.129	NUM
ejpam-2954	271	2	-0.085	-0.085	INTJ
ejpam-2954	272	1	x10,t−1	x10,t−1	INTJ
ejpam-2954	272	2	.	.	PUNCT
ejpam-2954	272	3	.	.	PUNCT
ejpam-2954	273	1	0.590	0.590	NUM
ejpam-2954	273	2	.	.	PUNCT
ejpam-2954	273	3	.	.	PUNCT
ejpam-2954	274	1	.	.	PUNCT
ejpam-2954	275	1	0.503	0.503	NUM
ejpam-2954	275	2	0.491	0.491	NUM
ejpam-2954	275	3	0.198	0.198	NUM
ejpam-2954	275	4	ll	ll	NOUN
ejpam-2954	275	5	-284.0	-284.0	PROPN
ejpam-2954	275	6	-288.2	-288.2	PROPN
ejpam-2954	276	1	-284.9	-284.9	PROPN
ejpam-2954	277	1	-287.5	-287.5	PROPN
ejpam-2954	278	1	-285.1	-285.1	PROPN
ejpam-2954	278	2	-286.0	-286.0	PROPN
ejpam-2954	278	3	-284.4	-284.4	PROPN
ejpam-2954	278	4	-281.3	-281.3	PROPN
ejpam-2954	278	5	σ̂	σ̂	X
ejpam-2954	278	6	4.273	4.273	NUM
ejpam-2954	278	7	4.429	4.429	NUM
ejpam-2954	278	8	4.309	4.309	NUM
ejpam-2954	278	9	4.402	4.402	NUM
ejpam-2954	278	10	4.367	4.367	NUM
ejpam-2954	278	11	4.360	4.360	NUM
ejpam-2954	278	12	4.313	4.313	NUM
ejpam-2954	278	13	4.273	4.273	NUM
ejpam-2954	278	14	ar(2	ar(2	NOUN
ejpam-2954	278	15	)	)	PUNCT
ejpam-2954	278	16	0.000	0.000	NUM
ejpam-2954	279	1	0.000	0.000	NUM
ejpam-2954	279	2	0.000	0.000	NUM
ejpam-2954	279	3	0.000	0.000	NUM
ejpam-2954	279	4	0.000	0.000	NUM
ejpam-2954	279	5	0.000	0.000	NUM
ejpam-2954	279	6	0.000	0.000	NUM
ejpam-2954	279	7	0.000	0.000	NUM
ejpam-2954	279	8	arch(1	arch(1	PROPN
ejpam-2954	279	9	)	)	PUNCT
ejpam-2954	279	10	0.000	0.000	NUM
ejpam-2954	280	1	0.000	0.000	NUM
ejpam-2954	280	2	0.000	0.000	NUM
ejpam-2954	280	3	0.000	0.000	NUM
ejpam-2954	280	4	0.000	0.000	NUM
ejpam-2954	280	5	0.000	0.000	NUM
ejpam-2954	280	6	0.000	0.000	NUM
ejpam-2954	280	7	0.000	0.000	NUM
ejpam-2954	280	8	normality	normality	NOUN
ejpam-2954	280	9	0.064	0.064	NUM
ejpam-2954	280	10	0.022	0.022	NUM
ejpam-2954	280	11	0.019	0.019	NUM
ejpam-2954	280	12	0.018	0.018	NUM
ejpam-2954	280	13	0.011	0.011	NUM
ejpam-2954	280	14	0.017	0.017	NUM
ejpam-2954	280	15	0.013	0.013	NUM
ejpam-2954	280	16	0.096	0.096	NUM
ejpam-2954	280	17	hetero	hetero	NOUN
ejpam-2954	280	18	0.060	0.060	NUM
ejpam-2954	280	19	0.295	0.295	NUM
ejpam-2954	280	20	0.012	0.012	NUM
ejpam-2954	280	21	0.412	0.412	NUM
ejpam-2954	280	22	0.070	0.070	NUM
ejpam-2954	280	23	0.052	0.052	NUM
ejpam-2954	280	24	0.094	0.094	NUM
ejpam-2954	280	25	0.012	0.012	NUM
ejpam-2954	280	26	chow(70	chow(70	ADJ
ejpam-2954	280	27	%	%	NOUN
ejpam-2954	280	28	)	)	PUNCT
ejpam-2954	280	29	0.206	0.206	NUM
ejpam-2954	280	30	0.762	0.762	NUM
ejpam-2954	280	31	0.415	0.415	NUM
ejpam-2954	280	32	0.776	0.776	NUM
ejpam-2954	280	33	0.322	0.322	NUM
ejpam-2954	280	34	0.488	0.488	NUM
ejpam-2954	280	35	0.274	0.274	NUM
ejpam-2954	280	36	0.275	0.275	NUM
ejpam-2954	280	37	table	table	NOUN
ejpam-2954	280	38	1	1	NUM
ejpam-2954	280	39	:	:	PUNCT
ejpam-2954	280	40	terminal	terminal	ADJ
ejpam-2954	280	41	models	model	NOUN
ejpam-2954	280	42	(	(	PUNCT
ejpam-2954	280	43	tm	tm	NOUN
ejpam-2954	280	44	)	)	PUNCT
ejpam-2954	280	45	from	from	ADP
ejpam-2954	280	46	autometrics	autometric	NOUN
ejpam-2954	280	47	undertaking	undertaking	NOUN
ejpam-2954	280	48	selection	selection	NOUN
ejpam-2954	280	49	at	at	ADP
ejpam-2954	280	50	a	a	DET
ejpam-2954	280	51	target	target	NOUN
ejpam-2954	280	52	size	size	NOUN
ejpam-2954	280	53	of	of	ADP
ejpam-2954	280	54	5	5	NUM
ejpam-2954	280	55	%	%	NOUN
ejpam-2954	280	56	for	for	ADP
ejpam-2954	280	57	gum	gum	NOUN
ejpam-2954	280	58	(	(	PUNCT
ejpam-2954	280	59	6	6	NUM
ejpam-2954	280	60	)	)	PUNCT
ejpam-2954	280	61	.	.	PUNCT
ejpam-2954	281	1	coefficient	coefficient	NOUN
ejpam-2954	281	2	estimates	estimate	NOUN
ejpam-2954	281	3	reported	report	VERB
ejpam-2954	281	4	along	along	ADP
ejpam-2954	281	5	with	with	ADP
ejpam-2954	281	6	p	p	NOUN
ejpam-2954	281	7	-	-	PUNCT
ejpam-2954	281	8	values	value	NOUN
ejpam-2954	281	9	for	for	ADP
ejpam-2954	281	10	diagnostic	diagnostic	ADJ
ejpam-2954	281	11	tests	test	NOUN
ejpam-2954	281	12	,	,	PUNCT
ejpam-2954	281	13	the	the	DET
ejpam-2954	281	14	log	log	NOUN
ejpam-2954	281	15	-	-	PUNCT
ejpam-2954	281	16	likelihood	likelihood	NOUN
ejpam-2954	281	17	(	(	PUNCT
ejpam-2954	281	18	ll	ll	NOUN
ejpam-2954	281	19	)	)	PUNCT
ejpam-2954	281	20	and	and	CCONJ
ejpam-2954	281	21	estimated	estimate	VERB
ejpam-2954	281	22	equation	equation	NOUN
ejpam-2954	281	23	standard	standard	NOUN
ejpam-2954	281	24	error	error	NOUN
ejpam-2954	281	25	(	(	PUNCT
ejpam-2954	281	26	σ̂	σ̂	NUM
ejpam-2954	281	27	)	)	PUNCT
ejpam-2954	281	28	.	.	PUNCT
ejpam-2954	282	1	union	union	NOUN
ejpam-2954	282	2	model	model	NOUN
ejpam-2954	282	3	includes	include	VERB
ejpam-2954	282	4	all	all	DET
ejpam-2954	282	5	variables	variable	NOUN
ejpam-2954	282	6	that	that	PRON
ejpam-2954	282	7	are	be	AUX
ejpam-2954	282	8	retained	retain	VERB
ejpam-2954	282	9	in	in	ADP
ejpam-2954	282	10	one	one	NUM
ejpam-2954	282	11	or	or	CCONJ
ejpam-2954	282	12	more	more	ADJ
ejpam-2954	282	13	terminal	terminal	ADJ
ejpam-2954	282	14	models	model	NOUN
ejpam-2954	282	15	.	.	PUNCT
ejpam-2954	283	1	final	final	ADJ
ejpam-2954	283	2	column	column	NOUN
ejpam-2954	283	3	reports	report	NOUN
ejpam-2954	283	4	average	average	ADJ
ejpam-2954	283	5	coefficients	coefficient	NOUN
ejpam-2954	283	6	across	across	ADP
ejpam-2954	283	7	all	all	DET
ejpam-2954	283	8	terminal	terminal	ADJ
ejpam-2954	283	9	models	model	NOUN
ejpam-2954	283	10	and	and	CCONJ
ejpam-2954	283	11	union	union	NOUN
ejpam-2954	283	12	model	model	NOUN
ejpam-2954	283	13	.	.	PUNCT
ejpam-2954	284	1	table	table	NOUN
ejpam-2954	284	2	1	1	NUM
ejpam-2954	284	3	records	record	VERB
ejpam-2954	284	4	the	the	DET
ejpam-2954	284	5	parameter	parameter	NOUN
ejpam-2954	284	6	estimates	estimate	NOUN
ejpam-2954	284	7	and	and	CCONJ
ejpam-2954	284	8	p	p	NOUN
ejpam-2954	284	9	-	-	PUNCT
ejpam-2954	284	10	values	value	NOUN
ejpam-2954	284	11	for	for	ADP
ejpam-2954	284	12	the	the	DET
ejpam-2954	284	13	diagnostic	diagnostic	ADJ
ejpam-2954	284	14	tests	test	NOUN
ejpam-2954	284	15	from	from	ADP
ejpam-2954	284	16	the	the	DET
ejpam-2954	284	17	terminal	terminal	ADJ
ejpam-2954	284	18	models	model	NOUN
ejpam-2954	284	19	and	and	CCONJ
ejpam-2954	284	20	the	the	DET
ejpam-2954	284	21	union	union	NOUN
ejpam-2954	284	22	of	of	ADP
ejpam-2954	284	23	the	the	DET
ejpam-2954	284	24	terminal	terminal	ADJ
ejpam-2954	284	25	models	model	NOUN
ejpam-2954	284	26	,	,	PUNCT
ejpam-2954	284	27	using	use	VERB
ejpam-2954	284	28	a	a	DET
ejpam-2954	284	29	target	target	NOUN
ejpam-2954	284	30	significance	significance	NOUN
ejpam-2954	284	31	level	level	NOUN
ejpam-2954	284	32	of	of	ADP
ejpam-2954	284	33	5	5	NUM
ejpam-2954	284	34	%	%	NOUN
ejpam-2954	284	35	with	with	ADP
ejpam-2954	284	36	default	default	NOUN
ejpam-2954	284	37	settings	setting	NOUN
ejpam-2954	284	38	for	for	ADP
ejpam-2954	284	39	autometrics	autometric	NOUN
ejpam-2954	284	40	,	,	PUNCT
ejpam-2954	284	41	fixing	fix	VERB
ejpam-2954	284	42	the	the	DET
ejpam-2954	284	43	intercept.‡	intercept.‡	NOUN
ejpam-2954	284	44	the	the	DET
ejpam-2954	284	45	union	union	NOUN
ejpam-2954	284	46	model	model	NOUN
ejpam-2954	284	47	includes	include	VERB
ejpam-2954	284	48	all	all	DET
ejpam-2954	284	49	variables	variable	NOUN
ejpam-2954	284	50	which	which	PRON
ejpam-2954	284	51	are	be	AUX
ejpam-2954	284	52	retained	retain	VERB
ejpam-2954	284	53	in	in	ADP
ejpam-2954	284	54	one	one	NUM
ejpam-2954	284	55	or	or	CCONJ
ejpam-2954	284	56	more	more	ADJ
ejpam-2954	284	57	terminal	terminal	ADJ
ejpam-2954	284	58	models	model	NOUN
ejpam-2954	284	59	.	.	PUNCT
ejpam-2954	285	1	as	as	ADP
ejpam-2954	285	2	a	a	DET
ejpam-2954	285	3	result	result	NOUN
ejpam-2954	285	4	of	of	ADP
ejpam-2954	285	5	the	the	DET
ejpam-2954	285	6	‡it	‡it	PROPN
ejpam-2954	285	7	is	be	AUX
ejpam-2954	285	8	advisable	advisable	ADJ
ejpam-2954	285	9	to	to	PART
ejpam-2954	285	10	always	always	ADV
ejpam-2954	285	11	fix	fix	VERB
ejpam-2954	285	12	the	the	DET
ejpam-2954	285	13	intercept	intercept	NOUN
ejpam-2954	285	14	,	,	PUNCT
ejpam-2954	285	15	i.e.	i.e.	X
ejpam-2954	285	16	do	do	AUX
ejpam-2954	285	17	not	not	PART
ejpam-2954	285	18	select	select	VERB
ejpam-2954	285	19	over	over	ADP
ejpam-2954	285	20	it	it	PRON
ejpam-2954	285	21	,	,	PUNCT
ejpam-2954	285	22	as	as	SCONJ
ejpam-2954	285	23	the	the	DET
ejpam-2954	285	24	intercept	intercept	NOUN
ejpam-2954	285	25	can	can	AUX
ejpam-2954	285	26	have	have	VERB
ejpam-2954	285	27	a	a	DET
ejpam-2954	285	28	substantial	substantial	ADJ
ejpam-2954	285	29	impact	impact	NOUN
ejpam-2954	285	30	on	on	ADP
ejpam-2954	285	31	the	the	DET
ejpam-2954	285	32	set	set	NOUN
ejpam-2954	285	33	of	of	ADP
ejpam-2954	285	34	models	model	NOUN
ejpam-2954	285	35	retained	retain	VERB
ejpam-2954	285	36	,	,	PUNCT
ejpam-2954	285	37	particularly	particularly	ADV
ejpam-2954	285	38	if	if	SCONJ
ejpam-2954	285	39	there	there	PRON
ejpam-2954	285	40	are	be	VERB
ejpam-2954	285	41	structural	structural	ADJ
ejpam-2954	285	42	breaks	break	NOUN
ejpam-2954	285	43	present	present	ADJ
ejpam-2954	285	44	that	that	PRON
ejpam-2954	285	45	are	be	AUX
ejpam-2954	285	46	not	not	PART
ejpam-2954	285	47	modelled	model	VERB
ejpam-2954	285	48	.	.	PUNCT
ejpam-2954	286	1	see	see	VERB
ejpam-2954	286	2	castle	castle	NOUN
ejpam-2954	286	3	,	,	PUNCT
ejpam-2954	286	4	doornik	doornik	PROPN
ejpam-2954	286	5	and	and	CCONJ
ejpam-2954	286	6	hendry	hendry	PROPN
ejpam-2954	286	7	(	(	PUNCT
ejpam-2954	286	8	2012	2012	NUM
ejpam-2954	286	9	)	)	PUNCT
ejpam-2954	287	1	[	[	X
ejpam-2954	287	2	10	10	NUM
ejpam-2954	287	3	]	]	PUNCT
ejpam-2954	287	4	for	for	ADP
ejpam-2954	287	5	simulation	simulation	NOUN
ejpam-2954	287	6	evidence	evidence	NOUN
ejpam-2954	287	7	on	on	ADP
ejpam-2954	287	8	autometrics	autometric	NOUN
ejpam-2954	287	9	with	with	ADP
ejpam-2954	287	10	a	a	DET
ejpam-2954	287	11	fixed	fix	VERB
ejpam-2954	287	12	or	or	CCONJ
ejpam-2954	287	13	free	free	ADJ
ejpam-2954	287	14	intercept	intercept	NOUN
ejpam-2954	287	15	.	.	PUNCT
ejpam-2954	288	1	j.	j.	PROPN
ejpam-2954	288	2	castle	castle	PROPN
ejpam-2954	288	3	/	/	SYM
ejpam-2954	288	4	eur	eur	PROPN
ejpam-2954	288	5	.	.	PUNCT
ejpam-2954	289	1	j.	j.	PROPN
ejpam-2954	289	2	pure	pure	PROPN
ejpam-2954	289	3	appl	appl	PROPN
ejpam-2954	289	4	.	.	PROPN
ejpam-2954	289	5	math	math	PROPN
ejpam-2954	289	6	,	,	PUNCT
ejpam-2954	289	7	10	10	NUM
ejpam-2954	289	8	(	(	PUNCT
ejpam-2954	289	9	1	1	NUM
ejpam-2954	289	10	)	)	PUNCT
ejpam-2954	289	11	(	(	PUNCT
ejpam-2954	289	12	2017	2017	NUM
ejpam-2954	289	13	)	)	PUNCT
ejpam-2954	289	14	,	,	PUNCT
ejpam-2954	289	15	133	133	NUM
ejpam-2954	289	16	-	-	SYM
ejpam-2954	289	17	156	156	NUM
ejpam-2954	289	18	144	144	NUM
ejpam-2954	289	19	gum	gum	NOUN
ejpam-2954	289	20	misspecification	misspecification	NOUN
ejpam-2954	289	21	,	,	PUNCT
ejpam-2954	289	22	additional	additional	ADJ
ejpam-2954	289	23	irrelevant	irrelevant	ADJ
ejpam-2954	289	24	regressors	regressor	NOUN
ejpam-2954	289	25	are	be	AUX
ejpam-2954	289	26	retained	retain	VERB
ejpam-2954	289	27	to	to	PART
ejpam-2954	289	28	proxy	proxy	VERB
ejpam-2954	289	29	the	the	DET
ejpam-2954	289	30	omitted	omit	VERB
ejpam-2954	289	31	variables	variable	NOUN
ejpam-2954	289	32	.	.	PUNCT
ejpam-2954	290	1	as	as	SCONJ
ejpam-2954	290	2	these	these	PRON
ejpam-2954	290	3	are	be	AUX
ejpam-2954	290	4	imperfect	imperfect	ADJ
ejpam-2954	290	5	proxies	proxy	NOUN
ejpam-2954	290	6	,	,	PUNCT
ejpam-2954	290	7	a	a	DET
ejpam-2954	290	8	range	range	NOUN
ejpam-2954	290	9	of	of	ADP
ejpam-2954	290	10	terminal	terminal	ADJ
ejpam-2954	290	11	models	model	NOUN
ejpam-2954	290	12	are	be	AUX
ejpam-2954	290	13	retained	retain	VERB
ejpam-2954	290	14	,	,	PUNCT
ejpam-2954	290	15	all	all	PRON
ejpam-2954	290	16	of	of	ADP
ejpam-2954	290	17	which	which	PRON
ejpam-2954	290	18	are	be	AUX
ejpam-2954	290	19	non	non	ADJ
ejpam-2954	290	20	-	-	ADJ
ejpam-2954	290	21	congruent	congruent	ADJ
ejpam-2954	290	22	as	as	SCONJ
ejpam-2954	290	23	evidenced	evidence	VERB
ejpam-2954	290	24	by	by	ADP
ejpam-2954	290	25	a	a	DET
ejpam-2954	290	26	failure	failure	NOUN
ejpam-2954	290	27	of	of	ADP
ejpam-2954	290	28	the	the	DET
ejpam-2954	290	29	diagnostic	diagnostic	ADJ
ejpam-2954	290	30	tests	test	NOUN
ejpam-2954	290	31	,	,	PUNCT
ejpam-2954	290	32	including	include	VERB
ejpam-2954	290	33	most	most	ADV
ejpam-2954	290	34	notably	notably	ADV
ejpam-2954	290	35	second	second	ADJ
ejpam-2954	290	36	order	order	NOUN
ejpam-2954	290	37	serial	serial	ADJ
ejpam-2954	290	38	correlation	correlation	NOUN
ejpam-2954	290	39	(	(	PUNCT
ejpam-2954	290	40	godfrey	godfrey	PROPN
ejpam-2954	290	41	,	,	PUNCT
ejpam-2954	290	42	1978	1978	NUM
ejpam-2954	290	43	,	,	PUNCT
ejpam-2954	290	44	[	[	X
ejpam-2954	290	45	22	22	NUM
ejpam-2954	290	46	]	]	PUNCT
ejpam-2954	290	47	)	)	PUNCT
ejpam-2954	290	48	and	and	CCONJ
ejpam-2954	290	49	first	first	ADJ
ejpam-2954	290	50	order	order	NOUN
ejpam-2954	290	51	autoregressive	autoregressive	ADJ
ejpam-2954	290	52	conditional	conditional	ADJ
ejpam-2954	290	53	heteroscedasticity	heteroscedasticity	NOUN
ejpam-2954	290	54	(	(	PUNCT
ejpam-2954	290	55	engle	engle	PROPN
ejpam-2954	290	56	,	,	PUNCT
ejpam-2954	290	57	1982	1982	NUM
ejpam-2954	290	58	,	,	PUNCT
ejpam-2954	290	59	[	[	X
ejpam-2954	290	60	20	20	NUM
ejpam-2954	290	61	]	]	NUM
ejpam-2954	290	62	)	)	PUNCT
ejpam-2954	290	63	.	.	PUNCT
ejpam-2954	291	1	the	the	DET
ejpam-2954	291	2	chow	chow	PROPN
ejpam-2954	291	3	(	(	PUNCT
ejpam-2954	291	4	1960	1960	NUM
ejpam-2954	291	5	)	)	PUNCT
ejpam-2954	291	6	test	test	NOUN
ejpam-2954	291	7	(	(	PUNCT
ejpam-2954	291	8	see	see	VERB
ejpam-2954	291	9	[	[	X
ejpam-2954	291	10	16	16	NUM
ejpam-2954	291	11	]	]	PUNCT
ejpam-2954	291	12	)	)	PUNCT
ejpam-2954	291	13	splits	split	VERB
ejpam-2954	291	14	the	the	DET
ejpam-2954	291	15	sample	sample	NOUN
ejpam-2954	291	16	in	in	ADP
ejpam-2954	291	17	a	a	DET
ejpam-2954	291	18	70%/30	70%/30	NUM
ejpam-2954	291	19	%	%	NOUN
ejpam-2954	291	20	split	split	NOUN
ejpam-2954	291	21	and	and	CCONJ
ejpam-2954	291	22	tests	test	NOUN
ejpam-2954	291	23	for	for	ADP
ejpam-2954	291	24	parameter	parameter	NOUN
ejpam-2954	291	25	constancy	constancy	NOUN
ejpam-2954	291	26	using	use	VERB
ejpam-2954	291	27	a	a	DET
ejpam-2954	291	28	residual	residual	ADJ
ejpam-2954	291	29	sum	sum	NOUN
ejpam-2954	291	30	of	of	ADP
ejpam-2954	291	31	squares	square	NOUN
ejpam-2954	291	32	(	(	PUNCT
ejpam-2954	291	33	rss	rss	NOUN
ejpam-2954	291	34	)	)	PUNCT
ejpam-2954	291	35	f	f	NOUN
ejpam-2954	291	36	-	-	PUNCT
ejpam-2954	291	37	statistic	statistic	NOUN
ejpam-2954	291	38	.	.	PUNCT
ejpam-2954	292	1	the	the	DET
ejpam-2954	292	2	lack	lack	NOUN
ejpam-2954	292	3	of	of	ADP
ejpam-2954	292	4	failure	failure	NOUN
ejpam-2954	292	5	of	of	ADP
ejpam-2954	292	6	parameter	parameter	NOUN
ejpam-2954	292	7	constancy	constancy	NOUN
ejpam-2954	292	8	across	across	ADP
ejpam-2954	292	9	all	all	DET
ejpam-2954	292	10	models	model	NOUN
ejpam-2954	292	11	is	be	AUX
ejpam-2954	292	12	due	due	ADJ
ejpam-2954	292	13	to	to	ADP
ejpam-2954	292	14	the	the	DET
ejpam-2954	292	15	model	model	NOUN
ejpam-2954	292	16	fitting	fit	VERB
ejpam-2954	292	17	badly	badly	ADV
ejpam-2954	292	18	before	before	ADP
ejpam-2954	292	19	the	the	DET
ejpam-2954	292	20	breakpoint	breakpoint	NOUN
ejpam-2954	292	21	,	,	PUNCT
ejpam-2954	292	22	thereby	thereby	ADV
ejpam-2954	292	23	inflating	inflate	VERB
ejpam-2954	292	24	the	the	DET
ejpam-2954	292	25	rss	rss	NOUN
ejpam-2954	292	26	.	.	PUNCT
ejpam-2954	293	1	thick	thick	ADJ
ejpam-2954	293	2	modelling	model	VERB
ejpam-2954	293	3	averages	average	NOUN
ejpam-2954	293	4	across	across	ADP
ejpam-2954	293	5	the	the	DET
ejpam-2954	293	6	terminal	terminal	ADJ
ejpam-2954	293	7	models	model	NOUN
ejpam-2954	293	8	using	use	VERB
ejpam-2954	293	9	a	a	DET
ejpam-2954	293	10	simple	simple	ADJ
ejpam-2954	293	11	unweighted	unweighted	ADJ
ejpam-2954	293	12	average	average	NOUN
ejpam-2954	293	13	,	,	PUNCT
ejpam-2954	293	14	and	and	CCONJ
ejpam-2954	293	15	we	we	PRON
ejpam-2954	293	16	include	include	VERB
ejpam-2954	293	17	the	the	DET
ejpam-2954	293	18	union	union	NOUN
ejpam-2954	293	19	of	of	ADP
ejpam-2954	293	20	the	the	DET
ejpam-2954	293	21	terminal	terminal	ADJ
ejpam-2954	293	22	models	model	NOUN
ejpam-2954	293	23	in	in	ADP
ejpam-2954	293	24	the	the	DET
ejpam-2954	293	25	set	set	NOUN
ejpam-2954	293	26	to	to	PART
ejpam-2954	293	27	be	be	AUX
ejpam-2954	293	28	averaged	average	VERB
ejpam-2954	293	29	,	,	PUNCT
ejpam-2954	293	30	given	give	VERB
ejpam-2954	293	31	in	in	ADP
ejpam-2954	293	32	the	the	DET
ejpam-2954	293	33	final	final	ADJ
ejpam-2954	293	34	column	column	NOUN
ejpam-2954	293	35	of	of	ADP
ejpam-2954	293	36	table	table	NOUN
ejpam-2954	293	37	1	1	NUM
ejpam-2954	293	38	.	.	PUNCT
ejpam-2954	294	1	the	the	DET
ejpam-2954	294	2	intercept	intercept	NOUN
ejpam-2954	294	3	,	,	PUNCT
ejpam-2954	294	4	averaged	average	VERB
ejpam-2954	294	5	over	over	ADP
ejpam-2954	294	6	the	the	DET
ejpam-2954	294	7	full	full	ADJ
ejpam-2954	294	8	sample	sample	NOUN
ejpam-2954	294	9	,	,	PUNCT
ejpam-2954	294	10	is	be	AUX
ejpam-2954	294	11	:	:	PUNCT
ejpam-2954	294	12	e	e	X
ejpam-2954	294	13	(	(	PUNCT
ejpam-2954	294	14	yt	yt	NOUN
ejpam-2954	294	15	)	)	PUNCT
ejpam-2954	294	16	=	=	SYM
ejpam-2954	294	17	δ1(50	δ1(50	NOUN
ejpam-2954	294	18	<	<	NOUN
ejpam-2954	294	19	t≤81	t≤81	NOUN
ejpam-2954	294	20	)	)	PUNCT
ejpam-2954	294	21	1−	1−	NUM
ejpam-2954	294	22	βy	βy	VERB
ejpam-2954	295	1	=	=	NOUN
ejpam-2954	295	2	0.31×	0.31×	NUM
ejpam-2954	295	3	3	3	NUM
ejpam-2954	295	4	1−	1−	NUM
ejpam-2954	295	5	0.6	0.6	NUM
ejpam-2954	295	6	=	=	NOUN
ejpam-2954	295	7	2.325	2.325	NUM
ejpam-2954	295	8	as	as	ADP
ejpam-2954	295	9	all	all	DET
ejpam-2954	295	10	exogenous	exogenous	ADJ
ejpam-2954	295	11	variables	variable	NOUN
ejpam-2954	295	12	have	have	VERB
ejpam-2954	295	13	zero	zero	NUM
ejpam-2954	295	14	means	mean	NOUN
ejpam-2954	295	15	in	in	ADP
ejpam-2954	295	16	expectation	expectation	NOUN
ejpam-2954	295	17	,	,	PUNCT
ejpam-2954	295	18	with	with	SCONJ
ejpam-2954	295	19	the	the	DET
ejpam-2954	295	20	equilibrium	equilibrium	NOUN
ejpam-2954	295	21	mean	mean	NOUN
ejpam-2954	295	22	converging	converge	VERB
ejpam-2954	295	23	quite	quite	ADV
ejpam-2954	295	24	quickly	quickly	ADV
ejpam-2954	295	25	to	to	ADP
ejpam-2954	295	26	a	a	DET
ejpam-2954	295	27	mean	mean	NOUN
ejpam-2954	295	28	of	of	ADP
ejpam-2954	295	29	7.5	7.5	NUM
ejpam-2954	295	30	during	during	ADP
ejpam-2954	295	31	the	the	DET
ejpam-2954	295	32	structural	structural	ADJ
ejpam-2954	295	33	break	break	NOUN
ejpam-2954	295	34	,	,	PUNCT
ejpam-2954	295	35	before	before	ADP
ejpam-2954	295	36	converging	converge	VERB
ejpam-2954	295	37	to	to	ADP
ejpam-2954	295	38	zero	zero	NUM
ejpam-2954	295	39	again	again	ADV
ejpam-2954	295	40	after	after	ADP
ejpam-2954	295	41	the	the	DET
ejpam-2954	295	42	break	break	NOUN
ejpam-2954	295	43	.	.	PUNCT
ejpam-2954	296	1	all	all	DET
ejpam-2954	296	2	terminal	terminal	ADJ
ejpam-2954	296	3	models	model	NOUN
ejpam-2954	296	4	underestimate	underestimate	VERB
ejpam-2954	296	5	the	the	DET
ejpam-2954	296	6	full	full	ADJ
ejpam-2954	296	7	sample	sample	NOUN
ejpam-2954	296	8	equilibrium	equilibrium	NOUN
ejpam-2954	296	9	mean	mean	VERB
ejpam-2954	296	10	if	if	SCONJ
ejpam-2954	296	11	the	the	DET
ejpam-2954	296	12	breaks	break	NOUN
ejpam-2954	296	13	are	be	AUX
ejpam-2954	296	14	not	not	PART
ejpam-2954	296	15	modelled	model	VERB
ejpam-2954	296	16	,	,	PUNCT
ejpam-2954	296	17	with	with	ADP
ejpam-2954	296	18	the	the	DET
ejpam-2954	296	19	union	union	NOUN
ejpam-2954	296	20	providing	provide	VERB
ejpam-2954	296	21	the	the	DET
ejpam-2954	296	22	closest	close	ADJ
ejpam-2954	296	23	estimate	estimate	NOUN
ejpam-2954	296	24	.	.	PUNCT
ejpam-2954	297	1	the	the	DET
ejpam-2954	297	2	choice	choice	NOUN
ejpam-2954	297	3	of	of	ADP
ejpam-2954	297	4	α	α	PROPN
ejpam-2954	297	5	affects	affect	VERB
ejpam-2954	297	6	the	the	DET
ejpam-2954	297	7	set	set	NOUN
ejpam-2954	297	8	of	of	ADP
ejpam-2954	297	9	terminal	terminal	ADJ
ejpam-2954	297	10	models	model	NOUN
ejpam-2954	297	11	.	.	PUNCT
ejpam-2954	298	1	selection	selection	NOUN
ejpam-2954	298	2	at	at	ADP
ejpam-2954	298	3	α	α	NOUN
ejpam-2954	298	4	=	=	SYM
ejpam-2954	298	5	0.1	0.1	NUM
ejpam-2954	298	6	results	result	NOUN
ejpam-2954	298	7	in	in	ADP
ejpam-2954	298	8	3	3	NUM
ejpam-2954	298	9	terminal	terminal	NOUN
ejpam-2954	298	10	models	model	NOUN
ejpam-2954	298	11	,	,	PUNCT
ejpam-2954	298	12	each	each	PRON
ejpam-2954	298	13	with	with	ADP
ejpam-2954	298	14	6	6	NUM
ejpam-2954	298	15	parameters	parameter	NOUN
ejpam-2954	298	16	,	,	PUNCT
ejpam-2954	298	17	and	and	CCONJ
ejpam-2954	298	18	selection	selection	NOUN
ejpam-2954	298	19	at	at	ADP
ejpam-2954	298	20	α	α	NOUN
ejpam-2954	298	21	=	=	NOUN
ejpam-2954	298	22	0.01	0.01	NUM
ejpam-2954	298	23	results	result	NOUN
ejpam-2954	298	24	in	in	ADP
ejpam-2954	298	25	9	9	NUM
ejpam-2954	298	26	terminal	terminal	NOUN
ejpam-2954	298	27	models	model	NOUN
ejpam-2954	298	28	with	with	ADP
ejpam-2954	298	29	between	between	ADP
ejpam-2954	298	30	4	4	NUM
ejpam-2954	298	31	and	and	CCONJ
ejpam-2954	298	32	8	8	NUM
ejpam-2954	298	33	parameters	parameter	NOUN
ejpam-2954	298	34	.	.	PUNCT
ejpam-2954	299	1	variables	variable	NOUN
ejpam-2954	299	2	are	be	AUX
ejpam-2954	299	3	retained	retain	VERB
ejpam-2954	299	4	despite	despite	SCONJ
ejpam-2954	299	5	statistical	statistical	ADJ
ejpam-2954	299	6	insignificance	insignificance	NOUN
ejpam-2954	299	7	in	in	ADP
ejpam-2954	299	8	the	the	DET
ejpam-2954	299	9	terminal	terminal	ADJ
ejpam-2954	299	10	models	model	NOUN
ejpam-2954	299	11	if	if	SCONJ
ejpam-2954	299	12	including	include	VERB
ejpam-2954	299	13	them	they	PRON
ejpam-2954	299	14	mitigates	mitigate	VERB
ejpam-2954	299	15	the	the	DET
ejpam-2954	299	16	failure	failure	NOUN
ejpam-2954	299	17	of	of	ADP
ejpam-2954	299	18	diagnostic	diagnostic	ADJ
ejpam-2954	299	19	tests	test	NOUN
ejpam-2954	299	20	.	.	PUNCT
ejpam-2954	300	1	in	in	ADP
ejpam-2954	300	2	this	this	DET
ejpam-2954	300	3	misspecified	misspecifie	VERB
ejpam-2954	300	4	case	case	NOUN
ejpam-2954	300	5	,	,	PUNCT
ejpam-2954	300	6	tightening	tighten	VERB
ejpam-2954	300	7	α	α	NOUN
ejpam-2954	300	8	results	result	NOUN
ejpam-2954	300	9	in	in	ADP
ejpam-2954	300	10	more	more	ADJ
ejpam-2954	300	11	terminal	terminal	ADJ
ejpam-2954	300	12	models	model	NOUN
ejpam-2954	300	13	being	be	AUX
ejpam-2954	300	14	retained	retain	VERB
ejpam-2954	300	15	.	.	PUNCT
ejpam-2954	301	1	a	a	DET
ejpam-2954	301	2	large	large	ADJ
ejpam-2954	301	3	number	number	NOUN
ejpam-2954	301	4	of	of	ADP
ejpam-2954	301	5	terminal	terminal	ADJ
ejpam-2954	301	6	models	model	NOUN
ejpam-2954	301	7	points	point	VERB
ejpam-2954	301	8	towards	towards	ADP
ejpam-2954	301	9	possible	possible	ADJ
ejpam-2954	301	10	misspecification	misspecification	NOUN
ejpam-2954	301	11	as	as	SCONJ
ejpam-2954	301	12	no	no	DET
ejpam-2954	301	13	model	model	NOUN
ejpam-2954	301	14	mutually	mutually	ADV
ejpam-2954	301	15	encompasses	encompass	VERB
ejpam-2954	301	16	the	the	DET
ejpam-2954	301	17	others	other	NOUN
ejpam-2954	301	18	.	.	PUNCT
ejpam-2954	302	1	the	the	DET
ejpam-2954	302	2	conditional	conditional	ADJ
ejpam-2954	302	3	expectation	expectation	NOUN
ejpam-2954	302	4	,	,	PUNCT
ejpam-2954	302	5	ŷt	ŷt	X
ejpam-2954	302	6	=	=	SYM
ejpam-2954	302	7	e	e	X
ejpam-2954	303	1	[	[	X
ejpam-2954	303	2	yt|xt	yt|xt	X
ejpam-2954	303	3	]	]	X
ejpam-2954	303	4	where	where	SCONJ
ejpam-2954	303	5	xt	xt	PROPN
ejpam-2954	303	6	denotes	denote	VERB
ejpam-2954	303	7	the	the	DET
ejpam-2954	303	8	vector	vector	NOUN
ejpam-2954	303	9	of	of	ADP
ejpam-2954	303	10	conditioning	conditioning	NOUN
ejpam-2954	303	11	variables	variable	NOUN
ejpam-2954	303	12	including	include	VERB
ejpam-2954	303	13	lagged	lag	VERB
ejpam-2954	303	14	variables	variable	NOUN
ejpam-2954	303	15	,	,	PUNCT
ejpam-2954	303	16	of	of	ADP
ejpam-2954	303	17	each	each	DET
ejpam-2954	303	18	terminal	terminal	ADJ
ejpam-2954	303	19	model	model	NOUN
ejpam-2954	303	20	is	be	AUX
ejpam-2954	303	21	plotted	plot	VERB
ejpam-2954	303	22	in	in	ADP
ejpam-2954	303	23	figure	figure	NOUN
ejpam-2954	303	24	3	3	NUM
ejpam-2954	303	25	,	,	PUNCT
ejpam-2954	303	26	panel	panel	NOUN
ejpam-2954	303	27	a.	a.	NOUN
ejpam-2954	303	28	all	all	DET
ejpam-2954	303	29	the	the	DET
ejpam-2954	303	30	retained	retain	VERB
ejpam-2954	303	31	models	model	NOUN
ejpam-2954	303	32	follow	follow	VERB
ejpam-2954	303	33	a	a	DET
ejpam-2954	303	34	similar	similar	ADJ
ejpam-2954	303	35	pattern	pattern	NOUN
ejpam-2954	303	36	although	although	SCONJ
ejpam-2954	303	37	with	with	ADP
ejpam-2954	303	38	some	some	DET
ejpam-2954	303	39	variation	variation	NOUN
ejpam-2954	303	40	,	,	PUNCT
ejpam-2954	303	41	captured	capture	VERB
ejpam-2954	303	42	by	by	ADP
ejpam-2954	303	43	panel	panel	NOUN
ejpam-2954	303	44	b	b	PROPN
ejpam-2954	303	45	which	which	PRON
ejpam-2954	303	46	records	record	VERB
ejpam-2954	303	47	the	the	DET
ejpam-2954	303	48	minimum	minimum	ADJ
ejpam-2954	303	49	and	and	CCONJ
ejpam-2954	303	50	maximum	maximum	ADJ
ejpam-2954	303	51	conditional	conditional	ADJ
ejpam-2954	303	52	expectation	expectation	NOUN
ejpam-2954	303	53	computed	compute	VERB
ejpam-2954	303	54	at	at	ADP
ejpam-2954	303	55	each	each	DET
ejpam-2954	303	56	observation	observation	NOUN
ejpam-2954	303	57	to	to	PART
ejpam-2954	303	58	give	give	VERB
ejpam-2954	303	59	a	a	DET
ejpam-2954	303	60	range	range	NOUN
ejpam-2954	303	61	in	in	ADP
ejpam-2954	303	62	which	which	PRON
ejpam-2954	303	63	the	the	DET
ejpam-2954	303	64	conditional	conditional	ADJ
ejpam-2954	303	65	expectation	expectation	NOUN
ejpam-2954	303	66	lies	lie	VERB
ejpam-2954	303	67	along	along	ADP
ejpam-2954	303	68	with	with	ADP
ejpam-2954	303	69	the	the	DET
ejpam-2954	303	70	actual	actual	ADJ
ejpam-2954	303	71	outturn	outturn	NOUN
ejpam-2954	303	72	.	.	PUNCT
ejpam-2954	304	1	the	the	DET
ejpam-2954	304	2	outturns	outturn	NOUN
ejpam-2954	304	3	frequently	frequently	ADV
ejpam-2954	304	4	lie	lie	VERB
ejpam-2954	304	5	outside	outside	ADV
ejpam-2954	304	6	of	of	ADP
ejpam-2954	304	7	the	the	DET
ejpam-2954	304	8	range	range	NOUN
ejpam-2954	304	9	of	of	ADP
ejpam-2954	304	10	terminal	terminal	ADJ
ejpam-2954	304	11	models	model	NOUN
ejpam-2954	304	12	,	,	PUNCT
ejpam-2954	304	13	which	which	PRON
ejpam-2954	304	14	is	be	AUX
ejpam-2954	304	15	unsurprising	unsurprising	ADJ
ejpam-2954	304	16	given	give	VERB
ejpam-2954	304	17	the	the	DET
ejpam-2954	304	18	degree	degree	NOUN
ejpam-2954	304	19	of	of	ADP
ejpam-2954	304	20	misspecification	misspecification	NOUN
ejpam-2954	304	21	in	in	ADP
ejpam-2954	304	22	the	the	DET
ejpam-2954	304	23	gum	gum	NOUN
ejpam-2954	304	24	due	due	ADJ
ejpam-2954	304	25	to	to	ADP
ejpam-2954	304	26	omitted	omit	VERB
ejpam-2954	304	27	breaks	break	NOUN
ejpam-2954	304	28	.	.	PUNCT
ejpam-2954	305	1	note	note	VERB
ejpam-2954	305	2	that	that	SCONJ
ejpam-2954	305	3	the	the	DET
ejpam-2954	305	4	range	range	NOUN
ejpam-2954	305	5	is	be	AUX
ejpam-2954	305	6	not	not	PART
ejpam-2954	305	7	a	a	DET
ejpam-2954	305	8	measure	measure	NOUN
ejpam-2954	305	9	of	of	ADP
ejpam-2954	305	10	estimation	estimation	NOUN
ejpam-2954	305	11	uncertainty	uncertainty	NOUN
ejpam-2954	305	12	(	(	PUNCT
ejpam-2954	305	13	i.e.	i.e.	X
ejpam-2954	305	14	computing	compute	VERB
ejpam-2954	305	15	e	e	PROPN
ejpam-2954	306	1	[	[	X
ejpam-2954	306	2	yt|xt	yt|xt	X
ejpam-2954	306	3	]	]	X
ejpam-2954	306	4	for	for	ADP
ejpam-2954	306	5	±2σ	±2σ	PROPN
ejpam-2954	306	6	of	of	ADP
ejpam-2954	306	7	the	the	DET
ejpam-2954	306	8	parameter	parameter	NOUN
ejpam-2954	306	9	estimates	estimate	NOUN
ejpam-2954	306	10	)	)	PUNCT
