id	sid	tid	token	lemma	pos
ejpam-808	1	1	european	european	PROPN
ejpam-808	1	2	journal	journal	PROPN
ejpam-808	1	3	of	of	ADP
ejpam-808	1	4	pure	pure	ADJ
ejpam-808	1	5	and	and	CCONJ
ejpam-808	1	6	applied	apply	VERB
ejpam-808	1	7	mathematics	mathematic	NOUN
ejpam-808	1	8	vol	vol	NOUN
ejpam-808	1	9	.	.	PUNCT
ejpam-808	2	1	3	3	NUM
ejpam-808	2	2	,	,	PUNCT
ejpam-808	2	3	no	no	INTJ
ejpam-808	2	4	.	.	NOUN
ejpam-808	2	5	3	3	NUM
ejpam-808	2	6	,	,	PUNCT
ejpam-808	2	7	2010	2010	NUM
ejpam-808	2	8	,	,	PUNCT
ejpam-808	2	9	331	331	NUM
ejpam-808	2	10	-	-	SYM
ejpam-808	2	11	336	336	NUM
ejpam-808	2	12	issn	issn	PROPN
ejpam-808	2	13	1307	1307	NUM
ejpam-808	2	14	-	-	SYM
ejpam-808	2	15	5543	5543	NUM
ejpam-808	2	16	–	–	PUNCT
ejpam-808	2	17	www.ejpam.com	www.ejpam.com	X
ejpam-808	2	18	editor	editor	NOUN
ejpam-808	2	19	’s	’	VERB
ejpam-808	2	20	forward	forward	ADV
ejpam-808	2	21	for	for	ADP
ejpam-808	2	22	the	the	DET
ejpam-808	2	23	granger	granger	PROPN
ejpam-808	2	24	special	special	ADJ
ejpam-808	2	25	volume	volume	NOUN
ejpam-808	2	26	hamparsum	hamparsum	NOUN
ejpam-808	2	27	bozdogan1	bozdogan1	ADJ
ejpam-808	2	28	1	1	NUM
ejpam-808	2	29	department	department	NOUN
ejpam-808	2	30	of	of	ADP
ejpam-808	2	31	statistics	statistic	NOUN
ejpam-808	2	32	,	,	PUNCT
ejpam-808	2	33	336	336	NUM
ejpam-808	2	34	stokely	stokely	ADJ
ejpam-808	2	35	management	management	NOUN
ejpam-808	2	36	center	center	NOUN
ejpam-808	2	37	,	,	PUNCT
ejpam-808	2	38	knoxville	knoxville	PROPN
ejpam-808	2	39	,	,	PUNCT
ejpam-808	2	40	tn	tn	PROPN
ejpam-808	2	41	37996	37996	NUM
ejpam-808	2	42	-	-	SYM
ejpam-808	2	43	0532	0532	NUM
ejpam-808	2	44	u.s.a	u.s.a	NOUN
ejpam-808	2	45	.	.	PUNCT
ejpam-808	2	46	selected	select	VERB
ejpam-808	2	47	quations	quation	NOUN
ejpam-808	2	48	:	:	PUNCT
ejpam-808	2	49	“	"	PUNCT
ejpam-808	2	50	a	a	DET
ejpam-808	2	51	teacher	teacher	NOUN
ejpam-808	2	52	told	tell	VERB
ejpam-808	2	53	my	my	PRON
ejpam-808	2	54	mother	mother	NOUN
ejpam-808	2	55	that	that	SCONJ
ejpam-808	2	56	‘	'	PUNCT
ejpam-808	2	57	i	i	PRON
ejpam-808	2	58	would	would	AUX
ejpam-808	2	59	never	never	ADV
ejpam-808	2	60	become	become	VERB
ejpam-808	2	61	successful	successful	ADJ
ejpam-808	2	62	’	'	PUNCT
ejpam-808	2	63	,	,	PUNCT
ejpam-808	2	64	which	which	PRON
ejpam-808	2	65	illustrates	illustrate	VERB
ejpam-808	2	66	the	the	DET
ejpam-808	2	67	difficulty	difficulty	NOUN
ejpam-808	2	68	of	of	ADP
ejpam-808	2	69	long	long	ADJ
ejpam-808	2	70	-	-	PUNCT
ejpam-808	2	71	run	run	NOUN
ejpam-808	2	72	forecasting	forecasting	NOUN
ejpam-808	2	73	on	on	ADP
ejpam-808	2	74	inadequate	inadequate	ADJ
ejpam-808	2	75	data	datum	NOUN
ejpam-808	2	76	.	.	PUNCT
ejpam-808	2	77	”	"	PUNCT
ejpam-808	3	1	“	"	PUNCT
ejpam-808	3	2	i	i	PRON
ejpam-808	3	3	am	be	AUX
ejpam-808	3	4	not	not	PART
ejpam-808	3	5	sure	sure	ADJ
ejpam-808	3	6	that	that	SCONJ
ejpam-808	3	7	i	i	PRON
ejpam-808	3	8	ever	ever	ADV
ejpam-808	3	9	did	do	AUX
ejpam-808	3	10	become	become	VERB
ejpam-808	3	11	an	an	DET
ejpam-808	3	12	economist	economist	NOUN
ejpam-808	3	13	.	.	PUNCT
ejpam-808	4	1	i	i	PRON
ejpam-808	4	2	started	start	VERB
ejpam-808	4	3	as	as	ADP
ejpam-808	4	4	a	a	DET
ejpam-808	4	5	statistician	statistician	NOUN
ejpam-808	4	6	and	and	CCONJ
ejpam-808	4	7	have	have	AUX
ejpam-808	4	8	ended	end	VERB
ejpam-808	4	9	as	as	ADP
ejpam-808	4	10	a	a	DET
ejpam-808	4	11	time	time	NOUN
ejpam-808	4	12	series	series	PROPN
ejpam-808	4	13	econometrician	econometrician	PROPN
ejpam-808	4	14	.	.	PUNCT
ejpam-808	5	1	i	i	PRON
ejpam-808	5	2	have	have	AUX
ejpam-808	5	3	picked	pick	VERB
ejpam-808	5	4	up	up	ADP
ejpam-808	5	5	some	some	DET
ejpam-808	5	6	economics	economic	NOUN
ejpam-808	5	7	on	on	ADP
ejpam-808	5	8	the	the	DET
ejpam-808	5	9	way	way	NOUN
ejpam-808	5	10	and	and	CCONJ
ejpam-808	5	11	the	the	DET
ejpam-808	5	12	field	field	NOUN
ejpam-808	5	13	of	of	ADP
ejpam-808	5	14	econometrics	econometrics	NOUN
ejpam-808	5	15	has	have	AUX
ejpam-808	5	16	itself	itself	PRON
ejpam-808	5	17	evolved	evolve	VERB
ejpam-808	5	18	to	to	PART
ejpam-808	5	19	be	be	AUX
ejpam-808	5	20	closer	close	ADJ
ejpam-808	5	21	to	to	ADP
ejpam-808	5	22	my	my	PRON
ejpam-808	5	23	interests	interest	NOUN
ejpam-808	5	24	as	as	SCONJ
ejpam-808	5	25	i	i	PRON
ejpam-808	5	26	have	have	AUX
ejpam-808	5	27	moved	move	VERB
ejpam-808	5	28	closer	close	ADV
ejpam-808	5	29	to	to	ADP
ejpam-808	5	30	the	the	DET
ejpam-808	5	31	core	core	NOUN
ejpam-808	5	32	of	of	ADP
ejpam-808	5	33	econometrics	econometric	NOUN
ejpam-808	5	34	.	.	PUNCT
ejpam-808	6	1	thus	thus	ADV
ejpam-808	6	2	there	there	PRON
ejpam-808	6	3	are	be	VERB
ejpam-808	6	4	two	two	NUM
ejpam-808	6	5	components	component	NOUN
ejpam-808	6	6	to	to	ADP
ejpam-808	6	7	my	my	PRON
ejpam-808	6	8	intellectual	intellectual	ADJ
ejpam-808	6	9	journey	journey	NOUN
ejpam-808	6	10	,	,	PUNCT
ejpam-808	6	11	from	from	ADP
ejpam-808	6	12	being	be	AUX
ejpam-808	6	13	a	a	DET