ejpam-2954	306	11	.	.	PUNCT
ejpam-2954	307	1	instead	instead	ADV
ejpam-2954	307	2	it	it	PRON
ejpam-2954	307	3	is	be	AUX
ejpam-2954	307	4	a	a	DET
ejpam-2954	307	5	reflection	reflection	NOUN
ejpam-2954	307	6	of	of	ADP
ejpam-2954	307	7	the	the	DET
ejpam-2954	307	8	possible	possible	ADJ
ejpam-2954	307	9	admissible	admissible	ADJ
ejpam-2954	307	10	model	model	NOUN
ejpam-2954	307	11	specifications	specification	NOUN
ejpam-2954	307	12	.	.	PUNCT
ejpam-2954	308	1	confidence	confidence	NOUN
ejpam-2954	308	2	intervals	interval	NOUN
ejpam-2954	308	3	for	for	ADP
ejpam-2954	308	4	thick	thick	ADJ
ejpam-2954	308	5	modelling	modelling	NOUN
ejpam-2954	308	6	could	could	AUX
ejpam-2954	308	7	be	be	AUX
ejpam-2954	308	8	obtained	obtain	VERB
ejpam-2954	308	9	by	by	ADP
ejpam-2954	308	10	bootstrap	bootstrap	NOUN
ejpam-2954	308	11	aggregation	aggregation	NOUN
ejpam-2954	308	12	(	(	PUNCT
ejpam-2954	308	13	bagging	bagging	NOUN
ejpam-2954	308	14	,	,	PUNCT
ejpam-2954	308	15	see	see	VERB
ejpam-2954	308	16	breiman	breiman	NOUN
ejpam-2954	308	17	,	,	PUNCT
ejpam-2954	308	18	1996	1996	NUM
ejpam-2954	308	19	,	,	PUNCT
ejpam-2954	308	20	[	[	X
ejpam-2954	308	21	8	8	NUM
ejpam-2954	308	22	]	]	PUNCT
ejpam-2954	308	23	)	)	PUNCT
ejpam-2954	308	24	although	although	SCONJ
ejpam-2954	308	25	the	the	DET
ejpam-2954	308	26	time	time	NOUN
ejpam-2954	308	27	series	series	PROPN
ejpam-2954	308	28	properties	property	NOUN
ejpam-2954	308	29	would	would	AUX
ejpam-2954	308	30	need	need	VERB
ejpam-2954	308	31	to	to	PART
ejpam-2954	308	32	be	be	AUX
ejpam-2954	308	33	carefully	carefully	ADV
ejpam-2954	308	34	handled	handle	VERB
ejpam-2954	308	35	.	.	PUNCT
ejpam-2954	309	1	another	another	DET
ejpam-2954	309	2	note	note	NOUN
ejpam-2954	309	3	of	of	ADP
ejpam-2954	309	4	caution	caution	NOUN
ejpam-2954	309	5	is	be	AUX
ejpam-2954	309	6	that	that	SCONJ
ejpam-2954	309	7	the	the	DET
ejpam-2954	309	8	terminal	terminal	ADJ
ejpam-2954	309	9	models	model	NOUN
ejpam-2954	309	10	are	be	AUX
ejpam-2954	309	11	assumed	assume	VERB
ejpam-2954	309	12	to	to	PART
ejpam-2954	309	13	represent	represent	VERB
ejpam-2954	309	14	the	the	DET
ejpam-2954	309	15	admissible	admissible	ADJ
ejpam-2954	309	16	set	set	NOUN
ejpam-2954	309	17	defined	define	VERB
ejpam-2954	309	18	by	by	ADP
ejpam-2954	309	19	the	the	DET
ejpam-2954	309	20	set	set	NOUN
ejpam-2954	309	21	of	of	ADP
ejpam-2954	309	22	congruent	congruent	ADJ
ejpam-2954	309	23	models	model	NOUN
ejpam-2954	309	24	.	.	PUNCT
ejpam-2954	310	1	as	as	SCONJ
ejpam-2954	310	2	the	the	DET
ejpam-2954	310	3	gum	gum	NOUN
ejpam-2954	310	4	does	do	AUX
ejpam-2954	310	5	not	not	PART
ejpam-2954	310	6	nest	nest	VERB
ejpam-2954	310	7	the	the	DET
ejpam-2954	310	8	ldgp	ldgp	NOUN
ejpam-2954	310	9	,	,	PUNCT
ejpam-2954	310	10	neither	neither	CCONJ
ejpam-2954	310	11	the	the	DET
ejpam-2954	310	12	gum	gum	NOUN
ejpam-2954	310	13	or	or	CCONJ
ejpam-2954	310	14	any	any	DET
ejpam-2954	310	15	reduction	reduction	NOUN
ejpam-2954	310	16	thereof	thereof	ADV
ejpam-2954	310	17	will	will	AUX
ejpam-2954	310	18	be	be	AUX
ejpam-2954	310	19	congruent	congruent	ADJ
ejpam-2954	310	20	.	.	PUNCT
ejpam-2954	311	1	thick	thick	ADJ
ejpam-2954	311	2	modelling	modelling	NOUN
ejpam-2954	311	3	does	do	AUX
ejpam-2954	311	4	not	not	PART
ejpam-2954	311	5	insure	insure	VERB
ejpam-2954	311	6	against	against	ADP
ejpam-2954	311	7	model	model	NOUN
ejpam-2954	311	8	misspecification	misspecification	NOUN
ejpam-2954	311	9	.	.	PUNCT
ejpam-2954	312	1	commencing	commence	VERB
ejpam-2954	312	2	with	with	ADP
ejpam-2954	312	3	a	a	DET
ejpam-2954	312	4	non	non	ADJ
ejpam-2954	312	5	-	-	ADJ
ejpam-2954	312	6	congruent	congruent	ADJ
ejpam-2954	312	7	gum	gum	NOUN
ejpam-2954	312	8	is	be	AUX
ejpam-2954	312	9	disastrous	disastrous	ADJ
ejpam-2954	312	10	for	for	ADP
ejpam-2954	312	11	in	in	ADP
ejpam-2954	312	12	-	-	PUNCT
ejpam-2954	312	13	sample	sample	NOUN
ejpam-2954	312	14	modelling	modelling	NOUN
ejpam-2954	312	15	but	but	CCONJ
ejpam-2954	312	16	is	be	AUX
ejpam-2954	312	17	detected	detect	VERB
ejpam-2954	312	18	by	by	ADP
ejpam-2954	312	19	the	the	DET
ejpam-2954	312	20	diagj	diagj	NOUN
ejpam-2954	312	21	.	.	PUNCT
ejpam-2954	313	1	castle	castle	PROPN
ejpam-2954	313	2	/	/	SYM
ejpam-2954	313	3	eur	eur	PROPN
ejpam-2954	313	4	.	.	PUNCT
ejpam-2954	314	1	j.	j.	PROPN
ejpam-2954	314	2	pure	pure	PROPN
ejpam-2954	314	3	appl	appl	PROPN
ejpam-2954	314	4	.	.	PROPN
ejpam-2954	314	5	math	math	PROPN
ejpam-2954	314	6	,	,	PUNCT
ejpam-2954	314	7	10	10	NUM
ejpam-2954	314	8	(	(	PUNCT
ejpam-2954	314	9	1	1	NUM
ejpam-2954	314	10	)	)	PUNCT
ejpam-2954	314	11	(	(	PUNCT
ejpam-2954	314	12	2017	2017	NUM
ejpam-2954	314	13	)	)	PUNCT
ejpam-2954	314	14	,	,	PUNCT
ejpam-2954	314	15	133	133	NUM
ejpam-2954	314	16	-	-	SYM
ejpam-2954	314	17	156	156	NUM
ejpam-2954	314	18	145	145	NUM
ejpam-2954	314	19	e[y	e[y	ADJ
ejpam-2954	314	20	|x	|x	NOUN
ejpam-2954	314	21	]	]	PUNCT
ejpam-2954	314	22	t1	t1	NUM
ejpam-2954	314	23	e[y	e[y	ADJ
ejpam-2954	314	24	|x	|x	NOUN
ejpam-2954	314	25	]	]	PUNCT
ejpam-2954	314	26	t3	t3	PROPN
ejpam-2954	314	27	e[y	e[y	ADJ
ejpam-2954	314	28	|x	|x	PROPN
ejpam-2954	314	29	]	]	PUNCT
ejpam-2954	314	30	t5	t5	PROPN
ejpam-2954	314	31	e[y	e[y	ADJ
ejpam-2954	314	32	|x	|x	NOUN
ejpam-2954	314	33	]	]	PUNCT
ejpam-2954	314	34	t7	t7	PROPN
ejpam-2954	314	35	yt	yt	PROPN
ejpam-2954	314	36	e[y	e[y	ADJ
ejpam-2954	314	37	|x	|x	NOUN
ejpam-2954	314	38	]	]	PUNCT
ejpam-2954	314	39	t2	t2	PROPN
ejpam-2954	314	40	e[y	e[y	ADJ
ejpam-2954	314	41	|x	|x	NOUN
ejpam-2954	314	42	]	]	PUNCT
ejpam-2954	314	43	t4	t4	PROPN
ejpam-2954	314	44	e[y	e[y	ADJ
ejpam-2954	314	45	|x	|x	PROPN
ejpam-2954	314	46	]	]	PUNCT
ejpam-2954	314	47	t6	t6	PROPN
ejpam-2954	314	48	e[y	e[y	ADJ
ejpam-2954	314	49	|x	|x	PROPN
ejpam-2954	314	50	]	]	PUNCT
ejpam-2954	314	51	union	union	NOUN
ejpam-2954	314	52	0	0	NUM
ejpam-2954	314	53	20	20	NUM
ejpam-2954	314	54	40	40	NUM
ejpam-2954	314	55	60	60	NUM
ejpam-2954	314	56	80	80	NUM
ejpam-2954	314	57	100	100	NUM
ejpam-2954	314	58	0	0	NUM
ejpam-2954	314	59	10	10	NUM
ejpam-2954	314	60	e	e	X
ejpam-2954	315	1	[	[	X
ejpam-2954	315	2	y	y	PROPN
ejpam-2954	315	3	|x	|x	X
ejpam-2954	315	4	]	]	PUNCT
ejpam-2954	315	5	t→	t→	PUNCT
ejpam-2954	315	6	e[y	e[y	ADJ
ejpam-2954	315	7	|x	|x	NOUN
ejpam-2954	315	8	]	]	PUNCT
ejpam-2954	315	9	t1	t1	NUM
ejpam-2954	315	10	e[y	e[y	ADJ
ejpam-2954	315	11	|x	|x	NOUN
ejpam-2954	315	12	]	]	PUNCT
ejpam-2954	315	13	t3	t3	PROPN
ejpam-2954	315	14	e[y	e[y	ADJ
ejpam-2954	315	15	|x	|x	PROPN
ejpam-2954	315	16	]	]	PUNCT
ejpam-2954	315	17	t5	t5	PROPN
ejpam-2954	315	18	e[y	e[y	ADJ
ejpam-2954	315	19	|x	|x	NOUN
ejpam-2954	315	20	]	]	PUNCT
ejpam-2954	315	21	t7	t7	PROPN
ejpam-2954	315	22	yt	yt	PROPN
ejpam-2954	315	23	e[y	e[y	ADJ
ejpam-2954	315	24	|x	|x	NOUN
ejpam-2954	315	25	]	]	PUNCT
ejpam-2954	315	26	t2	t2	PROPN
ejpam-2954	315	27	e[y	e[y	ADJ
ejpam-2954	315	28	|x	|x	NOUN
ejpam-2954	315	29	]	]	PUNCT
ejpam-2954	315	30	t4	t4	PROPN
ejpam-2954	315	31	e[y	e[y	ADJ
ejpam-2954	315	32	|x	|x	PROPN
ejpam-2954	315	33	]	]	PUNCT
ejpam-2954	315	34	t6	t6	PROPN
ejpam-2954	315	35	e[y	e[y	ADJ
ejpam-2954	315	36	|x	|x	PROPN
ejpam-2954	315	37	]	]	PUNCT
ejpam-2954	315	38	union	union	NOUN
ejpam-2954	315	39	yt	yt	PROPN
ejpam-2954	315	40	e[y	e[y	ADJ
ejpam-2954	315	41	|x	|x	PROPN
ejpam-2954	315	42	]	]	PUNCT
ejpam-2954	315	43	min	min	NOUN
ejpam-2954	315	44	e[y	e[y	ADJ
ejpam-2954	315	45	|x	|x	NOUN
ejpam-2954	315	46	]	]	PUNCT
ejpam-2954	315	47	max	max	PROPN
ejpam-2954	315	48	0	0	NUM
ejpam-2954	315	49	20	20	NUM
ejpam-2954	315	50	40	40	NUM
ejpam-2954	315	51	60	60	NUM
ejpam-2954	315	52	80	80	NUM
ejpam-2954	315	53	100	100	NUM
ejpam-2954	315	54	0	0	NUM
ejpam-2954	315	55	10	10	NUM
ejpam-2954	315	56	t→	t→	NOUN
ejpam-2954	315	57	yt	yt	VERB
ejpam-2954	315	58	e[y	e[y	ADJ
ejpam-2954	315	59	|x	|x	NOUN
ejpam-2954	315	60	]	]	PUNCT
ejpam-2954	315	61	min	min	NOUN
ejpam-2954	315	62	e[y	e[y	ADJ
ejpam-2954	315	63	|x	|x	NOUN
ejpam-2954	315	64	]	]	PUNCT
ejpam-2954	315	65	max	max	PROPN
ejpam-2954	315	66	figure	figure	NOUN
ejpam-2954	315	67	3	3	NUM
ejpam-2954	315	68	:	:	PUNCT
ejpam-2954	315	69	selection	selection	NOUN
ejpam-2954	315	70	from	from	ADP
ejpam-2954	315	71	gum	gum	NOUN
ejpam-2954	315	72	(	(	PUNCT
ejpam-2954	315	73	6	6	NUM
ejpam-2954	315	74	)	)	PUNCT
ejpam-2954	315	75	;	;	PUNCT
ejpam-2954	315	76	panel	panel	NOUN
ejpam-2954	315	77	(	(	PUNCT
ejpam-2954	315	78	a	a	NOUN
ejpam-2954	315	79	)	)	PUNCT
ejpam-2954	315	80	yt	yt	NOUN
ejpam-2954	315	81	and	and	CCONJ
ejpam-2954	315	82	e	e	X
ejpam-2954	315	83	[	[	PUNCT
ejpam-2954	315	84	y|x1	y|x1	PROPN
ejpam-2954	315	85	t	t	X
ejpam-2954	315	86	]	]	PUNCT
ejpam-2954	315	87	for	for	ADP
ejpam-2954	315	88	each	each	DET
ejpam-2954	315	89	terminal	terminal	ADJ
ejpam-2954	315	90	model	model	NOUN
ejpam-2954	315	91	;	;	PUNCT
ejpam-2954	315	92	panel	panel	NOUN
ejpam-2954	315	93	(	(	PUNCT
ejpam-2954	315	94	b	b	NOUN
ejpam-2954	315	95	)	)	PUNCT
ejpam-2954	315	96	yt	yt	NOUN
ejpam-2954	315	97	and	and	CCONJ
ejpam-2954	315	98	pointwise	pointwise	VERB
ejpam-2954	315	99	minimum	minimum	NOUN
ejpam-2954	315	100	and	and	CCONJ
ejpam-2954	315	101	maximum	maximum	ADJ
ejpam-2954	315	102	e	e	NOUN
ejpam-2954	315	103	[	[	PUNCT
ejpam-2954	315	104	y|x1	y|x1	PROPN
ejpam-2954	315	105	t	t	X
ejpam-2954	315	106	]	]	PUNCT
ejpam-2954	315	107	.	.	PUNCT
ejpam-2954	316	1	yt	yt	PROPN
ejpam-2954	316	2	1	1	NUM
ejpam-2954	316	3	-	-	PUNCT
ejpam-2954	316	4	step	step	NOUN
ejpam-2954	316	5	forecast	forecast	NOUN
ejpam-2954	316	6	minimum	minimum	ADJ
ejpam-2954	316	7	1	1	NUM
ejpam-2954	316	8	-	-	PUNCT
ejpam-2954	316	9	step	step	NOUN
ejpam-2954	316	10	forecast	forecast	NOUN
ejpam-2954	316	11	maximum	maximum	ADJ
ejpam-2954	316	12	1	1	NUM
ejpam-2954	316	13	-	-	PUNCT
ejpam-2954	316	14	step	step	NOUN
ejpam-2954	316	15	forecast	forecast	NOUN
ejpam-2954	316	16	mean	mean	VERB
ejpam-2954	316	17	95	95	NUM
ejpam-2954	316	18	100	100	NUM
ejpam-2954	316	19	105	105	NUM
ejpam-2954	316	20	110	110	NUM
ejpam-2954	316	21	115	115	NUM
ejpam-2954	316	22	120	120	NUM
ejpam-2954	316	23	-8	-8	NOUN
ejpam-2954	317	1	-6	-6	INTJ
ejpam-2954	317	2	-4	-4	INTJ
ejpam-2954	318	1	-2	-2	NOUN
ejpam-2954	318	2	0	0	NUM
ejpam-2954	318	3	2	2	NUM
ejpam-2954	318	4	4	4	NUM
ejpam-2954	318	5	t+h→	t+h→	NOUN
ejpam-2954	318	6	yt	yt	PRON
ejpam-2954	318	7	yt	yt	PRON
ejpam-2954	318	8	1	1	NUM
ejpam-2954	318	9	-	-	PUNCT
ejpam-2954	318	10	step	step	NOUN
ejpam-2954	318	11	forecast	forecast	NOUN
ejpam-2954	318	12	minimum	minimum	ADJ
ejpam-2954	318	13	1	1	NUM
ejpam-2954	318	14	-	-	PUNCT
ejpam-2954	318	15	step	step	NOUN
ejpam-2954	318	16	forecast	forecast	NOUN
ejpam-2954	318	17	maximum	maximum	ADJ
ejpam-2954	318	18	1	1	NUM
ejpam-2954	318	19	-	-	PUNCT
ejpam-2954	318	20	step	step	NOUN
ejpam-2954	318	21	forecast	forecast	NOUN
ejpam-2954	318	22	mean	mean	NOUN
ejpam-2954	318	23	figure	figure	NOUN
ejpam-2954	318	24	4	4	NUM
ejpam-2954	318	25	:	:	SYM
ejpam-2954	318	26	1	1	NUM
ejpam-2954	318	27	-	-	PUNCT
ejpam-2954	318	28	step	step	NOUN
ejpam-2954	318	29	ahead	ahead	ADV
ejpam-2954	318	30	conditional	conditional	ADJ
ejpam-2954	318	31	minimum	minimum	NOUN
ejpam-2954	318	32	,	,	PUNCT
ejpam-2954	318	33	maximum	maximum	ADJ
ejpam-2954	318	34	and	and	CCONJ
ejpam-2954	318	35	mean	mean	VERB
ejpam-2954	318	36	forecasts	forecast	NOUN
ejpam-2954	318	37	with	with	ADP
ejpam-2954	318	38	known	know	VERB
ejpam-2954	318	39	exogenous	exogenous	ADJ
ejpam-2954	318	40	regressors	regressor	NOUN
ejpam-2954	318	41	from	from	ADP
ejpam-2954	318	42	all	all	DET
ejpam-2954	318	43	terminal	terminal	ADJ
ejpam-2954	318	44	models	model	NOUN
ejpam-2954	318	45	,	,	PUNCT
ejpam-2954	318	46	along	along	ADP
ejpam-2954	318	47	with	with	ADP
ejpam-2954	318	48	outturns	outturn	NOUN
ejpam-2954	318	49	.	.	PUNCT
ejpam-2954	319	1	nostic	nostic	ADJ
ejpam-2954	319	2	tests	test	NOUN
ejpam-2954	319	3	.	.	PUNCT
ejpam-2954	320	1	figure	figure	VERB
ejpam-2954	320	2	4	4	NUM
ejpam-2954	320	3	records	record	NOUN
ejpam-2954	320	4	the	the	DET
ejpam-2954	320	5	1	1	NUM
ejpam-2954	320	6	-	-	PUNCT
ejpam-2954	320	7	step	step	NOUN
ejpam-2954	320	8	ahead	ahead	ADV
ejpam-2954	320	9	conditional	conditional	ADJ
ejpam-2954	320	10	forecasts	forecast	NOUN
ejpam-2954	320	11	,	,	PUNCT
ejpam-2954	320	12	giving	give	VERB
ejpam-2954	320	13	the	the	DET
ejpam-2954	320	14	pointwise	pointwise	NOUN
ejpam-2954	320	15	minimum	minimum	NOUN
ejpam-2954	320	16	,	,	PUNCT
ejpam-2954	320	17	mean	mean	ADJ
ejpam-2954	320	18	and	and	CCONJ
ejpam-2954	320	19	maximum	maximum	ADJ
ejpam-2954	320	20	forecasts	forecast	NOUN
ejpam-2954	320	21	.	.	PUNCT
ejpam-2954	321	1	although	although	SCONJ
ejpam-2954	321	2	±2σ	±2σ	PRON
ejpam-2954	321	3	error	error	NOUN
ejpam-2954	321	4	bars	bar	NOUN
ejpam-2954	321	5	are	be	AUX
ejpam-2954	321	6	not	not	PART
ejpam-2954	321	7	included	include	VERB
ejpam-2954	321	8	on	on	ADP
ejpam-2954	321	9	the	the	DET
ejpam-2954	321	10	figure	figure	NOUN
ejpam-2954	321	11	,	,	PUNCT
ejpam-2954	321	12	it	it	PRON
ejpam-2954	321	13	is	be	AUX
ejpam-2954	321	14	clear	clear	ADJ
ejpam-2954	321	15	that	that	SCONJ
ejpam-2954	321	16	thick	thick	ADJ
ejpam-2954	321	17	modelling	modelling	NOUN
ejpam-2954	321	18	does	do	AUX
ejpam-2954	321	19	not	not	PART
ejpam-2954	321	20	solve	solve	VERB
ejpam-2954	321	21	the	the	DET
ejpam-2954	321	22	forecasting	forecasting	NOUN
ejpam-2954	321	23	problem	problem	NOUN
ejpam-2954	321	24	relative	relative	ADJ
ejpam-2954	321	25	to	to	ADP
ejpam-2954	321	26	selecting	select	VERB
ejpam-2954	321	27	a	a	DET
ejpam-2954	321	28	single	single	ADJ
ejpam-2954	321	29	model	model	NOUN
ejpam-2954	321	30	as	as	SCONJ
ejpam-2954	321	31	the	the	DET
ejpam-2954	321	32	set	set	NOUN
ejpam-2954	321	33	of	of	ADP
ejpam-2954	321	34	models	model	NOUN
ejpam-2954	321	35	is	be	AUX
ejpam-2954	321	36	misspecified	misspecifie	VERB
ejpam-2954	321	37	,	,	PUNCT
ejpam-2954	321	38	although	although	SCONJ
ejpam-2954	321	39	model	model	NOUN
ejpam-2954	321	40	misspecification	misspecification	NOUN
ejpam-2954	321	41	need	need	AUX
ejpam-2954	321	42	not	not	PART
ejpam-2954	321	43	imply	imply	VERB
ejpam-2954	321	44	forecast	forecast	NOUN
ejpam-2954	321	45	failure	failure	NOUN
ejpam-2954	321	46	,	,	PUNCT
ejpam-2954	321	47	see	see	VERB
ejpam-2954	321	48	inter	inter	PROPN
ejpam-2954	321	49	alia	alia	PROPN
ejpam-2954	321	50	clements	clements	PROPN
ejpam-2954	321	51	and	and	CCONJ
ejpam-2954	321	52	hendry	hendry	PROPN
ejpam-2954	321	53	(	(	PUNCT
ejpam-2954	321	54	1998	1998	NUM
ejpam-2954	321	55	,	,	PUNCT
ejpam-2954	321	56	1999	1999	NUM
ejpam-2954	321	57	)	)	PUNCT
ejpam-2954	322	1	[	[	X
ejpam-2954	322	2	17	17	NUM
ejpam-2954	322	3	,	,	PUNCT
ejpam-2954	322	4	18	18	NUM
ejpam-2954	322	5	]	]	PUNCT
ejpam-2954	322	6	.	.	PUNCT
ejpam-2954	323	1	the	the	DET
ejpam-2954	323	2	large	large	ADJ
ejpam-2954	323	3	number	number	NOUN
ejpam-2954	323	4	of	of	ADP
ejpam-2954	323	5	retained	retain	VERB
ejpam-2954	323	6	terminals	terminal	NOUN
ejpam-2954	323	7	for	for	ADP
ejpam-2954	323	8	thick	thick	ADJ
ejpam-2954	323	9	modelling	modelling	NOUN
ejpam-2954	323	10	could	could	AUX
ejpam-2954	323	11	further	far	ADV
ejpam-2954	323	12	indicate	indicate	VERB
ejpam-2954	323	13	the	the	DET
ejpam-2954	323	14	failure	failure	NOUN
ejpam-2954	323	15	of	of	ADP
ejpam-2954	323	16	congruence	congruence	NOUN
ejpam-2954	323	17	,	,	PUNCT
ejpam-2954	323	18	with	with	ADP
ejpam-2954	323	19	a	a	DET
ejpam-2954	323	20	wide	wide	ADJ
ejpam-2954	323	21	range	range	NOUN
ejpam-2954	323	22	for	for	ADP
ejpam-2954	323	23	the	the	DET
ejpam-2954	323	24	pointwise	pointwise	ADJ
ejpam-2954	323	25	conditional	conditional	ADJ
ejpam-2954	323	26	expectation	expectation	NOUN
ejpam-2954	323	27	function	function	NOUN
ejpam-2954	323	28	,	,	PUNCT
ejpam-2954	323	29	but	but	CCONJ
ejpam-2954	323	30	it	it	PRON
ejpam-2954	323	31	does	do	AUX
ejpam-2954	323	32	not	not	PART
ejpam-2954	323	33	‘	'	PUNCT
ejpam-2954	323	34	fix	fix	VERB
ejpam-2954	323	35	’	'	PUNCT
ejpam-2954	323	36	the	the	DET
ejpam-2954	323	37	problem	problem	NOUN
ejpam-2954	323	38	of	of	ADP
ejpam-2954	323	39	a	a	DET
ejpam-2954	323	40	lack	lack	NOUN
ejpam-2954	323	41	of	of	ADP
ejpam-2954	323	42	congruence	congruence	NOUN
ejpam-2954	323	43	or	or	CCONJ
ejpam-2954	323	44	reveal	reveal	VERB
ejpam-2954	323	45	anything	anything	PRON
ejpam-2954	323	46	useful	useful	ADJ
ejpam-2954	323	47	about	about	ADP
ejpam-2954	323	48	model	model	NOUN
ejpam-2954	323	49	uncertainty	uncertainty	NOUN
ejpam-2954	323	50	as	as	SCONJ
ejpam-2954	323	51	all	all	DET
ejpam-2954	323	52	terminal	terminal	ADJ
ejpam-2954	323	53	models	model	NOUN
ejpam-2954	323	54	are	be	AUX
ejpam-2954	323	55	equally	equally	ADV
ejpam-2954	323	56	poor	poor	ADJ
ejpam-2954	323	57	.	.	PUNCT
ejpam-2954	324	1	the	the	DET
ejpam-2954	324	2	information	information	NOUN
ejpam-2954	324	3	set	set	VERB
ejpam-2954	324	4	available	available	ADJ
ejpam-2954	324	5	should	should	AUX
ejpam-2954	324	6	nest	nest	VERB
ejpam-2954	324	7	the	the	DET
ejpam-2954	324	8	ldgp	ldgp	NOUN
ejpam-2954	324	9	for	for	ADP
ejpam-2954	324	10	a	a	DET
ejpam-2954	324	11	successful	successful	ADJ
ejpam-2954	324	12	modelling	modelling	NOUN
ejpam-2954	324	13	approach	approach	NOUN
ejpam-2954	324	14	.	.	PUNCT
ejpam-2954	325	1	without	without	ADP
ejpam-2954	325	2	this	this	PRON
ejpam-2954	325	3	,	,	PUNCT
ejpam-2954	325	4	any	any	DET
ejpam-2954	325	5	form	form	NOUN
ejpam-2954	325	6	of	of	ADP
ejpam-2954	325	7	model	model	NOUN
ejpam-2954	325	8	selection	selection	NOUN
ejpam-2954	325	9	or	or	CCONJ
ejpam-2954	325	10	model	model	NOUN
ejpam-2954	325	11	averaging	averaging	NOUN
ejpam-2954	325	12	is	be	AUX
ejpam-2954	325	13	likely	likely	ADJ
ejpam-2954	325	14	to	to	PART
ejpam-2954	325	15	fail	fail	VERB
ejpam-2954	325	16	.	.	PUNCT
ejpam-2954	326	1	with	with	ADP
ejpam-2954	326	2	16	16	NUM
ejpam-2954	326	3	variables	variable	NOUN
ejpam-2954	326	4	in	in	ADP
ejpam-2954	326	5	(	(	PUNCT
ejpam-2954	326	6	6	6	NUM
ejpam-2954	326	7	)	)	PUNCT
ejpam-2954	326	8	(	(	PUNCT
ejpam-2954	326	9	with	with	ADP
ejpam-2954	326	10	a	a	DET
ejpam-2954	326	11	fixed	fix	VERB
ejpam-2954	326	12	intercept	intercept	NOUN
ejpam-2954	326	13	in	in	ADP
ejpam-2954	326	14	every	every	DET
ejpam-2954	326	15	model	model	NOUN
ejpam-2954	326	16	)	)	PUNCT
ejpam-2954	326	17	there	there	PRON
ejpam-2954	326	18	are	be	VERB
ejpam-2954	326	19	216	216	NUM
ejpam-2954	326	20	=	=	SYM
ejpam-2954	326	21	65	65	NUM
ejpam-2954	326	22	,	,	PUNCT
ejpam-2954	326	23	536	536	NUM
ejpam-2954	326	24	possible	possible	ADJ
ejpam-2954	326	25	models	model	NOUN
ejpam-2954	326	26	.	.	PUNCT
ejpam-2954	327	1	using	use	VERB
ejpam-2954	327	2	an	an	DET
ejpam-2954	327	3	unweighted	unweighted	ADJ
ejpam-2954	327	4	average	average	NOUN
ejpam-2954	327	5	over	over	ADP
ejpam-2954	327	6	the	the	DET
ejpam-2954	327	7	full	full	ADJ
ejpam-2954	327	8	set	set	NOUN
ejpam-2954	327	9	,	,	PUNCT
ejpam-2954	327	10	figure	figure	NOUN
ejpam-2954	327	11	5	5	NUM
ejpam-2954	327	12	records	record	NOUN
ejpam-2954	327	13	the	the	DET
ejpam-2954	327	14	model	model	NOUN
ejpam-2954	327	15	average	average	ADJ
ejpam-2954	327	16	fit	fit	NOUN
ejpam-2954	327	17	and	and	CCONJ
ejpam-2954	327	18	forecasts	forecast	NOUN
ejpam-2954	327	19	superimposed	superimpose	VERB
ejpam-2954	327	20	over	over	ADP
ejpam-2954	327	21	the	the	DET
ejpam-2954	327	22	thick	thick	ADJ
ejpam-2954	327	23	modelling	modelling	NOUN
ejpam-2954	327	24	results	result	NOUN
ejpam-2954	327	25	.	.	PUNCT
ejpam-2954	328	1	the	the	DET
ejpam-2954	328	2	results	result	NOUN
ejpam-2954	328	3	are	be	AUX
ejpam-2954	328	4	j.	j.	PROPN
ejpam-2954	328	5	castle	castle	PROPN
ejpam-2954	328	6	/	/	PUNCT
ejpam-2954	328	7	eur	eur	PROPN
ejpam-2954	328	8	.	.	PUNCT
ejpam-2954	329	1	j.	j.	PROPN
ejpam-2954	329	2	pure	pure	PROPN
ejpam-2954	329	3	appl	appl	PROPN
ejpam-2954	329	4	.	.	PROPN
ejpam-2954	329	5	math	math	PROPN
ejpam-2954	329	6	,	,	PUNCT
ejpam-2954	329	7	10	10	NUM
ejpam-2954	329	8	(	(	PUNCT
ejpam-2954	329	9	1	1	NUM
ejpam-2954	329	10	)	)	PUNCT
ejpam-2954	329	11	(	(	PUNCT
ejpam-2954	329	12	2017	2017	NUM
ejpam-2954	329	13	)	)	PUNCT
ejpam-2954	329	14	,	,	PUNCT
ejpam-2954	329	15	133	133	NUM
ejpam-2954	329	16	-	-	SYM
ejpam-2954	329	17	156	156	NUM
ejpam-2954	329	18	146	146	NUM
ejpam-2954	329	19	e[y	e[y	ADJ
ejpam-2954	329	20	|x	|x	NOUN
ejpam-2954	329	21	]	]	PUNCT
ejpam-2954	329	22	terminal	terminal	NOUN
ejpam-2954	329	23	1	1	NUM
ejpam-2954	329	24	e[y	e[y	ADJ
ejpam-2954	329	25	|x	|x	NOUN
ejpam-2954	329	26	]	]	PUNCT
ejpam-2954	329	27	terminal	terminal	NOUN
ejpam-2954	329	28	3	3	NUM
ejpam-2954	329	29	e[y	e[y	ADJ
ejpam-2954	329	30	|x	|x	NOUN
ejpam-2954	329	31	]	]	PUNCT
ejpam-2954	329	32	terminal	terminal	NOUN
ejpam-2954	329	33	5	5	NUM
ejpam-2954	329	34	e[y	e[y	ADJ
ejpam-2954	329	35	|x	|x	NOUN
ejpam-2954	329	36	]	]	PUNCT
ejpam-2954	329	37	terminal	terminal	NOUN
ejpam-2954	329	38	7	7	NUM
ejpam-2954	329	39	e[y	e[y	ADJ
ejpam-2954	329	40	|x	|x	NOUN
ejpam-2954	329	41	]	]	PUNCT
ejpam-2954	329	42	model	model	NOUN
ejpam-2954	329	43	average	average	ADJ
ejpam-2954	329	44	e[y	e[y	ADJ
ejpam-2954	329	45	|x	|x	NOUN
ejpam-2954	329	46	]	]	PUNCT
ejpam-2954	329	47	terminal	terminal	NOUN
ejpam-2954	329	48	2	2	NUM
ejpam-2954	329	49	e[y	e[y	ADJ
ejpam-2954	329	50	|x	|x	NOUN
ejpam-2954	329	51	]	]	PUNCT
ejpam-2954	329	52	terminal	terminal	NOUN
ejpam-2954	329	53	4	4	NUM
ejpam-2954	329	54	e[y	e[y	ADJ
ejpam-2954	329	55	|x	|x	NOUN
ejpam-2954	329	56	]	]	PUNCT
ejpam-2954	329	57	terminal	terminal	NOUN
ejpam-2954	329	58	6	6	NUM
ejpam-2954	329	59	e[y	e[y	ADJ
ejpam-2954	329	60	|x	|x	NOUN
ejpam-2954	329	61	]	]	PUNCT
ejpam-2954	329	62	union	union	NOUN
ejpam-2954	329	63	yt	yt	VERB
ejpam-2954	329	64	0	0	NUM
ejpam-2954	329	65	20	20	NUM
ejpam-2954	329	66	40	40	NUM
ejpam-2954	329	67	60	60	NUM
ejpam-2954	329	68	80	80	NUM
ejpam-2954	329	69	100	100	NUM
ejpam-2954	329	70	0	0	NUM
ejpam-2954	329	71	10	10	NUM
ejpam-2954	329	72	e	e	X
ejpam-2954	330	1	[	[	X
ejpam-2954	330	2	y	y	PROPN
ejpam-2954	330	3	|x	|x	X
ejpam-2954	330	4	]	]	PUNCT
ejpam-2954	330	5	t→	t→	PUNCT
ejpam-2954	330	6	e[y	e[y	ADJ
ejpam-2954	330	7	|x	|x	NOUN
ejpam-2954	330	8	]	]	PUNCT
ejpam-2954	330	9	terminal	terminal	NOUN
ejpam-2954	330	10	1	1	NUM
ejpam-2954	330	11	e[y	e[y	ADJ
ejpam-2954	330	12	|x	|x	NOUN
ejpam-2954	330	13	]	]	PUNCT
ejpam-2954	330	14	terminal	terminal	NOUN
ejpam-2954	330	15	3	3	NUM
ejpam-2954	330	16	e[y	e[y	ADJ
ejpam-2954	330	17	|x	|x	NOUN
ejpam-2954	330	18	]	]	PUNCT
ejpam-2954	330	19	terminal	terminal	NOUN
ejpam-2954	330	20	5	5	NUM
ejpam-2954	330	21	e[y	e[y	ADJ
ejpam-2954	330	22	|x	|x	NOUN
ejpam-2954	330	23	]	]	PUNCT
ejpam-2954	330	24	terminal	terminal	NOUN
ejpam-2954	330	25	7	7	NUM
ejpam-2954	330	26	e[y	e[y	ADJ
ejpam-2954	330	27	|x	|x	NOUN
ejpam-2954	330	28	]	]	PUNCT
ejpam-2954	330	29	model	model	NOUN
ejpam-2954	330	30	average	average	ADJ
ejpam-2954	330	31	e[y	e[y	ADJ
ejpam-2954	330	32	|x	|x	NOUN
ejpam-2954	330	33	]	]	PUNCT
ejpam-2954	330	34	terminal	terminal	NOUN
ejpam-2954	330	35	2	2	NUM
ejpam-2954	330	36	e[y	e[y	ADJ
ejpam-2954	330	37	|x	|x	NOUN
ejpam-2954	330	38	]	]	PUNCT
ejpam-2954	330	39	terminal	terminal	NOUN
ejpam-2954	330	40	4	4	NUM
ejpam-2954	330	41	e[y	e[y	ADJ
ejpam-2954	330	42	|x	|x	NOUN
ejpam-2954	330	43	]	]	PUNCT
ejpam-2954	330	44	terminal	terminal	NOUN
ejpam-2954	330	45	6	6	NUM
ejpam-2954	330	46	e[y	e[y	ADJ
ejpam-2954	330	47	|x	|x	NOUN
ejpam-2954	330	48	]	]	PUNCT
ejpam-2954	330	49	union	union	NOUN
ejpam-2954	330	50	yt	yt	PROPN
ejpam-2954	330	51	model	model	NOUN
ejpam-2954	330	52	average	average	PROPN
ejpam-2954	330	53	forecasts	forecast	NOUN
ejpam-2954	330	54	yt	yt	PROPN
ejpam-2954	330	55	min	min	PROPN
ejpam-2954	330	56	thick	thick	PROPN
ejpam-2954	330	57	model	model	PROPN
ejpam-2954	330	58	forecasts	forecast	VERB
ejpam-2954	330	59	max	max	PROPN
ejpam-2954	330	60	thick	thick	PROPN
ejpam-2954	330	61	model	model	PROPN
ejpam-2954	330	62	forecasts	forecast	NOUN
ejpam-2954	330	63	mean	mean	VERB
ejpam-2954	330	64	thick	thick	ADJ
ejpam-2954	330	65	model	model	PROPN
ejpam-2954	330	66	forecasts	forecast	VERB
ejpam-2954	330	67	95	95	NUM
ejpam-2954	330	68	100	100	NUM
ejpam-2954	330	69	105	105	NUM
ejpam-2954	330	70	110	110	NUM
ejpam-2954	330	71	115	115	NUM
ejpam-2954	330	72	120	120	NUM
ejpam-2954	330	73	-5	-5	NUM
ejpam-2954	330	74	0	0	NUM
ejpam-2954	330	75	5	5	NUM
ejpam-2954	330	76	t+h→	t+h→	NOUN
ejpam-2954	330	77	yt	yt	PROPN
ejpam-2954	330	78	model	model	NOUN
ejpam-2954	330	79	average	average	PROPN
ejpam-2954	330	80	forecasts	forecast	NOUN
ejpam-2954	330	81	yt	yt	PROPN
ejpam-2954	330	82	min	min	PROPN
ejpam-2954	330	83	thick	thick	PROPN
ejpam-2954	330	84	model	model	PROPN
ejpam-2954	330	85	forecasts	forecast	VERB
ejpam-2954	330	86	max	max	PROPN
ejpam-2954	330	87	thick	thick	PROPN
ejpam-2954	330	88	model	model	PROPN
ejpam-2954	330	89	forecasts	forecast	NOUN
ejpam-2954	330	90	mean	mean	VERB
ejpam-2954	330	91	thick	thick	ADJ
ejpam-2954	330	92	model	model	PROPN
ejpam-2954	330	93	forecasts	forecast	NOUN
ejpam-2954	330	94	figure	figure	VERB
ejpam-2954	330	95	5	5	NUM
ejpam-2954	330	96	:	:	PUNCT
ejpam-2954	330	97	panel	panel	NOUN
ejpam-2954	330	98	(	(	PUNCT
ejpam-2954	330	99	a	a	X
ejpam-2954	330	100	):	):	PUNCT
ejpam-2954	330	101	the	the	DET
ejpam-2954	330	102	conditional	conditional	ADJ
ejpam-2954	330	103	expectation	expectation	NOUN
ejpam-2954	330	104	for	for	ADP
ejpam-2954	330	105	the	the	DET
ejpam-2954	330	106	model	model	NOUN
ejpam-2954	330	107	average	average	NOUN
ejpam-2954	330	108	and	and	CCONJ
ejpam-2954	330	109	all	all	DET
ejpam-2954	330	110	terminal	terminal	ADJ
ejpam-2954	330	111	models	model	NOUN
ejpam-2954	330	112	used	use	VERB
ejpam-2954	330	113	for	for	ADP
ejpam-2954	330	114	thick	thick	ADJ
ejpam-2954	330	115	modelling	modelling	NOUN
ejpam-2954	330	116	,	,	PUNCT
ejpam-2954	330	117	plotted	plot	VERB
ejpam-2954	330	118	against	against	ADP
ejpam-2954	330	119	the	the	DET
ejpam-2954	330	120	outturns	outturn	NOUN
ejpam-2954	330	121	;	;	PUNCT
ejpam-2954	330	122	panel	panel	NOUN
ejpam-2954	330	123	(	(	PUNCT
ejpam-2954	330	124	b	b	NOUN
ejpam-2954	330	125	):	):	PUNCT
ejpam-2954	330	126	forecasts	forecast	NOUN
ejpam-2954	330	127	from	from	ADP
ejpam-2954	330	128	model	model	NOUN
ejpam-2954	330	129	averaging	averaging	NOUN
ejpam-2954	330	130	plotted	plot	VERB
ejpam-2954	330	131	with	with	ADP
ejpam-2954	330	132	the	the	DET
ejpam-2954	330	133	1	1	NUM
ejpam-2954	330	134	-	-	PUNCT
ejpam-2954	330	135	step	step	NOUN
ejpam-2954	330	136	ahead	ahead	ADV
ejpam-2954	330	137	conditional	conditional	ADJ
ejpam-2954	330	138	minimum	minimum	NOUN
ejpam-2954	330	139	,	,	PUNCT
ejpam-2954	330	140	maximum	maximum	ADJ
ejpam-2954	330	141	and	and	CCONJ
ejpam-2954	330	142	mean	mean	VERB
ejpam-2954	330	143	forecasts	forecast	NOUN
ejpam-2954	330	144	with	with	ADP
ejpam-2954	330	145	known	know	VERB
ejpam-2954	330	146	exogenous	exogenous	ADJ
ejpam-2954	330	147	regressors	regressor	NOUN
ejpam-2954	330	148	from	from	ADP
ejpam-2954	330	149	all	all	DET
ejpam-2954	330	150	terminal	terminal	ADJ
ejpam-2954	330	151	models	model	NOUN
ejpam-2954	330	152	,	,	PUNCT
ejpam-2954	330	153	along	along	ADP
ejpam-2954	330	154	with	with	ADP
ejpam-2954	330	155	outturns	outturn	NOUN
ejpam-2954	330	156	.	.	PUNCT
ejpam-2954	331	1	very	very	ADV
ejpam-2954	331	2	similar	similar	ADJ
ejpam-2954	331	3	to	to	ADP
ejpam-2954	331	4	the	the	DET
ejpam-2954	331	5	thick	thick	ADJ
ejpam-2954	331	6	model	model	NOUN
ejpam-2954	331	7	results	result	NOUN
ejpam-2954	331	8	,	,	PUNCT
ejpam-2954	331	9	both	both	CCONJ
ejpam-2954	331	10	in	in	ADP
ejpam-2954	331	11	-	-	PUNCT
ejpam-2954	331	12	sample	sample	NOUN
ejpam-2954	331	13	and	and	CCONJ
ejpam-2954	331	14	out	out	ADP
ejpam-2954	331	15	-	-	PUNCT
ejpam-2954	331	16	of	of	ADP
ejpam-2954	331	17	-	-	PUNCT
ejpam-2954	331	18	sample	sample	NOUN
ejpam-2954	331	19	,	,	PUNCT
ejpam-2954	331	20	both	both	PRON
ejpam-2954	331	21	of	of	ADP
ejpam-2954	331	22	which	which	PRON
ejpam-2954	331	23	perform	perform	VERB
ejpam-2954	331	24	poorly	poorly	ADV
ejpam-2954	331	25	.	.	PUNCT
ejpam-2954	332	1	the	the	DET
ejpam-2954	332	2	technique	technique	NOUN
ejpam-2954	332	3	,	,	PUNCT
ejpam-2954	332	4	be	be	AUX
ejpam-2954	332	5	it	it	PRON
ejpam-2954	332	6	model	model	NOUN
ejpam-2954	332	7	averaging	averaging	NOUN
ejpam-2954	332	8	,	,	PUNCT
ejpam-2954	332	9	thick	thick	ADJ
ejpam-2954	332	10	or	or	CCONJ
ejpam-2954	332	11	thin	thin	ADJ
ejpam-2954	332	12	modelling	modelling	NOUN
ejpam-2954	332	13	,	,	PUNCT
ejpam-2954	332	14	is	be	AUX
ejpam-2954	332	15	of	of	ADP
ejpam-2954	332	16	secondary	secondary	ADJ
ejpam-2954	332	17	importance	importance	NOUN
ejpam-2954	332	18	to	to	ADP
ejpam-2954	332	19	the	the	DET
ejpam-2954	332	20	requirement	requirement	NOUN
ejpam-2954	332	21	that	that	SCONJ
ejpam-2954	332	22	the	the	DET
ejpam-2954	332	23	information	information	NOUN
ejpam-2954	332	24	set	set	VERB
ejpam-2954	332	25	nests	nest	NOUN
ejpam-2954	332	26	the	the	DET
ejpam-2954	332	27	ldgp	ldgp	NOUN
ejpam-2954	332	28	.	.	PUNCT
ejpam-2954	333	1	without	without	ADP
ejpam-2954	333	2	this	this	PRON
ejpam-2954	333	3	,	,	PUNCT
ejpam-2954	333	4	all	all	DET
ejpam-2954	333	5	forms	form	NOUN
ejpam-2954	333	6	of	of	ADP
ejpam-2954	333	7	model	model	NOUN
ejpam-2954	333	8	building	building	NOUN
ejpam-2954	333	9	can	can	AUX
ejpam-2954	333	10	fail	fail	VERB
ejpam-2954	333	11	.	.	PUNCT
ejpam-2954	334	1	methods	method	NOUN
ejpam-2954	334	2	that	that	PRON
ejpam-2954	334	3	test	test	VERB
ejpam-2954	334	4	for	for	ADP
ejpam-2954	334	5	congruence	congruence	NOUN
ejpam-2954	334	6	to	to	PART
ejpam-2954	334	7	ensure	ensure	VERB
ejpam-2954	334	8	the	the	DET
ejpam-2954	334	9	ldgp	ldgp	NOUN
ejpam-2954	334	10	is	be	AUX
ejpam-2954	334	11	nested	nest	VERB
ejpam-2954	334	12	within	within	ADP
ejpam-2954	334	13	the	the	DET
ejpam-2954	334	14	available	available	ADJ
ejpam-2954	334	15	information	information	NOUN
ejpam-2954	334	16	set	set	VERB
ejpam-2954	334	17	insure	insure	VERB
ejpam-2954	334	18	against	against	ADP
ejpam-2954	334	19	this	this	DET
ejpam-2954	334	20	serious	serious	ADJ
ejpam-2954	334	21	failure	failure	NOUN
ejpam-2954	334	22	.	.	PUNCT
ejpam-2954	335	1	4.1.1	4.1.1	X
ejpam-2954	335	2	.	.	PUNCT
ejpam-2954	336	1	alternative	alternative	ADJ
ejpam-2954	336	2	forms	form	NOUN
ejpam-2954	336	3	of	of	ADP
ejpam-2954	336	4	misspecification	misspecification	NOUN
ejpam-2954	336	5	the	the	DET
ejpam-2954	336	6	information	information	NOUN
ejpam-2954	336	7	set	set	VERB
ejpam-2954	336	8	in	in	ADP
ejpam-2954	336	9	the	the	DET
ejpam-2954	336	10	above	above	ADJ
ejpam-2954	336	11	case	case	NOUN
ejpam-2954	336	12	did	do	AUX
ejpam-2954	336	13	not	not	PART
ejpam-2954	336	14	nest	nest	VERB
ejpam-2954	336	15	the	the	DET
ejpam-2954	336	16	ldgp	ldgp	NOUN
ejpam-2954	336	17	.	.	PUNCT
ejpam-2954	337	1	misspecification	misspecification	NOUN
ejpam-2954	337	2	included	include	VERB
ejpam-2954	337	3	omitted	omit	VERB
ejpam-2954	337	4	exogenous	exogenous	ADJ
ejpam-2954	337	5	variables	variable	NOUN
ejpam-2954	337	6	,	,	PUNCT
ejpam-2954	337	7	omitting	omit	VERB
ejpam-2954	337	8	the	the	DET
ejpam-2954	337	9	lagged	lag	VERB
ejpam-2954	337	10	dependent	dependent	ADJ
ejpam-2954	337	11	variable	variable	NOUN
ejpam-2954	337	12	and	and	CCONJ
ejpam-2954	337	13	unmodelled	unmodelled	ADJ
ejpam-2954	337	14	structural	structural	ADJ
ejpam-2954	337	15	breaks	break	NOUN
ejpam-2954	337	16	.	.	PUNCT
ejpam-2954	338	1	we	we	PRON
ejpam-2954	338	2	now	now	ADV
ejpam-2954	338	3	extend	extend	VERB
ejpam-2954	338	4	the	the	DET
ejpam-2954	338	5	available	available	ADJ
ejpam-2954	338	6	information	information	NOUN
ejpam-2954	338	7	set	set	VERB
ejpam-2954	338	8	slightly	slightly	ADV
ejpam-2954	338	9	to	to	PART
ejpam-2954	338	10	include	include	VERB
ejpam-2954	338	11	all	all	DET
ejpam-2954	338	12	relevant	relevant	ADJ
ejpam-2954	338	13	exogenous	exogenous	ADJ
ejpam-2954	338	14	variables	variable	NOUN
ejpam-2954	338	15	,	,	PUNCT
ejpam-2954	338	16	but	but	CCONJ
ejpam-2954	338	17	it	it	PRON
ejpam-2954	338	18	still	still	ADV
ejpam-2954	338	19	does	do	AUX
ejpam-2954	338	20	not	not	PART
ejpam-2954	338	21	nest	nest	VERB
ejpam-2954	338	22	the	the	DET
ejpam-2954	338	23	ldgp	ldgp	NOUN
ejpam-2954	338	24	as	as	SCONJ
ejpam-2954	338	25	the	the	DET
ejpam-2954	338	26	gum	gum	NOUN
ejpam-2954	338	27	in	in	ADP
ejpam-2954	338	28	equation	equation	NOUN
ejpam-2954	338	29	(	(	PUNCT
ejpam-2954	338	30	7	7	X
ejpam-2954	338	31	)	)	PUNCT
ejpam-2954	338	32	excludes	exclude	VERB
ejpam-2954	338	33	the	the	DET
ejpam-2954	338	34	lagged	lag	VERB
ejpam-2954	338	35	dependent	dependent	ADJ
ejpam-2954	338	36	variable	variable	NOUN
ejpam-2954	338	37	and	and	CCONJ
ejpam-2954	338	38	the	the	DET
ejpam-2954	338	39	structural	structural	ADJ
ejpam-2954	338	40	break	break	NOUN
ejpam-2954	338	41	:	:	PUNCT
ejpam-2954	338	42	yt	yt	PROPN
ejpam-2954	338	43	=	=	PROPN
ejpam-2954	338	44	γ0	γ0	PROPN
ejpam-2954	339	1	+	+	CCONJ
ejpam-2954	339	2	10∑	10∑	NUM
ejpam-2954	339	3	i=1	i=1	PROPN
ejpam-2954	339	4	1∑	1∑	NUM
ejpam-2954	339	5	j=0	j=0	X
ejpam-2954	339	6	γijxi	γijxi	NOUN
ejpam-2954	339	7	,	,	PUNCT
ejpam-2954	339	8	t−j	t−j	VERB
ejpam-2954	339	9	+	+	CCONJ
ejpam-2954	339	10	ηt	ηt	ADP
ejpam-2954	339	11	(	(	PUNCT
ejpam-2954	339	12	7	7	NUM
ejpam-2954	339	13	)	)	PUNCT
ejpam-2954	339	14	results	result	NOUN
ejpam-2954	339	15	are	be	AUX
ejpam-2954	339	16	similar	similar	ADJ
ejpam-2954	339	17	to	to	ADP
ejpam-2954	339	18	above	above	ADV
ejpam-2954	339	19	,	,	PUNCT
ejpam-2954	339	20	with	with	ADP
ejpam-2954	339	21	selection	selection	NOUN
ejpam-2954	339	22	at	at	ADP
ejpam-2954	339	23	5	5	NUM
ejpam-2954	339	24	%	%	NOUN
ejpam-2954	339	25	resulting	result	VERB
ejpam-2954	339	26	in	in	ADP
ejpam-2954	339	27	5	5	NUM
ejpam-2954	339	28	terminal	terminal	NOUN
ejpam-2954	339	29	models	model	NOUN
ejpam-2954	339	30	being	be	AUX
ejpam-2954	339	31	retained	retain	VERB
ejpam-2954	339	32	,	,	PUNCT
ejpam-2954	339	33	with	with	ADP
ejpam-2954	339	34	4	4	NUM
ejpam-2954	339	35	terminals	terminal	NOUN
ejpam-2954	339	36	retained	retain	VERB
ejpam-2954	339	37	at	at	ADP
ejpam-2954	339	38	10	10	NUM
ejpam-2954	339	39	%	%	NOUN
ejpam-2954	339	40	and	and	CCONJ
ejpam-2954	339	41	13	13	NUM
ejpam-2954	339	42	terminals	terminal	NOUN
ejpam-2954	339	43	retained	retain	VERB
ejpam-2954	339	44	at	at	ADP
ejpam-2954	339	45	the	the	DET
ejpam-2954	339	46	1	1	NUM
ejpam-2954	339	47	%	%	NOUN
ejpam-2954	339	48	target	target	NOUN
ejpam-2954	339	49	significance	significance	NOUN
ejpam-2954	339	50	level	level	NOUN
ejpam-2954	339	51	.	.	PUNCT
ejpam-2954	340	1	figure	figure	NOUN
ejpam-2954	340	2	6	6	NUM
ejpam-2954	340	3	,	,	PUNCT
ejpam-2954	340	4	left	leave	VERB
ejpam-2954	340	5	hand	hand	NOUN
ejpam-2954	340	6	panels	panel	NOUN
ejpam-2954	340	7	,	,	PUNCT
ejpam-2954	340	8	record	record	VERB
ejpam-2954	340	9	the	the	DET
ejpam-2954	340	10	results	result	NOUN
ejpam-2954	340	11	at	at	ADP
ejpam-2954	340	12	5	5	NUM
ejpam-2954	340	13	%	%	NOUN
ejpam-2954	340	14	.	.	PUNCT
ejpam-2954	341	1	the	the	DET
ejpam-2954	341	2	pointwise	pointwise	ADJ
ejpam-2954	341	3	minimum	minimum	NOUN
ejpam-2954	341	4	and	and	CCONJ
ejpam-2954	341	5	maximum	maximum	ADJ
ejpam-2954	341	6	conditional	conditional	ADJ
ejpam-2954	341	7	expectation	expectation	NOUN
ejpam-2954	341	8	recorded	record	VERB
ejpam-2954	341	9	in	in	ADP
ejpam-2954	341	10	panel	panel	NOUN
ejpam-2954	341	11	(	(	PUNCT
ejpam-2954	341	12	a	a	PRON
ejpam-2954	341	13	)	)	PUNCT
ejpam-2954	341	14	has	have	VERB
ejpam-2954	341	15	a	a	DET
ejpam-2954	341	16	slightly	slightly	ADV
ejpam-2954	341	17	narrower	narrow	ADJ
ejpam-2954	341	18	range	range	NOUN
ejpam-2954	341	19	than	than	ADP
ejpam-2954	341	20	in	in	ADP
ejpam-2954	341	21	the	the	DET
ejpam-2954	341	22	case	case	NOUN
ejpam-2954	341	23	above	above	ADV
ejpam-2954	341	24	,	,	PUNCT
ejpam-2954	341	25	but	but	CCONJ
ejpam-2954	341	26	the	the	DET
ejpam-2954	341	27	thick	thick	ADJ
ejpam-2954	341	28	model	model	NOUN
ejpam-2954	341	29	bands	band	NOUN
ejpam-2954	341	30	still	still	ADV
ejpam-2954	341	31	fail	fail	VERB
ejpam-2954	341	32	to	to	PART
ejpam-2954	341	33	fully	fully	ADV
ejpam-2954	341	34	capture	capture	VERB
ejpam-2954	341	35	the	the	DET
ejpam-2954	341	36	period	period	NOUN
ejpam-2954	341	37	around	around	ADP
ejpam-2954	341	38	the	the	DET
ejpam-2954	341	39	location	location	NOUN
ejpam-2954	341	40	shift	shift	NOUN
ejpam-2954	341	41	.	.	PUNCT
ejpam-2954	342	1	panel	panel	NOUN
ejpam-2954	342	2	(	(	PUNCT
ejpam-2954	342	3	c	c	X
ejpam-2954	342	4	)	)	PUNCT
ejpam-2954	342	5	is	be	AUX
ejpam-2954	342	6	a	a	DET
ejpam-2954	342	7	cross	cross	NOUN
ejpam-2954	342	8	plot	plot	NOUN
ejpam-2954	342	9	of	of	ADP
ejpam-2954	342	10	the	the	DET
ejpam-2954	342	11	conditional	conditional	ADJ
ejpam-2954	342	12	expectation	expectation	NOUN
ejpam-2954	342	13	against	against	ADP
ejpam-2954	342	14	the	the	DET
ejpam-2954	342	15	outturn	outturn	NOUN
ejpam-2954	342	16	for	for	ADP
ejpam-2954	342	17	each	each	DET
ejpam-2954	342	18	terminal	terminal	ADJ
ejpam-2954	342	19	model	model	NOUN
ejpam-2954	342	20	with	with	ADP
ejpam-2954	342	21	fitted	fit	VERB
ejpam-2954	342	22	splines	spline	NOUN
ejpam-2954	342	23	,	,	PUNCT
ejpam-2954	342	24	which	which	PRON
ejpam-2954	342	25	should	should	AUX
ejpam-2954	342	26	be	be	AUX
ejpam-2954	342	27	on	on	ADP
ejpam-2954	342	28	the	the	DET
ejpam-2954	342	29	45	45	NUM
ejpam-2954	342	30	degree	degree	NOUN
ejpam-2954	342	31	line	line	NOUN
ejpam-2954	342	32	if	if	SCONJ
ejpam-2954	342	33	the	the	DET
ejpam-2954	342	34	terminal	terminal	ADJ
ejpam-2954	342	35	models	model	NOUN
ejpam-2954	342	36	were	be	AUX
ejpam-2954	342	37	well	well	ADV
ejpam-2954	342	38	-	-	PUNCT
ejpam-2954	342	39	specified	specify	VERB
ejpam-2954	342	40	.	.	PUNCT
ejpam-2954	343	1	finally	finally	ADV
ejpam-2954	343	2	,	,	PUNCT
ejpam-2954	343	3	panel	panel	NOUN
ejpam-2954	343	4	(	(	PUNCT
ejpam-2954	343	5	e	e	NOUN
ejpam-2954	343	6	)	)	PUNCT
ejpam-2954	343	7	records	record	VERB
ejpam-2954	343	8	the	the	DET
ejpam-2954	343	9	minimum	minimum	ADJ
ejpam-2954	343	10	,	,	PUNCT
ejpam-2954	343	11	maximum	maximum	ADJ
ejpam-2954	343	12	and	and	CCONJ
ejpam-2954	343	13	mean	mean	ADJ
ejpam-2954	343	14	1	1	NUM
ejpam-2954	343	15	-	-	PUNCT
ejpam-2954	343	16	step	step	NOUN
ejpam-2954	343	17	ahead	ahead	ADV
ejpam-2954	343	18	conditional	conditional	ADJ
ejpam-2954	343	19	forecasts	forecast	NOUN
ejpam-2954	343	20	with	with	ADP
ejpam-2954	343	21	known	know	VERB
ejpam-2954	343	22	exogenous	exogenous	ADJ
ejpam-2954	343	23	regressors	regressor	NOUN
ejpam-2954	343	24	from	from	ADP
ejpam-2954	343	25	all	all	DET
ejpam-2954	343	26	terminal	terminal	ADJ
ejpam-2954	343	27	models	model	NOUN
ejpam-2954	343	28	along	along	ADP
ejpam-2954	343	29	with	with	ADP
ejpam-2954	343	30	the	the	DET
ejpam-2954	343	31	forecast	forecast	NOUN
ejpam-2954	343	32	period	period	NOUN
ejpam-2954	343	33	outturns	outturn	NOUN
ejpam-2954	343	34	.	.	PUNCT
ejpam-2954	344	1	despite	despite	SCONJ
ejpam-2954	344	2	including	include	VERB
ejpam-2954	344	3	the	the	DET
ejpam-2954	344	4	j.	j.	PROPN
ejpam-2954	344	5	castle	castle	PROPN
ejpam-2954	344	6	/	/	PUNCT
ejpam-2954	344	7	eur	eur	PROPN
ejpam-2954	344	8	.	.	PUNCT
ejpam-2954	345	1	j.	j.	PROPN
ejpam-2954	345	2	pure	pure	PROPN
ejpam-2954	345	3	appl	appl	PROPN
ejpam-2954	345	4	.	.	PROPN
ejpam-2954	345	5	math	math	PROPN
ejpam-2954	345	6	,	,	PUNCT
ejpam-2954	345	7	10	10	NUM
ejpam-2954	345	8	(	(	PUNCT
ejpam-2954	345	9	1	1	NUM
ejpam-2954	345	10	)	)	PUNCT
ejpam-2954	345	11	(	(	PUNCT
ejpam-2954	345	12	2017	2017	NUM
ejpam-2954	345	13	)	)	PUNCT
ejpam-2954	345	14	,	,	PUNCT
ejpam-2954	345	15	133	133	NUM
ejpam-2954	345	16	-	-	SYM
ejpam-2954	345	17	156	156	NUM
ejpam-2954	345	18	147	147	NUM
ejpam-2954	345	19	exogenous	exogenous	ADJ
ejpam-2954	345	20	regressors	regressor	NOUN
ejpam-2954	345	21	the	the	DET
ejpam-2954	345	22	thick	thick	ADJ
ejpam-2954	345	23	model	model	NOUN
ejpam-2954	345	24	forecasts	forecast	NOUN
ejpam-2954	345	25	poorly	poorly	ADV
ejpam-2954	345	26	.	.	PUNCT
ejpam-2954	346	1	model	model	NOUN
ejpam-2954	346	2	averaging	averaging	NOUN
ejpam-2954	346	3	would	would	AUX
ejpam-2954	346	4	require	require	VERB
ejpam-2954	346	5	in	in	ADP
ejpam-2954	346	6	excess	excess	NOUN
ejpam-2954	346	7	of	of	ADP
ejpam-2954	346	8	1	1	NUM
ejpam-2954	346	9	million	million	NUM
ejpam-2954	346	10	models	model	NOUN
ejpam-2954	346	11	,	,	PUNCT
ejpam-2954	346	12	all	all	PRON
ejpam-2954	346	13	of	of	ADP
ejpam-2954	346	14	which	which	PRON
ejpam-2954	346	15	would	would	AUX
ejpam-2954	346	16	be	be	AUX
ejpam-2954	346	17	misspecified	misspecifie	VERB
ejpam-2954	346	18	.	.	PUNCT
ejpam-2954	347	1	omitting	omit	VERB
ejpam-2954	347	2	the	the	DET
ejpam-2954	347	3	lagged	lag	VERB
ejpam-2954	347	4	dependent	dependent	ADJ
ejpam-2954	347	5	variable	variable	ADJ
ejpam-2954	347	6	results	result	NOUN
ejpam-2954	347	7	in	in	ADP
ejpam-2954	347	8	lags	lag	NOUN
ejpam-2954	347	9	of	of	ADP
ejpam-2954	347	10	the	the	DET
ejpam-2954	347	11	exogenous	exogenous	ADJ
ejpam-2954	347	12	variables	variable	NOUN
ejpam-2954	347	13	being	be	AUX
ejpam-2954	347	14	retained	retain	VERB
ejpam-2954	347	15	in	in	ADP
ejpam-2954	347	16	an	an	DET
ejpam-2954	347	17	attempt	attempt	NOUN
ejpam-2954	347	18	to	to	PART
ejpam-2954	347	19	proxy	proxy	VERB
ejpam-2954	347	20	the	the	DET
ejpam-2954	347	21	dynamics	dynamic	NOUN
ejpam-2954	347	22	.	.	PUNCT
ejpam-2954	348	1	if	if	SCONJ
ejpam-2954	348	2	we	we	PRON
ejpam-2954	348	3	extend	extend	VERB
ejpam-2954	348	4	the	the	DET
ejpam-2954	348	5	information	information	NOUN
ejpam-2954	348	6	set	set	VERB
ejpam-2954	348	7	to	to	PART
ejpam-2954	348	8	include	include	VERB
ejpam-2954	348	9	the	the	DET
ejpam-2954	348	10	lagged	lag	VERB
ejpam-2954	348	11	dependent	dependent	ADJ
ejpam-2954	348	12	variable	variable	NOUN
ejpam-2954	348	13	but	but	CCONJ
ejpam-2954	348	14	not	not	PART
ejpam-2954	348	15	the	the	DET
ejpam-2954	348	16	structural	structural	ADJ
ejpam-2954	348	17	break	break	NOUN
ejpam-2954	348	18	,	,	PUNCT
ejpam-2954	348	19	model	model	NOUN
ejpam-2954	348	20	averaging	averaging	NOUN
ejpam-2954	348	21	would	would	AUX
ejpam-2954	348	22	require	require	VERB
ejpam-2954	348	23	more	more	ADJ
ejpam-2954	348	24	than	than	ADP
ejpam-2954	348	25	2	2	NUM
ejpam-2954	348	26	million	million	NUM
ejpam-2954	348	27	models	model	NOUN
ejpam-2954	348	28	to	to	PART
ejpam-2954	348	29	be	be	AUX
ejpam-2954	348	30	estimated	estimate	VERB
ejpam-2954	348	31	,	,	PUNCT
ejpam-2954	348	32	all	all	PRON
ejpam-2954	348	33	of	of	ADP
ejpam-2954	348	34	which	which	PRON
ejpam-2954	348	35	are	be	AUX
ejpam-2954	348	36	misspecified	misspecifie	VERB
ejpam-2954	348	37	.	.	PUNCT
ejpam-2954	349	1	in	in	ADP
ejpam-2954	349	2	model	model	NOUN
ejpam-2954	349	3	selection	selection	NOUN
ejpam-2954	349	4	,	,	PUNCT
ejpam-2954	349	5	the	the	DET
ejpam-2954	349	6	gum	gum	NOUN
ejpam-2954	349	7	based	base	VERB
ejpam-2954	349	8	on	on	ADP
ejpam-2954	349	9	such	such	DET
ejpam-2954	349	10	an	an	DET
ejpam-2954	349	11	information	information	NOUN
ejpam-2954	349	12	set	set	NOUN
ejpam-2954	349	13	is	be	AUX
ejpam-2954	349	14	given	give	VERB
ejpam-2954	349	15	by	by	ADP
ejpam-2954	349	16	:	:	PUNCT
ejpam-2954	349	17	yt	yt	PROPN
ejpam-2954	349	18	=	=	PROPN
ejpam-2954	349	19	γ0	γ0	PROPN
ejpam-2954	349	20	+	+	CCONJ
ejpam-2954	349	21	γyyt−1	γyyt−1	PRON
ejpam-2954	349	22	+	+	X
ejpam-2954	349	23	10∑	10∑	NUM
ejpam-2954	349	24	i=1	i=1	PROPN
ejpam-2954	349	25	1∑	1∑	NUM
ejpam-2954	349	26	j=0	j=0	X
ejpam-2954	349	27	γijxi	γijxi	NOUN
ejpam-2954	349	28	,	,	PUNCT
ejpam-2954	349	29	t−j	t−j	VERB
ejpam-2954	349	30	+	+	CCONJ
ejpam-2954	349	31	ηt	ηt	ADP
ejpam-2954	349	32	(	(	PUNCT
ejpam-2954	349	33	8)	8)	NUM
ejpam-2954	349	34	selection	selection	NOUN
ejpam-2954	349	35	from	from	ADP
ejpam-2954	349	36	(	(	PUNCT
ejpam-2954	349	37	8)	8)	NUM
ejpam-2954	349	38	at	at	ADP
ejpam-2954	349	39	5	5	NUM
ejpam-2954	349	40	%	%	NOUN
ejpam-2954	349	41	results	result	NOUN
ejpam-2954	349	42	in	in	ADP
ejpam-2954	349	43	3	3	NUM
ejpam-2954	349	44	terminal	terminal	NOUN
ejpam-2954	349	45	models	model	NOUN
ejpam-2954	349	46	(	(	PUNCT
ejpam-2954	349	47	the	the	DET
ejpam-2954	349	48	three	three	NUM
ejpam-2954	349	49	identical	identical	ADJ
ejpam-2954	349	50	terminals	terminal	NOUN
ejpam-2954	349	51	are	be	AUX
ejpam-2954	349	52	retained	retain	VERB
ejpam-2954	349	53	at	at	ADP
ejpam-2954	349	54	10	10	NUM
ejpam-2954	349	55	%	%	NOUN
ejpam-2954	349	56	)	)	PUNCT
ejpam-2954	349	57	and	and	CCONJ
ejpam-2954	349	58	2	2	NUM
ejpam-2954	349	59	terminals	terminal	NOUN
ejpam-2954	349	60	are	be	AUX
ejpam-2954	349	61	retained	retain	VERB
ejpam-2954	349	62	at	at	ADP
ejpam-2954	349	63	1	1	NUM
ejpam-2954	349	64	%	%	NOUN
ejpam-2954	349	65	,	,	PUNCT
ejpam-2954	349	66	corresponding	correspond	VERB
ejpam-2954	349	67	to	to	ADP
ejpam-2954	349	68	our	our	PRON
ejpam-2954	349	69	conjecture	conjecture	NOUN
ejpam-2954	349	70	regarding	regard	VERB
ejpam-2954	349	71	the	the	DET
ejpam-2954	349	72	dependence	dependence	NOUN
ejpam-2954	349	73	of	of	ADP
ejpam-2954	349	74	ms	ms	NOUN
ejpam-2954	349	75	on	on	ADP
ejpam-2954	349	76	α	α	NOUN
ejpam-2954	349	77	delivering	deliver	VERB
ejpam-2954	349	78	fewer	few	ADJ
ejpam-2954	349	79	terminal	terminal	ADJ
ejpam-2954	349	80	models	model	NOUN
ejpam-2954	349	81	for	for	ADP
ejpam-2954	349	82	a	a	DET
ejpam-2954	349	83	tighter	tight	ADJ
ejpam-2954	349	84	selection	selection	NOUN
ejpam-2954	349	85	significance	significance	NOUN
ejpam-2954	349	86	level	level	NOUN
ejpam-2954	349	87	.	.	PUNCT
ejpam-2954	350	1	this	this	PRON
ejpam-2954	350	2	is	be	AUX
ejpam-2954	350	3	in	in	ADP
ejpam-2954	350	4	contrast	contrast	NOUN
ejpam-2954	350	5	to	to	ADP
ejpam-2954	350	6	the	the	DET
ejpam-2954	350	7	above	above	ADJ
ejpam-2954	350	8	results	result	NOUN
ejpam-2954	350	9	where	where	SCONJ
ejpam-2954	350	10	more	more	ADJ
ejpam-2954	350	11	variables	variable	NOUN
ejpam-2954	350	12	were	be	AUX
ejpam-2954	350	13	retained	retain	VERB
ejpam-2954	350	14	at	at	ADP
ejpam-2954	350	15	tighter	tight	ADJ
ejpam-2954	350	16	α	α	NOUN
ejpam-2954	350	17	,	,	PUNCT
ejpam-2954	350	18	probably	probably	ADV
ejpam-2954	350	19	due	due	ADP
ejpam-2954	350	20	to	to	ADP
ejpam-2954	350	21	the	the	DET
ejpam-2954	350	22	degree	degree	NOUN
ejpam-2954	350	23	of	of	ADP
ejpam-2954	350	24	departure	departure	NOUN
ejpam-2954	350	25	from	from	ADP
ejpam-2954	350	26	congruence	congruence	PROPN
ejpam-2954	350	27	.	.	PUNCT
ejpam-2954	351	1	the	the	DET
ejpam-2954	351	2	inclusion	inclusion	NOUN
ejpam-2954	351	3	of	of	ADP
ejpam-2954	351	4	the	the	DET
ejpam-2954	351	5	lagged	lag	VERB
ejpam-2954	351	6	dependent	dependent	ADJ
ejpam-2954	351	7	variable	variable	NOUN
ejpam-2954	351	8	enables	enable	VERB
ejpam-2954	351	9	the	the	DET
ejpam-2954	351	10	structural	structural	ADJ
ejpam-2954	351	11	break	break	NOUN
ejpam-2954	351	12	to	to	PART
ejpam-2954	351	13	be	be	AUX
ejpam-2954	351	14	proxied	proxie	VERB
ejpam-2954	351	15	by	by	ADP
ejpam-2954	351	16	increased	increase	VERB
ejpam-2954	351	17	persistence	persistence	NOUN
ejpam-2954	351	18	(	(	PUNCT
ejpam-2954	351	19	β̂y	β̂y	PRON
ejpam-2954	351	20	is	be	AUX
ejpam-2954	351	21	biased	bias	VERB
ejpam-2954	351	22	upwards	upwards	ADV
ejpam-2954	351	23	)	)	PUNCT
ejpam-2954	352	1	so	so	CCONJ
ejpam-2954	352	2	misspecification	misspecification	NOUN
ejpam-2954	352	3	is	be	AUX
ejpam-2954	352	4	less	less	ADV
ejpam-2954	352	5	extreme	extreme	ADJ
ejpam-2954	352	6	.	.	PUNCT
ejpam-2954	353	1	figure	figure	NOUN
ejpam-2954	353	2	6	6	NUM
ejpam-2954	353	3	,	,	PUNCT
ejpam-2954	353	4	right	right	ADJ
ejpam-2954	353	5	hand	hand	NOUN
ejpam-2954	353	6	panels	panel	NOUN
ejpam-2954	353	7	,	,	PUNCT
ejpam-2954	353	8	record	record	VERB
ejpam-2954	353	9	the	the	DET
ejpam-2954	353	10	results	result	NOUN
ejpam-2954	353	11	for	for	ADP
ejpam-2954	353	12	selection	selection	NOUN
ejpam-2954	353	13	at	at	ADP
ejpam-2954	353	14	5	5	NUM
ejpam-2954	353	15	%	%	NOUN
ejpam-2954	353	16	.	.	PUNCT
ejpam-2954	354	1	inclusion	inclusion	NOUN
ejpam-2954	354	2	of	of	ADP
ejpam-2954	354	3	the	the	DET
ejpam-2954	354	4	lagged	lag	VERB
ejpam-2954	354	5	dependent	dependent	ADJ
ejpam-2954	354	6	variable	variable	ADJ
ejpam-2954	354	7	results	result	NOUN
ejpam-2954	354	8	in	in	ADP
ejpam-2954	354	9	very	very	ADV
ejpam-2954	354	10	similar	similar	ADJ
ejpam-2954	354	11	terminals	terminal	NOUN
ejpam-2954	354	12	as	as	SCONJ
ejpam-2954	354	13	can	can	AUX
ejpam-2954	354	14	be	be	AUX
ejpam-2954	354	15	seen	see	VERB
ejpam-2954	354	16	by	by	ADP
ejpam-2954	354	17	the	the	DET
ejpam-2954	354	18	narrowing	narrowing	NOUN
ejpam-2954	354	19	of	of	ADP
ejpam-2954	354	20	the	the	DET
ejpam-2954	354	21	pointwise	pointwise	ADJ
ejpam-2954	354	22	minimum	minimum	NOUN
ejpam-2954	354	23	and	and	CCONJ
ejpam-2954	354	24	maximum	maximum	ADJ
ejpam-2954	354	25	conditional	conditional	ADJ
ejpam-2954	354	26	expectation	expectation	NOUN
ejpam-2954	354	27	.	.	PUNCT
ejpam-2954	355	1	the	the	DET
ejpam-2954	355	2	differences	difference	NOUN
ejpam-2954	355	3	are	be	AUX
ejpam-2954	355	4	due	due	ADJ
ejpam-2954	355	5	to	to	ADP
ejpam-2954	355	6	(	(	PUNCT
ejpam-2954	355	7	i	i	NOUN
ejpam-2954	355	8	)	)	PUNCT
ejpam-2954	355	9	one	one	NUM
ejpam-2954	355	10	relevant	relevant	ADJ
ejpam-2954	355	11	variable	variable	NOUN
ejpam-2954	355	12	being	be	AUX
ejpam-2954	355	13	retained	retain	VERB
ejpam-2954	355	14	either	either	CCONJ
ejpam-2954	355	15	t	t	NOUN
ejpam-2954	355	16	dated	date	VERB
ejpam-2954	355	17	or	or	CCONJ
ejpam-2954	355	18	t−	t−	PRON
ejpam-2954	355	19	1	1	NUM
ejpam-2954	355	20	dated	date	VERB
ejpam-2954	355	21	,	,	PUNCT
ejpam-2954	355	22	and	and	CCONJ
ejpam-2954	355	23	(	(	PUNCT
ejpam-2954	355	24	ii	ii	NOUN
ejpam-2954	355	25	)	)	PUNCT
ejpam-2954	355	26	one	one	NUM
ejpam-2954	355	27	of	of	ADP
ejpam-2954	355	28	two	two	NUM
ejpam-2954	355	29	irrelevant	irrelevant	ADJ
ejpam-2954	355	30	variables	variable	NOUN
ejpam-2954	355	31	being	be	AUX
ejpam-2954	355	32	retained	retain	VERB
ejpam-2954	355	33	in	in	ADP
ejpam-2954	355	34	each	each	DET
ejpam-2954	355	35	terminal	terminal	ADJ
ejpam-2954	355	36	model	model	NOUN
ejpam-2954	355	37	.	.	PUNCT
ejpam-2954	356	1	with	with	ADP
ejpam-2954	356	2	15	15	NUM
ejpam-2954	356	3	irrelevant	irrelevant	ADJ
ejpam-2954	356	4	variables	variable	NOUN
ejpam-2954	356	5	in	in	ADP
ejpam-2954	356	6	the	the	DET
ejpam-2954	356	7	gum	gum	NOUN
ejpam-2954	356	8	we	we	PRON
ejpam-2954	356	9	would	would	AUX
ejpam-2954	356	10	expect	expect	VERB
ejpam-2954	356	11	0.75	0.75	NUM
ejpam-2954	356	12	of	of	ADP
ejpam-2954	356	13	a	a	DET
ejpam-2954	356	14	variable	variable	NOUN
ejpam-2954	356	15	to	to	PART
ejpam-2954	356	16	be	be	AUX
ejpam-2954	356	17	retained	retain	VERB
ejpam-2954	356	18	on	on	ADP
ejpam-2954	356	19	average	average	ADJ
ejpam-2954	356	20	,	,	PUNCT
ejpam-2954	356	21	so	so	ADV
ejpam-2954	356	22	one	one	NUM
ejpam-2954	356	23	irrelevant	irrelevant	ADJ
ejpam-2954	356	24	variable	variable	NOUN
ejpam-2954	356	25	in	in	ADP
ejpam-2954	356	26	each	each	DET
ejpam-2954	356	27	terminal	terminal	ADJ
ejpam-2954	356	28	model	model	NOUN
ejpam-2954	356	29	accords	accord	NOUN
ejpam-2954	356	30	with	with	ADP
ejpam-2954	356	31	the	the	DET
ejpam-2954	356	32	theory	theory	NOUN
ejpam-2954	356	33	.	.	PUNCT
ejpam-2954	357	1	despite	despite	SCONJ
ejpam-2954	357	2	the	the	DET
ejpam-2954	357	3	improved	improved	ADJ
ejpam-2954	357	4	model	model	NOUN
ejpam-2954	357	5	fit	fit	NOUN
ejpam-2954	357	6	of	of	ADP
ejpam-2954	357	7	all	all	DET
ejpam-2954	357	8	terminal	terminal	ADJ
ejpam-2954	357	9	models	model	NOUN
ejpam-2954	357	10	,	,	PUNCT
ejpam-2954	357	11	the	the	DET
ejpam-2954	357	12	failure	failure	NOUN
ejpam-2954	357	13	to	to	PART
ejpam-2954	357	14	explicitly	explicitly	ADV
ejpam-2954	357	15	model	model	VERB
ejpam-2954	357	16	the	the	DET
ejpam-2954	357	17	structural	structural	ADJ
ejpam-2954	357	18	break	break	NOUN
ejpam-2954	357	19	results	result	NOUN
ejpam-2954	357	20	in	in	ADP
ejpam-2954	357	21	an	an	DET
ejpam-2954	357	22	estimated	estimated	ADJ
ejpam-2954	357	23	coefficient	coefficient	NOUN
ejpam-2954	357	24	on	on	ADP
ejpam-2954	357	25	the	the	DET
ejpam-2954	357	26	lagged	lag	VERB
ejpam-2954	357	27	dependent	dependent	ADJ
ejpam-2954	357	28	variable	variable	NOUN
ejpam-2954	357	29	that	that	PRON
ejpam-2954	357	30	is	be	AUX
ejpam-2954	357	31	too	too	ADV
ejpam-2954	357	32	large	large	ADJ
ejpam-2954	357	33	:	:	PUNCT
ejpam-2954	357	34	[	[	PUNCT
ejpam-2954	357	35	γ̂tm1	γ̂tm1	NOUN
ejpam-2954	357	36	y	y	NOUN
ejpam-2954	357	37	=	=	SYM
ejpam-2954	357	38	0.814	0.814	NUM
ejpam-2954	357	39	;	;	PUNCT
ejpam-2954	357	40	γ̂tm2	γ̂tm2	ADJ
ejpam-2954	357	41	y	y	NOUN
ejpam-2954	357	42	=	=	SYM
ejpam-2954	357	43	0.812	0.812	NUM
ejpam-2954	357	44	;	;	PUNCT
ejpam-2954	357	45	γ̂tm3	γ̂tm3	PROPN
ejpam-2954	357	46	y	y	PROPN
ejpam-2954	357	47	=	=	PROPN
ejpam-2954	357	48	0.828	0.828	NUM
ejpam-2954	357	49	;	;	PUNCT
ejpam-2954	357	50	γ̂uniony	γ̂uniony	X
ejpam-2954	357	51	=	=	SYM
ejpam-2954	357	52	0.809	0.809	NUM
ejpam-2954	357	53	]	]	PUNCT
ejpam-2954	357	54	,	,	PUNCT
ejpam-2954	357	55	so	so	CCONJ
ejpam-2954	357	56	the	the	DET
ejpam-2954	357	57	thick	thick	ADJ
ejpam-2954	357	58	model	model	NOUN
ejpam-2954	357	59	estimate	estimate	NOUN
ejpam-2954	357	60	is	be	AUX
ejpam-2954	357	61	γ̂thicky	γ̂thicky	NOUN
ejpam-2954	357	62	=	=	PUNCT
ejpam-2954	357	63	0.816	0.816	NUM
ejpam-2954	357	64	.	.	PUNCT
ejpam-2954	358	1	the	the	DET
ejpam-2954	358	2	true	true	ADJ
ejpam-2954	358	3	parameter	parameter	NOUN
ejpam-2954	358	4	is	be	AUX
ejpam-2954	358	5	βy	βy	ADJ
ejpam-2954	358	6	=	=	ADJ
ejpam-2954	358	7	0.6	0.6	NUM
ejpam-2954	358	8	.	.	PUNCT
ejpam-2954	359	1	the	the	DET
ejpam-2954	359	2	ldv	ldv	PROPN
ejpam-2954	359	3	is	be	AUX
ejpam-2954	359	4	biased	bias	VERB
ejpam-2954	359	5	upwards	upwards	ADV
ejpam-2954	359	6	as	as	ADP
ejpam-2954	359	7	more	more	ADJ
ejpam-2954	359	8	persistence	persistence	NOUN
ejpam-2954	359	9	is	be	AUX
ejpam-2954	359	10	needed	need	VERB
ejpam-2954	359	11	to	to	PART
ejpam-2954	359	12	capture	capture	VERB
ejpam-2954	359	13	the	the	DET
ejpam-2954	359	14	unmodelled	unmodelled	ADJ
ejpam-2954	359	15	structural	structural	ADJ
ejpam-2954	359	16	break	break	NOUN
ejpam-2954	359	17	.	.	PUNCT
ejpam-2954	360	1	again	again	ADV
ejpam-2954	360	2	,	,	PUNCT
ejpam-2954	360	3	thick	thick	ADJ
ejpam-2954	360	4	modelling	modelling	NOUN
ejpam-2954	360	5	serves	serve	VERB
ejpam-2954	360	6	the	the	DET
ejpam-2954	360	7	purpose	purpose	NOUN
ejpam-2954	360	8	of	of	ADP
ejpam-2954	360	9	highlighting	highlight	VERB
ejpam-2954	360	10	model	model	NOUN
ejpam-2954	360	11	uncertainty	uncertainty	NOUN
ejpam-2954	360	12	due	due	ADJ
ejpam-2954	360	13	to	to	ADP
ejpam-2954	360	14	correlated	correlate	VERB
ejpam-2954	360	15	lags	lag	NOUN
ejpam-2954	360	16	or	or	CCONJ
ejpam-2954	360	17	marginally	marginally	ADV
ejpam-2954	360	18	significant	significant	ADJ
ejpam-2954	360	19	irrelevant	irrelevant	ADJ