ejpam-808	6	14	statistician	statistician	NOUN
ejpam-808	6	15	to	to	ADP
ejpam-808	6	16	being	be	AUX
ejpam-808	6	17	something	something	PRON
ejpam-808	6	18	of	of	ADP
ejpam-808	6	19	an	an	DET
ejpam-808	6	20	economist	economist	NOUN
ejpam-808	6	21	,	,	PUNCT
ejpam-808	6	22	and	and	CCONJ
ejpam-808	6	23	within	within	ADP
ejpam-808	6	24	econometrics	econometric	NOUN
ejpam-808	6	25	,	,	PUNCT
ejpam-808	6	26	from	from	ADP
ejpam-808	6	27	being	be	AUX
ejpam-808	6	28	purely	purely	ADV
ejpam-808	6	29	a	a	DET
ejpam-808	6	30	time	time	NOUN
ejpam-808	6	31	series	series	NOUN
ejpam-808	6	32	econometrician	econometrician	ADJ
ejpam-808	6	33	to	to	ADP
ejpam-808	6	34	having	have	VERB
ejpam-808	6	35	greater	great	ADJ
ejpam-808	6	36	appreciation	appreciation	NOUN
ejpam-808	6	37	for	for	ADP
ejpam-808	6	38	other	other	ADJ
ejpam-808	6	39	components	component	NOUN
ejpam-808	6	40	of	of	ADP
ejpam-808	6	41	the	the	DET
ejpam-808	6	42	field	field	NOUN
ejpam-808	6	43	of	of	ADP
ejpam-808	6	44	econometrics	econometric	NOUN
ejpam-808	6	45	.	.	PUNCT
ejpam-808	6	46	”	"	PUNCT
ejpam-808	7	1	clive	clive	PROPN
ejpam-808	7	2	granger	granger	PROPN
ejpam-808	7	3	february	february	PROPN
ejpam-808	7	4	2005	2005	NUM
ejpam-808	7	5	lecture	lecture	NOUN
ejpam-808	7	6	at	at	ADP
ejpam-808	7	7	trinity	trinity	PROPN
ejpam-808	7	8	university	university	PROPN
ejpam-808	7	9	it	it	PRON
ejpam-808	7	10	is	be	AUX
ejpam-808	7	11	an	an	DET
ejpam-808	7	12	honor	honor	NOUN
ejpam-808	7	13	to	to	PART
ejpam-808	7	14	be	be	AUX
ejpam-808	7	15	asked	ask	VERB
ejpam-808	7	16	to	to	PART
ejpam-808	7	17	edit	edit	VERB
ejpam-808	7	18	the	the	DET
ejpam-808	7	19	special	special	ADJ
ejpam-808	7	20	volume	volume	NOUN
ejpam-808	7	21	of	of	ADP
ejpam-808	7	22	the	the	DET
ejpam-808	7	23	“	"	PUNCT
ejpam-808	7	24	granger	granger	PROPN
ejpam-808	7	25	econometrics	econometric	NOUN
ejpam-808	7	26	and	and	CCONJ
ejpam-808	7	27	statistical	statistical	ADJ
ejpam-808	7	28	modeling	modeling	NOUN
ejpam-808	7	29	”	"	PUNCT
ejpam-808	7	30	issue	issue	NOUN
ejpam-808	7	31	for	for	ADP
ejpam-808	7	32	the	the	DET
ejpam-808	7	33	european	european	PROPN
ejpam-808	7	34	journal	journal	PROPN
ejpam-808	7	35	of	of	ADP
ejpam-808	7	36	pure	pure	ADJ
ejpam-808	7	37	and	and	CCONJ
ejpam-808	7	38	applied	applied	ADJ
ejpam-808	7	39	mathematics	mathematic	NOUN
ejpam-808	7	40	(	(	PUNCT
ejpam-808	7	41	ejpam	ejpam	PROPN
ejpam-808	7	42	)	)	PUNCT
ejpam-808	7	43	(	(	PUNCT
ejpam-808	7	44	www.ejpam.com	www.ejpam.com	X
ejpam-808	7	45	)	)	PUNCT
ejpam-808	7	46	as	as	ADP
ejpam-808	7	47	one	one	NUM
ejpam-808	7	48	of	of	ADP
ejpam-808	7	49	the	the	DET
ejpam-808	7	50	advisory	advisory	ADJ
ejpam-808	7	51	editors	editor	NOUN
ejpam-808	7	52	of	of	ADP
ejpam-808	7	53	ejpam	ejpam	NOUN
ejpam-808	7	54	.	.	PUNCT
ejpam-808	8	1	the	the	DET
ejpam-808	8	2	idea	idea	NOUN
ejpam-808	8	3	of	of	ADP
ejpam-808	8	4	publishing	publish	VERB
ejpam-808	8	5	a	a	DET
ejpam-808	8	6	special	special	ADJ
ejpam-808	8	7	volume	volume	NOUN
ejpam-808	8	8	was	be	AUX
ejpam-808	8	9	born	bear	VERB
ejpam-808	8	10	from	from	ADP
ejpam-808	8	11	proactive	proactive	ADJ
ejpam-808	8	12	thinking	thinking	NOUN
ejpam-808	8	13	of	of	ADP
ejpam-808	8	14	professor	professor	NOUN
ejpam-808	8	15	eyüp	eyüp	PROPN
ejpam-808	8	16	çetin	çetin	NOUN
ejpam-808	8	17	,	,	PUNCT
ejpam-808	8	18	editor	editor	NOUN
ejpam-808	8	19	-	-	PUNCT
ejpam-808	8	20	in	in	ADP
ejpam-808	8	21	-	-	PUNCT
ejpam-808	8	22	chief	chief	NOUN
ejpam-808	8	23	of	of	ADP
ejpam-808	8	24	ejpam	ejpam	NOUN
ejpam-808	8	25	.	.	PUNCT
ejpam-808	9	1	at	at	ADP
ejpam-808	9	2	first	first	ADV
ejpam-808	9	3	,	,	PUNCT
ejpam-808	9	4	i	i	PRON
ejpam-808	9	5	was	be	AUX
ejpam-808	9	6	hesitant	hesitant	ADJ
ejpam-808	9	7	to	to	PART
ejpam-808	9	8	accept	accept	VERB
ejpam-808	9	9	such	such	DET
ejpam-808	9	10	an	an	DET
ejpam-808	9	11	offer	offer	NOUN
ejpam-808	9	12	.	.	PUNCT
ejpam-808	10	1	my	my	PRON
ejpam-808	10	2	decision	decision	NOUN
ejpam-808	10	3	was	be	AUX
ejpam-808	10	4	based	base	VERB
ejpam-808	10	5	on	on	ADP
ejpam-808	10	6	the	the	DET
ejpam-808	10	7	fact	fact	NOUN
ejpam-808	10	8	that	that	SCONJ
ejpam-808	10	9	i	i	PRON
ejpam-808	10	10	never	never	ADV
ejpam-808	10	11	met	meet	VERB
ejpam-808	10	12	professor	professor	PROPN
ejpam-808	10	13	clive	clive	PROPN
ejpam-808	10	14	granger	granger	PROPN
ejpam-808	10	15	and	and	CCONJ
ejpam-808	10	16	did	do	AUX
ejpam-808	10	17	not	not	PART
ejpam-808	10	18	have	have	VERB
ejpam-808	10	19	any	any	DET
ejpam-808	10	20	association	association	NOUN
ejpam-808	10	21	with	with	ADP
ejpam-808	10	22	him	he	PRON
ejpam-808	10	23	.	.	PUNCT
ejpam-808	11	1	however	however	ADV
ejpam-808	11	2	,	,	PUNCT
ejpam-808	11	3	i	i	PRON
ejpam-808	11	4	knew	know	VERB
ejpam-808	11	5	his	his	PRON
ejpam-808	11	6	wonderful	wonderful	ADJ
ejpam-808	11	7	work	work	NOUN
ejpam-808	11	8	and	and	CCONJ
ejpam-808	11	9	outstanding	outstanding	ADJ