ejpam-2954	360	20	variables	variable	NOUN
ejpam-2954	360	21	,	,	PUNCT
ejpam-2954	360	22	but	but	CCONJ
ejpam-2954	360	23	it	it	PRON
ejpam-2954	360	24	does	do	AUX
ejpam-2954	360	25	not	not	PART
ejpam-2954	360	26	solve	solve	VERB
ejpam-2954	360	27	misspecification	misspecification	NOUN
ejpam-2954	360	28	arising	arise	VERB
ejpam-2954	360	29	from	from	ADP
ejpam-2954	360	30	unmodelled	unmodelled	ADJ
ejpam-2954	360	31	breaks	break	NOUN
ejpam-2954	360	32	.	.	PUNCT
ejpam-2954	361	1	4.2	4.2	NUM
ejpam-2954	361	2	.	.	PUNCT
ejpam-2954	361	3	selection	selection	NOUN
ejpam-2954	361	4	from	from	ADP
ejpam-2954	361	5	a	a	DET
ejpam-2954	361	6	well	well	ADV
ejpam-2954	361	7	-	-	PUNCT
ejpam-2954	361	8	specified	specify	VERB
ejpam-2954	361	9	gum	gum	NOUN
ejpam-2954	361	10	finally	finally	ADV
ejpam-2954	361	11	we	we	PRON
ejpam-2954	361	12	consider	consider	VERB
ejpam-2954	361	13	an	an	DET
ejpam-2954	361	14	information	information	NOUN
ejpam-2954	361	15	set	set	VERB
ejpam-2954	361	16	that	that	PRON
ejpam-2954	361	17	nests	nest	VERB
ejpam-2954	361	18	the	the	DET
ejpam-2954	361	19	ldgp	ldgp	NOUN
ejpam-2954	361	20	so	so	SCONJ
ejpam-2954	361	21	the	the	DET
ejpam-2954	361	22	gum	gum	NOUN
ejpam-2954	361	23	and	and	CCONJ
ejpam-2954	361	24	resulting	result	VERB
ejpam-2954	361	25	terminal	terminal	ADJ
ejpam-2954	361	26	models	model	NOUN
ejpam-2954	361	27	are	be	AUX
ejpam-2954	361	28	congruent	congruent	ADJ
ejpam-2954	361	29	.	.	PUNCT
ejpam-2954	362	1	equation	equation	NOUN
ejpam-2954	362	2	(	(	PUNCT
ejpam-2954	362	3	9	9	NUM
ejpam-2954	362	4	)	)	PUNCT
ejpam-2954	362	5	is	be	AUX
ejpam-2954	362	6	the	the	DET
ejpam-2954	362	7	gum	gum	NOUN
ejpam-2954	362	8	specification	specification	NOUN
ejpam-2954	362	9	in	in	ADP
ejpam-2954	362	10	which	which	PRON
ejpam-2954	362	11	we	we	PRON
ejpam-2954	362	12	assume	assume	VERB
ejpam-2954	362	13	that	that	SCONJ
ejpam-2954	362	14	the	the	DET
ejpam-2954	362	15	location	location	NOUN
ejpam-2954	362	16	shift	shift	NOUN
ejpam-2954	362	17	is	be	AUX
ejpam-2954	362	18	unknown	unknown	ADJ
ejpam-2954	362	19	and	and	CCONJ
ejpam-2954	362	20	is	be	AUX
ejpam-2954	362	21	therefore	therefore	ADV
ejpam-2954	362	22	searched	search	VERB
ejpam-2954	362	23	for	for	ADP
ejpam-2954	362	24	using	use	VERB
ejpam-2954	362	25	a	a	DET
ejpam-2954	362	26	full	full	ADJ
ejpam-2954	362	27	set	set	NOUN
ejpam-2954	362	28	of	of	ADP
ejpam-2954	362	29	saturating	saturate	VERB
ejpam-2954	362	30	j.	j.	PROPN
ejpam-2954	362	31	castle	castle	PROPN
ejpam-2954	362	32	/	/	PUNCT
ejpam-2954	362	33	eur	eur	PROPN
ejpam-2954	362	34	.	.	PUNCT
ejpam-2954	363	1	j.	j.	PROPN
ejpam-2954	363	2	pure	pure	PROPN
ejpam-2954	363	3	appl	appl	PROPN
ejpam-2954	363	4	.	.	PROPN
ejpam-2954	363	5	math	math	PROPN
ejpam-2954	363	6	,	,	PUNCT
ejpam-2954	363	7	10	10	NUM
ejpam-2954	363	8	(	(	PUNCT
ejpam-2954	363	9	1	1	NUM
ejpam-2954	363	10	)	)	PUNCT
ejpam-2954	363	11	(	(	PUNCT
ejpam-2954	363	12	2017	2017	NUM
ejpam-2954	363	13	)	)	PUNCT
ejpam-2954	363	14	,	,	PUNCT
ejpam-2954	363	15	133	133	NUM
ejpam-2954	363	16	-	-	SYM
ejpam-2954	363	17	156	156	NUM
ejpam-2954	363	18	148	148	NUM
ejpam-2954	363	19	e[y	e[y	ADJ
ejpam-2954	363	20	|x	|x	NOUN
ejpam-2954	363	21	]	]	PUNCT
ejpam-2954	363	22	min	min	NOUN
ejpam-2954	363	23	e[y	e[y	ADJ
ejpam-2954	363	24	|x	|x	NOUN
ejpam-2954	363	25	]	]	PUNCT
ejpam-2954	363	26	max	max	PROPN
ejpam-2954	363	27	yt	yt	PROPN
ejpam-2954	363	28	0	0	NUM
ejpam-2954	363	29	20	20	NUM
ejpam-2954	363	30	40	40	NUM
ejpam-2954	363	31	60	60	NUM
ejpam-2954	363	32	80	80	NUM
ejpam-2954	363	33	100	100	NUM
ejpam-2954	363	34	0	0	NUM
ejpam-2954	363	35	10	10	NUM
ejpam-2954	363	36	gum	gum	NOUN
ejpam-2954	363	37	excludes	exclude	VERB
ejpam-2954	363	38	ldv	ldv	PROPN
ejpam-2954	363	39	and	and	CCONJ
ejpam-2954	363	40	breaks	break	NOUN
ejpam-2954	363	41	(	(	PUNCT
ejpam-2954	363	42	a)e[y	a)e[y	NOUN
ejpam-2954	363	43	|x	|x	NOUN
ejpam-2954	363	44	]	]	PUNCT
ejpam-2954	363	45	min	min	NOUN
ejpam-2954	363	46	e[y	e[y	ADJ
ejpam-2954	363	47	|x	|x	NOUN
ejpam-2954	363	48	]	]	PUNCT
ejpam-2954	363	49	max	max	PROPN
ejpam-2954	363	50	yt	yt	PROPN
ejpam-2954	363	51	yt	yt	PROPN
ejpam-2954	363	52	e[y	e[y	ADJ
ejpam-2954	363	53	|x	|x	NOUN
ejpam-2954	363	54	]	]	PUNCT
ejpam-2954	363	55	min	min	NOUN
ejpam-2954	363	56	e[y	e[y	ADJ
ejpam-2954	363	57	|x	|x	NOUN
ejpam-2954	363	58	]	]	PUNCT
ejpam-2954	363	59	max	max	PROPN
ejpam-2954	363	60	0	0	NUM
ejpam-2954	363	61	20	20	NUM
ejpam-2954	363	62	40	40	NUM
ejpam-2954	363	63	60	60	NUM
ejpam-2954	363	64	80	80	NUM
ejpam-2954	363	65	100	100	NUM
ejpam-2954	363	66	0	0	NUM
ejpam-2954	363	67	10	10	NUM
ejpam-2954	363	68	gum	gum	NOUN
ejpam-2954	363	69	includes	include	VERB
ejpam-2954	363	70	ldv	ldv	PROPN
ejpam-2954	363	71	but	but	CCONJ
ejpam-2954	363	72	excludes	exclude	NOUN
ejpam-2954	363	73	breaks	break	NOUN
ejpam-2954	363	74	(	(	PUNCT
ejpam-2954	363	75	b)yt	b)yt	PROPN
ejpam-2954	363	76	e[y	e[y	ADJ
ejpam-2954	363	77	|x	|x	NOUN
ejpam-2954	363	78	]	]	PUNCT
ejpam-2954	363	79	min	min	NOUN
ejpam-2954	363	80	e[y	e[y	ADJ
ejpam-2954	363	81	|x	|x	NOUN
ejpam-2954	363	82	]	]	PUNCT
ejpam-2954	364	1	max	max	PROPN
ejpam-2954	365	1	-5	-5	PUNCT
ejpam-2954	365	2	0	0	NUM
ejpam-2954	365	3	5	5	NUM
ejpam-2954	365	4	10	10	NUM
ejpam-2954	365	5	0	0	NUM
ejpam-2954	365	6	10	10	NUM
ejpam-2954	365	7	e	e	X
ejpam-2954	365	8	[	[	X
ejpam-2954	365	9	y	y	PROPN
ejpam-2954	365	10	|x	|x	X
ejpam-2954	365	11	]	]	PUNCT
ejpam-2954	365	12	yt	yt	X
ejpam-2954	365	13	(	(	PUNCT
ejpam-2954	365	14	c	c	NOUN
ejpam-2954	365	15	)	)	PUNCT
ejpam-2954	365	16	-5	-5	PUNCT
ejpam-2954	365	17	0	0	NUM
ejpam-2954	365	18	5	5	NUM
ejpam-2954	365	19	10	10	NUM
ejpam-2954	365	20	0	0	NUM
ejpam-2954	365	21	10	10	NUM
ejpam-2954	365	22	e	e	X
ejpam-2954	365	23	[	[	X
ejpam-2954	365	24	y	y	PROPN
ejpam-2954	365	25	|x	|x	X
ejpam-2954	365	26	]	]	PUNCT
ejpam-2954	365	27	yt	yt	PROPN
ejpam-2954	365	28	(	(	PUNCT
ejpam-2954	365	29	d	d	X
ejpam-2954	365	30	)	)	PUNCT
ejpam-2954	365	31	yt	yt	VERB
ejpam-2954	365	32	ŷt+h	ŷt+h	NOUN
ejpam-2954	366	1	|t+h−1	|t+h−1	ADP
ejpam-2954	366	2	min	min	NOUN
ejpam-2954	366	3	ŷt+h	ŷt+h	NOUN
ejpam-2954	366	4	|t+h−1	|t+h−1	PROPN
ejpam-2954	366	5	max	max	PROPN
ejpam-2954	366	6	ŷt+h	ŷt+h	PROPN
ejpam-2954	367	1	|t+h−1	|t+h−1	NOUN
ejpam-2954	367	2	mean	mean	VERB
ejpam-2954	367	3	95	95	NUM
ejpam-2954	368	1	100	100	NUM
ejpam-2954	368	2	105	105	NUM
ejpam-2954	368	3	110	110	NUM
ejpam-2954	368	4	115	115	NUM
ejpam-2954	368	5	120	120	NUM
ejpam-2954	368	6	-5	-5	NUM
ejpam-2954	368	7	0	0	NUM
ejpam-2954	368	8	t+h	t+h	NUM
ejpam-2954	368	9	→	→	SYM
ejpam-2954	368	10	(	(	PUNCT
ejpam-2954	368	11	e	e	NOUN
ejpam-2954	368	12	)	)	PUNCT
ejpam-2954	368	13	yt	yt	VERB
ejpam-2954	368	14	ŷt+h	ŷt+h	NOUN
ejpam-2954	368	15	|t+h−1	|t+h−1	ADP
ejpam-2954	368	16	min	min	NOUN
ejpam-2954	368	17	ŷt+h	ŷt+h	NOUN
ejpam-2954	368	18	|t+h−1	|t+h−1	PROPN
ejpam-2954	368	19	max	max	PROPN
ejpam-2954	368	20	ŷt+h	ŷt+h	PROPN
ejpam-2954	369	1	|t+h−1	|t+h−1	NOUN
ejpam-2954	369	2	mean	mean	VERB
ejpam-2954	369	3	yt	yt	VERB
ejpam-2954	369	4	ŷt+h	ŷt+h	NOUN
ejpam-2954	369	5	|t+h−1	|t+h−1	ADP
ejpam-2954	369	6	min	min	NOUN
ejpam-2954	369	7	ŷt+h	ŷt+h	NOUN
ejpam-2954	369	8	|t+h−1	|t+h−1	PROPN
ejpam-2954	369	9	max	max	PROPN
ejpam-2954	369	10	ŷt+h	ŷt+h	PROPN
ejpam-2954	370	1	|t+h−1	|t+h−1	NOUN
ejpam-2954	370	2	mean	mean	VERB
ejpam-2954	370	3	95	95	NUM
ejpam-2954	371	1	100	100	NUM
ejpam-2954	371	2	105	105	NUM
ejpam-2954	371	3	110	110	NUM
ejpam-2954	371	4	115	115	NUM
ejpam-2954	371	5	120	120	NUM
ejpam-2954	371	6	-5	-5	NUM
ejpam-2954	371	7	0	0	NUM
ejpam-2954	371	8	t+h	t+h	NUM
ejpam-2954	371	9	→	→	SYM
ejpam-2954	371	10	(	(	PUNCT
ejpam-2954	371	11	f	f	X
ejpam-2954	371	12	)	)	PUNCT
ejpam-2954	371	13	yt	yt	VERB
ejpam-2954	371	14	ŷt+h	ŷt+h	NOUN
ejpam-2954	371	15	|t+h−1	|t+h−1	ADP
ejpam-2954	371	16	min	min	NOUN
ejpam-2954	371	17	ŷt+h	ŷt+h	NOUN
ejpam-2954	371	18	|t+h−1	|t+h−1	PROPN
ejpam-2954	371	19	max	max	PROPN
ejpam-2954	371	20	ŷt+h	ŷt+h	PROPN
ejpam-2954	372	1	|t+h−1	|t+h−1	NOUN
ejpam-2954	372	2	mean	mean	VERB
ejpam-2954	372	3	figure	figure	NOUN
ejpam-2954	372	4	6	6	NUM
ejpam-2954	372	5	:	:	PUNCT
ejpam-2954	372	6	left	leave	VERB
ejpam-2954	372	7	hand	hand	NOUN
ejpam-2954	372	8	panels	panel	NOUN
ejpam-2954	372	9	record	record	NOUN
ejpam-2954	372	10	selection	selection	NOUN
ejpam-2954	372	11	from	from	ADP
ejpam-2954	372	12	selection	selection	NOUN
ejpam-2954	372	13	from	from	ADP
ejpam-2954	372	14	(	(	PUNCT
ejpam-2954	372	15	7	7	NUM
ejpam-2954	372	16	)	)	PUNCT
ejpam-2954	372	17	and	and	CCONJ
ejpam-2954	372	18	right	right	ADJ
ejpam-2954	372	19	hand	hand	NOUN
ejpam-2954	372	20	panels	panel	NOUN
ejpam-2954	372	21	record	record	VERB
ejpam-2954	372	22	selection	selection	NOUN
ejpam-2954	372	23	from	from	ADP
ejpam-2954	372	24	(	(	PUNCT
ejpam-2954	372	25	8)	8)	NUM
ejpam-2954	372	26	,	,	PUNCT
ejpam-2954	372	27	using	use	VERB
ejpam-2954	372	28	autometrics	autometric	NOUN
ejpam-2954	372	29	with	with	ADP
ejpam-2954	372	30	a	a	DET
ejpam-2954	372	31	5	5	NUM
ejpam-2954	372	32	%	%	NOUN
ejpam-2954	372	33	target	target	NOUN
ejpam-2954	372	34	size	size	NOUN
ejpam-2954	372	35	.	.	PUNCT
ejpam-2954	373	1	top	top	ADJ
ejpam-2954	373	2	panels	panel	NOUN
ejpam-2954	373	3	plot	plot	VERB
ejpam-2954	373	4	pointwise	pointwise	NOUN
ejpam-2954	373	5	minimum	minimum	NOUN
ejpam-2954	373	6	and	and	CCONJ
ejpam-2954	373	7	maximum	maximum	ADJ
ejpam-2954	373	8	for	for	ADP
ejpam-2954	373	9	conditional	conditional	ADJ
ejpam-2954	373	10	expectation	expectation	NOUN
ejpam-2954	373	11	against	against	ADP
ejpam-2954	373	12	outturns	outturn	NOUN
ejpam-2954	373	13	,	,	PUNCT
ejpam-2954	373	14	middle	middle	ADJ
ejpam-2954	373	15	panel	panel	NOUN
ejpam-2954	373	16	records	record	VERB
ejpam-2954	373	17	cross	cross	NOUN
ejpam-2954	373	18	plots	plot	NOUN
ejpam-2954	373	19	of	of	ADP
ejpam-2954	373	20	conditional	conditional	ADJ
ejpam-2954	373	21	expectations	expectation	NOUN
ejpam-2954	373	22	of	of	ADP
ejpam-2954	373	23	terminal	terminal	ADJ
ejpam-2954	373	24	models	model	NOUN
ejpam-2954	373	25	against	against	ADP
ejpam-2954	373	26	the	the	DET
ejpam-2954	373	27	dependent	dependent	ADJ
ejpam-2954	373	28	variable	variable	NOUN
ejpam-2954	373	29	with	with	ADP
ejpam-2954	373	30	splines	spline	NOUN
ejpam-2954	373	31	and	and	CCONJ
ejpam-2954	373	32	bottom	bottom	ADJ
ejpam-2954	373	33	panels	panel	NOUN
ejpam-2954	373	34	record	record	NOUN
ejpam-2954	373	35	mean	mean	VERB
ejpam-2954	373	36	,	,	PUNCT
ejpam-2954	373	37	minimum	minimum	ADJ
ejpam-2954	373	38	and	and	CCONJ
ejpam-2954	373	39	maximum	maximum	ADJ
ejpam-2954	373	40	1	1	NUM
ejpam-2954	373	41	-	-	PUNCT
ejpam-2954	373	42	step	step	NOUN
ejpam-2954	373	43	ahead	ahead	ADV
ejpam-2954	373	44	point	point	NOUN
ejpam-2954	373	45	forecasts	forecast	NOUN
ejpam-2954	373	46	from	from	ADP
ejpam-2954	373	47	pooled	pool	VERB
ejpam-2954	373	48	terminal	terminal	ADJ
ejpam-2954	373	49	models	model	NOUN
ejpam-2954	373	50	with	with	ADP
ejpam-2954	373	51	known	know	VERB
ejpam-2954	373	52	exogenous	exogenous	ADJ
ejpam-2954	373	53	regressors	regressor	NOUN
ejpam-2954	373	54	.	.	PUNCT
ejpam-2954	374	1	impulse	impulse	ADJ
ejpam-2954	374	2	and	and	CCONJ
ejpam-2954	374	3	step	step	NOUN
ejpam-2954	374	4	indicators	indicator	NOUN
ejpam-2954	374	5	.	.	PUNCT
ejpam-2954	375	1	yt	yt	PROPN
ejpam-2954	375	2	=	=	PROPN
ejpam-2954	375	3	γ0	γ0	PROPN
ejpam-2954	375	4	+	+	CCONJ
ejpam-2954	375	5	γyyt−1	γyyt−1	PRON
ejpam-2954	376	1	+	+	X
ejpam-2954	376	2	10∑	10∑	NUM
ejpam-2954	376	3	i=1	i=1	PROPN
ejpam-2954	376	4	1∑	1∑	NUM
ejpam-2954	376	5	j=0	j=0	X
ejpam-2954	376	6	γijxi	γijxi	NOUN
ejpam-2954	376	7	,	,	PUNCT
ejpam-2954	376	8	t−j	t−j	VERB
ejpam-2954	376	9	+	+	CCONJ
ejpam-2954	376	10	t∑	t∑	X
ejpam-2954	376	11	j=1	j=1	ADJ
ejpam-2954	377	1	µj1{t	µj1{t	PROPN
ejpam-2954	377	2	=	=	NOUN
ejpam-2954	377	3	tj	tj	NOUN
ejpam-2954	377	4	}	}	PUNCT
ejpam-2954	377	5	+	+	CCONJ
ejpam-2954	377	6	t−1∑	t−1∑	NUM
ejpam-2954	377	7	k=1	k=1	X
ejpam-2954	377	8	κj1{t≤tj	κj1{t≤tj	NOUN
ejpam-2954	377	9	}	}	PUNCT
ejpam-2954	377	10	+	+	CCONJ
ejpam-2954	377	11	ηt	ηt	ADP
ejpam-2954	377	12	(	(	PUNCT
ejpam-2954	377	13	9	9	NUM
ejpam-2954	377	14	)	)	PUNCT
ejpam-2954	377	15	model	model	NOUN
ejpam-2954	377	16	averaging	averaging	NOUN
ejpam-2954	377	17	would	would	AUX
ejpam-2954	377	18	estimate	estimate	VERB
ejpam-2954	377	19	2220	2220	NUM
ejpam-2954	377	20	models	model	NOUN
ejpam-2954	377	21	.	.	PUNCT
ejpam-2954	378	1	even	even	ADV
ejpam-2954	378	2	assuming	assume	VERB
ejpam-2954	378	3	the	the	DET
ejpam-2954	378	4	known	know	VERB
ejpam-2954	378	5	break	break	NOUN
ejpam-2954	378	6	,	,	PUNCT
ejpam-2954	378	7	so	so	CCONJ
ejpam-2954	378	8	the	the	DET
ejpam-2954	378	9	step	step	NOUN
ejpam-2954	378	10	shift	shift	NOUN
ejpam-2954	378	11	1(50	1(50	NOUN
ejpam-2954	378	12	<	<	X
ejpam-2954	378	13	t≤81	t≤81	NUM
ejpam-2954	378	14	)	)	PUNCT
ejpam-2954	378	15	is	be	AUX
ejpam-2954	378	16	included	include	VERB
ejpam-2954	378	17	in	in	ADP
ejpam-2954	378	18	the	the	DET
ejpam-2954	378	19	information	information	NOUN
ejpam-2954	378	20	set	set	NOUN
ejpam-2954	378	21	,	,	PUNCT
ejpam-2954	378	22	there	there	PRON
ejpam-2954	378	23	would	would	AUX
ejpam-2954	378	24	be	be	AUX
ejpam-2954	378	25	over	over	ADP
ejpam-2954	378	26	4	4	NUM
ejpam-2954	378	27	million	million	NUM
ejpam-2954	378	28	models	model	NOUN
ejpam-2954	378	29	to	to	PART
ejpam-2954	378	30	estimate	estimate	VERB
ejpam-2954	378	31	of	of	ADP
ejpam-2954	378	32	which	which	PRON
ejpam-2954	378	33	all	all	PRON
ejpam-2954	378	34	but	but	SCONJ
ejpam-2954	378	35	one	one	NUM
ejpam-2954	378	36	will	will	AUX
ejpam-2954	378	37	be	be	AUX
ejpam-2954	378	38	misspecified	misspecifie	VERB
ejpam-2954	378	39	in	in	ADP
ejpam-2954	378	40	some	some	DET
ejpam-2954	378	41	direction	direction	NOUN
ejpam-2954	378	42	and	and	CCONJ
ejpam-2954	378	43	half	half	NOUN
ejpam-2954	378	44	would	would	AUX
ejpam-2954	378	45	exclude	exclude	VERB
ejpam-2954	378	46	the	the	DET
ejpam-2954	378	47	known	know	VERB
ejpam-2954	378	48	structural	structural	ADJ
ejpam-2954	378	49	break	break	NOUN
ejpam-2954	378	50	.	.	PUNCT
ejpam-2954	379	1	even	even	ADV
ejpam-2954	379	2	with	with	ADP
ejpam-2954	379	3	tiny	tiny	ADJ
ejpam-2954	379	4	weights	weight	NOUN
ejpam-2954	379	5	on	on	ADP
ejpam-2954	379	6	the	the	DET
ejpam-2954	379	7	misspecified	misspecifie	VERB
ejpam-2954	379	8	models	model	NOUN
ejpam-2954	379	9	,	,	PUNCT
ejpam-2954	379	10	model	model	NOUN
ejpam-2954	379	11	averaging	averaging	NOUN
ejpam-2954	379	12	will	will	AUX
ejpam-2954	379	13	not	not	PART
ejpam-2954	379	14	produce	produce	VERB
ejpam-2954	379	15	a	a	DET
ejpam-2954	379	16	conditional	conditional	ADJ
ejpam-2954	379	17	expectation	expectation	NOUN
ejpam-2954	379	18	close	close	ADJ
ejpam-2954	379	19	to	to	ADP
ejpam-2954	379	20	the	the	DET
ejpam-2954	379	21	outturn	outturn	NOUN
ejpam-2954	379	22	.	.	PUNCT
ejpam-2954	380	1	the	the	DET
ejpam-2954	380	2	gum	gum	NOUN
ejpam-2954	380	3	includes	include	VERB
ejpam-2954	380	4	212	212	NUM
ejpam-2954	380	5	irrelevant	irrelevant	ADJ
ejpam-2954	380	6	regressors	regressor	NOUN
ejpam-2954	380	7	(	(	PUNCT
ejpam-2954	380	8	excluding	exclude	VERB
ejpam-2954	380	9	the	the	DET
ejpam-2954	380	10	intercept	intercept	NOUN
ejpam-2954	380	11	which	which	PRON
ejpam-2954	380	12	is	be	AUX
ejpam-2954	380	13	fixed	fix	VERB
ejpam-2954	380	14	)	)	PUNCT
ejpam-2954	380	15	,	,	PUNCT
ejpam-2954	380	16	and	and	CCONJ
ejpam-2954	380	17	so	so	ADV
ejpam-2954	380	18	n	n	CCONJ
ejpam-2954	380	19	>	>	X
ejpam-2954	380	20	t	t	NOUN
ejpam-2954	380	21	,	,	PUNCT
ejpam-2954	380	22	but	but	CCONJ
ejpam-2954	380	23	selection	selection	NOUN
ejpam-2954	380	24	is	be	AUX
ejpam-2954	380	25	perfectly	perfectly	ADV
ejpam-2954	380	26	feasible	feasible	ADJ
ejpam-2954	380	27	using	use	VERB
ejpam-2954	380	28	autometrics	autometric	NOUN
ejpam-2954	380	29	within	within	ADP
ejpam-2954	380	30	a	a	DET
ejpam-2954	380	31	few	few	ADJ
ejpam-2954	380	32	seconds	second	NOUN
ejpam-2954	380	33	,	,	PUNCT
ejpam-2954	380	34	see	see	VERB
ejpam-2954	380	35	castle	castle	NOUN
ejpam-2954	380	36	and	and	CCONJ
ejpam-2954	380	37	hendry	hendry	PROPN
ejpam-2954	380	38	(	(	PUNCT
ejpam-2954	380	39	2014	2014	NUM
ejpam-2954	380	40	)	)	PUNCT
ejpam-2954	381	1	[	[	X
ejpam-2954	381	2	13	13	NUM
ejpam-2954	381	3	]	]	PUNCT
ejpam-2954	381	4	.	.	PUNCT
ejpam-2954	381	5	applying	apply	VERB
ejpam-2954	381	6	selection	selection	NOUN
ejpam-2954	381	7	at	at	ADP
ejpam-2954	381	8	the	the	DET
ejpam-2954	381	9	tighter	tight	ADJ
ejpam-2954	381	10	target	target	NOUN
ejpam-2954	381	11	significance	significance	NOUN
ejpam-2954	381	12	level	level	NOUN
ejpam-2954	381	13	of	of	ADP
ejpam-2954	381	14	2.5	2.5	NUM
ejpam-2954	381	15	%	%	NOUN
ejpam-2954	381	16	results	result	NOUN
ejpam-2954	381	17	in	in	ADP
ejpam-2954	381	18	two	two	NUM
ejpam-2954	381	19	terminal	terminal	ADJ
ejpam-2954	381	20	models	model	NOUN
ejpam-2954	381	21	being	be	AUX
ejpam-2954	381	22	retained	retain	VERB
ejpam-2954	381	23	,	,	PUNCT
ejpam-2954	381	24	see	see	VERB
ejpam-2954	381	25	table	table	NOUN
ejpam-2954	381	26	2	2	X
ejpam-2954	381	27	.	.	PUNCT
ejpam-2954	382	1	we	we	PRON
ejpam-2954	382	2	would	would	AUX
ejpam-2954	382	3	expect	expect	VERB
ejpam-2954	382	4	approximately	approximately	ADV
ejpam-2954	382	5	5	5	NUM
ejpam-2954	382	6	irrelevant	irrelevant	ADJ
ejpam-2954	382	7	variables	variable	NOUN
ejpam-2954	382	8	to	to	PART
ejpam-2954	382	9	be	be	AUX
ejpam-2954	382	10	retained	retain	VERB
ejpam-2954	382	11	on	on	ADP
ejpam-2954	382	12	average	average	ADJ
ejpam-2954	382	13	at	at	ADP
ejpam-2954	382	14	this	this	DET
ejpam-2954	382	15	significance	significance	NOUN
ejpam-2954	382	16	level	level	NOUN
ejpam-2954	382	17	but	but	CCONJ
ejpam-2954	382	18	this	this	PRON
ejpam-2954	382	19	is	be	AUX
ejpam-2954	382	20	not	not	PART
ejpam-2954	382	21	the	the	DET
ejpam-2954	382	22	case	case	NOUN
ejpam-2954	382	23	for	for	ADP
ejpam-2954	382	24	the	the	DET
ejpam-2954	382	25	given	give	VERB
ejpam-2954	382	26	draw	draw	NOUN
ejpam-2954	382	27	.	.	PUNCT
ejpam-2954	383	1	at	at	ADP
ejpam-2954	383	2	10	10	NUM
ejpam-2954	383	3	%	%	NOUN
ejpam-2954	383	4	7	7	NUM
ejpam-2954	383	5	terminal	terminal	NOUN
ejpam-2954	383	6	models	model	NOUN
ejpam-2954	383	7	are	be	AUX
ejpam-2954	383	8	retained	retain	VERB
ejpam-2954	383	9	,	,	PUNCT
ejpam-2954	383	10	with	with	ADP
ejpam-2954	383	11	the	the	DET
ejpam-2954	383	12	only	only	ADJ
ejpam-2954	383	13	j.	j.	PROPN
ejpam-2954	383	14	castle	castle	PROPN
ejpam-2954	383	15	/	/	PUNCT
ejpam-2954	383	16	eur	eur	PROPN
ejpam-2954	383	17	.	.	PUNCT
ejpam-2954	384	1	j.	j.	PROPN
ejpam-2954	384	2	pure	pure	PROPN
ejpam-2954	384	3	appl	appl	PROPN
ejpam-2954	384	4	.	.	PROPN
ejpam-2954	384	5	math	math	PROPN
ejpam-2954	384	6	,	,	PUNCT
ejpam-2954	384	7	10	10	NUM
ejpam-2954	384	8	(	(	PUNCT
ejpam-2954	384	9	1	1	NUM
ejpam-2954	384	10	)	)	PUNCT
ejpam-2954	384	11	(	(	PUNCT
ejpam-2954	384	12	2017	2017	NUM
ejpam-2954	384	13	)	)	PUNCT
ejpam-2954	384	14	,	,	PUNCT
ejpam-2954	384	15	133	133	NUM
ejpam-2954	384	16	-	-	SYM
ejpam-2954	384	17	156	156	NUM
ejpam-2954	384	18	149	149	NUM
ejpam-2954	384	19	difference	difference	NOUN
ejpam-2954	384	20	in	in	ADP
ejpam-2954	384	21	terminals	terminal	NOUN
ejpam-2954	384	22	due	due	ADP
ejpam-2954	384	23	to	to	ADP
ejpam-2954	384	24	the	the	DET
ejpam-2954	384	25	impulse	impulse	ADJ
ejpam-2954	384	26	and	and	CCONJ
ejpam-2954	384	27	step	step	NOUN
ejpam-2954	384	28	indicators	indicator	NOUN
ejpam-2954	384	29	.	.	PUNCT
ejpam-2954	385	1	at	at	ADP
ejpam-2954	385	2	this	this	DET
ejpam-2954	385	3	loose	loose	ADJ
ejpam-2954	385	4	significance	significance	NOUN
ejpam-2954	385	5	level	level	NOUN
ejpam-2954	385	6	autometrics	autometric	NOUN
ejpam-2954	385	7	heavily	heavily	ADV
ejpam-2954	385	8	overfits	overfit	NOUN
ejpam-2954	385	9	,	,	PUNCT
ejpam-2954	385	10	retaining	retain	VERB
ejpam-2954	385	11	between	between	ADP
ejpam-2954	385	12	68	68	NUM
ejpam-2954	385	13	and	and	CCONJ
ejpam-2954	385	14	74	74	NUM
ejpam-2954	385	15	indicator	indicator	NOUN
ejpam-2954	385	16	variables	variable	NOUN
ejpam-2954	385	17	due	due	ADP
ejpam-2954	385	18	to	to	ADP
ejpam-2954	385	19	the	the	DET
ejpam-2954	385	20	downward	downward	ADJ
ejpam-2954	385	21	bias	bias	NOUN
ejpam-2954	385	22	in	in	ADP
ejpam-2954	385	23	the	the	DET
ejpam-2954	385	24	equation	equation	NOUN
ejpam-2954	385	25	standard	standard	NOUN
ejpam-2954	385	26	error	error	NOUN
ejpam-2954	385	27	by	by	ADP
ejpam-2954	385	28	removing	remove	VERB
ejpam-2954	385	29	many	many	ADJ
ejpam-2954	385	30	observations	observation	NOUN
ejpam-2954	385	31	.	.	PUNCT
ejpam-2954	386	1	eliminating	eliminate	VERB
ejpam-2954	386	2	sequentially	sequentially	ADV
ejpam-2954	386	3	marginally	marginally	ADV
ejpam-2954	386	4	significant	significant	ADJ
ejpam-2954	386	5	indicators	indicator	NOUN
ejpam-2954	386	6	results	result	VERB
ejpam-2954	386	7	in	in	ADP
ejpam-2954	386	8	the	the	DET
ejpam-2954	386	9	significance	significance	NOUN
ejpam-2954	386	10	of	of	ADP
ejpam-2954	386	11	other	other	ADJ
ejpam-2954	386	12	indicators	indicator	NOUN
ejpam-2954	386	13	collapsing	collapse	VERB
ejpam-2954	386	14	,	,	PUNCT
ejpam-2954	386	15	which	which	PRON
ejpam-2954	386	16	we	we	PRON
ejpam-2954	386	17	term	term	VERB
ejpam-2954	386	18	the	the	DET
ejpam-2954	386	19	‘	'	PUNCT
ejpam-2954	386	20	house	house	NOUN
ejpam-2954	386	21	of	of	ADP
ejpam-2954	386	22	cards	card	NOUN
ejpam-2954	386	23	’	'	PUNCT
ejpam-2954	386	24	problem	problem	NOUN
ejpam-2954	386	25	which	which	PRON
ejpam-2954	386	26	can	can	AUX
ejpam-2954	386	27	be	be	AUX
ejpam-2954	386	28	present	present	ADJ
ejpam-2954	386	29	when	when	SCONJ
ejpam-2954	386	30	the	the	DET
ejpam-2954	386	31	selection	selection	NOUN
ejpam-2954	386	32	significance	significance	NOUN
ejpam-2954	386	33	level	level	NOUN
ejpam-2954	386	34	is	be	AUX
ejpam-2954	386	35	too	too	ADV
ejpam-2954	386	36	loose	loose	ADJ
ejpam-2954	386	37	.	.	PUNCT
ejpam-2954	387	1	at	at	ADP
ejpam-2954	387	2	1	1	NUM
ejpam-2954	387	3	%	%	NOUN
ejpam-2954	387	4	a	a	DET
ejpam-2954	387	5	unique	unique	ADJ
ejpam-2954	387	6	terminal	terminal	ADJ
ejpam-2954	387	7	model	model	NOUN
ejpam-2954	387	8	is	be	AUX
ejpam-2954	387	9	retained	retain	VERB
ejpam-2954	387	10	so	so	ADV
ejpam-2954	387	11	no	no	DET
ejpam-2954	387	12	thick	thick	ADJ
ejpam-2954	387	13	modelling	modelling	NOUN
ejpam-2954	387	14	is	be	AUX
ejpam-2954	387	15	required	require	VERB
ejpam-2954	387	16	.	.	PUNCT
ejpam-2954	388	1	tm1	tm1	PROPN
ejpam-2954	388	2	tm2	tm2	PROPN
ejpam-2954	388	3	union	union	PROPN
ejpam-2954	388	4	pooled	pool	VERB
ejpam-2954	388	5	constant	constant	ADJ
ejpam-2954	388	6	0.089	0.089	NUM
ejpam-2954	388	7	0.126	0.126	NUM
ejpam-2954	388	8	0.081	0.081	NUM
ejpam-2954	388	9	0.099	0.099	NUM
ejpam-2954	388	10	yt−1	yt−1	PROPN
ejpam-2954	388	11	0.640	0.640	NUM
ejpam-2954	388	12	0.666	0.666	NUM
ejpam-2954	388	13	0.641	0.641	NUM
ejpam-2954	388	14	0.649	0.649	NUM
ejpam-2954	388	15	x1,t	x1,t	PROPN
ejpam-2954	388	16	0.357	0.357	NUM
ejpam-2954	388	17	0.342	0.342	NUM
ejpam-2954	388	18	0.354	0.354	NUM
ejpam-2954	388	19	0.351	0.351	NUM
ejpam-2954	388	20	x2,t−1	x2,t−1	PROPN
ejpam-2954	388	21	0.428	0.428	NUM
ejpam-2954	388	22	0.415	0.415	NUM
ejpam-2954	388	23	0.423	0.423	NUM
ejpam-2954	388	24	0.422	0.422	NUM
ejpam-2954	388	25	x3,t	x3,t	PROPN
ejpam-2954	388	26	0.302	0.302	NUM
ejpam-2954	388	27	0.275	0.275	NUM
ejpam-2954	388	28	0.297	0.297	NUM
ejpam-2954	388	29	0.291	0.291	NUM
ejpam-2954	388	30	x4,t	x4,t	PROPN
ejpam-2954	388	31	0.512	0.512	NUM
ejpam-2954	388	32	0.477	0.477	NUM
ejpam-2954	388	33	0.503	0.503	NUM
ejpam-2954	388	34	0.497	0.497	NUM
ejpam-2954	388	35	x5,t	x5,t	PROPN
ejpam-2954	388	36	0.766	0.766	NUM
ejpam-2954	388	37	0.757	0.757	NUM
ejpam-2954	388	38	0.761	0.761	NUM
ejpam-2954	388	39	0.761	0.761	NUM
ejpam-2954	388	40	1t≤51	1t≤51	NUM
ejpam-2954	388	41	-2.528	-2.528	X
ejpam-2954	388	42	-2.324	-2.324	SYM
ejpam-2954	388	43	-2.547	-2.547	PROPN
ejpam-2954	388	44	-2.426∗	-2.426∗	NUM
ejpam-2954	388	45	1t≤82	1t≤82	NUM
ejpam-2954	388	46	.	.	PUNCT
ejpam-2954	389	1	2.338	2.338	NUM
ejpam-2954	389	2	0.611	0.611	NUM
ejpam-2954	389	3	1.169∗	1.169∗	NUM
ejpam-2954	389	4	1t≤83	1t≤83	NUM
ejpam-2954	389	5	2.555	2.555	NUM
ejpam-2954	389	6	.	.	PUNCT
ejpam-2954	390	1	1.967	1.967	NUM
ejpam-2954	390	2	1.278∗	1.278∗	NUM
ejpam-2954	390	3	ll	ll	NOUN
ejpam-2954	390	4	-149.0	-149.0	PROPN
ejpam-2954	390	5	-150.3	-150.3	PROPN
ejpam-2954	390	6	-148.9	-148.9	PROPN
ejpam-2954	390	7	σ̂	σ̂	PROPN
ejpam-2954	390	8	1.126	1.126	NUM
ejpam-2954	390	9	1.140	1.140	NUM
ejpam-2954	390	10	1.131	1.131	NUM
ejpam-2954	390	11	ar(2	ar(2	NOUN
ejpam-2954	390	12	)	)	PUNCT
ejpam-2954	390	13	0.230	0.230	NUM
ejpam-2954	390	14	0.158	0.158	NUM
ejpam-2954	390	15	0.229	0.229	NUM
ejpam-2954	390	16	arch(1	arch(1	NOUN
ejpam-2954	390	17	)	)	PUNCT
ejpam-2954	390	18	0.118	0.118	NUM
ejpam-2954	390	19	0.254	0.254	NUM
ejpam-2954	390	20	0.118	0.118	NUM
ejpam-2954	390	21	normality	normality	NOUN
ejpam-2954	390	22	0.553	0.553	NUM
ejpam-2954	390	23	0.470	0.470	NUM
ejpam-2954	390	24	0.557	0.557	NUM
ejpam-2954	390	25	hetero	hetero	NOUN
ejpam-2954	390	26	0.141	0.141	NUM
ejpam-2954	390	27	0.146	0.146	NUM
ejpam-2954	390	28	0.132	0.132	NUM
ejpam-2954	390	29	chow(70	chow(70	ADJ
ejpam-2954	390	30	%	%	NOUN
ejpam-2954	390	31	)	)	PUNCT
ejpam-2954	390	32	0.718	0.718	NUM
ejpam-2954	390	33	0.623	0.623	NUM
ejpam-2954	390	34	0.745	0.745	NUM
ejpam-2954	390	35	table	table	NOUN
ejpam-2954	390	36	2	2	NUM
ejpam-2954	390	37	:	:	PUNCT
ejpam-2954	390	38	terminal	terminal	ADJ
ejpam-2954	390	39	models	model	NOUN
ejpam-2954	390	40	from	from	ADP
ejpam-2954	390	41	autometrics	autometric	NOUN
ejpam-2954	390	42	undertaking	undertaking	NOUN
ejpam-2954	390	43	selection	selection	NOUN
ejpam-2954	390	44	at	at	ADP
ejpam-2954	390	45	a	a	DET
ejpam-2954	390	46	target	target	NOUN
ejpam-2954	390	47	size	size	NOUN
ejpam-2954	390	48	of	of	ADP
ejpam-2954	390	49	2.5	2.5	NUM
ejpam-2954	390	50	%	%	NOUN
ejpam-2954	390	51	for	for	ADP
ejpam-2954	390	52	gum	gum	NOUN
ejpam-2954	390	53	(	(	PUNCT
ejpam-2954	390	54	9	9	NUM
ejpam-2954	390	55	)	)	PUNCT
ejpam-2954	390	56	.	.	PUNCT
ejpam-2954	391	1	coefficient	coefficient	NOUN
ejpam-2954	391	2	estimates	estimate	NOUN
ejpam-2954	391	3	reported	report	VERB
ejpam-2954	391	4	,	,	PUNCT
ejpam-2954	391	5	with	with	ADP
ejpam-2954	391	6	the	the	DET
ejpam-2954	391	7	unweighted	unweighted	ADJ
ejpam-2954	391	8	average	average	NOUN
ejpam-2954	391	9	of	of	ADP
ejpam-2954	391	10	tm1	tm1	PROPN
ejpam-2954	391	11	,	,	PUNCT
ejpam-2954	391	12	tm2	tm2	NOUN
ejpam-2954	391	13	and	and	CCONJ
ejpam-2954	391	14	union	union	NOUN
ejpam-2954	391	15	in	in	ADP
ejpam-2954	391	16	the	the	DET
ejpam-2954	391	17	pooled	pooled	ADJ
ejpam-2954	391	18	column	column	NOUN
ejpam-2954	391	19	.	.	PUNCT
ejpam-2954	392	1	p	p	X
ejpam-2954	392	2	-	-	PUNCT
ejpam-2954	392	3	values	value	NOUN
ejpam-2954	392	4	for	for	ADP
ejpam-2954	392	5	diagnostic	diagnostic	ADJ
ejpam-2954	392	6	tests	test	NOUN
ejpam-2954	392	7	reported	report	VERB
ejpam-2954	392	8	,	,	PUNCT
ejpam-2954	392	9	along	along	ADP
ejpam-2954	392	10	with	with	ADP
ejpam-2954	392	11	the	the	DET
ejpam-2954	392	12	log	log	NOUN
ejpam-2954	392	13	-	-	PUNCT
ejpam-2954	392	14	likelihood	likelihood	NOUN
ejpam-2954	392	15	(	(	PUNCT
ejpam-2954	392	16	ll	ll	NOUN
ejpam-2954	392	17	)	)	PUNCT
ejpam-2954	392	18	and	and	CCONJ
ejpam-2954	392	19	estimated	estimate	VERB
ejpam-2954	392	20	equation	equation	NOUN
ejpam-2954	392	21	standard	standard	NOUN
ejpam-2954	392	22	error	error	NOUN
ejpam-2954	392	23	(	(	PUNCT
ejpam-2954	392	24	σ̂	σ̂	NUM
ejpam-2954	392	25	)	)	PUNCT
ejpam-2954	392	26	.	.	PUNCT
ejpam-2954	393	1	∗	∗	NOUN
ejpam-2954	393	2	denotes	denote	NOUN
ejpam-2954	393	3	averaging	average	VERB
ejpam-2954	393	4	across	across	ADP
ejpam-2954	393	5	tm1	tm1	NOUN
ejpam-2954	393	6	and	and	CCONJ
ejpam-2954	393	7	tm2	tm2	NOUN
ejpam-2954	393	8	but	but	CCONJ
ejpam-2954	393	9	excluding	exclude	VERB
ejpam-2954	393	10	the	the	DET
ejpam-2954	393	11	union	union	NOUN
ejpam-2954	393	12	model	model	NOUN
ejpam-2954	393	13	.	.	PUNCT
ejpam-2954	394	1	the	the	DET
ejpam-2954	394	2	benefits	benefit	NOUN
ejpam-2954	394	3	of	of	ADP
ejpam-2954	394	4	thick	thick	ADJ
ejpam-2954	394	5	modelling	modelling	NOUN
ejpam-2954	394	6	are	be	AUX
ejpam-2954	394	7	most	most	ADV
ejpam-2954	394	8	apparent	apparent	ADJ
ejpam-2954	394	9	in	in	ADP
ejpam-2954	394	10	this	this	DET
ejpam-2954	394	11	well	well	ADV
ejpam-2954	394	12	-	-	PUNCT
ejpam-2954	394	13	specified	specify	VERB
ejpam-2954	394	14	case	case	NOUN
ejpam-2954	394	15	where	where	SCONJ
ejpam-2954	394	16	the	the	DET
ejpam-2954	394	17	exogenous	exogenous	ADJ
ejpam-2954	394	18	regressors	regressor	NOUN
ejpam-2954	394	19	are	be	AUX
ejpam-2954	394	20	consistently	consistently	ADV
ejpam-2954	394	21	selected	select	VERB
ejpam-2954	394	22	across	across	ADP
ejpam-2954	394	23	terminals	terminal	NOUN
ejpam-2954	394	24	and	and	CCONJ
ejpam-2954	394	25	the	the	DET
ejpam-2954	394	26	only	only	ADJ
ejpam-2954	394	27	difference	difference	NOUN
ejpam-2954	394	28	between	between	ADP
ejpam-2954	394	29	the	the	DET
ejpam-2954	394	30	two	two	NUM
ejpam-2954	394	31	terminal	terminal	ADJ
ejpam-2954	394	32	models	model	NOUN
ejpam-2954	394	33	highlights	highlight	VERB
ejpam-2954	394	34	the	the	DET
ejpam-2954	394	35	difficulty	difficulty	NOUN
ejpam-2954	394	36	in	in	ADP
ejpam-2954	394	37	pinpointing	pinpoint	VERB
ejpam-2954	394	38	the	the	DET
ejpam-2954	394	39	precise	precise	ADJ
ejpam-2954	394	40	date	date	NOUN
ejpam-2954	394	41	of	of	ADP
ejpam-2954	394	42	the	the	DET
ejpam-2954	394	43	structural	structural	ADJ
ejpam-2954	394	44	break	break	NOUN
ejpam-2954	394	45	.	.	PUNCT
ejpam-2954	395	1	both	both	DET
ejpam-2954	395	2	terminals	terminal	NOUN
ejpam-2954	395	3	are	be	AUX
ejpam-2954	395	4	mutually	mutually	ADV
ejpam-2954	395	5	encompassing	encompass	VERB
ejpam-2954	395	6	so	so	ADV
ejpam-2954	395	7	thick	thick	ADJ
ejpam-2954	395	8	modelling	modelling	NOUN
ejpam-2954	395	9	reflects	reflect	VERB
ejpam-2954	395	10	the	the	DET
ejpam-2954	395	11	uncertainty	uncertainty	NOUN
ejpam-2954	395	12	of	of	ADP
ejpam-2954	395	13	the	the	DET
ejpam-2954	395	14	break	break	NOUN
ejpam-2954	395	15	timing	timing	NOUN
ejpam-2954	395	16	.	.	PUNCT
ejpam-2954	396	1	thick	thick	ADJ
ejpam-2954	396	2	modelling	modelling	NOUN
ejpam-2954	396	3	proposes	propose	VERB
ejpam-2954	396	4	to	to	PART
ejpam-2954	396	5	average	average	VERB
ejpam-2954	396	6	the	the	DET
ejpam-2954	396	7	coefficient	coefficient	NOUN
ejpam-2954	396	8	estimates	estimate	VERB
ejpam-2954	396	9	if	if	SCONJ
ejpam-2954	396	10	a	a	DET
ejpam-2954	396	11	point	point	NOUN
ejpam-2954	396	12	estimate	estimate	NOUN
ejpam-2954	396	13	is	be	AUX
ejpam-2954	396	14	required	require	VERB
ejpam-2954	396	15	,	,	PUNCT
ejpam-2954	396	16	although	although	SCONJ
ejpam-2954	396	17	just	just	ADV
ejpam-2954	396	18	reporting	report	VERB
ejpam-2954	396	19	the	the	DET
ejpam-2954	396	20	range	range	NOUN
ejpam-2954	396	21	would	would	AUX
ejpam-2954	396	22	be	be	AUX
ejpam-2954	396	23	in	in	ADP
ejpam-2954	396	24	keeping	keep	VERB
ejpam-2954	396	25	with	with	ADP
ejpam-2954	396	26	the	the	DET
ejpam-2954	396	27	thick	thick	ADJ
ejpam-2954	396	28	modelling	modelling	NOUN
ejpam-2954	396	29	philosophy	philosophy	NOUN
ejpam-2954	396	30	.	.	PUNCT
ejpam-2954	397	1	mean	mean	VERB
ejpam-2954	397	2	coefficient	coefficient	NOUN
ejpam-2954	397	3	estimates	estimate	NOUN
ejpam-2954	397	4	for	for	ADP
ejpam-2954	397	5	step	step	NOUN
ejpam-2954	397	6	indicators	indicator	NOUN
ejpam-2954	397	7	should	should	AUX
ejpam-2954	397	8	be	be	AUX
ejpam-2954	397	9	treated	treat	VERB
ejpam-2954	397	10	carefully	carefully	ADV
ejpam-2954	397	11	if	if	SCONJ
ejpam-2954	397	12	averaging	average	VERB
ejpam-2954	397	13	with	with	ADP
ejpam-2954	397	14	the	the	DET
ejpam-2954	397	15	union	union	NOUN
ejpam-2954	397	16	of	of	ADP
ejpam-2954	397	17	the	the	DET
ejpam-2954	397	18	terminal	terminal	ADJ
ejpam-2954	397	19	models	model	NOUN
ejpam-2954	397	20	.	.	PUNCT
ejpam-2954	398	1	tm1	tm1	PROPN
ejpam-2954	398	2	and	and	CCONJ
ejpam-2954	398	3	tm2	tm2	NOUN
ejpam-2954	398	4	retain	retain	VERB
ejpam-2954	398	5	different	different	ADJ
ejpam-2954	398	6	break	break	NOUN
ejpam-2954	398	7	dates	date	NOUN
ejpam-2954	398	8	,	,	PUNCT
ejpam-2954	398	9	but	but	CCONJ
ejpam-2954	398	10	the	the	DET
ejpam-2954	398	11	union	union	NOUN
ejpam-2954	398	12	combines	combine	VERB
ejpam-2954	398	13	these	these	PRON
ejpam-2954	398	14	resulting	result	VERB
ejpam-2954	398	15	in	in	ADP
ejpam-2954	398	16	a	a	DET
ejpam-2954	398	17	joint	joint	ADJ
ejpam-2954	398	18	effect	effect	NOUN
ejpam-2954	398	19	of	of	ADP
ejpam-2954	398	20	the	the	DET
ejpam-2954	398	21	step	step	NOUN
ejpam-2954	398	22	shift	shift	NOUN
ejpam-2954	398	23	given	give	VERB
ejpam-2954	398	24	by	by	ADP
ejpam-2954	398	25	the	the	DET
ejpam-2954	398	26	sum	sum	NOUN
ejpam-2954	398	27	of	of	ADP
ejpam-2954	398	28	the	the	DET
ejpam-2954	398	29	coefficients	coefficient	NOUN
ejpam-2954	398	30	in	in	ADP
ejpam-2954	398	31	the	the	DET
ejpam-2954	398	32	union	union	NOUN
ejpam-2954	398	33	model	model	NOUN
ejpam-2954	398	34	.	.	PUNCT
ejpam-2954	399	1	therefore	therefore	ADV
ejpam-2954	399	2	we	we	PRON
ejpam-2954	399	3	pool	pool	VERB
ejpam-2954	399	4	the	the	DET
ejpam-2954	399	5	step	step	NOUN
ejpam-2954	399	6	shift	shift	NOUN
ejpam-2954	399	7	coefficients	coefficient	NOUN
ejpam-2954	399	8	by	by	ADP
ejpam-2954	399	9	excluding	exclude	VERB
ejpam-2954	399	10	the	the	DET
ejpam-2954	399	11	union	union	NOUN
ejpam-2954	399	12	model	model	NOUN
ejpam-2954	399	13	.	.	PUNCT
ejpam-2954	400	1	in	in	ADP
ejpam-2954	400	2	order	order	NOUN
ejpam-2954	400	3	to	to	PART
ejpam-2954	400	4	judge	judge	VERB
ejpam-2954	400	5	how	how	SCONJ
ejpam-2954	400	6	well	well	ADV
ejpam-2954	400	7	the	the	DET
ejpam-2954	400	8	thick	thick	ADJ
ejpam-2954	400	9	modelling	modelling	NOUN
ejpam-2954	400	10	performs	perform	VERB
ejpam-2954	400	11	we	we	PRON
ejpam-2954	400	12	should	should	AUX
ejpam-2954	400	13	evaluate	evaluate	VERB
ejpam-2954	400	14	the	the	DET
ejpam-2954	400	15	pooled	pooled	ADJ
ejpam-2954	400	16	model	model	NOUN
ejpam-2954	400	17	against	against	ADP
ejpam-2954	400	18	the	the	DET
ejpam-2954	400	19	estimated	estimate	VERB
ejpam-2954	400	20	ldgp	ldgp	NOUN
ejpam-2954	400	21	.	.	PUNCT
ejpam-2954	401	1	even	even	ADV
ejpam-2954	401	2	if	if	SCONJ
ejpam-2954	401	3	a	a	DET
ejpam-2954	401	4	researcher	researcher	NOUN
ejpam-2954	401	5	knew	know	VERB
ejpam-2954	401	6	the	the	DET
ejpam-2954	401	7	ldgp	ldgp	NOUN
ejpam-2954	401	8	specification	specification	NOUN
ejpam-2954	401	9	j.	j.	PROPN
ejpam-2954	401	10	castle	castle	PROPN
ejpam-2954	401	11	/	/	PUNCT
ejpam-2954	401	12	eur	eur	PROPN
ejpam-2954	401	13	.	.	PUNCT
ejpam-2954	402	1	j.	j.	PROPN
ejpam-2954	402	2	pure	pure	PROPN
ejpam-2954	402	3	appl	appl	PROPN
ejpam-2954	402	4	.	.	PROPN
ejpam-2954	402	5	math	math	PROPN
ejpam-2954	402	6	,	,	PUNCT
ejpam-2954	402	7	10	10	NUM
ejpam-2954	402	8	(	(	PUNCT
ejpam-2954	402	9	1	1	NUM
ejpam-2954	402	10	)	)	PUNCT
ejpam-2954	402	11	(	(	PUNCT
ejpam-2954	402	12	2017	2017	NUM
ejpam-2954	402	13	)	)	PUNCT
ejpam-2954	402	14	,	,	PUNCT
ejpam-2954	402	15	133	133	NUM
ejpam-2954	402	16	-	-	SYM
ejpam-2954	402	17	156	156	NUM
ejpam-2954	402	18	150	150	NUM
ejpam-2954	402	19	yt	yt	NOUN
ejpam-2954	402	20	e[y	e[y	ADJ
ejpam-2954	402	21	|x	|x	NOUN
ejpam-2954	402	22	]	]	PUNCT
ejpam-2954	402	23	min	min	NOUN
ejpam-2954	402	24	e[y	e[y	ADJ
ejpam-2954	402	25	|x	|x	NOUN
ejpam-2954	402	26	]	]	PUNCT
ejpam-2954	402	27	min	min	NOUN
ejpam-2954	402	28	0	0	NUM
ejpam-2954	402	29	20	20	NUM
ejpam-2954	402	30	40	40	NUM
ejpam-2954	402	31	60	60	NUM
ejpam-2954	402	32	80	80	NUM
ejpam-2954	402	33	100	100	NUM
ejpam-2954	402	34	0	0	NUM
ejpam-2954	402	35	10	10	NUM
ejpam-2954	402	36	yt	yt	PROPN
ejpam-2954	402	37	e[y	e[y	ADJ
ejpam-2954	402	38	|x	|x	NOUN
ejpam-2954	402	39	]	]	PUNCT
ejpam-2954	402	40	min	min	NOUN
ejpam-2954	402	41	e[y	e[y	ADJ
ejpam-2954	402	42	|x	|x	NOUN
ejpam-2954	402	43	]	]	PUNCT
ejpam-2954	402	44	min	min	NOUN
ejpam-2954	402	45	yt	yt	NOUN
ejpam-2954	402	46	ŷt+h	ŷt+h	NOUN
ejpam-2954	402	47	|t+h−1	|t+h−1	ADP
ejpam-2954	402	48	min	min	NOUN
ejpam-2954	402	49	ŷt+h	ŷt+h	NOUN
ejpam-2954	402	50	|t+h−1	|t+h−1	PROPN
ejpam-2954	402	51	max	max	PROPN
ejpam-2954	402	52	ŷt+h	ŷt+h	PROPN
ejpam-2954	403	1	|t+h−1	|t+h−1	NOUN
ejpam-2954	403	2	mean	mean	VERB
ejpam-2954	403	3	95	95	NUM
ejpam-2954	404	1	100	100	NUM
ejpam-2954	404	2	105	105	NUM
ejpam-2954	404	3	110	110	NUM
ejpam-2954	404	4	115	115	NUM
ejpam-2954	404	5	120	120	NUM
ejpam-2954	404	6	-5	-5	NOUN
ejpam-2954	404	7	0	0	NUM
ejpam-2954	404	8	yt	yt	VERB
ejpam-2954	404	9	ŷt+h	ŷt+h	NOUN
ejpam-2954	405	1	|t+h−1	|t+h−1	ADP
ejpam-2954	405	2	min	min	NOUN
ejpam-2954	405	3	ŷt+h	ŷt+h	NOUN
ejpam-2954	405	4	|t+h−1	|t+h−1	PROPN
ejpam-2954	405	5	max	max	PROPN
ejpam-2954	405	6	ŷt+h	ŷt+h	PROPN
ejpam-2954	406	1	|t+h−1	|t+h−1	NOUN
ejpam-2954	406	2	mean	mean	VERB
ejpam-2954	406	3	figure	figure	NOUN
ejpam-2954	406	4	7	7	NUM
ejpam-2954	406	5	:	:	PUNCT
ejpam-2954	406	6	in	in	ADP
ejpam-2954	406	7	-	-	PUNCT
ejpam-2954	406	8	sample	sample	NOUN
ejpam-2954	406	9	model	model	NOUN
ejpam-2954	406	10	fit	fit	NOUN
ejpam-2954	406	11	and	and	CCONJ
ejpam-2954	406	12	forecasts	forecast	NOUN
ejpam-2954	406	13	for	for	ADP
ejpam-2954	406	14	selection	selection	NOUN
ejpam-2954	406	15	from	from	ADP
ejpam-2954	406	16	congruent	congruent	ADJ
ejpam-2954	406	17	gum	gum	NOUN
ejpam-2954	406	18	she	she	PRON
ejpam-2954	406	19	would	would	AUX
ejpam-2954	406	20	still	still	ADV
ejpam-2954	406	21	need	need	VERB
ejpam-2954	406	22	to	to	PART
ejpam-2954	406	23	estimate	estimate	VERB
ejpam-2954	406	24	the	the	DET
ejpam-2954	406	25	model	model	NOUN
ejpam-2954	406	26	,	,	PUNCT
ejpam-2954	406	27	and	and	CCONJ
ejpam-2954	406	28	as	as	SCONJ
ejpam-2954	406	29	such	such	ADJ
ejpam-2954	406	30	could	could	AUX
ejpam-2954	406	31	make	make	VERB
ejpam-2954	406	32	mistakes	mistake	NOUN
ejpam-2954	406	33	based	base	VERB
ejpam-2954	406	34	on	on	ADP
ejpam-2954	406	35	inference	inference	NOUN
ejpam-2954	406	36	from	from	ADP
ejpam-2954	406	37	the	the	DET
ejpam-2954	406	38	estimated	estimate	VERB
ejpam-2954	406	39	ldgp	ldgp	NOUN
ejpam-2954	406	40	.	.	PUNCT
ejpam-2954	407	1	the	the	DET
ejpam-2954	407	2	estimated	estimate	VERB
ejpam-2954	407	3	ldgp	ldgp	NOUN
ejpam-2954	407	4	is	be	AUX
ejpam-2954	407	5	given	give	VERB
ejpam-2954	407	6	in	in	ADP
ejpam-2954	407	7	equation	equation	NOUN
ejpam-2954	407	8	(	(	PUNCT
ejpam-2954	407	9	10	10	NUM
ejpam-2954	407	10	):	):	PUNCT
ejpam-2954	407	11	yt	yt	PROPN
ejpam-2954	407	12	=	=	NUM
ejpam-2954	407	13	0.704	0.704	NUM
ejpam-2954	407	14	(	(	PUNCT
ejpam-2954	407	15	0.041	0.041	NUM
ejpam-2954	407	16	)	)	PUNCT
ejpam-2954	407	17	yt−1	yt−1	NOUN
ejpam-2954	407	18	+	+	NOUN
ejpam-2954	407	19	0.265	0.265	NUM
ejpam-2954	407	20	(	(	PUNCT
ejpam-2954	407	21	0.087	0.087	NUM
ejpam-2954	407	22	)	)	PUNCT
ejpam-2954	407	23	x1,t	x1,t	PROPN
ejpam-2954	408	1	+	+	CCONJ
ejpam-2954	408	2	0.313	0.313	NUM
ejpam-2954	408	3	(	(	PUNCT
ejpam-2954	408	4	0.086	0.086	NUM
ejpam-2954	408	5	)	)	PUNCT
ejpam-2954	408	6	x2,t	x2,t	PROPN
ejpam-2954	409	1	+	+	PUNCT
ejpam-2954	409	2	0.289	0.289	NUM
ejpam-2954	409	3	(	(	PUNCT
ejpam-2954	409	4	0.093	0.093	NUM
ejpam-2954	409	5	)	)	PUNCT
ejpam-2954	409	6	x3,t	x3,t	PROPN
ejpam-2954	410	1	+	+	NUM
ejpam-2954	410	2	0.441	0.441	NUM
ejpam-2954	410	3	(	(	PUNCT
ejpam-2954	410	4	0.098	0.098	NUM
ejpam-2954	410	5	)	)	PUNCT
ejpam-2954	410	6	x4,t	x4,t	PROPN
ejpam-2954	410	7	+0.732	+0.732	NOUN
ejpam-2954	410	8	(	(	PUNCT
ejpam-2954	410	9	0.113	0.113	NUM
ejpam-2954	410	10	)	)	PUNCT
ejpam-2954	410	11	x5,t	x5,t	PROPN
ejpam-2954	411	1	+	+	PUNCT
ejpam-2954	411	2	2.141	2.141	NUM
ejpam-2954	411	3	(	(	PUNCT
ejpam-2954	411	4	0.400	0.400	NUM
ejpam-2954	411	5	)	)	PUNCT
ejpam-2954	411	6	1{50	1{50	NOUN
ejpam-2954	411	7	<	<	X
ejpam-2954	411	8	t≤81	t≤81	NOUN
ejpam-2954	411	9	}	}	PUNCT
ejpam-2954	411	10	σ̂	σ̂	X
ejpam-2954	411	11	=	=	SYM
ejpam-2954	411	12	1.176	1.176	NUM
ejpam-2954	411	13	(	(	PUNCT
ejpam-2954	411	14	10	10	NUM
ejpam-2954	411	15	)	)	PUNCT
ejpam-2954	411	16	both	both	DET
ejpam-2954	411	17	terminal	terminal	ADJ
ejpam-2954	411	18	models	model	NOUN
ejpam-2954	411	19	retain	retain	VERB
ejpam-2954	411	20	an	an	DET
ejpam-2954	411	21	irrelevant	irrelevant	ADJ
ejpam-2954	411	22	variable	variable	NOUN
ejpam-2954	411	23	,	,	PUNCT
ejpam-2954	411	24	x2,t−1	x2,t−1	ADJ
ejpam-2954	411	25	,	,	PUNCT
ejpam-2954	411	26	instead	instead	ADV
ejpam-2954	411	27	of	of	ADP
ejpam-2954	411	28	the	the	DET
ejpam-2954	411	29	relevant	relevant	ADJ
ejpam-2954	411	30	variable	variable	NOUN
ejpam-2954	411	31	x2,t	x2,t	PROPN
ejpam-2954	411	32	,	,	PUNCT
ejpam-2954	411	33	which	which	PRON
ejpam-2954	411	34	has	have	VERB
ejpam-2954	411	35	t̂	t̂	NOUN
ejpam-2954	411	36	=	=	SYM
ejpam-2954	411	37	3.64	3.64	NUM
ejpam-2954	411	38	.	.	PUNCT
ejpam-2954	412	1	the	the	DET
ejpam-2954	412	2	other	other	ADJ
ejpam-2954	412	3	pooled	pool	VERB
ejpam-2954	412	4	coefficient	coefficient	NOUN
ejpam-2954	412	5	estimates	estimate	NOUN
ejpam-2954	412	6	are	be	AUX
ejpam-2954	412	7	close	close	ADJ
ejpam-2954	412	8	to	to	ADP
ejpam-2954	412	9	the	the	DET
ejpam-2954	412	10	estimated	estimate	VERB
ejpam-2954	412	11	ldgp	ldgp	NOUN
ejpam-2954	412	12	,	,	PUNCT
ejpam-2954	412	13	with	with	ADP
ejpam-2954	412	14	the	the	DET
ejpam-2954	412	15	lagged	lag	VERB
ejpam-2954	412	16	dependent	dependent	ADJ
ejpam-2954	412	17	variable	variable	NOUN
ejpam-2954	412	18	closer	close	ADV
ejpam-2954	412	19	to	to	ADP
ejpam-2954	412	20	the	the	DET
ejpam-2954	412	21	true	true	ADJ
ejpam-2954	412	22	parameter	parameter	NOUN
ejpam-2954	412	23	value	value	NOUN
ejpam-2954	412	24	than	than	ADP
ejpam-2954	412	25	the	the	DET
ejpam-2954	412	26	estimated	estimate	VERB
ejpam-2954	412	27	ldgp	ldgp	NOUN
ejpam-2954	412	28	.	.	PUNCT
ejpam-2954	413	1	indeed	indeed	ADV
ejpam-2954	413	2	,	,	PUNCT
ejpam-2954	413	3	the	the	DET
ejpam-2954	413	4	terminals	terminal	NOUN
ejpam-2954	413	5	and	and	CCONJ
ejpam-2954	413	6	the	the	DET
ejpam-2954	413	7	pooled	pooled	ADJ
ejpam-2954	413	8	model	model	NOUN
ejpam-2954	413	9	have	have	VERB
ejpam-2954	413	10	smaller	small	ADJ
ejpam-2954	413	11	equation	equation	NOUN
ejpam-2954	413	12	standard	standard	ADJ
ejpam-2954	413	13	errors	error	NOUN
ejpam-2954	413	14	than	than	ADP
ejpam-2954	413	15	the	the	DET
ejpam-2954	413	16	estimated	estimate	VERB
ejpam-2954	413	17	ldgp	ldgp	NOUN
ejpam-2954	413	18	,	,	PUNCT
ejpam-2954	413	19	although	although	SCONJ
ejpam-2954	413	20	fit	fit	ADJ
ejpam-2954	413	21	is	be	AUX
ejpam-2954	413	22	not	not	PART
ejpam-2954	413	23	a	a	DET
ejpam-2954	413	24	criterion	criterion	NOUN
ejpam-2954	413	25	used	use	VERB
ejpam-2954	413	26	for	for	ADP
ejpam-2954	413	27	selection	selection	NOUN
ejpam-2954	413	28	.	.	PUNCT
ejpam-2954	414	1	figure	figure	NOUN
ejpam-2954	414	2	7	7	NUM
ejpam-2954	414	3	records	record	NOUN
ejpam-2954	414	4	the	the	DET
ejpam-2954	414	5	thick	thick	ADJ
ejpam-2954	414	6	model	model	NOUN
ejpam-2954	414	7	bands	band	NOUN
ejpam-2954	414	8	given	give	VERB
ejpam-2954	414	9	by	by	ADP
ejpam-2954	414	10	the	the	DET
ejpam-2954	414	11	pointwise	pointwise	ADJ
ejpam-2954	414	12	minimum	minimum	NOUN
ejpam-2954	414	13	and	and	CCONJ
ejpam-2954	414	14	maximum	maximum	ADJ
ejpam-2954	414	15	conditional	conditional	ADJ
ejpam-2954	414	16	expectation	expectation	NOUN
ejpam-2954	414	17	along	along	ADP
ejpam-2954	414	18	with	with	ADP
ejpam-2954	414	19	the	the	DET
ejpam-2954	414	20	outturns	outturn	NOUN
ejpam-2954	414	21	.	.	PUNCT
ejpam-2954	415	1	the	the	DET
ejpam-2954	415	2	range	range	NOUN
ejpam-2954	415	3	has	have	AUX
ejpam-2954	415	4	narrowed	narrow	VERB
ejpam-2954	415	5	,	,	PUNCT
ejpam-2954	415	6	even	even	ADV
ejpam-2954	415	7	around	around	ADP
ejpam-2954	415	8	the	the	DET
ejpam-2954	415	9	uncertain	uncertain	ADJ
ejpam-2954	415	10	break	break	NOUN
ejpam-2954	415	11	date	date	NOUN
ejpam-2954	415	12	,	,	PUNCT
ejpam-2954	415	13	so	so	CCONJ
ejpam-2954	415	14	the	the	DET
ejpam-2954	415	15	class	class	NOUN
ejpam-2954	415	16	of	of	ADP
ejpam-2954	415	17	mutually	mutually	ADV
ejpam-2954	415	18	encompassing	encompass	VERB
ejpam-2954	415	19	congruent	congruent	ADJ
ejpam-2954	415	20	models	model	NOUN
ejpam-2954	415	21	all	all	PRON
ejpam-2954	415	22	result	result	VERB
ejpam-2954	415	23	in	in	ADP
ejpam-2954	415	24	very	very	ADV
ejpam-2954	415	25	similar	similar	ADJ
ejpam-2954	415	26	in	in	ADP
ejpam-2954	415	27	-	-	PUNCT
ejpam-2954	415	28	sample	sample	NOUN
ejpam-2954	415	29	predictions	prediction	NOUN
ejpam-2954	415	30	.	.	PUNCT
ejpam-2954	416	1	the	the	DET
ejpam-2954	416	2	purpose	purpose	NOUN
ejpam-2954	416	3	of	of	ADP
ejpam-2954	416	4	thick	thick	ADJ
ejpam-2954	416	5	modelling	modelling	NOUN
ejpam-2954	416	6	here	here	ADV
ejpam-2954	416	7	is	be	AUX
ejpam-2954	416	8	to	to	PART
ejpam-2954	416	9	demonstrate	demonstrate	VERB
ejpam-2954	416	10	that	that	SCONJ
ejpam-2954	416	11	there	there	PRON
ejpam-2954	416	12	is	be	VERB
ejpam-2954	416	13	very	very	ADV
ejpam-2954	416	14	little	little	ADJ
ejpam-2954	416	15	model	model	NOUN
ejpam-2954	416	16	uncertainty	uncertainty	NOUN
ejpam-2954	416	17	.	.	PUNCT
ejpam-2954	417	1	panel	panel	NOUN
ejpam-2954	417	2	b	b	PROPN
ejpam-2954	417	3	records	record	VERB
ejpam-2954	417	4	the	the	DET
ejpam-2954	417	5	1	1	NUM
ejpam-2954	417	6	-	-	PUNCT
ejpam-2954	417	7	step	step	NOUN
ejpam-2954	417	8	ahead	ahead	ADV
ejpam-2954	417	9	conditional	conditional	ADJ
ejpam-2954	417	10	forecasts	forecast	NOUN
ejpam-2954	417	11	taken	take	VERB
ejpam-2954	417	12	as	as	ADP
ejpam-2954	417	13	the	the	DET
ejpam-2954	417	14	pointwise	pointwise	NOUN
ejpam-2954	417	15	minimum	minimum	NOUN
ejpam-2954	417	16	,	,	PUNCT
ejpam-2954	417	17	mean	mean	ADJ
ejpam-2954	417	18	and	and	CCONJ
ejpam-2954	417	19	maximum	maximum	ADJ
ejpam-2954	417	20	forecasts	forecast	NOUN
ejpam-2954	417	21	from	from	ADP
ejpam-2954	417	22	the	the	DET
ejpam-2954	417	23	thick	thick	ADJ
ejpam-2954	417	24	modelling	modelling	NOUN
ejpam-2954	417	25	.	.	PUNCT
ejpam-2954	418	1	again	again	ADV
ejpam-2954	418	2	,	,	PUNCT
ejpam-2954	418	3	the	the	DET
ejpam-2954	418	4	range	range	NOUN
ejpam-2954	418	5	is	be	AUX
ejpam-2954	418	6	virtually	virtually	ADV
ejpam-2954	418	7	indistinguishable	indistinguishable	ADJ
ejpam-2954	418	8	from	from	ADP
ejpam-2954	418	9	a	a	DET
ejpam-2954	418	10	point	point	NOUN
ejpam-2954	418	11	forecast	forecast	NOUN
ejpam-2954	418	12	.	.	PUNCT
ejpam-2954	419	1	applying	apply	VERB
ejpam-2954	419	2	forecast	forecast	NOUN
ejpam-2954	419	3	error	error	NOUN
ejpam-2954	419	4	bands	band	NOUN
ejpam-2954	419	5	to	to	ADP
ejpam-2954	419	6	the	the	DET
ejpam-2954	419	7	thick	thick	ADJ
ejpam-2954	419	8	model	model	NOUN
ejpam-2954	419	9	range	range	NOUN
ejpam-2954	419	10	would	would	AUX
ejpam-2954	419	11	demonstrate	demonstrate	VERB
ejpam-2954	419	12	the	the	DET
ejpam-2954	419	13	good	good	ADJ
ejpam-2954	419	14	forecast	forecast	NOUN
ejpam-2954	419	15	performance	performance	NOUN
ejpam-2954	419	16	of	of	ADP
ejpam-2954	419	17	the	the	DET
ejpam-2954	419	18	thick	thick	ADJ
ejpam-2954	419	19	model	model	NOUN
ejpam-2954	419	20	.	.	PUNCT
ejpam-2954	420	1	5	5	NUM
ejpam-2954	420	2	.	.	X
ejpam-2954	420	3	conclusions	conclusion	NOUN
ejpam-2954	420	4	granger	granger	PROPN
ejpam-2954	420	5	’s	’s	PART
ejpam-2954	420	6	pragmatic	pragmatic	ADJ
ejpam-2954	420	7	approach	approach	NOUN
ejpam-2954	420	8	to	to	ADP
ejpam-2954	420	9	econometrics	econometrics	NOUN
ejpam-2954	420	10	led	lead	VERB
ejpam-2954	420	11	him	he	PRON
ejpam-2954	420	12	to	to	PART
ejpam-2954	420	13	recognise	recognise	VERB
ejpam-2954	420	14	that	that	SCONJ
ejpam-2954	420	15	econometric	econometric	ADJ
ejpam-2954	420	16	models	model	NOUN
ejpam-2954	420	17	will	will	AUX
ejpam-2954	420	18	never	never	ADV
ejpam-2954	420	19	exactly	exactly	ADV
ejpam-2954	420	20	capture	capture	VERB
ejpam-2954	420	21	the	the	DET
ejpam-2954	420	22	ldgp	ldgp	NOUN
ejpam-2954	420	23	,	,	PUNCT
ejpam-2954	420	24	but	but	CCONJ
ejpam-2954	420	25	will	will	AUX
ejpam-2954	420	26	be	be	AUX
ejpam-2954	420	27	approximations	approximation	NOUN
ejpam-2954	420	28	to	to	ADP
ejpam-2954	420	29	it	it	PRON
ejpam-2954	420	30	,	,	PUNCT
ejpam-2954	420	31	with	with	ADP
ejpam-2954	420	32	some	some	DET
ejpam-2954	420	33	models	model	NOUN
ejpam-2954	420	34	closer	close	ADJ
ejpam-2954	420	35	approximations	approximation	NOUN
ejpam-2954	420	36	than	than	ADP
ejpam-2954	420	37	others	other	NOUN
ejpam-2954	420	38	.	.	PUNCT
ejpam-2954	421	1	rather	rather	ADV
ejpam-2954	421	2	than	than	ADP
ejpam-2954	421	3	discarding	discard	VERB
ejpam-2954	421	4	useful	useful	ADJ
ejpam-2954	421	5	information	information	NOUN
ejpam-2954	421	6	in	in	ADP
ejpam-2954	421	7	the	the	DET
ejpam-2954	421	8	process	process	NOUN
ejpam-2954	421	9	of	of	ADP
ejpam-2954	421	10	selecting	select	VERB
ejpam-2954	421	11	just	just	ADV
ejpam-2954	421	12	one	one	NUM
ejpam-2954	421	13	unique	unique	ADJ
ejpam-2954	421	14	model	model	NOUN
ejpam-2954	421	15	there	there	PRON
ejpam-2954	421	16	are	be	VERB
ejpam-2954	421	17	advantages	advantage	NOUN
ejpam-2954	421	18	to	to	ADP
ejpam-2954	421	19	retaining	retain	VERB
ejpam-2954	421	20	all	all	DET
ejpam-2954	421	21	j.	j.	PROPN
ejpam-2954	421	22	castle	castle	PROPN
ejpam-2954	421	23	/	/	SYM
ejpam-2954	421	24	eur	eur	PROPN
ejpam-2954	421	25	.	.	PUNCT
ejpam-2954	422	1	j.	j.	PROPN
ejpam-2954	422	2	pure	pure	PROPN
ejpam-2954	422	3	appl	appl	PROPN
ejpam-2954	422	4	.	.	PROPN
ejpam-2954	422	5	math	math	PROPN
ejpam-2954	422	6	,	,	PUNCT
ejpam-2954	422	7	10	10	NUM
ejpam-2954	422	8	(	(	PUNCT
ejpam-2954	422	9	1	1	NUM
ejpam-2954	422	10	)	)	PUNCT
ejpam-2954	422	11	(	(	PUNCT
ejpam-2954	422	12	2017	2017	NUM
ejpam-2954	422	13	)	)	PUNCT
ejpam-2954	422	14	,	,	PUNCT
ejpam-2954	422	15	133	133	NUM
ejpam-2954	422	16	-	-	SYM
ejpam-2954	422	17	156	156	NUM
ejpam-2954	422	18	151	151	NUM
ejpam-2954	422	19	specifications	specification	NOUN
ejpam-2954	422	20	that	that	PRON
ejpam-2954	422	21	are	be	AUX
ejpam-2954	422	22	close	close	ADJ
ejpam-2954	422	23	approximations	approximation	NOUN
ejpam-2954	422	24	.	.	PUNCT
ejpam-2954	423	1	combining	combine	VERB
ejpam-2954	423	2	this	this	DET
ejpam-2954	423	3	argument	argument	NOUN
ejpam-2954	423	4	with	with	ADP
ejpam-2954	423	5	the	the	DET
ejpam-2954	423	6	theory	theory	NOUN
ejpam-2954	423	7	of	of	ADP
ejpam-2954	423	8	reduction	reduction	NOUN
ejpam-2954	423	9	,	,	PUNCT
ejpam-2954	423	10	which	which	PRON
ejpam-2954	423	11	gives	give	VERB
ejpam-2954	423	12	measurable	measurable	ADJ
ejpam-2954	423	13	criteria	criterion	NOUN
ejpam-2954	423	14	for	for	ADP
ejpam-2954	423	15	determining	determine	VERB
ejpam-2954	423	16	whether	whether	SCONJ
ejpam-2954	423	17	a	a	DET
ejpam-2954	423	18	model	model	NOUN
ejpam-2954	423	19	is	be	AUX
ejpam-2954	423	20	a	a	DET
ejpam-2954	423	21	close	close	ADJ
ejpam-2954	423	22	approximation	approximation	NOUN
ejpam-2954	423	23	to	to	ADP
ejpam-2954	423	24	the	the	DET
ejpam-2954	423	25	ldgp	ldgp	NOUN
ejpam-2954	423	26	,	,	PUNCT
ejpam-2954	423	27	enables	enable	VERB
ejpam-2954	423	28	thick	thick	ADJ
ejpam-2954	423	29	modelling	modelling	NOUN
ejpam-2954	423	30	over	over	ADP
ejpam-2954	423	31	a	a	DET
ejpam-2954	423	32	congruent	congruent	ADJ
ejpam-2954	423	33	encompassing	encompass	VERB
ejpam-2954	423	34	set	set	NOUN
ejpam-2954	423	35	of	of	ADP
ejpam-2954	423	36	models	model	NOUN
ejpam-2954	423	37	that	that	PRON
ejpam-2954	423	38	are	be	AUX
ejpam-2954	423	39	valid	valid	ADJ
ejpam-2954	423	40	representations	representation	NOUN
ejpam-2954	423	41	of	of	ADP
ejpam-2954	423	42	the	the	DET
ejpam-2954	423	43	phenomenon	phenomenon	NOUN
ejpam-2954	423	44	of	of	ADP
ejpam-2954	423	45	interest	interest	NOUN
ejpam-2954	423	46	.	.	PUNCT
ejpam-2954	424	1	thick	thick	ADJ
ejpam-2954	424	2	modelling	modelling	NOUN
ejpam-2954	424	3	does	do	AUX
ejpam-2954	424	4	not	not	PART
ejpam-2954	424	5	insure	insure	VERB
ejpam-2954	424	6	against	against	ADP
ejpam-2954	424	7	model	model	NOUN
ejpam-2954	424	8	misspecification	misspecification	NOUN
ejpam-2954	424	9	.	.	PUNCT
ejpam-2954	425	1	the	the	DET
ejpam-2954	425	2	information	information	NOUN
ejpam-2954	425	3	set	set	NOUN
ejpam-2954	425	4	must	must	AUX
ejpam-2954	425	5	nest	nest	VERB
ejpam-2954	425	6	the	the	DET
ejpam-2954	425	7	ldgp	ldgp	NOUN
ejpam-2954	425	8	,	,	PUNCT
ejpam-2954	425	9	otherwise	otherwise	ADV
ejpam-2954	425	10	any	any	DET
ejpam-2954	425	11	form	form	NOUN
ejpam-2954	425	12	of	of	ADP
ejpam-2954	425	13	model	model	NOUN
ejpam-2954	425	14	selection	selection	NOUN
ejpam-2954	425	15	or	or	CCONJ
ejpam-2954	425	16	model	model	NOUN
ejpam-2954	425	17	averaging	averaging	NOUN
ejpam-2954	425	18	is	be	AUX
ejpam-2954	425	19	likely	likely	ADJ
ejpam-2954	425	20	to	to	PART
ejpam-2954	425	21	fail	fail	VERB
ejpam-2954	425	22	.	.	PUNCT
ejpam-2954	426	1	if	if	SCONJ
ejpam-2954	426	2	the	the	DET
ejpam-2954	426	3	information	information	NOUN
ejpam-2954	426	4	set	set	VERB
ejpam-2954	426	5	available	available	ADJ
ejpam-2954	426	6	results	result	NOUN
ejpam-2954	426	7	in	in	ADP
ejpam-2954	426	8	a	a	DET
ejpam-2954	426	9	poorly	poorly	ADV
ejpam-2954	426	10	specified	specify	VERB
ejpam-2954	426	11	gum	gum	NOUN
ejpam-2954	426	12	it	it	PRON
ejpam-2954	426	13	is	be	AUX
ejpam-2954	426	14	unlikely	unlikely	ADJ
ejpam-2954	426	15	that	that	SCONJ
ejpam-2954	426	16	any	any	DET
ejpam-2954	426	17	resulting	result	VERB
ejpam-2954	426	18	terminal	terminal	ADJ
ejpam-2954	426	19	model	model	NOUN
ejpam-2954	426	20	will	will	AUX
ejpam-2954	426	21	be	be	AUX
ejpam-2954	426	22	congruent	congruent	ADJ
ejpam-2954	426	23	.	.	PUNCT
ejpam-2954	427	1	thick	thick	ADJ
ejpam-2954	427	2	modelling	modelling	NOUN
ejpam-2954	427	3	across	across	ADP
ejpam-2954	427	4	non	non	ADJ
ejpam-2954	427	5	-	-	ADJ
ejpam-2954	427	6	congruent	congruent	ADJ
ejpam-2954	427	7	terminal	terminal	NOUN
ejpam-2954	427	8	models	model	NOUN
ejpam-2954	427	9	will	will	AUX
ejpam-2954	427	10	lead	lead	VERB
ejpam-2954	427	11	to	to	ADP
ejpam-2954	427	12	a	a	DET
ejpam-2954	427	13	wide	wide	ADJ
ejpam-2954	427	14	pointwise	pointwise	NOUN
ejpam-2954	427	15	range	range	NOUN
ejpam-2954	427	16	for	for	ADP
ejpam-2954	427	17	the	the	DET
ejpam-2954	427	18	conditional	conditional	ADJ
ejpam-2954	427	19	expectation	expectation	NOUN
ejpam-2954	427	20	function	function	NOUN
ejpam-2954	427	21	.	.	PUNCT
ejpam-2954	428	1	such	such	DET
ejpam-2954	428	2	a	a	DET
ejpam-2954	428	3	measure	measure	NOUN
ejpam-2954	428	4	of	of	ADP
ejpam-2954	428	5	model	model	NOUN
ejpam-2954	428	6	uncertainty	uncertainty	NOUN
ejpam-2954	428	7	is	be	AUX
ejpam-2954	428	8	another	another	DET
ejpam-2954	428	9	signal	signal	NOUN
ejpam-2954	428	10	of	of	ADP
ejpam-2954	428	11	non	non	ADJ
ejpam-2954	428	12	-	-	ADJ