ejpam-808	11	10	contributions	contribution	NOUN
ejpam-808	11	11	for	for	ADP
ejpam-808	11	12	his	his	PRON
ejpam-808	11	13	work	work	NOUN
ejpam-808	11	14	on	on	ADP
ejpam-808	11	15	the	the	DET
ejpam-808	11	16	concept	concept	NOUN
ejpam-808	11	17	of	of	ADP
ejpam-808	11	18	co	co	NOUN
ejpam-808	11	19	-	-	NOUN
ejpam-808	11	20	integration	integration	NOUN
ejpam-808	11	21	–	–	PUNCT
ejpam-808	11	22	ways	way	NOUN
ejpam-808	11	23	of	of	ADP
ejpam-808	11	24	analysing	analyse	VERB
ejpam-808	11	25	sequences	sequence	NOUN
ejpam-808	11	26	of	of	ADP
ejpam-808	11	27	economic	economic	ADJ
ejpam-808	11	28	data	datum	NOUN
ejpam-808	11	29	recorded	record	VERB
ejpam-808	11	30	at	at	ADP
ejpam-808	11	31	regular	regular	ADJ
ejpam-808	11	32	intervals	interval	NOUN
ejpam-808	11	33	,	,	PUNCT
ejpam-808	11	34	known	know	VERB
ejpam-808	11	35	as	as	ADP
ejpam-808	11	36	time	time	NOUN
ejpam-808	11	37	series	series	NOUN
ejpam-808	11	38	;	;	PUNCT
ejpam-808	11	39	and	and	CCONJ
ejpam-808	11	40	on	on	ADP
ejpam-808	11	41	the	the	DET
ejpam-808	11	42	concept	concept	NOUN
ejpam-808	11	43	of	of	ADP
ejpam-808	11	44	causality	causality	NOUN
ejpam-808	11	45	in	in	ADP
ejpam-808	11	46	economics	economic	NOUN
ejpam-808	11	47	,	,	PUNCT
ejpam-808	11	48	now	now	ADV
ejpam-808	11	49	known	know	VERB
ejpam-808	11	50	as	as	ADP
ejpam-808	11	51	granger	granger	PROPN
ejpam-808	11	52	causality	causality	PROPN
ejpam-808	11	53	.	.	PUNCT
ejpam-808	12	1	after	after	ADP
ejpam-808	12	2	the	the	DET
ejpam-808	12	3	insistence	insistence	NOUN
ejpam-808	12	4	of	of	ADP
ejpam-808	12	5	professor	professor	NOUN
ejpam-808	12	6	çetin	çetin	NOUN
ejpam-808	12	7	,	,	PUNCT
ejpam-808	12	8	and	and	CCONJ
ejpam-808	12	9	being	be	AUX
ejpam-808	12	10	a	a	DET
ejpam-808	12	11	information	information	NOUN
ejpam-808	12	12	-	-	PUNCT
ejpam-808	12	13	theoretic	theoretic	NOUN
ejpam-808	12	14	statistician	statistician	NOUN
ejpam-808	12	15	and	and	CCONJ
ejpam-808	12	16	model	model	NOUN
ejpam-808	12	17	selector	selector	NOUN
ejpam-808	12	18	of	of	ADP
ejpam-808	12	19	akaike	akaike	ADJ
ejpam-808	12	20	school	school	NOUN
ejpam-808	12	21	,	,	PUNCT
ejpam-808	12	22	it	it	PRON
ejpam-808	12	23	was	be	AUX
ejpam-808	12	24	appropriate	appropriate	ADJ
ejpam-808	12	25	for	for	SCONJ
ejpam-808	12	26	me	i	PRON
ejpam-808	12	27	to	to	PART
ejpam-808	12	28	take	take	VERB
ejpam-808	12	29	upon	upon	ADP
ejpam-808	12	30	this	this	DET
ejpam-808	12	31	challenging	challenging	ADJ
ejpam-808	12	32	task	task	NOUN
ejpam-808	12	33	in	in	ADP
ejpam-808	12	34	my	my	PRON
ejpam-808	12	35	heavy	heavy	ADJ
ejpam-808	12	36	schedule	schedule	NOUN
ejpam-808	12	37	and	and	CCONJ
ejpam-808	12	38	other	other	ADJ
ejpam-808	12	39	responsibilities	responsibility	NOUN
ejpam-808	12	40	.	.	PUNCT
ejpam-808	13	1	so	so	ADV
ejpam-808	13	2	,	,	PUNCT
ejpam-808	13	3	i	i	PRON
ejpam-808	13	4	could	could	AUX
ejpam-808	13	5	not	not	PART
ejpam-808	13	6	refuse	refuse	VERB
ejpam-808	13	7	.	.	PUNCT
ejpam-808	14	1	professor	professor	NOUN
ejpam-808	14	2	sir	sir	PROPN
ejpam-808	14	3	clive	clive	PROPN
ejpam-808	14	4	granger	granger	PROPN
ejpam-808	14	5	died	die	VERB
ejpam-808	14	6	on	on	ADP
ejpam-808	14	7	may	may	PROPN
ejpam-808	14	8	27	27	NUM
ejpam-808	14	9	,	,	PUNCT
ejpam-808	14	10	2009	2009	NUM
ejpam-808	14	11	at	at	ADP
ejpam-808	14	12	the	the	DET
ejpam-808	14	13	age	age	NOUN
ejpam-808	14	14	of	of	ADP
ejpam-808	14	15	74	74	NUM
ejpam-808	14	16	,	,	PUNCT
ejpam-808	14	17	was	be	AUX
ejpam-808	14	18	a	a	DET
ejpam-808	14	19	nobel	nobel	PROPN
ejpam-808	14	20	prizewinning	prizewinning	NOUN
ejpam-808	14	21	statistician	statistician	NOUN
ejpam-808	14	22	,	,	PUNCT
ejpam-808	14	23	economist	economist	NOUN
ejpam-808	14	24	,	,	PUNCT
ejpam-808	14	25	and	and	CCONJ
ejpam-808	14	26	innovative	innovative	ADJ
ejpam-808	14	27	econometrician	econometrician	NOUN
ejpam-808	14	28	.	.	PUNCT
ejpam-808	15	1	to	to	PART
ejpam-808	15	2	commorate	commorate	VERB
ejpam-808	15	3	the	the	DET
ejpam-808	15	4	first	first	ADJ
ejpam-808	15	5	anniversary	anniversary	NOUN
ejpam-808	15	6	of	of	ADP
ejpam-808	15	7	his	his	PRON
ejpam-808	15	8	passing	passing	NOUN
ejpam-808	15	9	and	and	CCONJ
ejpam-808	15	10	his	his	PRON
ejpam-808	15	11	outstanding	outstanding	ADJ
ejpam-808	15	12	contributions	contribution	NOUN
ejpam-808	15	13	who	who	PRON
ejpam-808	15	14	was	be	AUX
ejpam-808	15	15	also	also	ADV
ejpam-808	15	16	one	one	NUM
ejpam-808	15	17	of	of	ADP
ejpam-808	15	18	the	the	DET
ejpam-808	15	19	email	email	NOUN
ejpam-808	15	20	address	address	NOUN
ejpam-808	15	21	:	:	PUNCT
ejpam-808	15	22	bozdogan@utk.edu	bozdogan@utk.edu	PROPN
ejpam-808	15	23	(	(	PUNCT
ejpam-808	15	24	h.bozdogan	h.bozdogan	NOUN
ejpam-808	15	25	)	)	PUNCT
ejpam-808	15	26	http://www.ejpam.com	http://www.ejpam.com	X
ejpam-808	16	1	331	331	NUM
ejpam-808	16	2	c	c	X
ejpam-808	16	3	©	©	PROPN
ejpam-808	16	4	2010	2010	NUM
ejpam-808	16	5	ejpam	ejpam	NOUN
ejpam-808	16	6	all	all	DET