ejpam-2954	428	13	congruence	congruence	ADJ
ejpam-2954	428	14	.	.	PUNCT
ejpam-2954	428	15	model	model	PROPN
ejpam-2954	428	16	averaging	averaging	NOUN
ejpam-2954	428	17	will	will	AUX
ejpam-2954	428	18	fail	fail	VERB
ejpam-2954	428	19	in	in	ADP
ejpam-2954	428	20	this	this	DET
ejpam-2954	428	21	context	context	NOUN
ejpam-2954	428	22	too	too	ADV
ejpam-2954	428	23	.	.	PUNCT
ejpam-2954	429	1	thick	thick	ADJ
ejpam-2954	429	2	modelling	modelling	NOUN
ejpam-2954	429	3	is	be	AUX
ejpam-2954	429	4	very	very	ADV
ejpam-2954	429	5	helpful	helpful	ADJ
ejpam-2954	429	6	in	in	ADP
ejpam-2954	429	7	cases	case	NOUN
ejpam-2954	429	8	where	where	SCONJ
ejpam-2954	429	9	variables	variable	NOUN
ejpam-2954	429	10	are	be	AUX
ejpam-2954	429	11	highly	highly	ADV
ejpam-2954	429	12	correlated	correlate	VERB
ejpam-2954	429	13	such	such	ADJ
ejpam-2954	429	14	as	as	ADP
ejpam-2954	429	15	where	where	SCONJ
ejpam-2954	429	16	two	two	NUM
ejpam-2954	429	17	consecutive	consecutive	ADJ
ejpam-2954	429	18	lags	lag	NOUN
ejpam-2954	429	19	are	be	AUX
ejpam-2954	429	20	indistinguishable	indistinguishable	ADJ
ejpam-2954	429	21	or	or	CCONJ
ejpam-2954	429	22	where	where	SCONJ
ejpam-2954	429	23	different	different	ADJ
ejpam-2954	429	24	impulses	impulse	NOUN
ejpam-2954	429	25	are	be	AUX
ejpam-2954	429	26	retained	retain	VERB
ejpam-2954	429	27	but	but	CCONJ
ejpam-2954	429	28	are	be	AUX
ejpam-2954	429	29	within	within	ADP
ejpam-2954	429	30	close	close	ADJ
ejpam-2954	429	31	proximity	proximity	NOUN
ejpam-2954	429	32	of	of	ADP
ejpam-2954	429	33	each	each	DET
ejpam-2954	429	34	other	other	ADJ
ejpam-2954	429	35	.	.	PUNCT
ejpam-2954	430	1	in	in	ADP
ejpam-2954	430	2	this	this	DET
ejpam-2954	430	3	setting	setting	NOUN
ejpam-2954	430	4	,	,	PUNCT
ejpam-2954	430	5	thick	thick	ADJ
ejpam-2954	430	6	modelling	model	VERB
ejpam-2954	430	7	flags	flag	NOUN
ejpam-2954	430	8	model	model	NOUN
ejpam-2954	430	9	uncertainty	uncertainty	NOUN
ejpam-2954	430	10	which	which	PRON
ejpam-2954	430	11	will	will	AUX
ejpam-2954	430	12	have	have	VERB
ejpam-2954	430	13	implications	implication	NOUN
ejpam-2954	430	14	for	for	ADP
ejpam-2954	430	15	the	the	DET
ejpam-2954	430	16	timing	timing	NOUN
ejpam-2954	430	17	of	of	ADP
ejpam-2954	430	18	policy	policy	NOUN
ejpam-2954	430	19	implementation	implementation	NOUN
ejpam-2954	430	20	,	,	PUNCT
ejpam-2954	430	21	for	for	ADP
ejpam-2954	430	22	example	example	NOUN
ejpam-2954	430	23	.	.	PUNCT
ejpam-2954	431	1	the	the	DET
ejpam-2954	431	2	resulting	result	VERB
ejpam-2954	431	3	thick	thick	ADJ
ejpam-2954	431	4	model	model	NOUN
ejpam-2954	431	5	in	in	ADP
ejpam-2954	431	6	which	which	PRON
ejpam-2954	431	7	parameter	parameter	NOUN
ejpam-2954	431	8	estimates	estimate	NOUN
ejpam-2954	431	9	are	be	AUX
ejpam-2954	431	10	pooled	pool	VERB
ejpam-2954	431	11	(	(	PUNCT
ejpam-2954	431	12	as	as	SCONJ
ejpam-2954	431	13	opposed	oppose	VERB
ejpam-2954	431	14	to	to	ADP
ejpam-2954	431	15	variables	variable	NOUN
ejpam-2954	431	16	,	,	PUNCT
ejpam-2954	431	17	as	as	ADP
ejpam-2954	431	18	in	in	ADP
ejpam-2954	431	19	the	the	DET
ejpam-2954	431	20	union	union	NOUN
ejpam-2954	431	21	model	model	NOUN
ejpam-2954	431	22	,	,	PUNCT
ejpam-2954	431	23	or	or	CCONJ
ejpam-2954	431	24	forecasts	forecast	NOUN
ejpam-2954	431	25	)	)	PUNCT
ejpam-2954	431	26	will	will	AUX
ejpam-2954	431	27	enable	enable	VERB
ejpam-2954	431	28	pointwise	pointwise	NOUN
ejpam-2954	431	29	interpretation	interpretation	NOUN
ejpam-2954	431	30	,	,	PUNCT
ejpam-2954	431	31	although	although	SCONJ
ejpam-2954	431	32	statistical	statistical	ADJ
ejpam-2954	431	33	tests	test	NOUN
ejpam-2954	431	34	will	will	AUX
ejpam-2954	431	35	require	require	VERB
ejpam-2954	431	36	the	the	DET
ejpam-2954	431	37	standard	standard	ADJ
ejpam-2954	431	38	errors	error	NOUN
ejpam-2954	431	39	to	to	PART
ejpam-2954	431	40	be	be	AUX
ejpam-2954	431	41	pooled	pool	VERB
ejpam-2954	431	42	as	as	ADV
ejpam-2954	431	43	well	well	ADV
ejpam-2954	431	44	.	.	PUNCT
ejpam-2954	432	1	the	the	DET
ejpam-2954	432	2	dependence	dependence	NOUN
ejpam-2954	432	3	of	of	ADP
ejpam-2954	432	4	the	the	DET
ejpam-2954	432	5	set	set	NOUN
ejpam-2954	432	6	of	of	ADP
ejpam-2954	432	7	terminals	terminal	NOUN
ejpam-2954	432	8	for	for	ADP
ejpam-2954	432	9	thick	thick	ADJ
ejpam-2954	432	10	modelling	modelling	NOUN
ejpam-2954	432	11	on	on	ADP
ejpam-2954	432	12	α	α	PRON
ejpam-2954	432	13	suggest	suggest	VERB
ejpam-2954	432	14	that	that	SCONJ
ejpam-2954	432	15	different	different	ADJ
ejpam-2954	432	16	criteria	criterion	NOUN
ejpam-2954	432	17	may	may	AUX
ejpam-2954	432	18	be	be	AUX
ejpam-2954	432	19	used	use	VERB
ejpam-2954	432	20	for	for	ADP
ejpam-2954	432	21	in	in	ADP
ejpam-2954	432	22	-	-	PUNCT
ejpam-2954	432	23	sample	sample	NOUN
ejpam-2954	432	24	modelling	modelling	NOUN
ejpam-2954	432	25	and	and	CCONJ
ejpam-2954	432	26	forecasting	forecasting	NOUN
ejpam-2954	432	27	.	.	PUNCT
ejpam-2954	433	1	typically	typically	ADV
ejpam-2954	433	2	a	a	DET
ejpam-2954	433	3	tight	tight	ADJ
ejpam-2954	433	4	significance	significance	NOUN
ejpam-2954	433	5	level	level	NOUN
ejpam-2954	433	6	is	be	AUX
ejpam-2954	433	7	used	use	VERB
ejpam-2954	433	8	such	such	ADJ
ejpam-2954	433	9	as	as	ADP
ejpam-2954	433	10	α	α	PROPN
ejpam-2954	433	11	=	=	SYM
ejpam-2954	433	12	min	min	PROPN
ejpam-2954	433	13	(	(	PUNCT
ejpam-2954	433	14	1	1	NUM
ejpam-2954	433	15	/	/	SYM
ejpam-2954	433	16	n	n	CCONJ
ejpam-2954	433	17	,	,	PUNCT
ejpam-2954	433	18	1	1	NUM
ejpam-2954	433	19	/	/	SYM
ejpam-2954	433	20	t	t	PROPN
ejpam-2954	433	21	,	,	PUNCT
ejpam-2954	433	22	1	1	NUM
ejpam-2954	433	23	%	%	NOUN
ejpam-2954	433	24	)	)	PUNCT
ejpam-2954	433	25	,	,	PUNCT
ejpam-2954	433	26	particularly	particularly	ADV
ejpam-2954	433	27	when	when	SCONJ
ejpam-2954	433	28	applying	apply	VERB
ejpam-2954	433	29	iis	iis	PROPN
ejpam-2954	433	30	and/or	and/or	CCONJ
ejpam-2954	433	31	sis	sis	NOUN
ejpam-2954	433	32	,	,	PUNCT
ejpam-2954	433	33	to	to	PART
ejpam-2954	433	34	control	control	VERB
ejpam-2954	433	35	the	the	DET
ejpam-2954	433	36	gauge	gauge	NOUN
ejpam-2954	433	37	.	.	PUNCT
ejpam-2954	434	1	in	in	ADP
ejpam-2954	434	2	forecasting	forecast	VERB
ejpam-2954	434	3	it	it	PRON
ejpam-2954	434	4	is	be	AUX
ejpam-2954	434	5	not	not	PART
ejpam-2954	434	6	clear	clear	ADJ
ejpam-2954	434	7	that	that	SCONJ
ejpam-2954	434	8	ensuring	ensure	VERB
ejpam-2954	434	9	parsimony	parsimony	NOUN
ejpam-2954	434	10	by	by	ADP
ejpam-2954	434	11	tight	tight	ADJ
ejpam-2954	434	12	selection	selection	NOUN
ejpam-2954	434	13	is	be	AUX
ejpam-2954	434	14	advantageous	advantageous	ADJ
ejpam-2954	434	15	.	.	PUNCT
ejpam-2954	435	1	castle	castle	PROPN
ejpam-2954	435	2	,	,	PUNCT
ejpam-2954	435	3	doornik	doornik	PROPN
ejpam-2954	435	4	and	and	CCONJ
ejpam-2954	435	5	hendry	hendry	PROPN
ejpam-2954	435	6	(	(	PUNCT
ejpam-2954	435	7	2016	2016	NUM
ejpam-2954	435	8	)	)	PUNCT
ejpam-2954	435	9	(	(	PUNCT
ejpam-2954	435	10	see	see	VERB
ejpam-2954	435	11	[	[	X
ejpam-2954	435	12	11	11	NUM
ejpam-2954	435	13	]	]	PUNCT
ejpam-2954	435	14	)	)	PUNCT
ejpam-2954	435	15	suggest	suggest	VERB
ejpam-2954	435	16	setting	set	VERB
ejpam-2954	435	17	α	α	PRON
ejpam-2954	435	18	between	between	ADP
ejpam-2954	435	19	15	15	NUM
ejpam-2954	435	20	-	-	SYM
ejpam-2954	435	21	30	30	NUM
ejpam-2954	435	22	%	%	NOUN
ejpam-2954	435	23	to	to	PART
ejpam-2954	435	24	obtain	obtain	VERB
ejpam-2954	435	25	a	a	DET
ejpam-2954	435	26	large	large	ADJ
ejpam-2954	435	27	set	set	NOUN
ejpam-2954	435	28	of	of	ADP
ejpam-2954	435	29	undominated	undominated	ADJ
ejpam-2954	435	30	congruent	congruent	ADJ
ejpam-2954	435	31	terminal	terminal	ADJ
ejpam-2954	435	32	models	model	NOUN
ejpam-2954	435	33	.	.	PUNCT
ejpam-2954	436	1	however	however	ADV
ejpam-2954	436	2	,	,	PUNCT
ejpam-2954	436	3	these	these	PRON
ejpam-2954	436	4	are	be	AUX
ejpam-2954	436	5	likely	likely	ADJ
ejpam-2954	436	6	to	to	PART
ejpam-2954	436	7	contain	contain	VERB
ejpam-2954	436	8	many	many	ADJ
ejpam-2954	436	9	adventitiously	adventitiously	ADV
ejpam-2954	436	10	significant	significant	ADJ
ejpam-2954	436	11	variables	variable	NOUN
ejpam-2954	436	12	,	,	PUNCT
ejpam-2954	436	13	and	and	CCONJ
ejpam-2954	436	14	so	so	ADV
ejpam-2954	436	15	applying	apply	VERB
ejpam-2954	436	16	bias	bias	NOUN
ejpam-2954	436	17	correction	correction	NOUN
ejpam-2954	436	18	(	(	PUNCT
ejpam-2954	436	19	hendry	hendry	PROPN
ejpam-2954	436	20	and	and	CCONJ
ejpam-2954	436	21	krolzig	krolzig	PROPN
ejpam-2954	436	22	,	,	PUNCT
ejpam-2954	436	23	2005	2005	NUM
ejpam-2954	436	24	,	,	PUNCT
ejpam-2954	436	25	[	[	X
ejpam-2954	436	26	43	43	NUM
ejpam-2954	436	27	]	]	PUNCT
ejpam-2954	436	28	)	)	PUNCT
ejpam-2954	436	29	will	will	AUX
ejpam-2954	436	30	downweight	downweight	VERB
ejpam-2954	436	31	such	such	ADJ
ejpam-2954	436	32	effects	effect	NOUN
ejpam-2954	436	33	.	.	PUNCT
ejpam-2954	437	1	averaging	average	VERB
ejpam-2954	437	2	over	over	ADP
ejpam-2954	437	3	the	the	DET
ejpam-2954	437	4	resulting	result	VERB
ejpam-2954	437	5	class	class	NOUN
ejpam-2954	437	6	of	of	ADP
ejpam-2954	437	7	retained	retain	VERB
ejpam-2954	437	8	terminals	terminal	NOUN
ejpam-2954	437	9	will	will	AUX
ejpam-2954	437	10	reduce	reduce	VERB
ejpam-2954	437	11	the	the	DET
ejpam-2954	437	12	problem	problem	NOUN
ejpam-2954	437	13	of	of	ADP
ejpam-2954	437	14	retaining	retain	VERB
ejpam-2954	437	15	bad	bad	ADJ
ejpam-2954	437	16	models	model	NOUN
ejpam-2954	437	17	which	which	DET
ejpam-2954	437	18	selection	selection	NOUN
ejpam-2954	437	19	aims	aim	VERB
ejpam-2954	437	20	to	to	PART
ejpam-2954	437	21	address	address	VERB
ejpam-2954	437	22	,	,	PUNCT
ejpam-2954	437	23	but	but	CCONJ
ejpam-2954	437	24	will	will	AUX
ejpam-2954	437	25	capture	capture	VERB
ejpam-2954	437	26	a	a	DET
ejpam-2954	437	27	broader	broad	ADJ
ejpam-2954	437	28	range	range	NOUN
ejpam-2954	437	29	of	of	ADP
ejpam-2954	437	30	close	close	ADJ
ejpam-2954	437	31	specifications	specification	NOUN
ejpam-2954	437	32	that	that	PRON
ejpam-2954	437	33	thick	thick	ADJ
ejpam-2954	437	34	modelling	modelling	NOUN
ejpam-2954	437	35	advises	advise	NOUN
ejpam-2954	437	36	.	.	PUNCT
ejpam-2954	438	1	a	a	DET
ejpam-2954	438	2	further	further	ADJ
ejpam-2954	438	3	alternative	alternative	NOUN
ejpam-2954	438	4	would	would	AUX
ejpam-2954	438	5	be	be	AUX
ejpam-2954	438	6	to	to	PART
ejpam-2954	438	7	apply	apply	VERB
ejpam-2954	438	8	thick	thick	ADJ
ejpam-2954	438	9	modelling	modelling	NOUN
ejpam-2954	438	10	by	by	ADP
ejpam-2954	438	11	averaging	average	VERB
ejpam-2954	438	12	over	over	ADP
ejpam-2954	438	13	the	the	DET
ejpam-2954	438	14	terminals	terminal	NOUN
ejpam-2954	438	15	from	from	ADP
ejpam-2954	438	16	a	a	DET
ejpam-2954	438	17	range	range	NOUN
ejpam-2954	438	18	of	of	ADP
ejpam-2954	438	19	α	α	NOUN
ejpam-2954	438	20	,	,	PUNCT
ejpam-2954	438	21	which	which	PRON
ejpam-2954	438	22	is	be	AUX
ejpam-2954	438	23	left	leave	VERB
ejpam-2954	438	24	for	for	ADP
ejpam-2954	438	25	future	future	ADJ
ejpam-2954	438	26	research	research	NOUN
ejpam-2954	438	27	.	.	PUNCT
ejpam-2954	439	1	although	although	SCONJ
ejpam-2954	439	2	thick	thick	ADJ
ejpam-2954	439	3	modelling	modelling	NOUN
ejpam-2954	439	4	does	do	AUX
ejpam-2954	439	5	not	not	PART
ejpam-2954	439	6	overcome	overcome	VERB
ejpam-2954	439	7	misspecification	misspecification	NOUN
ejpam-2954	439	8	,	,	PUNCT
ejpam-2954	439	9	indicator	indicator	NOUN
ejpam-2954	439	10	saturation	saturation	NOUN
ejpam-2954	439	11	techniques	technique	NOUN
ejpam-2954	439	12	such	such	ADJ
ejpam-2954	439	13	as	as	ADP
ejpam-2954	439	14	iis	iis	PROPN
ejpam-2954	439	15	and	and	CCONJ
ejpam-2954	439	16	sis	sis	NOUN
ejpam-2954	439	17	help	help	NOUN
ejpam-2954	439	18	to	to	PART
ejpam-2954	439	19	deliver	deliver	VERB
ejpam-2954	439	20	well	well	ADV
ejpam-2954	439	21	-	-	PUNCT
ejpam-2954	439	22	specified	specify	VERB
ejpam-2954	439	23	models	model	NOUN
ejpam-2954	439	24	.	.	PUNCT
ejpam-2954	440	1	such	such	ADJ
ejpam-2954	440	2	techniques	technique	NOUN
ejpam-2954	440	3	are	be	AUX
ejpam-2954	440	4	a	a	DET
ejpam-2954	440	5	form	form	NOUN
ejpam-2954	440	6	of	of	ADP
ejpam-2954	440	7	robust	robust	ADJ
ejpam-2954	440	8	estimation	estimation	NOUN
ejpam-2954	440	9	(	(	PUNCT
ejpam-2954	440	10	see	see	VERB
ejpam-2954	440	11	johansen	johansen	PROPN
ejpam-2954	440	12	and	and	CCONJ
ejpam-2954	440	13	nielsen	nielsen	PROPN
ejpam-2954	440	14	,	,	PUNCT
ejpam-2954	440	15	2016	2016	NUM
ejpam-2954	440	16	,	,	PUNCT
ejpam-2954	440	17	[	[	X
ejpam-2954	440	18	53	53	NUM
ejpam-2954	440	19	]	]	NUM
ejpam-2954	440	20	)	)	PUNCT
ejpam-2954	440	21	,	,	PUNCT
ejpam-2954	440	22	such	such	ADJ
ejpam-2954	440	23	that	that	SCONJ
ejpam-2954	440	24	the	the	DET
ejpam-2954	440	25	resulting	result	VERB
ejpam-2954	440	26	terminal	terminal	ADJ
ejpam-2954	440	27	models	model	NOUN
ejpam-2954	440	28	are	be	AUX
ejpam-2954	440	29	valid	valid	ADJ
ejpam-2954	440	30	representations	representation	NOUN
ejpam-2954	440	31	of	of	ADP
ejpam-2954	440	32	the	the	DET
ejpam-2954	440	33	data	datum	NOUN
ejpam-2954	440	34	.	.	PUNCT
ejpam-2954	441	1	thick	thick	ADJ
ejpam-2954	441	2	modelling	modelling	NOUN
ejpam-2954	441	3	in	in	ADP
ejpam-2954	441	4	conjunction	conjunction	NOUN
ejpam-2954	441	5	with	with	ADP
ejpam-2954	441	6	robust	robust	ADJ
ejpam-2954	441	7	gets	get	VERB
ejpam-2954	441	8	selection	selection	NOUN
ejpam-2954	441	9	using	use	VERB
ejpam-2954	441	10	iis	iis	PROPN
ejpam-2954	441	11	and	and	CCONJ
ejpam-2954	441	12	sis	sis	NOUN
ejpam-2954	441	13	would	would	AUX
ejpam-2954	441	14	seem	seem	VERB
ejpam-2954	441	15	to	to	PART
ejpam-2954	441	16	be	be	AUX
ejpam-2954	441	17	a	a	DET
ejpam-2954	441	18	pragmatic	pragmatic	ADJ
ejpam-2954	441	19	and	and	CCONJ
ejpam-2954	441	20	informative	informative	ADJ
ejpam-2954	441	21	approach	approach	NOUN
ejpam-2954	441	22	to	to	ADP
ejpam-2954	441	23	model	model	NOUN
ejpam-2954	441	24	building	building	NOUN
ejpam-2954	441	25	which	which	PRON
ejpam-2954	441	26	is	be	AUX
ejpam-2954	441	27	in	in	ADP
ejpam-2954	441	28	keeping	keep	VERB
ejpam-2954	441	29	with	with	ADP
ejpam-2954	441	30	granger	granger	PROPN
ejpam-2954	441	31	’s	’s	PART
ejpam-2954	441	32	views	view	NOUN
ejpam-2954	441	33	.	.	PUNCT
ejpam-2954	442	1	acknowledgements	acknowledgement	NOUN
ejpam-2954	442	2	financial	financial	ADJ
ejpam-2954	442	3	support	support	NOUN
ejpam-2954	442	4	from	from	ADP
ejpam-2954	442	5	the	the	DET
ejpam-2954	442	6	institute	institute	NOUN
ejpam-2954	442	7	for	for	ADP
ejpam-2954	442	8	new	new	ADJ
ejpam-2954	442	9	economic	economic	ADJ
ejpam-2954	442	10	thinking	thinking	NOUN
ejpam-2954	442	11	is	be	AUX
ejpam-2954	442	12	gratefully	gratefully	ADV
ejpam-2954	442	13	acknowledged	acknowledge	VERB
ejpam-2954	442	14	,	,	PUNCT
ejpam-2954	442	15	as	as	SCONJ
ejpam-2954	442	16	are	be	AUX
ejpam-2954	442	17	helpful	helpful	ADJ
ejpam-2954	442	18	comments	comment	NOUN
ejpam-2954	442	19	on	on	ADP
ejpam-2954	442	20	an	an	DET
ejpam-2954	442	21	earlier	early	ADJ
ejpam-2954	442	22	draft	draft	NOUN
ejpam-2954	442	23	by	by	ADP
ejpam-2954	442	24	michael	michael	PROPN
ejpam-2954	442	25	p.	p.	PROPN
ejpam-2954	442	26	clements	clements	PROPN
ejpam-2954	442	27	,	,	PUNCT
ejpam-2954	442	28	david	david	PROPN
ejpam-2954	442	29	f.	f.	PROPN
ejpam-2954	442	30	hendry	hendry	PROPN
ejpam-2954	442	31	,	,	PUNCT
ejpam-2954	442	32	ryoko	ryoko	PROPN
ejpam-2954	442	33	ito	ito	PROPN
ejpam-2954	442	34	and	and	CCONJ
ejpam-2954	442	35	bent	bent	PROPN
ejpam-2954	442	36	nielsen	nielsen	PROPN
ejpam-2954	442	37	.	.	PUNCT
ejpam-2954	443	1	references	reference	NOUN
ejpam-2954	443	2	152	152	NUM
ejpam-2954	443	3	references	reference	NOUN
ejpam-2954	443	4	[	[	X
ejpam-2954	443	5	1	1	NUM
ejpam-2954	443	6	]	]	PUNCT
ejpam-2954	443	7	m.	m.	NOUN
ejpam-2954	443	8	aiolfi	aiolfi	NOUN
ejpam-2954	443	9	and	and	CCONJ
ejpam-2954	443	10	c.	c.	PROPN
ejpam-2954	443	11	a.	a.	PROPN
ejpam-2954	443	12	favero	favero	PROPN
ejpam-2954	443	13	.	.	PUNCT
ejpam-2954	444	1	model	model	NOUN
ejpam-2954	444	2	uncertainty	uncertainty	NOUN
ejpam-2954	444	3	,	,	PUNCT
ejpam-2954	444	4	thick	thick	ADJ
ejpam-2954	444	5	modelling	modelling	NOUN
ejpam-2954	444	6	and	and	CCONJ
ejpam-2954	444	7	the	the	DET
ejpam-2954	444	8	predictability	predictability	NOUN
ejpam-2954	444	9	of	of	ADP
ejpam-2954	444	10	stock	stock	NOUN
ejpam-2954	444	11	returns	return	NOUN
ejpam-2954	444	12	.	.	PUNCT
ejpam-2954	445	1	journal	journal	NOUN
ejpam-2954	445	2	of	of	ADP
ejpam-2954	445	3	forecasting	forecasting	NOUN
ejpam-2954	445	4	,	,	PUNCT
ejpam-2954	445	5	24(4):233–254	24(4):233–254	PROPN
ejpam-2954	445	6	,	,	PUNCT
ejpam-2954	445	7	2005	2005	NUM
ejpam-2954	445	8	.	.	PUNCT
ejpam-2954	446	1	[	[	X
ejpam-2954	446	2	2	2	NUM
ejpam-2954	446	3	]	]	PUNCT
ejpam-2954	446	4	a.	a.	NOUN
ejpam-2954	446	5	akaike	akaike	PROPN
ejpam-2954	446	6	.	.	PUNCT
ejpam-2954	447	1	information	information	NOUN
ejpam-2954	447	2	theory	theory	NOUN
ejpam-2954	447	3	and	and	CCONJ
ejpam-2954	447	4	an	an	DET
ejpam-2954	447	5	extension	extension	NOUN
ejpam-2954	447	6	of	of	ADP
ejpam-2954	447	7	the	the	DET
ejpam-2954	447	8	maximum	maximum	ADJ
ejpam-2954	447	9	likelihood	likelihood	NOUN
ejpam-2954	447	10	principle	principle	NOUN
ejpam-2954	447	11	.	.	PUNCT
ejpam-2954	448	1	in	in	ADP
ejpam-2954	448	2	b.	b.	PROPN
ejpam-2954	448	3	n.	n.	PROPN
ejpam-2954	448	4	petrov	petrov	PROPN
ejpam-2954	448	5	and	and	CCONJ
ejpam-2954	448	6	f.	f.	PROPN
ejpam-2954	448	7	l.	l.	PROPN
ejpam-2954	448	8	csaki	csaki	PROPN
ejpam-2954	448	9	,	,	PUNCT
ejpam-2954	448	10	editors	editor	NOUN
ejpam-2954	448	11	,	,	PUNCT
ejpam-2954	448	12	second	second	ADJ
ejpam-2954	448	13	international	international	ADJ
ejpam-2954	448	14	symposium	symposium	NOUN
ejpam-2954	448	15	of	of	ADP
ejpam-2954	448	16	information	information	NOUN
ejpam-2954	448	17	theory	theory	NOUN
ejpam-2954	448	18	,	,	PUNCT
ejpam-2954	448	19	pages	page	NOUN
ejpam-2954	448	20	267–281	267–281	NUM
ejpam-2954	448	21	.	.	PUNCT
ejpam-2954	449	1	akademiai	akademiai	PROPN
ejpam-2954	449	2	kiado	kiado	PROPN
ejpam-2954	449	3	,	,	PUNCT
ejpam-2954	449	4	budapest	budapest	NOUN
ejpam-2954	449	5	,	,	PUNCT
ejpam-2954	449	6	1973	1973	NUM
ejpam-2954	449	7	.	.	PUNCT
ejpam-2954	450	1	[	[	X
ejpam-2954	450	2	3	3	X
ejpam-2954	450	3	]	]	X
ejpam-2954	450	4	r.	r.	PROPN
ejpam-2954	450	5	albacete	albacete	PROPN
ejpam-2954	450	6	and	and	CCONJ
ejpam-2954	450	7	a.	a.	PROPN
ejpam-2954	450	8	espasa	espasa	PROPN
ejpam-2954	450	9	.	.	PUNCT
ejpam-2954	451	1	forecasting	forecast	VERB
ejpam-2954	451	2	inflation	inflation	NOUN
ejpam-2954	451	3	in	in	ADP
ejpam-2954	451	4	the	the	DET
ejpam-2954	451	5	euro	euro	PROPN
ejpam-2954	451	6	area	area	NOUN
ejpam-2954	451	7	using	use	VERB
ejpam-2954	451	8	monthly	monthly	ADJ
ejpam-2954	451	9	time	time	NOUN
ejpam-2954	451	10	series	series	NOUN
ejpam-2954	451	11	models	model	NOUN
ejpam-2954	451	12	and	and	CCONJ
ejpam-2954	451	13	quarterly	quarterly	ADJ
ejpam-2954	451	14	econometric	econometric	ADJ
ejpam-2954	451	15	models	model	NOUN
ejpam-2954	451	16	.	.	PUNCT
ejpam-2954	452	1	des	des	PROPN
ejpam-2954	452	2	working	working	PROPN
ejpam-2954	452	3	paper	paper	PROPN
ejpam-2954	452	4	no	no	INTJ
ejpam-2954	452	5	.	.	PROPN
ejpam-2954	452	6	050401	050401	NUM
ejpam-2954	452	7	,	,	PUNCT
ejpam-2954	452	8	departamento	departamento	PROPN
ejpam-2954	452	9	de	de	PROPN
ejpam-2954	452	10	estadistica	estadistica	PROPN
ejpam-2954	452	11	,	,	PUNCT
ejpam-2954	452	12	universidad	universidad	PROPN
ejpam-2954	452	13	carlos	carlos	PROPN
ejpam-2954	452	14	iii	iii	PROPN
ejpam-2954	452	15	de	de	X
ejpam-2954	452	16	madrid	madrid	PROPN
ejpam-2954	452	17	,	,	PUNCT
ejpam-2954	452	18	2005	2005	NUM
ejpam-2954	452	19	.	.	PUNCT
ejpam-2954	453	1	[	[	X
ejpam-2954	453	2	4	4	NUM
ejpam-2954	453	3	]	]	PUNCT
ejpam-2954	453	4	a.	a.	NOUN
ejpam-2954	453	5	amendola	amendola	PROPN
ejpam-2954	453	6	and	and	CCONJ
ejpam-2954	453	7	g.	g.	PROPN
ejpam-2954	453	8	storti	storti	PROPN
ejpam-2954	453	9	.	.	PUNCT
ejpam-2954	454	1	a	a	DET
ejpam-2954	454	2	thick	thick	ADJ
ejpam-2954	454	3	modeling	modeling	NOUN
ejpam-2954	454	4	approach	approach	NOUN
ejpam-2954	454	5	to	to	PART
ejpam-2954	454	6	multivariate	multivariate	VERB
ejpam-2954	454	7	volatility	volatility	NOUN
ejpam-2954	454	8	prediction	prediction	NOUN
ejpam-2954	454	9	.	.	PUNCT
ejpam-2954	455	1	in	in	ADP
ejpam-2954	455	2	m.	m.	NOUN
ejpam-2954	455	3	carpita	carpita	PROPN
ejpam-2954	455	4	,	,	PUNCT
ejpam-2954	455	5	e.	e.	PROPN
ejpam-2954	455	6	brentari	brentari	PROPN
ejpam-2954	455	7	,	,	PUNCT
ejpam-2954	455	8	and	and	CCONJ
ejpam-2954	455	9	m.	m.	NOUN
ejpam-2954	455	10	qannari	qannari	PROPN
ejpam-2954	455	11	,	,	PUNCT
ejpam-2954	455	12	editors	editor	NOUN
ejpam-2954	455	13	,	,	PUNCT
ejpam-2954	455	14	advances	advance	NOUN
ejpam-2954	455	15	in	in	ADP
ejpam-2954	455	16	latent	latent	ADJ
ejpam-2954	455	17	variables	variable	NOUN
ejpam-2954	455	18	:	:	PUNCT
ejpam-2954	455	19	methods	method	NOUN
ejpam-2954	455	20	,	,	PUNCT
ejpam-2954	455	21	models	model	NOUN
ejpam-2954	455	22	and	and	CCONJ
ejpam-2954	455	23	applications	application	NOUN
ejpam-2954	455	24	,	,	PUNCT
ejpam-2954	455	25	pages	page	NOUN
ejpam-2954	455	26	207–217	207–217	NUM
ejpam-2954	455	27	.	.	PUNCT
ejpam-2954	456	1	springer	springer	NOUN
ejpam-2954	456	2	international	international	ADJ
ejpam-2954	456	3	publishing	publishing	NOUN
ejpam-2954	456	4	,	,	PUNCT
ejpam-2954	456	5	2015	2015	NUM
ejpam-2954	456	6	.	.	PUNCT
ejpam-2954	457	1	[	[	X
ejpam-2954	457	2	5	5	X
ejpam-2954	457	3	]	]	PUNCT
ejpam-2954	457	4	j.	j.	PROPN
ejpam-2954	457	5	m.	m.	PROPN
ejpam-2954	457	6	bates	bates	PROPN
ejpam-2954	457	7	and	and	CCONJ
ejpam-2954	457	8	c.	c.	PROPN
ejpam-2954	457	9	w.	w.	PROPN
ejpam-2954	457	10	j.	j.	PROPN
ejpam-2954	457	11	granger	granger	PROPN
ejpam-2954	457	12	.	.	PUNCT
ejpam-2954	458	1	the	the	DET
ejpam-2954	458	2	combination	combination	NOUN
ejpam-2954	458	3	of	of	ADP
ejpam-2954	458	4	forecasts	forecast	NOUN
ejpam-2954	458	5	.	.	PUNCT
ejpam-2954	459	1	operations	operation	NOUN
ejpam-2954	459	2	research	research	VERB
ejpam-2954	459	3	quarterly	quarterly	ADV
ejpam-2954	459	4	,	,	PUNCT
ejpam-2954	459	5	20:451–468	20:451–468	PROPN
ejpam-2954	459	6	,	,	PUNCT
ejpam-2954	459	7	1969	1969	NUM
ejpam-2954	459	8	.	.	PUNCT
ejpam-2954	460	1	[	[	X
ejpam-2954	460	2	6	6	NUM
ejpam-2954	460	3	]	]	X
ejpam-2954	460	4	c.	c.	PROPN
ejpam-2954	460	5	bontemps	bontemp	NOUN
ejpam-2954	460	6	and	and	CCONJ
ejpam-2954	460	7	g.	g.	PROPN
ejpam-2954	460	8	e.	e.	PROPN
ejpam-2954	460	9	mizon	mizon	PROPN
ejpam-2954	460	10	.	.	PUNCT
ejpam-2954	461	1	congruence	congruence	PROPN
ejpam-2954	461	2	and	and	CCONJ
ejpam-2954	461	3	encompassing	encompass	VERB
ejpam-2954	461	4	.	.	PUNCT
ejpam-2954	462	1	in	in	ADP
ejpam-2954	462	2	b.	b.	PROPN
ejpam-2954	462	3	p.	p.	PROPN
ejpam-2954	462	4	stigum	stigum	PROPN
ejpam-2954	462	5	,	,	PUNCT
ejpam-2954	462	6	editor	editor	NOUN
ejpam-2954	462	7	,	,	PUNCT
ejpam-2954	462	8	econometrics	econometric	NOUN
ejpam-2954	462	9	and	and	CCONJ
ejpam-2954	462	10	the	the	DET
ejpam-2954	462	11	philosophy	philosophy	NOUN
ejpam-2954	462	12	of	of	ADP
ejpam-2954	462	13	economics	economic	NOUN
ejpam-2954	462	14	,	,	PUNCT
ejpam-2954	462	15	pages	page	NOUN
ejpam-2954	462	16	354–378	354–378	NUM
ejpam-2954	462	17	.	.	PUNCT
ejpam-2954	462	18	princeton	princeton	PROPN
ejpam-2954	462	19	university	university	PROPN
ejpam-2954	462	20	press	press	PROPN
ejpam-2954	462	21	,	,	PUNCT
ejpam-2954	462	22	princeton	princeton	PROPN
ejpam-2954	462	23	,	,	PUNCT
ejpam-2954	462	24	2003	2003	NUM
ejpam-2954	462	25	.	.	PUNCT
ejpam-2954	463	1	[	[	X
ejpam-2954	463	2	7	7	X
ejpam-2954	463	3	]	]	X
ejpam-2954	463	4	l.	l.	PROPN
ejpam-2954	463	5	breiman	breiman	PROPN
ejpam-2954	463	6	.	.	PUNCT
ejpam-2954	464	1	better	well	ADJ
ejpam-2954	464	2	subset	subset	ADJ
ejpam-2954	464	3	regression	regression	NOUN
ejpam-2954	464	4	using	use	VERB
ejpam-2954	464	5	the	the	DET
ejpam-2954	464	6	nonnegative	nonnegative	ADJ
ejpam-2954	464	7	garrote	garrote	NOUN
ejpam-2954	464	8	.	.	PUNCT
ejpam-2954	465	1	technometrics	technometric	NOUN
ejpam-2954	465	2	,	,	PUNCT
ejpam-2954	465	3	37:373–384	37:373–384	PROPN
ejpam-2954	465	4	,	,	PUNCT
ejpam-2954	465	5	1995	1995	NUM
ejpam-2954	465	6	.	.	PUNCT
ejpam-2954	466	1	[	[	X
ejpam-2954	466	2	8	8	NUM
ejpam-2954	466	3	]	]	X
ejpam-2954	466	4	l.	l.	PROPN
ejpam-2954	466	5	breiman	breiman	PROPN
ejpam-2954	466	6	.	.	PUNCT
ejpam-2954	467	1	bagging	bag	VERB
ejpam-2954	467	2	predictors	predictor	NOUN
ejpam-2954	467	3	.	.	PUNCT
ejpam-2954	468	1	machine	machine	NOUN
ejpam-2954	468	2	learning	learning	PROPN
ejpam-2954	468	3	,	,	PUNCT
ejpam-2954	468	4	24:123–140	24:123–140	PROPN
ejpam-2954	468	5	,	,	PUNCT
ejpam-2954	468	6	1996	1996	NUM
ejpam-2954	468	7	.	.	PUNCT
ejpam-2954	469	1	[	[	X
ejpam-2954	469	2	9	9	NUM
ejpam-2954	469	3	]	]	PUNCT
ejpam-2954	469	4	j.	j.	PROPN
ejpam-2954	469	5	l.	l.	PROPN
ejpam-2954	469	6	castle	castle	PROPN
ejpam-2954	469	7	,	,	PUNCT
ejpam-2954	469	8	j.	j.	PROPN
ejpam-2954	469	9	a.	a.	PROPN
ejpam-2954	469	10	doornik	doornik	PROPN
ejpam-2954	469	11	,	,	PUNCT
ejpam-2954	469	12	and	and	CCONJ
ejpam-2954	469	13	d.	d.	PROPN
ejpam-2954	469	14	f.	f.	PROPN
ejpam-2954	469	15	hendry	hendry	PROPN
ejpam-2954	469	16	.	.	PUNCT
ejpam-2954	470	1	evaluating	evaluate	VERB
ejpam-2954	470	2	automatic	automatic	ADJ
ejpam-2954	470	3	model	model	NOUN
ejpam-2954	470	4	selection	selection	NOUN
ejpam-2954	470	5	.	.	PUNCT
ejpam-2954	471	1	journal	journal	PROPN
ejpam-2954	471	2	of	of	ADP
ejpam-2954	471	3	time	time	PROPN
ejpam-2954	471	4	series	series	PROPN
ejpam-2954	471	5	econometrics	econometric	NOUN
ejpam-2954	471	6	,	,	PUNCT
ejpam-2954	471	7	3(1):doi	3(1):doi	NUM
ejpam-2954	471	8	:	:	PUNCT
ejpam-2954	471	9	10.2202/1941–1928.1097	10.2202/1941–1928.1097	NUM
ejpam-2954	471	10	,	,	PUNCT
ejpam-2954	471	11	2011	2011	NUM
ejpam-2954	471	12	.	.	PUNCT
ejpam-2954	472	1	[	[	X
ejpam-2954	472	2	10	10	NUM
ejpam-2954	472	3	]	]	X
ejpam-2954	472	4	j.	j.	PROPN
ejpam-2954	472	5	l.	l.	PROPN
ejpam-2954	472	6	castle	castle	PROPN
ejpam-2954	472	7	,	,	PUNCT
ejpam-2954	472	8	j.	j.	PROPN
ejpam-2954	472	9	a.	a.	PROPN
ejpam-2954	472	10	doornik	doornik	PROPN
ejpam-2954	472	11	,	,	PUNCT
ejpam-2954	472	12	and	and	CCONJ
ejpam-2954	472	13	d.	d.	PROPN
ejpam-2954	472	14	f.	f.	PROPN
ejpam-2954	472	15	hendry	hendry	PROPN
ejpam-2954	472	16	.	.	PUNCT
ejpam-2954	473	1	model	model	NOUN
ejpam-2954	473	2	selection	selection	NOUN
ejpam-2954	473	3	when	when	SCONJ
ejpam-2954	473	4	there	there	PRON
ejpam-2954	473	5	are	be	VERB
ejpam-2954	473	6	multiple	multiple	ADJ
ejpam-2954	473	7	breaks	break	NOUN
ejpam-2954	473	8	.	.	PUNCT
ejpam-2954	474	1	journal	journal	NOUN
ejpam-2954	474	2	of	of	ADP
ejpam-2954	474	3	econometrics	econometric	NOUN
ejpam-2954	474	4	,	,	PUNCT
ejpam-2954	474	5	169(2):239–246	169(2):239–246	NUM
ejpam-2954	474	6	,	,	PUNCT
ejpam-2954	474	7	2012	2012	NUM
ejpam-2954	474	8	.	.	PUNCT
ejpam-2954	475	1	[	[	X
ejpam-2954	475	2	11	11	NUM
ejpam-2954	475	3	]	]	PUNCT
ejpam-2954	475	4	j.	j.	PROPN
ejpam-2954	475	5	l.	l.	PROPN
ejpam-2954	475	6	castle	castle	PROPN
ejpam-2954	475	7	,	,	PUNCT
ejpam-2954	475	8	j.	j.	PROPN
ejpam-2954	475	9	a.	a.	PROPN
ejpam-2954	475	10	doornik	doornik	PROPN
ejpam-2954	475	11	,	,	PUNCT
ejpam-2954	475	12	and	and	CCONJ
ejpam-2954	475	13	d.	d.	PROPN
ejpam-2954	475	14	f.	f.	PROPN
ejpam-2954	475	15	hendry	hendry	PROPN
ejpam-2954	475	16	.	.	PUNCT
ejpam-2954	476	1	automatic	automatic	ADJ
ejpam-2954	476	2	model	model	NOUN