ejpam-808	16	7	rights	right	NOUN
ejpam-808	16	8	reserved	reserve	VERB
ejpam-808	16	9	.	.	PUNCT
ejpam-808	17	1	h.	h.	PROPN
ejpam-808	17	2	bozdogan	bozdogan	PROPN
ejpam-808	17	3	/	/	SYM
ejpam-808	17	4	eur	eur	PROPN
ejpam-808	17	5	.	.	PUNCT
ejpam-808	18	1	j.	j.	PROPN
ejpam-808	18	2	pure	pure	PROPN
ejpam-808	18	3	appl	appl	PROPN
ejpam-808	18	4	.	.	PROPN
ejpam-808	18	5	math	math	PROPN
ejpam-808	18	6	,	,	PUNCT
ejpam-808	18	7	3	3	NUM
ejpam-808	18	8	(	(	PUNCT
ejpam-808	18	9	2010	2010	NUM
ejpam-808	18	10	)	)	PUNCT
ejpam-808	18	11	,	,	PUNCT
ejpam-808	18	12	331	331	NUM
ejpam-808	18	13	-	-	SYM
ejpam-808	18	14	336	336	NUM
ejpam-808	18	15	332	332	NUM
ejpam-808	18	16	distinguished	distinguished	ADJ
ejpam-808	18	17	advisory	advisory	ADJ
ejpam-808	18	18	editors	editor	NOUN
ejpam-808	18	19	of	of	ADP
ejpam-808	18	20	ejpam	ejpam	NOUN
ejpam-808	18	21	,	,	PUNCT
ejpam-808	18	22	ejpam	ejpam	PROPN
ejpam-808	18	23	decided	decide	VERB
ejpam-808	18	24	to	to	PART
ejpam-808	18	25	dedicate	dedicate	VERB
ejpam-808	18	26	this	this	DET
ejpam-808	18	27	special	special	ADJ
ejpam-808	18	28	issue	issue	NOUN
ejpam-808	18	29	to	to	PART
ejpam-808	18	30	honor	honor	VERB
ejpam-808	18	31	professor	professor	NOUN
ejpam-808	18	32	sir	sir	PROPN
ejpam-808	18	33	clive	clive	PROPN
ejpam-808	18	34	w.	w.	PROPN
ejpam-808	18	35	j.	j.	PROPN
ejpam-808	18	36	granger	granger	PROPN
ejpam-808	18	37	.	.	PUNCT
ejpam-808	19	1	we	we	PRON
ejpam-808	19	2	have	have	AUX
ejpam-808	19	3	solicited	solicit	VERB
ejpam-808	19	4	both	both	PRON
ejpam-808	19	5	contributed	contribute	VERB
ejpam-808	19	6	and	and	CCONJ
ejpam-808	19	7	invited	invite	VERB
ejpam-808	19	8	papers	paper	NOUN
ejpam-808	19	9	and/or	and/or	CCONJ
ejpam-808	19	10	letter	letter	NOUN
ejpam-808	19	11	of	of	ADP
ejpam-808	19	12	condolences	condolence	NOUN
ejpam-808	19	13	,	,	PUNCT
ejpam-808	19	14	memories	memory	NOUN
ejpam-808	19	15	,	,	PUNCT
ejpam-808	19	16	thoughts	thought	NOUN
ejpam-808	19	17	,	,	PUNCT
ejpam-808	19	18	and	and	CCONJ
ejpam-808	19	19	stories	story	NOUN
ejpam-808	19	20	of	of	ADP
ejpam-808	19	21	how	how	SCONJ
ejpam-808	19	22	professor	professor	NOUN
ejpam-808	19	23	granger	granger	PROPN
ejpam-808	19	24	impacted	impact	VERB
ejpam-808	19	25	the	the	DET
ejpam-808	19	26	world	world	NOUN
ejpam-808	19	27	around	around	ADP
ejpam-808	19	28	him	he	PRON
ejpam-808	19	29	from	from	ADP
ejpam-808	19	30	eminant	eminant	ADJ
ejpam-808	19	31	econometricians	econometrician	NOUN
ejpam-808	19	32	,	,	PUNCT
ejpam-808	19	33	statisticians	statistician	NOUN
ejpam-808	19	34	,	,	PUNCT
ejpam-808	19	35	and	and	CCONJ
ejpam-808	19	36	other	other	ADJ
ejpam-808	19	37	scholars	scholar	NOUN
ejpam-808	19	38	familiar	familiar	ADJ
ejpam-808	19	39	with	with	ADP
ejpam-808	19	40	professor	professor	PROPN
ejpam-808	19	41	granger	granger	PROPN
ejpam-808	19	42	’s	’s	PART
ejpam-808	19	43	work	work	NOUN
ejpam-808	19	44	to	to	PART
ejpam-808	19	45	dedicate	dedicate	VERB
ejpam-808	19	46	this	this	DET
ejpam-808	19	47	special	special	ADJ
ejpam-808	19	48	issue	issue	NOUN
ejpam-808	19	49	in	in	ADP
ejpam-808	19	50	memory	memory	NOUN
ejpam-808	19	51	of	of	ADP
ejpam-808	19	52	him	he	PRON
ejpam-808	19	53	.	.	PUNCT
ejpam-808	20	1	this	this	DET
ejpam-808	20	2	special	special	ADJ
ejpam-808	20	3	volume	volume	NOUN
ejpam-808	20	4	contains	contain	VERB
ejpam-808	20	5	a	a	DET
ejpam-808	20	6	collection	collection	NOUN
ejpam-808	20	7	of	of	ADP
ejpam-808	20	8	selected	select	VERB
ejpam-808	20	9	and	and	CCONJ
ejpam-808	20	10	edited	edited	ADJ
ejpam-808	20	11	papers	paper	NOUN
ejpam-808	20	12	i	i	PRON
ejpam-808	20	13	am	be	AUX
ejpam-808	20	14	grateful	grateful	ADJ
ejpam-808	20	15	and	and	CCONJ
ejpam-808	20	16	extend	extend	VERB
ejpam-808	20	17	my	my	PRON
ejpam-808	20	18	sincere	sincere	ADJ
ejpam-808	20	19	thanks	thank	NOUN
ejpam-808	20	20	to	to	ADP
ejpam-808	20	21	all	all	DET
ejpam-808	20	22	the	the	DET
ejpam-808	20	23	contributors	contributor	NOUN
ejpam-808	20	24	to	to	ADP
ejpam-808	20	25	this	this	DET
ejpam-808	20	26	volume	volume	NOUN
ejpam-808	20	27	.	.	PUNCT
ejpam-808	21	1	all	all	DET
ejpam-808	21	2	the	the	DET
ejpam-808	21	3	submitted	submit	VERB
ejpam-808	21	4	papers	paper	NOUN
ejpam-808	21	5	were	be	AUX
ejpam-808	21	6	reviewed	review	VERB
ejpam-808	21	7	and	and	CCONJ
ejpam-808	21	8	put	put	VERB
ejpam-808	21	9	in	in	ADP
ejpam-808	21	10	the	the	DET
ejpam-808	21	11	format	format	NOUN
ejpam-808	21	12	of	of	ADP
ejpam-808	21	13	ejpam	ejpam	NOUN
ejpam-808	21	14	style	style	NOUN
ejpam-808	21	15	.	.	PUNCT
ejpam-808	22	1	as	as	ADP
ejpam-808	22	2	the	the	DET
ejpam-808	22	3	editor	editor	NOUN
ejpam-808	22	4	,	,	PUNCT
ejpam-808	22	5	i	i	PRON
ejpam-808	22	6	am	be	AUX
ejpam-808	22	7	ultimately	ultimately	ADV
ejpam-808	22	8	responsible	responsible	ADJ
ejpam-808	22	9	for	for	ADP
ejpam-808	22	10	any	any	DET
ejpam-808	22	11	inadvertent	inadvertent	ADJ
ejpam-808	22	12	errors	error	NOUN
ejpam-808	22	13	or	or	CCONJ
ejpam-808	22	14	omissions	omission	NOUN
ejpam-808	22	15	.	.	PUNCT
ejpam-808	23	1	the	the	DET
ejpam-808	23	2	organization	organization	NOUN
ejpam-808	23	3	and	and	CCONJ
ejpam-808	23	4	the	the	DET
ejpam-808	23	5	summary	summary	NOUN
ejpam-808	23	6	of	of	ADP
ejpam-808	23	7	each	each	PRON
ejpam-808	23	8	of	of	ADP
ejpam-808	23	9	the	the	DET
ejpam-808	23	10	papers	paper	NOUN
ejpam-808	23	11	in	in	ADP
ejpam-808	23	12	ejpam	ejpam	NOUN
ejpam-808	23	13	are	be	AUX
ejpam-808	23	14	as	as	SCONJ
ejpam-808	23	15	follows	follow	VERB
ejpam-808	23	16	.	.	PUNCT
ejpam-808	24	1	1	1	X
ejpam-808	24	2	.	.	X
ejpam-808	24	3	a	a	DET
ejpam-808	24	4	modern	modern	ADJ
ejpam-808	24	5	approach	approach	NOUN
ejpam-808	24	6	to	to	ADP
ejpam-808	24	7	teaching	teach	VERB
ejpam-808	24	8	econometrics	econometric	NOUN
ejpam-808	24	9	by	by	ADP
ejpam-808	24	10	david	david	PROPN
ejpam-808	24	11	f.	f.	PROPN
ejpam-808	24	12	hendry	hendry	PROPN
ejpam-808	24	13	and	and	CCONJ
ejpam-808	24	14	bent	bent	PROPN
ejpam-808	24	15	nielsen	nielsen	PROPN
ejpam-808	24	16	,	,	PUNCT
ejpam-808	24	17	economics	economics	PROPN
ejpam-808	24	18	department	department	PROPN
ejpam-808	24	19	,	,	PUNCT
ejpam-808	24	20	oxford	oxford	PROPN
ejpam-808	24	21	university	university	PROPN
ejpam-808	24	22	,	,	PUNCT
ejpam-808	24	23	u.k	u.k	PROPN
ejpam-808	24	24	.	.	PROPN
ejpam-808	24	25	this	this	DET
ejpam-808	24	26	paper	paper	NOUN
ejpam-808	24	27	presents	present	VERB
ejpam-808	24	28	a	a	DET
ejpam-808	24	29	computer	computer	NOUN
ejpam-808	24	30	-	-	PUNCT
ejpam-808	24	31	based	base	VERB
ejpam-808	24	32	approach	approach	NOUN
ejpam-808	24	33	to	to	ADP
ejpam-808	24	34	the	the	DET
ejpam-808	24	35	teaching	teaching	NOUN
ejpam-808	24	36	of	of	ADP
ejpam-808	24	37	econometrics	econometric	NOUN
ejpam-808	24	38	used	use	VERB
ejpam-808	24	39	in	in	ADP
ejpam-808	24	40	oxford	oxford	PROPN
ejpam-808	24	41	from	from	ADP
ejpam-808	24	42	the	the	DET
ejpam-808	24	43	elementary	elementary	NOUN
ejpam-808	24	44	to	to	ADP
ejpam-808	24	45	the	the	DET
ejpam-808	24	46	advanced	advanced	ADJ
ejpam-808	24	47	courses	course	NOUN
ejpam-808	24	48	.	.	PUNCT
ejpam-808	25	1	computer	computer	NOUN
ejpam-808	25	2	-	-	PUNCT
ejpam-808	25	3	based	base	VERB
ejpam-808	25	4	teaching	teaching	NOUN
ejpam-808	25	5	of	of	ADP
ejpam-808	25	6	econometrics	econometrics	NOUN
ejpam-808	25	7	enhances	enhance	VERB
ejpam-808	25	8	the	the	DET
ejpam-808	25	9	students	student	NOUN
ejpam-808	25	10	’	’	PART
ejpam-808	25	11	skills	skill	NOUN
ejpam-808	25	12	,	,	PUNCT
ejpam-808	25	13	so	so	SCONJ
ejpam-808	25	14	they	they	PRON
ejpam-808	25	15	can	can	AUX
ejpam-808	25	16	progress	progress	VERB
ejpam-808	25	17	from	from	ADP
ejpam-808	25	18	binary	binary	ADJ
ejpam-808	25	19	events	event	NOUN
ejpam-808	25	20	in	in	ADP
ejpam-808	25	21	a	a	DET
ejpam-808	25	22	bernoulli	bernoulli	NOUN
ejpam-808	25	23	model	model	NOUN
ejpam-808	25	24	with	with	ADP
ejpam-808	25	25	independent	independent	ADJ
ejpam-808	25	26	draws	draw	NOUN
ejpam-808	25	27	to	to	ADP
ejpam-808	25	28	model	model	NOUN
ejpam-808	25	29	selection	selection	NOUN
ejpam-808	25	30	in	in	ADP
ejpam-808	25	31	non	non	ADJ
ejpam-808	25	32	-	-	ADJ
ejpam-808	25	33	stationary	stationary	ADJ
ejpam-808	25	34	data	datum	NOUN
ejpam-808	25	35	in	in	ADP
ejpam-808	25	36	a	a	DET
ejpam-808	25	37	year	year	NOUN
ejpam-808	25	38	-	-	PUNCT
ejpam-808	25	39	long	long	ADJ
ejpam-808	25	40	course	course	NOUN
ejpam-808	25	41	which	which	PRON
ejpam-808	25	42	closely	closely	ADV
ejpam-808	25	43	integrates	integrate	VERB
ejpam-808	25	44	theory	theory	NOUN
ejpam-808	25	45	and	and	CCONJ
ejpam-808	25	46	empirical	empirical	ADJ
ejpam-808	25	47	modeling	modeling	NOUN
ejpam-808	25	48	.	.	PUNCT
ejpam-808	26	1	the	the	DET
ejpam-808	26	2	aims	aim	NOUN
ejpam-808	26	3	are	be	AUX
ejpam-808	26	4	to	to	PART
ejpam-808	26	5	enable	enable	VERB
ejpam-808	26	6	students	student	NOUN
ejpam-808	26	7	to	to	PART
ejpam-808	26	8	critically	critically	ADV
ejpam-808	26	9	evaluate	evaluate	VERB
ejpam-808	26	10	published	publish	VERB
ejpam-808	26	11	applied	apply	VERB
ejpam-808	26	12	studies	study	NOUN
ejpam-808	26	13	and	and	CCONJ
ejpam-808	26	14	to	to	PART
ejpam-808	26	15	undertake	undertake	VERB
ejpam-808	26	16	empirical	empirical	ADJ
ejpam-808	26	17	research	research	NOUN
ejpam-808	26	18	in	in	ADP
ejpam-808	26	19	economics	economic	NOUN
ejpam-808	26	20	.	.	PUNCT
ejpam-808	27	1	the	the	DET
ejpam-808	27	2	unified	unified	ADJ
ejpam-808	27	3	theoretical	theoretical	ADJ
ejpam-808	27	4	framework	framework	NOUN
ejpam-808	27	5	is	be	AUX
ejpam-808	27	6	that	that	PRON
ejpam-808	27	7	of	of	ADP
ejpam-808	27	8	likelihood	likelihood	NOUN
ejpam-808	27	9	,	,	PUNCT
ejpam-808	27	10	using	use	VERB
ejpam-808	27	11	likelihood	likelihood	NOUN
ejpam-808	27	12	-	-	PUNCT
ejpam-808	27	13	ratio	ratio	NOUN
ejpam-808	27	14	tests	test	NOUN