ejpam-2954	476	3	selection	selection	NOUN
ejpam-2954	476	4	using	use	VERB
ejpam-2954	476	5	soft	soft	ADJ
ejpam-2954	476	6	thresholding	thresholding	NOUN
ejpam-2954	476	7	.	.	PUNCT
ejpam-2954	477	1	mimeo	mimeo	NOUN
ejpam-2954	477	2	,	,	PUNCT
ejpam-2954	477	3	economics	economic	NOUN
ejpam-2954	477	4	department	department	PROPN
ejpam-2954	477	5	,	,	PUNCT
ejpam-2954	477	6	university	university	NOUN
ejpam-2954	477	7	of	of	ADP
ejpam-2954	477	8	oxford	oxford	PROPN
ejpam-2954	477	9	,	,	PUNCT
ejpam-2954	477	10	2016	2016	NUM
ejpam-2954	477	11	.	.	PUNCT
ejpam-2954	478	1	[	[	X
ejpam-2954	478	2	12	12	NUM
ejpam-2954	478	3	]	]	PUNCT
ejpam-2954	478	4	j.	j.	PROPN
ejpam-2954	478	5	l.	l.	PROPN
ejpam-2954	478	6	castle	castle	PROPN
ejpam-2954	478	7	and	and	CCONJ
ejpam-2954	478	8	d.	d.	PROPN
ejpam-2954	478	9	f.	f.	PROPN
ejpam-2954	478	10	hendry	hendry	PROPN
ejpam-2954	478	11	.	.	PUNCT
ejpam-2954	479	1	a	a	DET
ejpam-2954	479	2	tale	tale	NOUN
ejpam-2954	479	3	of	of	ADP
ejpam-2954	479	4	3	3	NUM
ejpam-2954	479	5	cities	city	NOUN
ejpam-2954	479	6	:	:	PUNCT
ejpam-2954	479	7	model	model	NOUN
ejpam-2954	479	8	selection	selection	NOUN
ejpam-2954	479	9	in	in	ADP
ejpam-2954	479	10	over-	over-	ADV
ejpam-2954	479	11	,	,	PUNCT
ejpam-2954	479	12	exact	exact	ADJ
ejpam-2954	479	13	,	,	PUNCT
ejpam-2954	479	14	and	and	CCONJ
ejpam-2954	479	15	under	under	ADV
ejpam-2954	479	16	-	-	PUNCT
ejpam-2954	479	17	specified	specify	VERB
ejpam-2954	479	18	equations	equation	NOUN
ejpam-2954	479	19	.	.	PUNCT
ejpam-2954	480	1	in	in	ADP
ejpam-2954	480	2	m.	m.	NOUN
ejpam-2954	480	3	kaldor	kaldor	PROPN
ejpam-2954	480	4	and	and	CCONJ
ejpam-2954	480	5	p.	p.	PROPN
ejpam-2954	480	6	vizard	vizard	NOUN
ejpam-2954	480	7	,	,	PUNCT
ejpam-2954	480	8	editors	editor	NOUN
ejpam-2954	480	9	,	,	PUNCT
ejpam-2954	480	10	arguing	argue	VERB
ejpam-2954	480	11	about	about	ADP
ejpam-2954	480	12	the	the	DET
ejpam-2954	480	13	world	world	NOUN
ejpam-2954	480	14	,	,	PUNCT
ejpam-2954	480	15	pages	page	NOUN
ejpam-2954	480	16	31–55	31–55	NUM
ejpam-2954	480	17	.	.	PUNCT
ejpam-2954	481	1	bloomsbury	bloomsbury	PROPN
ejpam-2954	481	2	academic	academic	NOUN
ejpam-2954	481	3	,	,	PUNCT
ejpam-2954	481	4	london	london	PROPN
ejpam-2954	481	5	,	,	PUNCT
ejpam-2954	481	6	2011	2011	NUM
ejpam-2954	481	7	.	.	PUNCT
ejpam-2954	482	1	[	[	X
ejpam-2954	482	2	13	13	NUM
ejpam-2954	482	3	]	]	PUNCT
ejpam-2954	482	4	j.	j.	PROPN
ejpam-2954	482	5	l.	l.	PROPN
ejpam-2954	482	6	castle	castle	PROPN
ejpam-2954	482	7	and	and	CCONJ
ejpam-2954	482	8	d.	d.	PROPN
ejpam-2954	482	9	f.	f.	PROPN
ejpam-2954	482	10	hendry	hendry	PROPN
ejpam-2954	482	11	.	.	PUNCT
ejpam-2954	483	1	‘	'	PUNCT
ejpam-2954	483	2	data	data	NOUN
ejpam-2954	483	3	mining	mining	NOUN
ejpam-2954	483	4	’	'	PUNCT
ejpam-2954	483	5	with	with	ADP
ejpam-2954	483	6	more	more	ADJ
ejpam-2954	483	7	variables	variable	NOUN
ejpam-2954	483	8	than	than	ADP
ejpam-2954	483	9	observations	observation	NOUN
ejpam-2954	483	10	.	.	PUNCT
ejpam-2954	484	1	voxeu	voxeu	PROPN
ejpam-2954	484	2	article	article	NOUN
ejpam-2954	484	3	,	,	PUNCT
ejpam-2954	484	4	13	13	NUM
ejpam-2954	484	5	august	august	PROPN
ejpam-2954	484	6	,	,	PUNCT
ejpam-2954	484	7	2014	2014	NUM
ejpam-2954	484	8	,	,	PUNCT
ejpam-2954	484	9	http://www.voxeu.org/article/data-mining-more-variables-observations	http://www.voxeu.org/article/data-mining-more-variables-observations	PROPN
ejpam-2954	484	10	,	,	PUNCT
ejpam-2954	484	11	2014	2014	NUM
ejpam-2954	484	12	.	.	PUNCT
ejpam-2954	485	1	references	reference	NOUN
ejpam-2954	485	2	153	153	NUM
ejpam-2954	486	1	[	[	X
ejpam-2954	486	2	14	14	NUM
ejpam-2954	486	3	]	]	PUNCT
ejpam-2954	486	4	j.	j.	PROPN
ejpam-2954	486	5	l.	l.	PROPN
ejpam-2954	486	6	castle	castle	PROPN
ejpam-2954	486	7	and	and	CCONJ
ejpam-2954	486	8	d.	d.	PROPN
ejpam-2954	486	9	f.	f.	PROPN
ejpam-2954	486	10	hendry	hendry	PROPN
ejpam-2954	486	11	.	.	PUNCT
ejpam-2954	487	1	model	model	NOUN
ejpam-2954	487	2	selection	selection	NOUN
ejpam-2954	487	3	in	in	ADP
ejpam-2954	487	4	under	under	ADV
ejpam-2954	487	5	-	-	PUNCT
ejpam-2954	487	6	specified	specify	VERB
ejpam-2954	487	7	equations	equation	NOUN
ejpam-2954	487	8	facing	face	VERB
ejpam-2954	487	9	breaks	break	NOUN
ejpam-2954	487	10	.	.	PUNCT
ejpam-2954	488	1	journal	journal	NOUN
ejpam-2954	488	2	of	of	ADP
ejpam-2954	488	3	econometrics	econometric	NOUN
ejpam-2954	488	4	,	,	PUNCT
ejpam-2954	488	5	178(2):286–293	178(2):286–293	NUM
ejpam-2954	488	6	,	,	PUNCT
ejpam-2954	488	7	2014	2014	NUM
ejpam-2954	488	8	.	.	PUNCT
ejpam-2954	489	1	[	[	X
ejpam-2954	489	2	15	15	NUM
ejpam-2954	489	3	]	]	X
ejpam-2954	489	4	j.	j.	PROPN
ejpam-2954	489	5	l.	l.	PROPN
ejpam-2954	489	6	castle	castle	PROPN
ejpam-2954	489	7	and	and	CCONJ
ejpam-2954	489	8	n.	n.	PROPN
ejpam-2954	489	9	shephard	shephard	PROPN
ejpam-2954	489	10	,	,	PUNCT
ejpam-2954	489	11	editors	editor	NOUN
ejpam-2954	489	12	.	.	PUNCT
ejpam-2954	490	1	the	the	DET
ejpam-2954	490	2	methodology	methodology	NOUN
ejpam-2954	490	3	and	and	CCONJ
ejpam-2954	490	4	practice	practice	NOUN
ejpam-2954	490	5	of	of	ADP
ejpam-2954	490	6	econometrics	econometric	NOUN
ejpam-2954	490	7	:	:	PUNCT
ejpam-2954	490	8	a	a	DET
ejpam-2954	490	9	festschrift	festschrift	NOUN
ejpam-2954	490	10	in	in	ADP
ejpam-2954	490	11	honour	honour	NOUN
ejpam-2954	490	12	of	of	ADP
ejpam-2954	490	13	david	david	PROPN
ejpam-2954	490	14	f.	f.	PROPN
ejpam-2954	490	15	hendry	hendry	PROPN
ejpam-2954	490	16	.	.	PUNCT
ejpam-2954	491	1	oxford	oxford	PROPN
ejpam-2954	491	2	university	university	PROPN
ejpam-2954	491	3	press	press	NOUN
ejpam-2954	491	4	,	,	PUNCT
ejpam-2954	491	5	oxford	oxford	PROPN
ejpam-2954	491	6	,	,	PUNCT
ejpam-2954	491	7	2009	2009	NUM
ejpam-2954	491	8	.	.	PUNCT
ejpam-2954	492	1	[	[	X
ejpam-2954	492	2	16	16	NUM
ejpam-2954	492	3	]	]	X
ejpam-2954	492	4	g.	g.	PROPN
ejpam-2954	492	5	c.	c.	PROPN
ejpam-2954	492	6	chow	chow	PROPN
ejpam-2954	492	7	.	.	PUNCT
ejpam-2954	493	1	tests	test	NOUN
ejpam-2954	493	2	of	of	ADP
ejpam-2954	493	3	equality	equality	NOUN
ejpam-2954	493	4	between	between	ADP
ejpam-2954	493	5	sets	set	NOUN
ejpam-2954	493	6	of	of	ADP
ejpam-2954	493	7	coefficients	coefficient	NOUN
ejpam-2954	493	8	in	in	ADP
ejpam-2954	493	9	two	two	NUM
ejpam-2954	493	10	linear	linear	ADJ
ejpam-2954	493	11	regressions	regression	NOUN
ejpam-2954	493	12	.	.	PUNCT
ejpam-2954	494	1	econometrica	econometrica	PROPN
ejpam-2954	494	2	,	,	PUNCT
ejpam-2954	494	3	28:591–605	28:591–605	NUM
ejpam-2954	494	4	,	,	PUNCT
ejpam-2954	494	5	1960	1960	NUM
ejpam-2954	494	6	.	.	PUNCT
ejpam-2954	495	1	[	[	X
ejpam-2954	495	2	17	17	NUM
ejpam-2954	495	3	]	]	PUNCT
ejpam-2954	495	4	m.	m.	NOUN
ejpam-2954	495	5	p.	p.	PROPN
ejpam-2954	495	6	clements	clements	PROPN
ejpam-2954	495	7	and	and	CCONJ
ejpam-2954	495	8	d.	d.	PROPN
ejpam-2954	495	9	f.	f.	PROPN
ejpam-2954	495	10	hendry	hendry	PROPN
ejpam-2954	495	11	.	.	PUNCT
ejpam-2954	496	1	forecasting	forecast	VERB
ejpam-2954	496	2	economic	economic	ADJ
ejpam-2954	496	3	time	time	NOUN
ejpam-2954	496	4	series	series	PROPN
ejpam-2954	496	5	.	.	PUNCT
ejpam-2954	497	1	cambridge	cambridge	PROPN
ejpam-2954	497	2	university	university	PROPN
ejpam-2954	497	3	press	press	PROPN
ejpam-2954	497	4	,	,	PUNCT
ejpam-2954	497	5	cambridge	cambridge	PROPN
ejpam-2954	497	6	,	,	PUNCT
ejpam-2954	497	7	1998	1998	NUM
ejpam-2954	497	8	.	.	PUNCT
ejpam-2954	498	1	[	[	X
ejpam-2954	498	2	18	18	NUM
ejpam-2954	498	3	]	]	PUNCT
ejpam-2954	498	4	m.	m.	NOUN
ejpam-2954	498	5	p.	p.	PROPN
ejpam-2954	498	6	clements	clements	PROPN
ejpam-2954	498	7	and	and	CCONJ
ejpam-2954	498	8	d.	d.	PROPN
ejpam-2954	498	9	f.	f.	PROPN
ejpam-2954	498	10	hendry	hendry	PROPN
ejpam-2954	498	11	.	.	PUNCT
ejpam-2954	499	1	forecasting	forecast	VERB
ejpam-2954	499	2	non	non	ADJ
ejpam-2954	499	3	-	-	ADJ
ejpam-2954	499	4	stationary	stationary	ADJ
ejpam-2954	499	5	economic	economic	ADJ
ejpam-2954	499	6	time	time	NOUN
ejpam-2954	499	7	series	series	PROPN
ejpam-2954	499	8	.	.	PUNCT
ejpam-2954	500	1	mit	mit	PROPN
ejpam-2954	500	2	press	press	PROPN
ejpam-2954	500	3	,	,	PUNCT
ejpam-2954	500	4	cambridge	cambridge	PROPN
ejpam-2954	500	5	,	,	PUNCT
ejpam-2954	500	6	massachusetts	massachusetts	PROPN
ejpam-2954	500	7	,	,	PUNCT
ejpam-2954	500	8	1999	1999	NUM
ejpam-2954	500	9	.	.	PUNCT
ejpam-2954	501	1	[	[	X
ejpam-2954	501	2	19	19	NUM
ejpam-2954	501	3	]	]	PUNCT
ejpam-2954	501	4	j.	j.	PROPN
ejpam-2954	501	5	a.	a.	PROPN
ejpam-2954	501	6	doornik	doornik	PROPN
ejpam-2954	501	7	.	.	PUNCT
ejpam-2954	502	1	autometrics	autometric	NOUN
ejpam-2954	502	2	.	.	PUNCT
ejpam-2954	503	1	in	in	ADP
ejpam-2954	503	2	castle	castle	NOUN
ejpam-2954	503	3	and	and	CCONJ
ejpam-2954	503	4	shephard	shephard	NOUN
ejpam-2954	503	5	[	[	X
ejpam-2954	503	6	15	15	NUM
ejpam-2954	503	7	]	]	PUNCT
ejpam-2954	503	8	,	,	PUNCT
ejpam-2954	503	9	pages	page	NOUN
ejpam-2954	503	10	88–121	88–121	NUM
ejpam-2954	503	11	.	.	PUNCT
ejpam-2954	504	1	[	[	X
ejpam-2954	504	2	20	20	NUM
ejpam-2954	504	3	]	]	PUNCT
ejpam-2954	504	4	r.	r.	PROPN
ejpam-2954	504	5	f.	f.	PROPN
ejpam-2954	504	6	engle	engle	PROPN
ejpam-2954	504	7	.	.	PUNCT
ejpam-2954	505	1	autoregressive	autoregressive	ADJ
ejpam-2954	505	2	conditional	conditional	ADJ
ejpam-2954	505	3	heteroskedasticity	heteroskedasticity	NOUN
ejpam-2954	505	4	with	with	ADP
ejpam-2954	505	5	estimates	estimate	NOUN
ejpam-2954	505	6	of	of	ADP
ejpam-2954	505	7	the	the	DET
ejpam-2954	505	8	variance	variance	NOUN
ejpam-2954	505	9	of	of	ADP
ejpam-2954	505	10	uk	uk	PROPN
ejpam-2954	505	11	inflation	inflation	NOUN
ejpam-2954	505	12	.	.	PUNCT
ejpam-2954	506	1	econometrica	econometrica	PROPN
ejpam-2954	506	2	,	,	PUNCT
ejpam-2954	506	3	50:987–1008	50:987–1008	NOUN
ejpam-2954	506	4	,	,	PUNCT
ejpam-2954	506	5	1982	1982	NUM
ejpam-2954	506	6	.	.	PUNCT
ejpam-2954	507	1	[	[	X
ejpam-2954	507	2	21	21	NUM
ejpam-2954	507	3	]	]	X
ejpam-2954	507	4	c.	c.	PROPN
ejpam-2954	507	5	gatu	gatu	PROPN
ejpam-2954	507	6	and	and	CCONJ
ejpam-2954	507	7	e.	e.	PROPN
ejpam-2954	507	8	j.	j.	PROPN
ejpam-2954	507	9	kontoghiorghes	kontoghiorghes	PROPN
ejpam-2954	507	10	.	.	PUNCT
ejpam-2954	508	1	branch	branch	PROPN
ejpam-2954	508	2	-	-	PUNCT
ejpam-2954	508	3	and	and	CCONJ
ejpam-2954	508	4	-	-	PUNCT
ejpam-2954	508	5	bound	bind	VERB
ejpam-2954	508	6	algorithms	algorithm	NOUN
ejpam-2954	508	7	for	for	ADP
ejpam-2954	508	8	computing	compute	VERB
ejpam-2954	508	9	the	the	DET
ejpam-2954	508	10	best	good	ADJ
ejpam-2954	508	11	subset	subset	ADJ
ejpam-2954	508	12	regression	regression	NOUN
ejpam-2954	508	13	models	model	NOUN
ejpam-2954	508	14	.	.	PUNCT
ejpam-2954	509	1	journal	journal	NOUN
ejpam-2954	509	2	of	of	ADP
ejpam-2954	509	3	computational	computational	ADJ
ejpam-2954	509	4	and	and	CCONJ
ejpam-2954	509	5	graphical	graphical	ADJ
ejpam-2954	509	6	statistics	statistic	NOUN
ejpam-2954	509	7	,	,	PUNCT
ejpam-2954	509	8	15:139–156	15:139–156	NUM
ejpam-2954	509	9	,	,	PUNCT
ejpam-2954	509	10	2006	2006	NUM
ejpam-2954	509	11	.	.	PUNCT
ejpam-2954	510	1	[	[	X
ejpam-2954	510	2	22	22	NUM
ejpam-2954	510	3	]	]	X
ejpam-2954	510	4	l.	l.	PROPN
ejpam-2954	510	5	g.	g.	PROPN
ejpam-2954	510	6	godfrey	godfrey	PROPN
ejpam-2954	510	7	.	.	PUNCT
ejpam-2954	511	1	testing	test	VERB
ejpam-2954	511	2	against	against	ADP
ejpam-2954	511	3	general	general	ADJ
ejpam-2954	511	4	autoregressive	autoregressive	ADJ
ejpam-2954	511	5	and	and	CCONJ
ejpam-2954	511	6	moving	move	VERB
ejpam-2954	511	7	average	average	ADJ
ejpam-2954	511	8	error	error	NOUN
ejpam-2954	511	9	models	model	NOUN
ejpam-2954	511	10	when	when	SCONJ
ejpam-2954	511	11	the	the	DET
ejpam-2954	511	12	regressors	regressor	NOUN
ejpam-2954	511	13	include	include	VERB
ejpam-2954	511	14	lagged	lag	VERB
ejpam-2954	511	15	dependent	dependent	ADJ
ejpam-2954	511	16	variables	variable	NOUN
ejpam-2954	511	17	.	.	PUNCT
ejpam-2954	512	1	econometrica	econometrica	PROPN
ejpam-2954	512	2	,	,	PUNCT
ejpam-2954	512	3	46:1293	46:1293	NUM
ejpam-2954	512	4	–	–	PUNCT
ejpam-2954	512	5	1301	1301	NUM
ejpam-2954	512	6	,	,	PUNCT
ejpam-2954	512	7	1978	1978	NUM
ejpam-2954	512	8	.	.	PUNCT
ejpam-2954	513	1	[	[	X
ejpam-2954	513	2	23	23	NUM
ejpam-2954	513	3	]	]	X
ejpam-2954	513	4	c.	c.	PROPN
ejpam-2954	513	5	w.	w.	PROPN
ejpam-2954	513	6	j.	j.	PROPN
ejpam-2954	513	7	granger	granger	PROPN
ejpam-2954	513	8	,	,	PUNCT
ejpam-2954	513	9	editor	editor	NOUN
ejpam-2954	513	10	.	.	PUNCT
ejpam-2954	514	1	modelling	model	VERB
ejpam-2954	514	2	economic	economic	ADJ
ejpam-2954	514	3	series	series	NOUN
ejpam-2954	514	4	.	.	PUNCT
ejpam-2954	515	1	clarendon	clarendon	PROPN
ejpam-2954	515	2	press	press	PROPN
ejpam-2954	515	3	,	,	PUNCT
ejpam-2954	515	4	oxford	oxford	NOUN
ejpam-2954	515	5	,	,	PUNCT
ejpam-2954	515	6	1990	1990	NUM
ejpam-2954	515	7	.	.	PUNCT
ejpam-2954	516	1	[	[	X
ejpam-2954	516	2	24	24	NUM
ejpam-2954	516	3	]	]	PUNCT
ejpam-2954	516	4	c.	c.	PROPN
ejpam-2954	516	5	w.	w.	PROPN
ejpam-2954	516	6	j.	j.	PROPN
ejpam-2954	516	7	granger	granger	PROPN
ejpam-2954	516	8	.	.	PUNCT
ejpam-2954	517	1	empirical	empirical	ADJ
ejpam-2954	517	2	modeling	modeling	NOUN
ejpam-2954	517	3	in	in	ADP
ejpam-2954	517	4	economics	economic	NOUN
ejpam-2954	517	5	:	:	PUNCT
ejpam-2954	517	6	specification	specification	NOUN
ejpam-2954	517	7	and	and	CCONJ
ejpam-2954	517	8	evaluation	evaluation	NOUN
ejpam-2954	517	9	.	.	PUNCT
ejpam-2954	518	1	cambridge	cambridge	PROPN
ejpam-2954	518	2	university	university	PROPN
ejpam-2954	518	3	press	press	PROPN
ejpam-2954	518	4	,	,	PUNCT
ejpam-2954	518	5	cambridge	cambridge	PROPN
ejpam-2954	518	6	,	,	PUNCT
ejpam-2954	518	7	1999	1999	NUM
ejpam-2954	518	8	.	.	PUNCT
ejpam-2954	519	1	[	[	X
ejpam-2954	519	2	25	25	NUM
ejpam-2954	519	3	]	]	X
ejpam-2954	519	4	c.	c.	PROPN
ejpam-2954	519	5	w.	w.	PROPN
ejpam-2954	519	6	j.	j.	PROPN
ejpam-2954	519	7	granger	granger	PROPN
ejpam-2954	519	8	.	.	PUNCT
ejpam-2954	520	1	some	some	DET
ejpam-2954	520	2	comments	comment	NOUN
ejpam-2954	520	3	on	on	ADP
ejpam-2954	520	4	risk	risk	NOUN
ejpam-2954	520	5	.	.	PUNCT
ejpam-2954	521	1	journal	journal	NOUN
ejpam-2954	521	2	of	of	ADP
ejpam-2954	521	3	applied	applied	ADJ
ejpam-2954	521	4	econometrics	econometric	NOUN
ejpam-2954	521	5	,	,	PUNCT
ejpam-2954	521	6	17(5):447–456	17(5):447–456	PROPN
ejpam-2954	521	7	,	,	PUNCT
ejpam-2954	521	8	2002	2002	NUM
ejpam-2954	521	9	.	.	PUNCT
ejpam-2954	522	1	[	[	X
ejpam-2954	522	2	26	26	NUM
ejpam-2954	522	3	]	]	X
ejpam-2954	522	4	c.	c.	PROPN
ejpam-2954	522	5	w.	w.	PROPN
ejpam-2954	522	6	j.	j.	PROPN
ejpam-2954	522	7	granger	granger	PROPN
ejpam-2954	522	8	.	.	PUNCT
ejpam-2954	523	1	modeling	modeling	NOUN
ejpam-2954	523	2	,	,	PUNCT
ejpam-2954	523	3	evaluation	evaluation	NOUN
ejpam-2954	523	4	,	,	PUNCT
ejpam-2954	523	5	and	and	CCONJ
ejpam-2954	523	6	methodology	methodology	NOUN
ejpam-2954	523	7	in	in	ADP
ejpam-2954	523	8	the	the	DET
ejpam-2954	523	9	new	new	ADJ
ejpam-2954	523	10	century	century	NOUN
ejpam-2954	523	11	.	.	PUNCT
ejpam-2954	524	1	economic	economic	ADJ
ejpam-2954	524	2	inquiry	inquiry	NOUN
ejpam-2954	524	3	,	,	PUNCT
ejpam-2954	524	4	43(1):1–12	43(1):1–12	NUM
ejpam-2954	524	5	,	,	PUNCT
ejpam-2954	524	6	2005	2005	NUM
ejpam-2954	524	7	.	.	PUNCT
ejpam-2954	525	1	[	[	X
ejpam-2954	525	2	27	27	NUM
ejpam-2954	525	3	]	]	X
ejpam-2954	525	4	c.	c.	PROPN
ejpam-2954	525	5	w.	w.	PROPN
ejpam-2954	525	6	j.	j.	PROPN
ejpam-2954	525	7	granger	granger	PROPN
ejpam-2954	525	8	.	.	PUNCT
ejpam-2954	526	1	the	the	DET
ejpam-2954	526	2	past	past	NOUN
ejpam-2954	526	3	and	and	CCONJ
ejpam-2954	526	4	future	future	NOUN
ejpam-2954	526	5	of	of	ADP
ejpam-2954	526	6	empirical	empirical	ADJ
ejpam-2954	526	7	finance	finance	NOUN
ejpam-2954	526	8	:	:	PUNCT
ejpam-2954	526	9	some	some	DET
ejpam-2954	526	10	personal	personal	ADJ
ejpam-2954	526	11	comments	comment	NOUN
ejpam-2954	526	12	.	.	PUNCT
ejpam-2954	527	1	journal	journal	PROPN
ejpam-2954	527	2	of	of	ADP
ejpam-2954	527	3	econometrics	econometric	NOUN
ejpam-2954	527	4	,	,	PUNCT
ejpam-2954	527	5	129:35–40	129:35–40	NUM
ejpam-2954	527	6	,	,	PUNCT
ejpam-2954	527	7	2005	2005	NUM
ejpam-2954	527	8	.	.	PUNCT
ejpam-2954	528	1	[	[	X
ejpam-2954	528	2	28	28	NUM
ejpam-2954	528	3	]	]	X
ejpam-2954	528	4	c.	c.	PROPN
ejpam-2954	528	5	w.	w.	PROPN
ejpam-2954	528	6	j.	j.	PROPN
ejpam-2954	528	7	granger	granger	PROPN
ejpam-2954	528	8	.	.	PUNCT
ejpam-2954	529	1	in	in	ADP
ejpam-2954	529	2	praise	praise	NOUN
ejpam-2954	529	3	of	of	ADP
ejpam-2954	529	4	pragmatics	pragmatic	NOUN
ejpam-2954	529	5	in	in	ADP
ejpam-2954	529	6	econometrics	econometric	NOUN
ejpam-2954	529	7	.	.	PUNCT
ejpam-2954	530	1	in	in	ADP
ejpam-2954	530	2	castle	castle	NOUN
ejpam-2954	530	3	and	and	CCONJ
ejpam-2954	530	4	shephard	shephard	NOUN
ejpam-2954	530	5	[	[	X
ejpam-2954	530	6	15	15	NUM
ejpam-2954	530	7	]	]	PUNCT
ejpam-2954	530	8	,	,	PUNCT
ejpam-2954	530	9	pages	page	NOUN
ejpam-2954	530	10	255–267	255–267	NUM
ejpam-2954	530	11	.	.	PUNCT
ejpam-2954	531	1	[	[	X
ejpam-2954	531	2	29	29	NUM
ejpam-2954	531	3	]	]	X
ejpam-2954	531	4	c.	c.	PROPN
ejpam-2954	531	5	w.	w.	PROPN
ejpam-2954	531	6	j.	j.	PROPN
ejpam-2954	531	7	granger	granger	PROPN
ejpam-2954	531	8	and	and	CCONJ
ejpam-2954	531	9	d.	d.	PROPN
ejpam-2954	531	10	f.	f.	PROPN
ejpam-2954	531	11	hendry	hendry	PROPN
ejpam-2954	531	12	.	.	PUNCT
ejpam-2954	532	1	a	a	DET
ejpam-2954	532	2	dialogue	dialogue	NOUN
ejpam-2954	532	3	concerning	concern	VERB
ejpam-2954	532	4	a	a	DET
ejpam-2954	532	5	new	new	ADJ
ejpam-2954	532	6	instrument	instrument	NOUN
ejpam-2954	532	7	for	for	ADP
ejpam-2954	532	8	econometric	econometric	ADJ
ejpam-2954	532	9	modeling	modeling	NOUN
ejpam-2954	532	10	.	.	PUNCT
ejpam-2954	533	1	econometric	econometric	PROPN
ejpam-2954	533	2	theory	theory	NOUN
ejpam-2954	533	3	,	,	PUNCT
ejpam-2954	533	4	21:278–297	21:278–297	PROPN
ejpam-2954	533	5	,	,	PUNCT
ejpam-2954	533	6	2005	2005	NUM
ejpam-2954	533	7	.	.	PUNCT
ejpam-2954	534	1	references	reference	NOUN
ejpam-2954	534	2	154	154	NUM
ejpam-2954	534	3	[	[	SYM
ejpam-2954	534	4	30	30	NUM
ejpam-2954	534	5	]	]	X
ejpam-2954	534	6	c.	c.	PROPN
ejpam-2954	534	7	w.	w.	PROPN
ejpam-2954	534	8	j.	j.	PROPN
ejpam-2954	534	9	granger	granger	PROPN
ejpam-2954	534	10	and	and	CCONJ
ejpam-2954	534	11	y.	y.	PROPN
ejpam-2954	534	12	jeon	jeon	PROPN
ejpam-2954	534	13	.	.	PUNCT
ejpam-2954	535	1	thick	thick	ADJ
ejpam-2954	535	2	modeling	modeling	NOUN
ejpam-2954	535	3	.	.	PUNCT
ejpam-2954	536	1	economic	economic	ADJ
ejpam-2954	536	2	modelling	modelling	NOUN
ejpam-2954	536	3	,	,	PUNCT
ejpam-2954	536	4	21:323–343	21:323–343	PROPN
ejpam-2954	536	5	,	,	PUNCT
ejpam-2954	536	6	2004	2004	NUM
ejpam-2954	536	7	.	.	PUNCT
ejpam-2954	537	1	[	[	X
ejpam-2954	537	2	31	31	NUM
ejpam-2954	537	3	]	]	PUNCT
ejpam-2954	537	4	c.	c.	PROPN
ejpam-2954	537	5	w.	w.	PROPN
ejpam-2954	537	6	j.	j.	PROPN
ejpam-2954	537	7	granger	granger	PROPN
ejpam-2954	537	8	,	,	PUNCT
ejpam-2954	537	9	m.	m.	PROPN
ejpam-2954	537	10	l.	l.	PROPN
ejpam-2954	537	11	king	king	PROPN
ejpam-2954	537	12	,	,	PUNCT
ejpam-2954	537	13	and	and	CCONJ
ejpam-2954	537	14	h.	h.	PROPN
ejpam-2954	537	15	white	white	PROPN
ejpam-2954	537	16	.	.	PUNCT
ejpam-2954	538	1	comments	comment	NOUN
ejpam-2954	538	2	on	on	ADP
ejpam-2954	538	3	testing	test	VERB
ejpam-2954	538	4	economic	economic	ADJ
ejpam-2954	538	5	theories	theory	NOUN
ejpam-2954	538	6	and	and	CCONJ
ejpam-2954	538	7	the	the	DET
ejpam-2954	538	8	use	use	NOUN
ejpam-2954	538	9	of	of	ADP
ejpam-2954	538	10	model	model	NOUN
ejpam-2954	538	11	selection	selection	NOUN
ejpam-2954	538	12	criteria	criterion	NOUN
ejpam-2954	538	13	.	.	PUNCT
ejpam-2954	539	1	journal	journal	NOUN
ejpam-2954	539	2	of	of	ADP
ejpam-2954	539	3	econometrics	econometric	NOUN
ejpam-2954	539	4	,	,	PUNCT
ejpam-2954	539	5	67:173–187	67:173–187	NUM
ejpam-2954	539	6	,	,	PUNCT
ejpam-2954	539	7	1995	1995	NUM
ejpam-2954	539	8	.	.	PUNCT
ejpam-2954	540	1	[	[	X
ejpam-2954	540	2	32	32	NUM
ejpam-2954	540	3	]	]	PUNCT
ejpam-2954	540	4	e.	e.	PROPN
ejpam-2954	540	5	j.	j.	PROPN
ejpam-2954	540	6	hannan	hannan	PROPN
ejpam-2954	540	7	and	and	CCONJ
ejpam-2954	540	8	b.	b.	PROPN
ejpam-2954	540	9	g.	g.	PROPN
ejpam-2954	540	10	quinn	quinn	PROPN
ejpam-2954	540	11	.	.	PUNCT
ejpam-2954	541	1	the	the	DET
ejpam-2954	541	2	determination	determination	NOUN
ejpam-2954	541	3	of	of	ADP
ejpam-2954	541	4	the	the	DET
ejpam-2954	541	5	order	order	NOUN
ejpam-2954	541	6	of	of	ADP
ejpam-2954	541	7	an	an	DET
ejpam-2954	541	8	autoregression	autoregression	NOUN
ejpam-2954	541	9	.	.	PUNCT
ejpam-2954	542	1	journal	journal	NOUN
ejpam-2954	542	2	of	of	ADP
ejpam-2954	542	3	the	the	DET
ejpam-2954	542	4	royal	royal	ADJ
ejpam-2954	542	5	statistical	statistical	ADJ
ejpam-2954	542	6	society	society	NOUN
ejpam-2954	542	7	,	,	PUNCT
ejpam-2954	542	8	b	b	NOUN
ejpam-2954	542	9	,	,	PUNCT
ejpam-2954	542	10	41:190–195	41:190–195	PROPN
ejpam-2954	542	11	,	,	PUNCT
ejpam-2954	542	12	1979	1979	NUM
ejpam-2954	542	13	.	.	PUNCT
ejpam-2954	543	1	[	[	X
ejpam-2954	543	2	33	33	NUM
ejpam-2954	543	3	]	]	PUNCT
ejpam-2954	543	4	b.	b.	PROPN
ejpam-2954	543	5	e.	e.	PROPN
ejpam-2954	543	6	hansen	hansen	PROPN
ejpam-2954	543	7	.	.	PROPN
ejpam-2954	543	8	least	least	ADJ
ejpam-2954	543	9	-	-	PUNCT
ejpam-2954	543	10	squares	square	NOUN
ejpam-2954	543	11	forecast	forecast	NOUN
ejpam-2954	543	12	averaging	averaging	NOUN
ejpam-2954	543	13	.	.	PUNCT
ejpam-2954	544	1	journal	journal	PROPN
ejpam-2954	544	2	of	of	ADP
ejpam-2954	544	3	econometrics	econometric	NOUN
ejpam-2954	544	4	,	,	PUNCT
ejpam-2954	544	5	146:342	146:342	NUM
ejpam-2954	544	6	–	–	PUNCT
ejpam-2954	544	7	350	350	NUM
ejpam-2954	544	8	,	,	PUNCT
ejpam-2954	544	9	2008	2008	NUM
ejpam-2954	544	10	.	.	PUNCT
ejpam-2954	545	1	[	[	X
ejpam-2954	545	2	34	34	NUM
ejpam-2954	545	3	]	]	X
ejpam-2954	545	4	d.	d.	PROPN
ejpam-2954	545	5	f.	f.	PROPN
ejpam-2954	545	6	hendry	hendry	PROPN
ejpam-2954	545	7	.	.	PUNCT
ejpam-2954	546	1	dynamic	dynamic	ADJ
ejpam-2954	546	2	econometrics	econometric	NOUN
ejpam-2954	546	3	.	.	PUNCT
ejpam-2954	547	1	oxford	oxford	PROPN
ejpam-2954	547	2	university	university	PROPN
ejpam-2954	547	3	press	press	NOUN
ejpam-2954	547	4	,	,	PUNCT
ejpam-2954	547	5	oxford	oxford	NOUN
ejpam-2954	547	6	,	,	PUNCT
ejpam-2954	547	7	1995	1995	NUM
ejpam-2954	547	8	.	.	PUNCT
ejpam-2954	548	1	[	[	X
ejpam-2954	548	2	35	35	NUM
ejpam-2954	548	3	]	]	X
ejpam-2954	548	4	d.	d.	PROPN
ejpam-2954	548	5	f.	f.	PROPN
ejpam-2954	548	6	hendry	hendry	PROPN
ejpam-2954	548	7	.	.	PUNCT
ejpam-2954	549	1	denis	denis	PROPN
ejpam-2954	549	2	sargan	sargan	VERB
ejpam-2954	549	3	and	and	CCONJ
ejpam-2954	549	4	the	the	DET
ejpam-2954	549	5	origins	origin	NOUN
ejpam-2954	549	6	of	of	ADP
ejpam-2954	549	7	lse	lse	PROPN
ejpam-2954	549	8	econometric	econometric	PROPN
ejpam-2954	549	9	methodology	methodology	NOUN
ejpam-2954	549	10	.	.	PUNCT
ejpam-2954	550	1	econometric	econometric	PROPN
ejpam-2954	550	2	theory	theory	NOUN
ejpam-2954	550	3	,	,	PUNCT
ejpam-2954	550	4	19:456–480	19:456–480	NUM
ejpam-2954	550	5	,	,	PUNCT
ejpam-2954	550	6	2003	2003	NUM
ejpam-2954	550	7	.	.	PUNCT
ejpam-2954	551	1	[	[	X
ejpam-2954	551	2	36	36	NUM
ejpam-2954	551	3	]	]	X
ejpam-2954	551	4	d.	d.	PROPN
ejpam-2954	551	5	f.	f.	PROPN
ejpam-2954	551	6	hendry	hendry	PROPN
ejpam-2954	551	7	.	.	PUNCT
ejpam-2954	552	1	the	the	DET
ejpam-2954	552	2	methodology	methodology	NOUN
ejpam-2954	552	3	of	of	ADP
ejpam-2954	552	4	empirical	empirical	ADJ
ejpam-2954	552	5	econometric	econometric	ADJ
ejpam-2954	552	6	modeling	modeling	NOUN
ejpam-2954	552	7	:	:	PUNCT
ejpam-2954	552	8	applied	apply	VERB
ejpam-2954	552	9	econometrics	econometric	NOUN
ejpam-2954	552	10	through	through	ADP
ejpam-2954	552	11	the	the	DET
ejpam-2954	552	12	looking	look	VERB
ejpam-2954	552	13	-	-	PUNCT
ejpam-2954	552	14	glass	glass	NOUN
ejpam-2954	552	15	.	.	PUNCT
ejpam-2954	553	1	in	in	ADP
ejpam-2954	553	2	t.	t.	PROPN
ejpam-2954	553	3	c.	c.	PROPN
ejpam-2954	553	4	mills	mills	PROPN
ejpam-2954	553	5	and	and	CCONJ
ejpam-2954	553	6	k.	k.	PROPN
ejpam-2954	553	7	d.	d.	PROPN
ejpam-2954	553	8	patterson	patterson	PROPN
ejpam-2954	553	9	,	,	PUNCT
ejpam-2954	553	10	editors	editor	NOUN
ejpam-2954	553	11	,	,	PUNCT
ejpam-2954	553	12	palgrave	palgrave	ADJ
ejpam-2954	553	13	handbook	handbook	NOUN
ejpam-2954	553	14	of	of	ADP
ejpam-2954	553	15	econometrics	econometric	NOUN
ejpam-2954	553	16	,	,	PUNCT
ejpam-2954	553	17	pages	page	NOUN
ejpam-2954	553	18	3–67	3–67	ADJ
ejpam-2954	553	19	.	.	PUNCT
ejpam-2954	554	1	palgrave	palgrave	PROPN
ejpam-2954	554	2	macmillan	macmillan	PROPN
ejpam-2954	554	3	,	,	PUNCT
ejpam-2954	554	4	basingstoke	basingstoke	PROPN
ejpam-2954	554	5	,	,	PUNCT
ejpam-2954	554	6	2009	2009	NUM
ejpam-2954	554	7	.	.	PUNCT
ejpam-2954	555	1	[	[	X
ejpam-2954	555	2	37	37	NUM
ejpam-2954	555	3	]	]	X
ejpam-2954	555	4	d.	d.	PROPN
ejpam-2954	555	5	f.	f.	PROPN
ejpam-2954	555	6	hendry	hendry	PROPN
ejpam-2954	555	7	.	.	PUNCT
ejpam-2954	556	1	revisiting	revisit	VERB
ejpam-2954	556	2	uk	uk	PROPN
ejpam-2954	556	3	consumers	consumer	NOUN
ejpam-2954	556	4	’	'	PUNCT
ejpam-2954	556	5	expenditure	expenditure	NOUN
ejpam-2954	556	6	:	:	PUNCT
ejpam-2954	556	7	cointegration	cointegration	NOUN
ejpam-2954	556	8	,	,	PUNCT
ejpam-2954	556	9	breaks	break	NOUN
ejpam-2954	556	10	,	,	PUNCT
ejpam-2954	556	11	and	and	CCONJ
ejpam-2954	556	12	robust	robust	ADJ
ejpam-2954	556	13	forecasts	forecast	NOUN
ejpam-2954	556	14	.	.	PUNCT
ejpam-2954	557	1	applied	apply	VERB
ejpam-2954	557	2	financial	financial	ADJ
ejpam-2954	557	3	economics	economic	NOUN
ejpam-2954	557	4	,	,	PUNCT
ejpam-2954	557	5	21:19–32	21:19–32	PROPN
ejpam-2954	557	6	,	,	PUNCT
ejpam-2954	557	7	2010	2010	NUM
ejpam-2954	557	8	.	.	PUNCT
ejpam-2954	558	1	[	[	X
ejpam-2954	558	2	38	38	NUM
ejpam-2954	558	3	]	]	X
ejpam-2954	558	4	d.	d.	PROPN
ejpam-2954	558	5	f.	f.	PROPN
ejpam-2954	558	6	hendry	hendry	PROPN
ejpam-2954	558	7	and	and	CCONJ
ejpam-2954	558	8	m.	m.	PROPN
ejpam-2954	558	9	p.	p.	PROPN
ejpam-2954	558	10	clements	clements	PROPN
ejpam-2954	558	11	.	.	PUNCT
ejpam-2954	559	1	pooling	pool	VERB
ejpam-2954	559	2	of	of	ADP
ejpam-2954	559	3	forecasts	forecast	NOUN
ejpam-2954	559	4	.	.	PUNCT
ejpam-2954	560	1	econometrics	econometric	NOUN
ejpam-2954	560	2	journal	journal	NOUN
ejpam-2954	560	3	,	,	PUNCT
ejpam-2954	560	4	7:1–31	7:1–31	PROPN
ejpam-2954	560	5	,	,	PUNCT
ejpam-2954	560	6	2004	2004	NUM
ejpam-2954	560	7	.	.	PUNCT
ejpam-2954	561	1	[	[	X
ejpam-2954	561	2	39	39	NUM
ejpam-2954	561	3	]	]	PUNCT
ejpam-2954	561	4	d.	d.	PROPN
ejpam-2954	561	5	f.	f.	PROPN
ejpam-2954	561	6	hendry	hendry	PROPN
ejpam-2954	561	7	and	and	CCONJ
ejpam-2954	561	8	j.	j.	PROPN
ejpam-2954	561	9	a.	a.	PROPN
ejpam-2954	561	10	doornik	doornik	PROPN
ejpam-2954	561	11	.	.	PUNCT
ejpam-2954	562	1	empirical	empirical	ADJ
ejpam-2954	562	2	model	model	NOUN
ejpam-2954	562	3	discovery	discovery	NOUN
ejpam-2954	562	4	and	and	CCONJ
ejpam-2954	562	5	theory	theory	NOUN
ejpam-2954	562	6	evaluation	evaluation	NOUN
ejpam-2954	562	7	.	.	PUNCT
ejpam-2954	563	1	mit	mit	PROPN
ejpam-2954	563	2	press	press	PROPN
ejpam-2954	563	3	,	,	PUNCT
ejpam-2954	563	4	cambridge	cambridge	PROPN
ejpam-2954	563	5	ma	ma	PROPN
ejpam-2954	563	6	,	,	PUNCT
ejpam-2954	563	7	2014	2014	NUM
ejpam-2954	563	8	.	.	PUNCT
ejpam-2954	564	1	[	[	X
ejpam-2954	564	2	40	40	NUM
ejpam-2954	564	3	]	]	PUNCT
ejpam-2954	564	4	d.	d.	PROPN
ejpam-2954	564	5	f.	f.	PROPN
ejpam-2954	564	6	hendry	hendry	PROPN
ejpam-2954	564	7	and	and	CCONJ
ejpam-2954	564	8	s.	s.	PROPN
ejpam-2954	564	9	johansen	johansen	PROPN