ejpam-808	27	15	for	for	ADP
ejpam-808	27	16	inference	inference	NOUN
ejpam-808	27	17	and	and	CCONJ
ejpam-808	27	18	evaluation	evaluation	NOUN
ejpam-808	27	19	,	,	PUNCT
ejpam-808	27	20	and	and	CCONJ
ejpam-808	27	21	focusing	focus	VERB
ejpam-808	27	22	on	on	ADP
ejpam-808	27	23	developing	develop	VERB
ejpam-808	27	24	wellspecified	wellspecifie	VERB
ejpam-808	27	25	empirical	empirical	ADJ
ejpam-808	27	26	models	model	NOUN
ejpam-808	27	27	of	of	ADP
ejpam-808	27	28	interesting	interesting	ADJ
ejpam-808	27	29	economic	economic	ADJ
ejpam-808	27	30	issues	issue	NOUN
ejpam-808	27	31	.	.	PUNCT
ejpam-808	28	1	a	a	DET
ejpam-808	28	2	sequence	sequence	NOUN
ejpam-808	28	3	of	of	ADP
ejpam-808	28	4	increasingly	increasingly	ADV
ejpam-808	28	5	realistic	realistic	ADJ
ejpam-808	28	6	models	model	NOUN
ejpam-808	28	7	is	be	AUX
ejpam-808	28	8	developed	develop	VERB
ejpam-808	28	9	from	from	ADP
ejpam-808	28	10	independent	independent	ADJ
ejpam-808	28	11	,	,	PUNCT
ejpam-808	28	12	identically	identically	ADV
ejpam-808	28	13	distributed	distribute	VERB
ejpam-808	28	14	binary	binary	ADJ
ejpam-808	28	15	data	datum	NOUN
ejpam-808	28	16	through	through	ADP
ejpam-808	28	17	to	to	ADP
ejpam-808	28	18	selecting	select	VERB
ejpam-808	28	19	cointegrated	cointegrate	VERB
ejpam-808	28	20	equations	equation	NOUN
ejpam-808	28	21	in	in	ADP
ejpam-808	28	22	the	the	DET
ejpam-808	28	23	face	face	NOUN
ejpam-808	28	24	of	of	ADP
ejpam-808	28	25	structural	structural	ADJ
ejpam-808	28	26	breaks	break	NOUN
ejpam-808	28	27	–	–	PUNCT
ejpam-808	28	28	in	in	ADP
ejpam-808	28	29	a	a	DET
ejpam-808	28	30	one	one	NUM
ejpam-808	28	31	-	-	PUNCT
ejpam-808	28	32	year	year	NOUN
ejpam-808	28	33	course	course	NOUN
ejpam-808	28	34	.	.	PUNCT
ejpam-808	29	1	they	they	PRON
ejpam-808	29	2	can	can	AUX
ejpam-808	29	3	learn	learn	VERB
ejpam-808	29	4	to	to	PART
ejpam-808	29	5	build	build	VERB
ejpam-808	29	6	sensible	sensible	ADJ
ejpam-808	29	7	empirical	empirical	ADJ
ejpam-808	29	8	models	model	NOUN
ejpam-808	29	9	of	of	ADP
ejpam-808	29	10	non	non	ADJ
ejpam-808	29	11	-	-	ADJ
ejpam-808	29	12	stationary	stationary	ADJ
ejpam-808	29	13	data	datum	NOUN
ejpam-808	29	14	,	,	PUNCT
ejpam-808	29	15	aided	aid	VERB
ejpam-808	29	16	by	by	ADP
ejpam-808	29	17	automatic	automatic	ADJ
ejpam-808	29	18	modeling	modeling	NOUN
ejpam-808	29	19	.	.	PUNCT
ejpam-808	30	1	2	2	X
ejpam-808	30	2	.	.	X
ejpam-808	30	3	bootstrapping	bootstrappe	VERB
ejpam-808	30	4	the	the	DET
ejpam-808	30	5	shrinkage	shrinkage	NOUN
ejpam-808	30	6	least	least	ADJ
ejpam-808	30	7	absolute	absolute	ADJ
ejpam-808	30	8	deviations	deviation	NOUN
ejpam-808	30	9	estimator	estimator	NOUN
ejpam-808	30	10	by	by	ADP
ejpam-808	30	11	tae	tae	PROPN
ejpam-808	30	12	-	-	PUNCT
ejpam-808	30	13	hwan	hwan	PROPN
ejpam-808	30	14	kim	kim	PROPN
ejpam-808	30	15	and	and	CCONJ
ejpam-808	30	16	halbert	halbert	PROPN
ejpam-808	30	17	white	white	PROPN
ejpam-808	30	18	,	,	PUNCT
ejpam-808	30	19	school	school	NOUN
ejpam-808	30	20	of	of	ADP
ejpam-808	30	21	economics	economic	NOUN
ejpam-808	30	22	,	,	PUNCT
ejpam-808	30	23	yonsei	yonsei	PROPN
ejpam-808	30	24	university	university	PROPN
ejpam-808	30	25	,	,	PUNCT
ejpam-808	30	26	seoul	seoul	PROPN
ejpam-808	30	27	,	,	PUNCT
ejpam-808	30	28	korea	korea	PROPN
ejpam-808	30	29	and	and	CCONJ
ejpam-808	30	30	the	the	DET
ejpam-808	30	31	department	department	NOUN
ejpam-808	30	32	of	of	ADP
ejpam-808	30	33	economics	economic	NOUN
ejpam-808	30	34	,	,	PUNCT
ejpam-808	30	35	university	university	PROPN
ejpam-808	30	36	of	of	ADP
ejpam-808	30	37	california	california	PROPN
ejpam-808	30	38	,	,	PUNCT
ejpam-808	30	39	san	san	PROPN
ejpam-808	30	40	diego	diego	PROPN
ejpam-808	30	41	,	,	PUNCT
ejpam-808	30	42	la	la	PROPN
ejpam-808	30	43	jolla	jolla	PROPN
ejpam-808	30	44	,	,	PUNCT
ejpam-808	30	45	ca	ca	NOUN
ejpam-808	30	46	,	,	PUNCT
ejpam-808	30	47	u.s.a	u.s.a	PROPN
ejpam-808	30	48	.	.	PUNCT
ejpam-808	31	1	this	this	DET
ejpam-808	31	2	paper	paper	NOUN
ejpam-808	31	3	studies	study	VERB
ejpam-808	31	4	the	the	DET
ejpam-808	31	5	asymptotic	asymptotic	ADJ
ejpam-808	31	6	moments	moment	NOUN
ejpam-808	31	7	of	of	ADP
ejpam-808	31	8	the	the	DET
ejpam-808	31	9	“	"	PUNCT
ejpam-808	31	10	optimal	optimal	ADJ
ejpam-808	31	11	weighting	weighting	NOUN
ejpam-808	31	12	scheme	scheme	NOUN
ejpam-808	31	13	”	"	PUNCT
ejpam-808	31	14	(	(	PUNCT
ejpam-808	31	15	ows	ow	NOUN
ejpam-808	31	16	)	)	PUNCT
ejpam-808	31	17	estimator	estimator	NOUN
ejpam-808	31	18	by	by	ADP
ejpam-808	31	19	shrinking	shrink	VERB
ejpam-808	31	20	it	it	PRON
ejpam-808	31	21	to	to	ADP
ejpam-808	31	22	a	a	DET
ejpam-808	31	23	data	data	NOUN
ejpam-808	31	24	-	-	PUNCT
ejpam-808	31	25	dependent	dependent	ADJ
ejpam-808	31	26	point	point	NOUN
ejpam-808	31	27	.	.	PUNCT
ejpam-808	32	1	this	this	PRON
ejpam-808	32	2	permits	permit	VERB
ejpam-808	32	3	the	the	DET
ejpam-808	32	4	researcher	researcher	NOUN
ejpam-808	32	5	to	to	PART
ejpam-808	32	6	use	use	VERB
ejpam-808	32	7	a	a	DET
ejpam-808	32	8	consistent	consistent	ADJ
ejpam-808	32	9	estimator	estimator	NOUN
ejpam-808	32	10	for	for	ADP
ejpam-808	32	11	the	the	DET
ejpam-808	32	12	asymptotic	asymptotic	ADJ
ejpam-808	32	13	moments	moment	NOUN
ejpam-808	32	14	to	to	PART
ejpam-808	32	15	construct	construct	VERB
ejpam-808	32	16	pivotal	pivotal	ADJ
ejpam-808	32	17	non	non	ADJ
ejpam-808	32	18	-	-	ADJ
ejpam-808	32	19	parametric	parametric	ADJ
ejpam-808	32	20	bootstrap	bootstrap	NOUN
ejpam-808	32	21	statistics	statistic	NOUN
ejpam-808	32	22	.	.	PUNCT
ejpam-808	33	1	paper	paper	NOUN
ejpam-808	33	2	further	far	ADV
ejpam-808	33	3	demonstrates	demonstrate	VERB
ejpam-808	33	4	their	their	PRON
ejpam-808	33	5	use	use	NOUN
ejpam-808	33	6	by	by	ADP
ejpam-808	33	7	showing	show	VERB
ejpam-808	33	8	how	how	SCONJ
ejpam-808	33	9	to	to	PART
ejpam-808	33	10	calculate	calculate	VERB
ejpam-808	33	11	bootstrap	bootstrap	NOUN
ejpam-808	33	12	standard	standard	ADJ
ejpam-808	33	13	errors	error	NOUN
ejpam-808	33	14	and	and	CCONJ
ejpam-808	33	15	confidence	confidence	NOUN
ejpam-808	33	16	intervals	interval	NOUN
ejpam-808	33	17	for	for	ADP
ejpam-808	33	18	the	the	DET
ejpam-808	33	19	ows	ows	PROPN
ejpam-808	33	20	estimator	estimator	NOUN
ejpam-808	33	21	.	.	PUNCT
ejpam-808	34	1	3	3	X
ejpam-808	34	2	.	.	X
ejpam-808	34	3	predictive	predictive	ADJ
ejpam-808	34	4	subset	subset	NOUN
ejpam-808	34	5	var	var	NOUN
ejpam-808	34	6	modeling	modeling	NOUN
ejpam-808	34	7	using	use	VERB
ejpam-808	34	8	the	the	DET
ejpam-808	34	9	genetic	genetic	ADJ
ejpam-808	34	10	algorithm	algorithm	NOUN
ejpam-808	34	11	and	and	CCONJ
ejpam-808	34	12	information	information	NOUN
ejpam-808	34	13	complexity	complexity	NOUN
ejpam-808	34	14	by	by	ADP
ejpam-808	34	15	j.	j.	PROPN
ejpam-808	34	16	andrew	andrew	PROPN
ejpam-808	34	17	howe	howe	PROPN
ejpam-808	34	18	and	and	CCONJ
ejpam-808	34	19	hamparsum	hamparsum	ADJ
ejpam-808	34	20	bozdogan	bozdogan	NOUN
ejpam-808	34	21	,	,	PUNCT
ejpam-808	34	22	department	department	NOUN
ejpam-808	34	23	of	of	ADP
ejpam-808	34	24	statistics	statistic	NOUN
ejpam-808	34	25	,	,	PUNCT
ejpam-808	34	26	operations	operation	NOUN
ejpam-808	34	27	and	and	CCONJ
ejpam-808	34	28	management	management	NOUN
ejpam-808	34	29	science	science	NOUN
ejpam-808	34	30	,	,	PUNCT
ejpam-808	34	31	the	the	DET
ejpam-808	34	32	university	university	PROPN
ejpam-808	34	33	of	of	ADP
ejpam-808	34	34	tennessee	tennessee	PROPN
ejpam-808	34	35	,	,	PUNCT
ejpam-808	34	36	knoxville	knoxville	PROPN
ejpam-808	34	37	,	,	PUNCT
ejpam-808	34	38	tn	tn	PROPN
ejpam-808	34	39	,	,	PUNCT
ejpam-808	34	40	u.s.a	u.s.a	PROPN
ejpam-808	34	41	.	.	PUNCT
ejpam-808	35	1	this	this	DET
ejpam-808	35	2	paper	paper	NOUN
ejpam-808	35	3	introduces	introduce	VERB
ejpam-808	35	4	a	a	DET
ejpam-808	35	5	novel	novel	ADJ
ejpam-808	35	6	predictive	predictive	ADJ
ejpam-808	35	7	subset	subset	NOUN
ejpam-808	35	8	vector	vector	NOUN
ejpam-808	35	9	autoregressive	autoregressive	ADJ
ejpam-808	35	10	(	(	PUNCT
ejpam-808	35	11	var	var	NOUN
ejpam-808	35	12	)	)	PUNCT
ejpam-808	35	13	modeling	model	VERB
ejpam-808	35	14	approach	approach	NOUN
ejpam-808	35	15	using	use	VERB
ejpam-808	35	16	the	the	DET
ejpam-808	35	17	genetic	genetic	ADJ
ejpam-808	35	18	algorithm	algorithm	NOUN
ejpam-808	35	19	(	(	PUNCT
ejpam-808	35	20	ga	ga	PROPN
ejpam-808	35	21	)	)	PUNCT
ejpam-808	35	22	,	,	PUNCT
ejpam-808	35	23	along	along	ADP
ejpam-808	35	24	with	with	ADP
ejpam-808	35	25	the	the	DET
ejpam-808	35	26	appropriate	appropriate	ADJ
ejpam-808	35	27	form	form	NOUN
ejpam-808	35	28	of	of	ADP
ejpam-808	35	29	information	information	NOUN
ejpam-808	35	30	-	-	PUNCT
ejpam-808	35	31	theoretic	theoretic	NOUN
ejpam-808	35	32	measure	measure	NOUN
ejpam-808	35	33	of	of	ADP
ejpam-808	35	34	complexity	complexity	NOUN
ejpam-808	35	35	(	(	PUNCT
ejpam-808	35	36	icomp	icomp	ADJ
ejpam-808	35	37	)	)	PUNCT
ejpam-808	35	38	criterion	criterion	NOUN
ejpam-808	35	39	as	as	ADP
ejpam-808	35	40	the	the	DET
ejpam-808	35	41	fitness	fitness	NOUN
ejpam-808	35	42	function	function	NOUN
ejpam-808	35	43	to	to	PART
ejpam-808	35	44	make	make	VERB
ejpam-808	35	45	accurate	accurate	ADJ
ejpam-808	35	46	and	and	CCONJ
ejpam-808	35	47	efficient	efficient	ADJ
ejpam-808	35	48	forecasts	forecast	NOUN
ejpam-808	35	49	.	.	PUNCT
ejpam-808	36	1	results	result	NOUN
ejpam-808	36	2	are	be	AUX
ejpam-808	36	3	shown	show	VERB
ejpam-808	36	4	on	on	ADP
ejpam-808	36	5	the	the	DET
ejpam-808	36	6	standard	standard	ADJ
ejpam-808	36	7	and	and	CCONJ
ejpam-808	36	8	poor	poor	ADJ
ejpam-808	36	9	s&p	s&p	PROPN
ejpam-808	36	10	h.	h.	NOUN
ejpam-808	36	11	bozdogan	bozdogan	PROPN
ejpam-808	36	12	/	/	SYM
ejpam-808	36	13	eur	eur	PROPN
ejpam-808	36	14	.	.	PUNCT
ejpam-808	37	1	j.	j.	PROPN
ejpam-808	37	2	pure	pure	PROPN
ejpam-808	37	3	appl	appl	PROPN
ejpam-808	37	4	.	.	PROPN