ejpam-2954	564	10	.	.	PUNCT
ejpam-2954	565	1	model	model	PROPN
ejpam-2954	565	2	discovery	discovery	PROPN
ejpam-2954	565	3	and	and	CCONJ
ejpam-2954	565	4	trygve	trygve	NOUN
ejpam-2954	565	5	haavelmo	haavelmo	NOUN
ejpam-2954	565	6	’s	’s	PART
ejpam-2954	565	7	legacy	legacy	NOUN
ejpam-2954	565	8	.	.	PUNCT
ejpam-2954	566	1	econometric	econometric	PROPN
ejpam-2954	566	2	theory	theory	NOUN
ejpam-2954	566	3	,	,	PUNCT
ejpam-2954	566	4	31:93–114	31:93–114	NUM
ejpam-2954	566	5	,	,	PUNCT
ejpam-2954	566	6	2015	2015	NUM
ejpam-2954	566	7	.	.	PUNCT
ejpam-2954	567	1	[	[	X
ejpam-2954	567	2	41	41	NUM
ejpam-2954	567	3	]	]	X
ejpam-2954	567	4	d.	d.	PROPN
ejpam-2954	567	5	f.	f.	PROPN
ejpam-2954	567	6	hendry	hendry	PROPN
ejpam-2954	567	7	,	,	PUNCT
ejpam-2954	567	8	s.	s.	PROPN
ejpam-2954	567	9	johansen	johansen	PROPN
ejpam-2954	567	10	,	,	PUNCT
ejpam-2954	567	11	and	and	CCONJ
ejpam-2954	567	12	c.	c.	PROPN
ejpam-2954	567	13	santos	santos	PROPN
ejpam-2954	567	14	.	.	PUNCT
ejpam-2954	568	1	automatic	automatic	ADJ
ejpam-2954	568	2	selection	selection	NOUN
ejpam-2954	568	3	of	of	ADP
ejpam-2954	568	4	indicators	indicator	NOUN
ejpam-2954	568	5	in	in	ADP
ejpam-2954	568	6	a	a	DET
ejpam-2954	568	7	fully	fully	ADV
ejpam-2954	568	8	saturated	saturate	VERB
ejpam-2954	568	9	regression	regression	NOUN
ejpam-2954	568	10	.	.	PUNCT
ejpam-2954	569	1	computational	computational	ADJ
ejpam-2954	569	2	statistics	statistic	NOUN
ejpam-2954	569	3	,	,	PUNCT
ejpam-2954	569	4	33:317–335	33:317–335	NUM
ejpam-2954	569	5	,	,	PUNCT
ejpam-2954	569	6	2008	2008	NUM
ejpam-2954	569	7	.	.	PUNCT
ejpam-2954	570	1	erratum	erratum	PROPN
ejpam-2954	570	2	,	,	PUNCT
ejpam-2954	570	3	337–339	337–339	NUM
ejpam-2954	570	4	.	.	PUNCT
ejpam-2954	571	1	[	[	X
ejpam-2954	571	2	42	42	NUM
ejpam-2954	571	3	]	]	X
ejpam-2954	571	4	d.	d.	PROPN
ejpam-2954	571	5	f.	f.	PROPN
ejpam-2954	571	6	hendry	hendry	PROPN
ejpam-2954	571	7	and	and	CCONJ
ejpam-2954	571	8	h	h	NOUN
ejpam-2954	571	9	-	-	PUNCT
ejpam-2954	571	10	m.	m.	NOUN
ejpam-2954	571	11	krolzig	krolzig	PROPN
ejpam-2954	571	12	.	.	PUNCT
ejpam-2954	572	1	improving	improve	VERB
ejpam-2954	572	2	on	on	ADP
ejpam-2954	572	3	‘	'	PUNCT
ejpam-2954	572	4	data	data	NOUN
ejpam-2954	572	5	mining	mining	NOUN
ejpam-2954	572	6	reconsidered	reconsider	VERB
ejpam-2954	572	7	’	'	PUNCT
ejpam-2954	572	8	by	by	ADP
ejpam-2954	572	9	k.d	k.d	PROPN
ejpam-2954	572	10	.	.	PROPN
ejpam-2954	572	11	hoover	hoover	PROPN
ejpam-2954	572	12	and	and	CCONJ
ejpam-2954	572	13	s.j	s.j	PROPN
ejpam-2954	572	14	.	.	PROPN
ejpam-2954	572	15	perez	perez	PROPN
ejpam-2954	572	16	.	.	PUNCT
ejpam-2954	573	1	econometrics	econometric	NOUN
ejpam-2954	573	2	journal	journal	NOUN
ejpam-2954	573	3	,	,	PUNCT
ejpam-2954	573	4	2:41–58	2:41–58	PROPN
ejpam-2954	573	5	,	,	PUNCT
ejpam-2954	573	6	1999	1999	NUM
ejpam-2954	573	7	.	.	PUNCT
ejpam-2954	574	1	[	[	X
ejpam-2954	574	2	43	43	NUM
ejpam-2954	574	3	]	]	X
ejpam-2954	574	4	d.	d.	PROPN
ejpam-2954	574	5	f.	f.	PROPN
ejpam-2954	574	6	hendry	hendry	PROPN
ejpam-2954	574	7	and	and	CCONJ
ejpam-2954	574	8	h.-m	h.-m	PROPN
ejpam-2954	574	9	.	.	PUNCT
ejpam-2954	575	1	krolzig	krolzig	PROPN
ejpam-2954	575	2	.	.	PUNCT
ejpam-2954	576	1	the	the	DET
ejpam-2954	576	2	properties	property	NOUN
ejpam-2954	576	3	of	of	ADP
ejpam-2954	576	4	automatic	automatic	ADJ
ejpam-2954	576	5	gets	get	VERB
ejpam-2954	576	6	modelling	modelling	NOUN
ejpam-2954	576	7	.	.	PUNCT
ejpam-2954	577	1	economic	economic	ADJ
ejpam-2954	577	2	journal	journal	NOUN
ejpam-2954	577	3	,	,	PUNCT
ejpam-2954	577	4	115	115	NUM
ejpam-2954	577	5	:	:	PUNCT
ejpam-2954	577	6	c32	c32	NOUN
ejpam-2954	577	7	–	–	PUNCT
ejpam-2954	577	8	c61	c61	ADJ
ejpam-2954	577	9	,	,	PUNCT
ejpam-2954	577	10	2005	2005	NUM
ejpam-2954	577	11	.	.	PUNCT
ejpam-2954	578	1	[	[	X
ejpam-2954	578	2	44	44	NUM
ejpam-2954	578	3	]	]	PUNCT
ejpam-2954	578	4	d.	d.	PROPN
ejpam-2954	578	5	f.	f.	PROPN
ejpam-2954	578	6	hendry	hendry	PROPN
ejpam-2954	578	7	and	and	CCONJ
ejpam-2954	578	8	j.	j.	PROPN
ejpam-2954	578	9	j.	j.	PROPN
ejpam-2954	578	10	reade	reade	PROPN
ejpam-2954	578	11	.	.	PUNCT
ejpam-2954	579	1	modelling	modelling	NOUN
ejpam-2954	579	2	and	and	CCONJ
ejpam-2954	579	3	forecasting	forecasting	NOUN
ejpam-2954	579	4	using	use	VERB
ejpam-2954	579	5	model	model	NOUN
ejpam-2954	579	6	averaging	averaging	NOUN
ejpam-2954	579	7	.	.	PUNCT
ejpam-2954	580	1	working	work	VERB
ejpam-2954	580	2	paper	paper	NOUN
ejpam-2954	580	3	,	,	PUNCT
ejpam-2954	580	4	economics	economics	PROPN
ejpam-2954	580	5	department	department	PROPN
ejpam-2954	580	6	,	,	PUNCT
ejpam-2954	580	7	oxford	oxford	PROPN
ejpam-2954	580	8	university	university	PROPN
ejpam-2954	580	9	,	,	PUNCT
ejpam-2954	580	10	2008	2008	NUM
ejpam-2954	580	11	.	.	PUNCT
ejpam-2954	581	1	[	[	X
ejpam-2954	581	2	45	45	NUM
ejpam-2954	581	3	]	]	X
ejpam-2954	581	4	d.	d.	PROPN
ejpam-2954	581	5	f.	f.	PROPN
ejpam-2954	581	6	hendry	hendry	PROPN
ejpam-2954	581	7	and	and	CCONJ
ejpam-2954	581	8	j.-f	j.-f	PROPN
ejpam-2954	581	9	.	.	PUNCT
ejpam-2954	582	1	richard	richard	PROPN
ejpam-2954	582	2	.	.	PUNCT
ejpam-2954	583	1	on	on	ADP
ejpam-2954	583	2	the	the	DET
ejpam-2954	583	3	formulation	formulation	NOUN
ejpam-2954	583	4	of	of	ADP
ejpam-2954	583	5	empirical	empirical	ADJ
ejpam-2954	583	6	models	model	NOUN
ejpam-2954	583	7	in	in	ADP
ejpam-2954	583	8	dynamic	dynamic	ADJ
ejpam-2954	583	9	econometrics	econometric	NOUN
ejpam-2954	583	10	.	.	PUNCT
ejpam-2954	584	1	in	in	ADP
ejpam-2954	584	2	b.	b.	PROPN
ejpam-2954	584	3	cornet	cornet	PROPN
ejpam-2954	584	4	and	and	CCONJ
ejpam-2954	584	5	h.	h.	PROPN
ejpam-2954	584	6	tulkens	tulkens	PROPN
ejpam-2954	584	7	,	,	PUNCT
ejpam-2954	584	8	editors	editor	NOUN
ejpam-2954	584	9	,	,	PUNCT
ejpam-2954	584	10	contributions	contribution	NOUN
ejpam-2954	584	11	to	to	ADP
ejpam-2954	584	12	operations	operation	NOUN
ejpam-2954	584	13	research	research	NOUN
ejpam-2954	584	14	and	and	CCONJ
ejpam-2954	584	15	economics	economic	NOUN
ejpam-2954	584	16	:	:	PUNCT
ejpam-2954	584	17	the	the	DET
ejpam-2954	584	18	twentieth	twentieth	ADJ
ejpam-2954	584	19	anniversary	anniversary	NOUN
ejpam-2954	584	20	of	of	ADP
ejpam-2954	584	21	core	core	NOUN
ejpam-2954	584	22	.	.	PUNCT
ejpam-2954	585	1	mit	mit	PROPN
ejpam-2954	585	2	press	press	PROPN
ejpam-2954	585	3	,	,	PUNCT
ejpam-2954	585	4	cambridge	cambridge	PROPN
ejpam-2954	585	5	,	,	PUNCT
ejpam-2954	585	6	massachusetts	massachusetts	PROPN
ejpam-2954	585	7	,	,	PUNCT
ejpam-2954	585	8	1989	1989	NUM
ejpam-2954	585	9	.	.	PUNCT
ejpam-2954	586	1	references	reference	NOUN
ejpam-2954	586	2	155	155	NUM
ejpam-2954	586	3	[	[	X
ejpam-2954	586	4	46	46	NUM
ejpam-2954	586	5	]	]	X
ejpam-2954	586	6	d.	d.	PROPN
ejpam-2954	586	7	f.	f.	PROPN
ejpam-2954	586	8	hendry	hendry	PROPN
ejpam-2954	586	9	and	and	CCONJ
ejpam-2954	586	10	c.	c.	PROPN
ejpam-2954	586	11	santos	santos	PROPN
ejpam-2954	586	12	.	.	PUNCT
ejpam-2954	587	1	an	an	DET
ejpam-2954	587	2	automatic	automatic	ADJ
ejpam-2954	587	3	test	test	NOUN
ejpam-2954	587	4	of	of	ADP
ejpam-2954	587	5	super	super	ADJ
ejpam-2954	587	6	exogeneity	exogeneity	NOUN
ejpam-2954	587	7	.	.	PUNCT
ejpam-2954	588	1	in	in	ADP
ejpam-2954	588	2	m.	m.	PROPN
ejpam-2954	588	3	w.	w.	PROPN
ejpam-2954	588	4	watson	watson	PROPN
ejpam-2954	588	5	,	,	PUNCT
ejpam-2954	588	6	t.	t.	PROPN
ejpam-2954	588	7	bollerslev	bollerslev	NOUN
ejpam-2954	588	8	,	,	PUNCT
ejpam-2954	588	9	and	and	CCONJ
ejpam-2954	588	10	j.	j.	PROPN
ejpam-2954	588	11	russell	russell	PROPN
ejpam-2954	588	12	,	,	PUNCT
ejpam-2954	588	13	editors	editor	NOUN
ejpam-2954	588	14	,	,	PUNCT
ejpam-2954	588	15	volatility	volatility	NOUN
ejpam-2954	588	16	and	and	CCONJ
ejpam-2954	588	17	time	time	NOUN
ejpam-2954	588	18	series	series	PROPN
ejpam-2954	588	19	econometrics	econometric	NOUN
ejpam-2954	588	20	,	,	PUNCT
ejpam-2954	588	21	pages	page	NOUN
ejpam-2954	588	22	164–193	164–193	NUM
ejpam-2954	588	23	.	.	PUNCT
ejpam-2954	589	1	oxford	oxford	PROPN
ejpam-2954	589	2	university	university	PROPN
ejpam-2954	589	3	press	press	NOUN
ejpam-2954	589	4	,	,	PUNCT
ejpam-2954	589	5	oxford	oxford	PROPN
ejpam-2954	589	6	,	,	PUNCT
ejpam-2954	589	7	2010	2010	NUM
ejpam-2954	589	8	.	.	PUNCT
ejpam-2954	590	1	[	[	X
ejpam-2954	590	2	47	47	NUM
ejpam-2954	590	3	]	]	X
ejpam-2954	590	4	r.	r.	PROPN
ejpam-2954	590	5	r.	r.	PROPN
ejpam-2954	590	6	hocking	hocking	PROPN
ejpam-2954	590	7	and	and	CCONJ
ejpam-2954	590	8	r.	r.	PROPN
ejpam-2954	590	9	n.	n.	PROPN
ejpam-2954	590	10	leslie	leslie	PROPN
ejpam-2954	590	11	.	.	PUNCT
ejpam-2954	591	1	selection	selection	NOUN
ejpam-2954	591	2	of	of	ADP
ejpam-2954	591	3	the	the	DET
ejpam-2954	591	4	best	good	ADJ
ejpam-2954	591	5	subset	subset	NOUN
ejpam-2954	591	6	in	in	ADP
ejpam-2954	591	7	regression	regression	NOUN
ejpam-2954	591	8	analysis	analysis	NOUN
ejpam-2954	591	9	.	.	PUNCT
ejpam-2954	592	1	technometrics	technometric	NOUN
ejpam-2954	592	2	,	,	PUNCT
ejpam-2954	592	3	9:531–540	9:531–540	NUM
ejpam-2954	592	4	,	,	PUNCT
ejpam-2954	592	5	1967	1967	NUM
ejpam-2954	592	6	.	.	PUNCT
ejpam-2954	593	1	[	[	X
ejpam-2954	593	2	48	48	NUM
ejpam-2954	593	3	]	]	PUNCT
ejpam-2954	593	4	a.	a.	PROPN
ejpam-2954	593	5	e.	e.	PROPN
ejpam-2954	593	6	hoerl	hoerl	PROPN
ejpam-2954	593	7	and	and	CCONJ
ejpam-2954	593	8	r.	r.	PROPN
ejpam-2954	593	9	w.	w.	PROPN
ejpam-2954	593	10	kennard	kennard	PROPN
ejpam-2954	593	11	.	.	PUNCT
ejpam-2954	594	1	ridge	ridge	PROPN
ejpam-2954	594	2	regression	regression	PROPN
ejpam-2954	594	3	:	:	PUNCT
ejpam-2954	594	4	applications	application	NOUN
ejpam-2954	594	5	to	to	ADP
ejpam-2954	594	6	nonorthogonal	nonorthogonal	ADJ
ejpam-2954	594	7	problems	problem	NOUN
ejpam-2954	594	8	.	.	PUNCT
ejpam-2954	595	1	technometrics	technometric	NOUN
ejpam-2954	595	2	,	,	PUNCT
ejpam-2954	595	3	12:69–82	12:69–82	NUM
ejpam-2954	595	4	,	,	PUNCT
ejpam-2954	595	5	1970	1970	NUM
ejpam-2954	595	6	.	.	PUNCT
ejpam-2954	596	1	[	[	X
ejpam-2954	596	2	49	49	NUM
ejpam-2954	596	3	]	]	PUNCT
ejpam-2954	596	4	a.	a.	PROPN
ejpam-2954	596	5	e.	e.	PROPN
ejpam-2954	596	6	hoerl	hoerl	PROPN
ejpam-2954	596	7	and	and	CCONJ
ejpam-2954	596	8	r.	r.	PROPN
ejpam-2954	596	9	w.	w.	PROPN
ejpam-2954	596	10	kennard	kennard	PROPN
ejpam-2954	596	11	.	.	PUNCT
ejpam-2954	597	1	ridge	ridge	PROPN
ejpam-2954	597	2	regression	regression	PROPN
ejpam-2954	597	3	:	:	PUNCT
ejpam-2954	597	4	biased	biased	ADJ
ejpam-2954	597	5	estimation	estimation	NOUN
ejpam-2954	597	6	for	for	ADP
ejpam-2954	597	7	nonorthogonal	nonorthogonal	ADJ
ejpam-2954	597	8	problems	problem	NOUN
ejpam-2954	597	9	.	.	PUNCT
ejpam-2954	598	1	technometrics	technometric	NOUN
ejpam-2954	598	2	,	,	PUNCT
ejpam-2954	598	3	12:55–67	12:55–67	NUM
ejpam-2954	598	4	,	,	PUNCT
ejpam-2954	598	5	1970	1970	NUM
ejpam-2954	598	6	.	.	PUNCT
ejpam-2954	599	1	[	[	X
ejpam-2954	599	2	50	50	NUM
ejpam-2954	599	3	]	]	PUNCT
ejpam-2954	599	4	j.	j.	PROPN
ejpam-2954	599	5	a.	a.	PROPN
ejpam-2954	599	6	hoeting	hoeting	PROPN
ejpam-2954	599	7	,	,	PUNCT
ejpam-2954	599	8	d.	d.	PROPN
ejpam-2954	599	9	madigan	madigan	PROPN
ejpam-2954	599	10	,	,	PUNCT
ejpam-2954	599	11	a.	a.	PROPN
ejpam-2954	599	12	e.	e.	PROPN
ejpam-2954	599	13	raftery	raftery	PROPN
ejpam-2954	599	14	,	,	PUNCT
ejpam-2954	599	15	and	and	CCONJ
ejpam-2954	599	16	c.	c.	PROPN
ejpam-2954	599	17	t.	t.	PROPN
ejpam-2954	599	18	volinsky	volinsky	PROPN
ejpam-2954	599	19	.	.	PUNCT
ejpam-2954	600	1	bayesian	bayesian	NOUN
ejpam-2954	600	2	model	model	NOUN
ejpam-2954	600	3	averaging	averaging	NOUN
ejpam-2954	600	4	:	:	PUNCT
ejpam-2954	600	5	a	a	DET
ejpam-2954	600	6	tutorial	tutorial	NOUN
ejpam-2954	600	7	.	.	PUNCT
ejpam-2954	601	1	statistical	statistical	ADJ
ejpam-2954	601	2	science	science	NOUN
ejpam-2954	601	3	,	,	PUNCT
ejpam-2954	601	4	14:382–417	14:382–417	NUM
ejpam-2954	601	5	,	,	PUNCT
ejpam-2954	601	6	1999	1999	NUM
ejpam-2954	601	7	.	.	PUNCT
ejpam-2954	602	1	[	[	X
ejpam-2954	602	2	51	51	NUM
ejpam-2954	602	3	]	]	PUNCT
ejpam-2954	602	4	k.	k.	PROPN
ejpam-2954	602	5	d.	d.	PROPN
ejpam-2954	602	6	hoover	hoover	PROPN
ejpam-2954	602	7	and	and	CCONJ
ejpam-2954	602	8	s.	s.	PROPN
ejpam-2954	602	9	j.	j.	PROPN
ejpam-2954	602	10	perez	perez	PROPN
ejpam-2954	602	11	.	.	PUNCT
ejpam-2954	603	1	data	data	PROPN
ejpam-2954	603	2	mining	mining	NOUN
ejpam-2954	603	3	reconsidered	reconsider	VERB
ejpam-2954	603	4	:	:	PUNCT
ejpam-2954	603	5	encompassing	encompass	VERB
ejpam-2954	603	6	and	and	CCONJ
ejpam-2954	603	7	the	the	DET
ejpam-2954	603	8	general	general	ADJ
ejpam-2954	603	9	-	-	PUNCT
ejpam-2954	603	10	to	to	ADP
ejpam-2954	603	11	-	-	PUNCT
ejpam-2954	603	12	specific	specific	ADJ
ejpam-2954	603	13	approach	approach	NOUN
ejpam-2954	603	14	to	to	ADP
ejpam-2954	603	15	specification	specification	NOUN
ejpam-2954	603	16	search	search	NOUN
ejpam-2954	603	17	.	.	PUNCT
ejpam-2954	604	1	econometrics	econometric	NOUN
ejpam-2954	604	2	journal	journal	NOUN
ejpam-2954	604	3	,	,	PUNCT
ejpam-2954	604	4	2:167	2:167	NUM
ejpam-2954	604	5	–	–	PUNCT
ejpam-2954	604	6	191	191	NUM
ejpam-2954	604	7	,	,	PUNCT
ejpam-2954	604	8	1999	1999	NUM
ejpam-2954	604	9	.	.	PUNCT
ejpam-2954	605	1	[	[	X
ejpam-2954	605	2	52	52	NUM
ejpam-2954	605	3	]	]	PUNCT
ejpam-2954	605	4	s.	s.	PROPN
ejpam-2954	605	5	johansen	johansen	PROPN
ejpam-2954	605	6	and	and	CCONJ
ejpam-2954	605	7	b.	b.	PROPN
ejpam-2954	605	8	nielsen	nielsen	PROPN
ejpam-2954	605	9	.	.	PUNCT
ejpam-2954	606	1	an	an	DET
ejpam-2954	606	2	analysis	analysis	NOUN
ejpam-2954	606	3	of	of	ADP
ejpam-2954	606	4	the	the	DET
ejpam-2954	606	5	indicator	indicator	NOUN
ejpam-2954	606	6	saturation	saturation	NOUN
ejpam-2954	606	7	estimator	estimator	NOUN
ejpam-2954	606	8	as	as	ADP
ejpam-2954	606	9	a	a	DET
ejpam-2954	606	10	robust	robust	ADJ
ejpam-2954	606	11	regression	regression	NOUN
ejpam-2954	606	12	estimator	estimator	NOUN
ejpam-2954	606	13	.	.	PUNCT
ejpam-2954	607	1	in	in	ADP
ejpam-2954	607	2	castle	castle	NOUN
ejpam-2954	607	3	and	and	CCONJ
ejpam-2954	607	4	shephard	shephard	NOUN
ejpam-2954	607	5	[	[	X
ejpam-2954	607	6	15	15	NUM
ejpam-2954	607	7	]	]	PUNCT
ejpam-2954	607	8	,	,	PUNCT
ejpam-2954	607	9	pages	page	NOUN
ejpam-2954	607	10	1–36	1–36	PRON
ejpam-2954	607	11	.	.	PUNCT
ejpam-2954	608	1	[	[	X
ejpam-2954	608	2	53	53	NUM
ejpam-2954	608	3	]	]	PUNCT
ejpam-2954	608	4	s.	s.	PROPN
ejpam-2954	608	5	johansen	johansen	PROPN
ejpam-2954	608	6	and	and	CCONJ
ejpam-2954	608	7	b.	b.	PROPN
ejpam-2954	608	8	nielsen	nielsen	PROPN
ejpam-2954	608	9	.	.	PUNCT
ejpam-2954	609	1	outlier	outlier	PROPN
ejpam-2954	609	2	detection	detection	NOUN
ejpam-2954	609	3	algorithms	algorithm	NOUN
ejpam-2954	609	4	for	for	ADP
ejpam-2954	609	5	least	least	ADJ
ejpam-2954	609	6	squares	square	NOUN
ejpam-2954	609	7	time	time	NOUN
ejpam-2954	609	8	series	series	PROPN
ejpam-2954	609	9	regression	regression	PROPN
ejpam-2954	609	10	.	.	PUNCT
ejpam-2954	610	1	scandinavian	scandinavian	ADJ
ejpam-2954	610	2	journal	journal	PROPN
ejpam-2954	610	3	of	of	ADP
ejpam-2954	610	4	statistics	statistic	NOUN
ejpam-2954	610	5	,	,	PUNCT
ejpam-2954	610	6	43(2):321–348	43(2):321–348	PROPN
ejpam-2954	610	7	,	,	PUNCT
ejpam-2954	610	8	2016	2016	NUM
ejpam-2954	610	9	.	.	PUNCT
ejpam-2954	611	1	with	with	ADP
ejpam-2954	611	2	discussion	discussion	NOUN
ejpam-2954	611	3	.	.	PUNCT
ejpam-2954	612	1	[	[	X
ejpam-2954	612	2	54	54	NUM
ejpam-2954	612	3	]	]	PUNCT
ejpam-2954	612	4	l.	l.	PROPN
ejpam-2954	612	5	r.	r.	PROPN
ejpam-2954	612	6	lamotte	lamotte	PROPN
ejpam-2954	612	7	and	and	CCONJ
ejpam-2954	612	8	r.	r.	PROPN
ejpam-2954	612	9	r.	r.	PROPN
ejpam-2954	612	10	hocking	hocking	PROPN
ejpam-2954	612	11	.	.	PUNCT
ejpam-2954	613	1	computational	computational	ADJ
ejpam-2954	613	2	efficiency	efficiency	NOUN
ejpam-2954	613	3	in	in	ADP
ejpam-2954	613	4	the	the	DET
ejpam-2954	613	5	selection	selection	NOUN
ejpam-2954	613	6	of	of	ADP
ejpam-2954	613	7	regression	regression	NOUN
ejpam-2954	613	8	variables	variable	NOUN
ejpam-2954	613	9	.	.	PUNCT
ejpam-2954	614	1	technometrics	technometric	NOUN
ejpam-2954	614	2	,	,	PUNCT
ejpam-2954	614	3	12:83–93	12:83–93	NUM
ejpam-2954	614	4	,	,	PUNCT
ejpam-2954	614	5	1970	1970	NUM
ejpam-2954	614	6	.	.	PUNCT
ejpam-2954	615	1	[	[	X
ejpam-2954	615	2	55	55	NUM
ejpam-2954	615	3	]	]	PUNCT
ejpam-2954	615	4	e.	e.	PROPN
ejpam-2954	615	5	e.	e.	PROPN
ejpam-2954	615	6	leamer	leamer	PROPN
ejpam-2954	615	7	.	.	PUNCT
ejpam-2954	616	1	let	let	VERB
ejpam-2954	616	2	’s	’s	NOUN
ejpam-2954	616	3	take	take	VERB
ejpam-2954	616	4	the	the	DET
ejpam-2954	616	5	con	con	NOUN
ejpam-2954	616	6	out	out	ADP
ejpam-2954	616	7	of	of	ADP
ejpam-2954	616	8	econometrics	econometric	NOUN
ejpam-2954	616	9	.	.	PUNCT
ejpam-2954	617	1	american	american	PROPN
ejpam-2954	617	2	economic	economic	PROPN
ejpam-2954	617	3	review	review	PROPN
ejpam-2954	617	4	,	,	PUNCT
ejpam-2954	617	5	73:31–43	73:31–43	PROPN
ejpam-2954	617	6	,	,	PUNCT
ejpam-2954	617	7	1983	1983	NUM
ejpam-2954	617	8	.	.	PUNCT
ejpam-2954	618	1	reprinted	reprint	VERB
ejpam-2954	618	2	in	in	ADP
ejpam-2954	618	3	granger	granger	PROPN
ejpam-2954	618	4	(	(	PUNCT
ejpam-2954	618	5	1990	1990	NUM
ejpam-2954	618	6	)	)	PUNCT
ejpam-2954	618	7	,	,	PUNCT
ejpam-2954	618	8	pp	pp	PROPN
ejpam-2954	618	9	.	.	PUNCT
ejpam-2954	619	1	29–49	29–49	NUM
ejpam-2954	619	2	.	.	PUNCT
ejpam-2954	620	1	[	[	X
ejpam-2954	620	2	56	56	NUM
ejpam-2954	620	3	]	]	X
ejpam-2954	620	4	p.	p.	NOUN
ejpam-2954	620	5	mcnelis	mcnelis	PROPN
ejpam-2954	620	6	and	and	CCONJ
ejpam-2954	620	7	p.	p.	PROPN
ejpam-2954	620	8	mcadam	mcadam	PROPN
ejpam-2954	620	9	.	.	PUNCT
ejpam-2954	621	1	forecasting	forecast	VERB
ejpam-2954	621	2	inflation	inflation	NOUN
ejpam-2954	621	3	with	with	ADP
ejpam-2954	621	4	thick	thick	ADJ
ejpam-2954	621	5	models	model	NOUN
ejpam-2954	621	6	and	and	CCONJ
ejpam-2954	621	7	neural	neural	ADJ
ejpam-2954	621	8	networks	network	NOUN
ejpam-2954	621	9	.	.	PUNCT
ejpam-2954	622	1	working	work	VERB
ejpam-2954	622	2	paper	paper	NOUN
ejpam-2954	622	3	352	352	NUM
ejpam-2954	622	4	,	,	PUNCT
ejpam-2954	622	5	european	european	PROPN
ejpam-2954	622	6	central	central	PROPN
ejpam-2954	622	7	bank	bank	PROPN
ejpam-2954	622	8	,	,	PUNCT
ejpam-2954	622	9	2004	2004	NUM
ejpam-2954	622	10	.	.	PUNCT
ejpam-2954	623	1	[	[	X
ejpam-2954	623	2	57	57	NUM
ejpam-2954	623	3	]	]	PUNCT
ejpam-2954	623	4	g.	g.	PROPN
ejpam-2954	623	5	e.	e.	PROPN
ejpam-2954	623	6	mizon	mizon	PROPN
ejpam-2954	623	7	.	.	PUNCT
ejpam-2954	624	1	the	the	DET
ejpam-2954	624	2	encompassing	encompass	VERB
ejpam-2954	624	3	approach	approach	NOUN
ejpam-2954	624	4	in	in	ADP
ejpam-2954	624	5	econometrics	econometric	NOUN
ejpam-2954	624	6	.	.	PUNCT
ejpam-2954	625	1	in	in	ADP
ejpam-2954	625	2	d.	d.	PROPN
ejpam-2954	625	3	f.	f.	PROPN
ejpam-2954	625	4	hendry	hendry	PROPN
ejpam-2954	625	5	and	and	CCONJ
ejpam-2954	625	6	k.	k.	PROPN
ejpam-2954	625	7	f.	f.	PROPN
ejpam-2954	625	8	wallis	wallis	PROPN
ejpam-2954	625	9	,	,	PUNCT
ejpam-2954	625	10	editors	editor	NOUN
ejpam-2954	625	11	,	,	PUNCT
ejpam-2954	625	12	econometrics	econometric	NOUN
ejpam-2954	625	13	and	and	CCONJ
ejpam-2954	625	14	quantitative	quantitative	ADJ
ejpam-2954	625	15	economics	economic	NOUN
ejpam-2954	625	16	,	,	PUNCT
ejpam-2954	625	17	pages	page	NOUN
ejpam-2954	625	18	135–172	135–172	NUM
ejpam-2954	625	19	.	.	PUNCT
ejpam-2954	626	1	blackwells	blackwell	NOUN
ejpam-2954	626	2	,	,	PUNCT
ejpam-2954	626	3	oxford	oxford	PROPN
ejpam-2954	626	4	,	,	PUNCT
ejpam-2954	626	5	1994	1994	NUM
ejpam-2954	626	6	.	.	PUNCT
ejpam-2954	627	1	[	[	X
ejpam-2954	627	2	58	58	NUM
ejpam-2954	627	3	]	]	X
ejpam-2954	627	4	g.	g.	PROPN
ejpam-2954	627	5	e.	e.	PROPN
ejpam-2954	627	6	mizon	mizon	PROPN
ejpam-2954	627	7	.	.	PUNCT
ejpam-2954	628	1	progressive	progressive	ADJ
ejpam-2954	628	2	modelling	modelling	NOUN
ejpam-2954	628	3	of	of	ADP
ejpam-2954	628	4	macroeconomic	macroeconomic	ADJ
ejpam-2954	628	5	time	time	NOUN
ejpam-2954	628	6	series	series	NOUN
ejpam-2954	628	7	:	:	PUNCT
ejpam-2954	628	8	the	the	DET
ejpam-2954	628	9	lse	lse	PROPN
ejpam-2954	628	10	methodology	methodology	NOUN
ejpam-2954	628	11	.	.	PUNCT
ejpam-2954	629	1	in	in	ADP
ejpam-2954	629	2	k.	k.	PROPN
ejpam-2954	629	3	d.	d.	PROPN
ejpam-2954	629	4	hoover	hoover	PROPN
ejpam-2954	629	5	,	,	PUNCT
ejpam-2954	629	6	editor	editor	NOUN
ejpam-2954	629	7	,	,	PUNCT
ejpam-2954	629	8	macroeconometrics	macroeconometric	NOUN
ejpam-2954	629	9	:	:	PUNCT
ejpam-2954	629	10	developments	development	NOUN
ejpam-2954	629	11	,	,	PUNCT
ejpam-2954	629	12	tensions	tension	NOUN
ejpam-2954	629	13	and	and	CCONJ
ejpam-2954	629	14	prospects	prospect	NOUN
ejpam-2954	629	15	,	,	PUNCT
ejpam-2954	629	16	pages	page	NOUN
ejpam-2954	629	17	107–170	107–170	NUM
ejpam-2954	629	18	.	.	PUNCT
ejpam-2954	630	1	kluwer	kluwer	PROPN
ejpam-2954	630	2	,	,	PUNCT
ejpam-2954	630	3	boston	boston	PROPN
ejpam-2954	630	4	,	,	PUNCT
ejpam-2954	630	5	1995	1995	NUM
ejpam-2954	630	6	.	.	PUNCT
ejpam-2954	631	1	[	[	X
ejpam-2954	631	2	59	59	NUM
ejpam-2954	631	3	]	]	X
ejpam-2954	631	4	g.	g.	PROPN
ejpam-2954	631	5	e.	e.	PROPN
ejpam-2954	631	6	mizon	mizon	PROPN
ejpam-2954	631	7	and	and	CCONJ
ejpam-2954	631	8	j.-f	j.-f	PROPN
ejpam-2954	631	9	.	.	PUNCT
ejpam-2954	632	1	richard	richard	PROPN
ejpam-2954	632	2	.	.	PUNCT
ejpam-2954	633	1	the	the	DET
ejpam-2954	633	2	encompassing	encompass	VERB
ejpam-2954	633	3	principle	principle	NOUN
ejpam-2954	633	4	and	and	CCONJ
ejpam-2954	633	5	its	its	PRON
ejpam-2954	633	6	application	application	NOUN
ejpam-2954	633	7	to	to	ADP
ejpam-2954	633	8	testing	test	VERB
ejpam-2954	633	9	non	non	ADJ
ejpam-2954	633	10	-	-	ADJ
ejpam-2954	633	11	nested	nested	ADJ
ejpam-2954	633	12	hypotheses	hypothesis	NOUN
ejpam-2954	633	13	.	.	PUNCT
ejpam-2954	634	1	econometrica	econometrica	PROPN
ejpam-2954	634	2	,	,	PUNCT
ejpam-2954	634	3	54:657–678	54:657–678	NUM
ejpam-2954	634	4	,	,	PUNCT
ejpam-2954	634	5	1986	1986	NUM
ejpam-2954	634	6	.	.	PUNCT
ejpam-2954	635	1	[	[	X
ejpam-2954	635	2	60	60	NUM
ejpam-2954	635	3	]	]	X
ejpam-2954	635	4	a.	a.	PROPN
ejpam-2954	635	5	r.	r.	PROPN
ejpam-2954	635	6	pagan	pagan	PROPN
ejpam-2954	635	7	.	.	PUNCT
ejpam-2954	636	1	three	three	NUM
ejpam-2954	636	2	econometric	econometric	ADJ
ejpam-2954	636	3	methodologies	methodology	NOUN
ejpam-2954	636	4	:	:	PUNCT
ejpam-2954	636	5	a	a	DET
ejpam-2954	636	6	critical	critical	ADJ
ejpam-2954	636	7	appraisal	appraisal	NOUN
ejpam-2954	636	8	.	.	PUNCT
ejpam-2954	637	1	journal	journal	NOUN
ejpam-2954	637	2	of	of	ADP
ejpam-2954	637	3	economic	economic	ADJ
ejpam-2954	637	4	surveys	survey	NOUN
ejpam-2954	637	5	,	,	PUNCT
ejpam-2954	637	6	1:3–24	1:3–24	NUM
ejpam-2954	637	7	,	,	PUNCT
ejpam-2954	637	8	1987	1987	NUM
ejpam-2954	637	9	.	.	PUNCT
ejpam-2954	638	1	references	reference	NOUN
ejpam-2954	638	2	156	156	NUM
ejpam-2954	639	1	[	[	X
ejpam-2954	639	2	61	61	NUM
ejpam-2954	639	3	]	]	PUNCT
ejpam-2954	639	4	m.	m.	NOUN
ejpam-2954	639	5	h.	h.	PROPN
ejpam-2954	639	6	pesaran	pesaran	PROPN
ejpam-2954	639	7	,	,	PUNCT
ejpam-2954	639	8	c.	c.	PROPN
ejpam-2954	639	9	schleicher	schleicher	ADJ
ejpam-2954	639	10	,	,	PUNCT
ejpam-2954	639	11	and	and	CCONJ
ejpam-2954	639	12	p.	p.	PROPN
ejpam-2954	639	13	zaffaroni	zaffaroni	PROPN
ejpam-2954	639	14	.	.	PUNCT
ejpam-2954	640	1	model	model	NOUN
ejpam-2954	640	2	averaging	average	VERB
ejpam-2954	640	3	in	in	ADP
ejpam-2954	640	4	risk	risk	NOUN
ejpam-2954	640	5	management	management	NOUN
ejpam-2954	640	6	with	with	ADP
ejpam-2954	640	7	an	an	DET
ejpam-2954	640	8	application	application	NOUN
ejpam-2954	640	9	to	to	ADP
ejpam-2954	640	10	futures	future	NOUN
ejpam-2954	640	11	markets	market	NOUN
ejpam-2954	640	12	.	.	PUNCT
ejpam-2954	641	1	journal	journal	NOUN
ejpam-2954	641	2	of	of	ADP
ejpam-2954	641	3	empirical	empirical	ADJ
ejpam-2954	641	4	finance	finance	NOUN
ejpam-2954	641	5	,	,	PUNCT
ejpam-2954	641	6	16:280–305	16:280–305	PROPN
ejpam-2954	641	7	,	,	PUNCT
ejpam-2954	641	8	2009	2009	NUM
ejpam-2954	641	9	.	.	PUNCT
ejpam-2954	642	1	[	[	X
ejpam-2954	642	2	62	62	NUM
ejpam-2954	642	3	]	]	PUNCT
ejpam-2954	642	4	m.	m.	NOUN
ejpam-2954	642	5	h.	h.	PROPN
ejpam-2954	642	6	pesaran	pesaran	PROPN
ejpam-2954	642	7	and	and	CCONJ
ejpam-2954	642	8	a.	a.	NOUN
ejpam-2954	642	9	g.	g.	PROPN
ejpam-2954	642	10	timmermann	timmermann	PROPN
ejpam-2954	642	11	.	.	PUNCT
ejpam-2954	643	1	real	real	ADJ
ejpam-2954	643	2	time	time	NOUN
ejpam-2954	643	3	econometrics	econometrics	PROPN
ejpam-2954	643	4	.	.	PUNCT
ejpam-2954	644	1	iza	iza	PROPN
ejpam-2954	644	2	discussion	discussion	PROPN
ejpam-2954	644	3	paper	paper	PROPN
ejpam-2954	644	4	no	no	INTJ
ejpam-2954	644	5	.	.	PROPN
ejpam-2954	644	6	1108	1108	NUM
ejpam-2954	644	7	,	,	PUNCT
ejpam-2954	644	8	cesifo	cesifo	PROPN
ejpam-2954	644	9	working	work	VERB
ejpam-2954	644	10	paper	paper	PROPN
ejpam-2954	644	11	series	series	PROPN
ejpam-2954	644	12	no	no	PROPN
ejpam-2954	644	13	.	.	PROPN
ejpam-2954	644	14	1169	1169	NUM
ejpam-2954	644	15	,	,	PUNCT
ejpam-2954	644	16	2004	2004	NUM
ejpam-2954	644	17	.	.	PUNCT
ejpam-2954	645	1	available	available	ADJ
ejpam-2954	645	2	at	at	ADP
ejpam-2954	645	3	ssrn	ssrn	NOUN
ejpam-2954	645	4	:	:	PUNCT
ejpam-2954	645	5	http://ssrn.com/abstract=533685	http://ssrn.com/abstract=533685	PROPN
ejpam-2954	645	6	.	.	PUNCT
ejpam-2954	646	1	[	[	X
ejpam-2954	646	2	63	63	NUM
ejpam-2954	646	3	]	]	PUNCT
ejpam-2954	646	4	p.	p.	PROPN
ejpam-2954	646	5	c.	c.	PROPN
ejpam-2954	646	6	b.	b.	PROPN
ejpam-2954	646	7	phillips	phillips	PROPN
ejpam-2954	646	8	.	.	PUNCT
ejpam-2954	647	1	reflections	reflection	NOUN
ejpam-2954	647	2	on	on	ADP
ejpam-2954	647	3	econometric	econometric	ADJ
ejpam-2954	647	4	methodology	methodology	NOUN
ejpam-2954	647	5	.	.	PUNCT
ejpam-2954	648	1	economic	economic	ADJ
ejpam-2954	648	2	record	record	NOUN
ejpam-2954	648	3	,	,	PUNCT
ejpam-2954	648	4	64:344	64:344	NUM
ejpam-2954	648	5	–	–	PUNCT
ejpam-2954	648	6	359	359	NUM
ejpam-2954	648	7	,	,	PUNCT
ejpam-2954	648	8	1988	1988	NUM
ejpam-2954	648	9	.	.	PUNCT
ejpam-2954	649	1	[	[	X
ejpam-2954	649	2	64	64	NUM
ejpam-2954	649	3	]	]	X
ejpam-2954	649	4	g.	g.	PROPN
ejpam-2954	649	5	schwarz	schwarz	PROPN
ejpam-2954	649	6	.	.	PUNCT
ejpam-2954	650	1	estimating	estimate	VERB
ejpam-2954	650	2	the	the	DET
ejpam-2954	650	3	dimension	dimension	NOUN
ejpam-2954	650	4	of	of	ADP
ejpam-2954	650	5	a	a	DET
ejpam-2954	650	6	model	model	NOUN
ejpam-2954	650	7	.	.	PUNCT
ejpam-2954	651	1	annals	annal	NOUN
ejpam-2954	651	2	of	of	ADP
ejpam-2954	651	3	statistics	statistic	NOUN
ejpam-2954	651	4	,	,	PUNCT
ejpam-2954	651	5	6:461–464	6:461–464	PROPN
ejpam-2954	651	6	,	,	PUNCT
ejpam-2954	651	7	1978	1978	NUM
ejpam-2954	651	8	.	.	PUNCT
ejpam-2954	652	1	[	[	X
ejpam-2954	652	2	65	65	NUM
ejpam-2954	652	3	]	]	X
ejpam-2954	652	4	r.	r.	PROPN
ejpam-2954	652	5	tibshirani	tibshirani	PROPN
ejpam-2954	652	6	.	.	PUNCT
ejpam-2954	653	1	regression	regression	NOUN
ejpam-2954	653	2	shrinkage	shrinkage	NOUN
ejpam-2954	653	3	and	and	CCONJ
ejpam-2954	653	4	selection	selection	NOUN
ejpam-2954	653	5	via	via	ADP
ejpam-2954	653	6	the	the	DET
ejpam-2954	653	7	lasso	lasso	NOUN
ejpam-2954	653	8	.	.	PUNCT
ejpam-2954	654	1	journal	journal	NOUN
ejpam-2954	654	2	of	of	ADP
ejpam-2954	654	3	the	the	DET
ejpam-2954	654	4	royal	royal	ADJ
ejpam-2954	654	5	statistical	statistical	ADJ
ejpam-2954	654	6	society	society	NOUN
ejpam-2954	654	7	b	b	PROPN
ejpam-2954	654	8	,	,	PUNCT
ejpam-2954	654	9	58:267–288	58:267–288	NUM
ejpam-2954	654	10	,	,	PUNCT
ejpam-2954	654	11	1996	1996	NUM
ejpam-2954	654	12	.	.	PUNCT