ejpam-808	37	5	math	math	PROPN
ejpam-808	37	6	,	,	PUNCT
ejpam-808	37	7	3	3	NUM
ejpam-808	37	8	(	(	PUNCT
ejpam-808	37	9	2010	2010	NUM
ejpam-808	37	10	)	)	PUNCT
ejpam-808	37	11	,	,	PUNCT
ejpam-808	37	12	331	331	NUM
ejpam-808	37	13	-	-	SYM
ejpam-808	37	14	336	336	NUM
ejpam-808	37	15	333	333	NUM
ejpam-808	37	16	500	500	NUM
ejpam-808	37	17	index	index	NOUN
ejpam-808	37	18	from	from	ADP
ejpam-808	37	19	a	a	DET
ejpam-808	37	20	universe	universe	NOUN
ejpam-808	37	21	of	of	ADP
ejpam-808	37	22	the	the	DET
ejpam-808	37	23	first	first	ADJ
ejpam-808	37	24	five	five	NUM
ejpam-808	37	25	lags	lag	NOUN
ejpam-808	37	26	of	of	ADP
ejpam-808	37	27	six	six	NUM
ejpam-808	37	28	major	major	ADJ
ejpam-808	37	29	market	market	NOUN
ejpam-808	37	30	indices	index	NOUN
ejpam-808	37	31	.	.	PUNCT
ejpam-808	38	1	in	in	ADP
ejpam-808	38	2	the	the	DET
ejpam-808	38	3	testing	testing	NOUN
ejpam-808	38	4	period	period	NOUN
ejpam-808	38	5	when	when	SCONJ
ejpam-808	38	6	the	the	DET
ejpam-808	38	7	target	target	NOUN
ejpam-808	38	8	index	index	NOUN
ejpam-808	38	9	lost	lose	VERB
ejpam-808	38	10	more	more	ADJ
ejpam-808	38	11	than	than	ADP
ejpam-808	38	12	15	15	NUM
ejpam-808	38	13	%	%	NOUN
ejpam-808	38	14	,	,	PUNCT
ejpam-808	38	15	the	the	DET
ejpam-808	38	16	identified	identify	VERB
ejpam-808	38	17	subset	subset	NOUN
ejpam-808	38	18	var	var	NOUN
ejpam-808	38	19	model	model	NOUN
ejpam-808	38	20	gained	gain	VERB
ejpam-808	38	21	over	over	ADP
ejpam-808	38	22	17	17	NUM
ejpam-808	38	23	%	%	NOUN
ejpam-808	38	24	.	.	PUNCT
ejpam-808	39	1	the	the	DET
ejpam-808	39	2	prediction	prediction	NOUN
ejpam-808	39	3	error	error	NOUN
ejpam-808	39	4	bands	band	NOUN
ejpam-808	39	5	built	build	VERB
ejpam-808	39	6	around	around	ADP
ejpam-808	39	7	the	the	DET
ejpam-808	39	8	forecasts	forecast	NOUN
ejpam-808	39	9	are	be	AUX
ejpam-808	39	10	half	half	ADV
ejpam-808	39	11	as	as	ADV
ejpam-808	39	12	wide	wide	ADJ
ejpam-808	39	13	as	as	ADP
ejpam-808	39	14	those	those	PRON
ejpam-808	39	15	obtained	obtain	VERB
ejpam-808	39	16	by	by	ADP
ejpam-808	39	17	the	the	DET
ejpam-808	39	18	saturated	saturate	VERB
ejpam-808	39	19	model	model	NOUN
ejpam-808	39	20	.	.	PUNCT
ejpam-808	40	1	the	the	DET
ejpam-808	40	2	paper	paper	NOUN
ejpam-808	40	3	suggests	suggest	VERB
ejpam-808	40	4	that	that	SCONJ
ejpam-808	40	5	,	,	PUNCT
ejpam-808	40	6	when	when	SCONJ
ejpam-808	40	7	modeling	model	VERB
ejpam-808	40	8	complex	complex	ADJ
ejpam-808	40	9	vector	vector	NOUN
ejpam-808	40	10	autoregressions	autoregression	NOUN
ejpam-808	40	11	,	,	PUNCT
ejpam-808	40	12	a	a	DET
ejpam-808	40	13	strict	strict	ADJ
ejpam-808	40	14	criterion	criterion	NOUN
ejpam-808	40	15	that	that	PRON
ejpam-808	40	16	is	be	AUX
ejpam-808	40	17	robust	robust	ADJ
ejpam-808	40	18	to	to	PART
ejpam-808	40	19	model	model	NOUN
ejpam-808	40	20	misspecification	misspecification	NOUN
ejpam-808	40	21	is	be	AUX
ejpam-808	40	22	required	require	VERB
ejpam-808	40	23	even	even	ADV
ejpam-808	40	24	when	when	SCONJ
ejpam-808	40	25	there	there	PRON
ejpam-808	40	26	is	be	VERB
ejpam-808	40	27	no	no	DET
ejpam-808	40	28	sign	sign	NOUN
ejpam-808	40	29	of	of	ADP
ejpam-808	40	30	heteroskedasticity	heteroskedasticity	NOUN
ejpam-808	40	31	,	,	PUNCT
ejpam-808	40	32	non	non	ADJ
ejpam-808	40	33	-	-	NOUN
ejpam-808	40	34	gaussianity	gaussianity	NOUN
ejpam-808	40	35	,	,	PUNCT
ejpam-808	40	36	or	or	CCONJ
ejpam-808	40	37	autocorrelation	autocorrelation	NOUN
ejpam-808	40	38	in	in	ADP
ejpam-808	40	39	the	the	DET
ejpam-808	40	40	model	model	NOUN
ejpam-808	40	41	residuals	residual	NOUN
ejpam-808	40	42	.	.	PUNCT
ejpam-808	41	1	4	4	X
ejpam-808	41	2	.	.	X
ejpam-808	41	3	k	k	X
ejpam-808	41	4	-	-	PUNCT
ejpam-808	41	5	th	th	VERB
ejpam-808	41	6	moving	moving	NOUN
ejpam-808	41	7	,	,	PUNCT
ejpam-808	41	8	weighted	weighted	ADJ
ejpam-808	41	9	and	and	CCONJ
ejpam-808	41	10	exponential	exponential	ADJ
ejpam-808	41	11	moving	moving	NOUN
ejpam-808	41	12	average	average	NOUN
ejpam-808	41	13	for	for	ADP
ejpam-808	41	14	time	time	NOUN
ejpam-808	41	15	series	series	PROPN
ejpam-808	41	16	forecasting	forecasting	NOUN
ejpam-808	41	17	models	model	NOUN
ejpam-808	41	18	by	by	ADP
ejpam-808	41	19	chris	chris	PROPN
ejpam-808	41	20	p.	p.	PROPN
ejpam-808	41	21	tsokos	tsokos	PROPN
ejpam-808	41	22	,	,	PUNCT
ejpam-808	41	23	department	department	NOUN
ejpam-808	41	24	of	of	ADP
ejpam-808	41	25	mathematics	mathematics	PROPN
ejpam-808	41	26	and	and	CCONJ
ejpam-808	41	27	statistics	statistic	NOUN
ejpam-808	41	28	,	,	PUNCT
ejpam-808	41	29	university	university	NOUN
ejpam-808	41	30	of	of	ADP
ejpam-808	41	31	south	south	PROPN
ejpam-808	41	32	florida	florida	PROPN
ejpam-808	41	33	,	,	PUNCT
ejpam-808	41	34	tampa	tampa	PROPN
ejpam-808	41	35	,	,	PUNCT
ejpam-808	41	36	fl	fl	PROPN
ejpam-808	41	37	,	,	PUNCT
ejpam-808	41	38	u.s.a	u.s.a	PROPN
ejpam-808	41	39	.	.	PUNCT
ejpam-808	42	1	this	this	DET
ejpam-808	42	2	paper	paper	NOUN
ejpam-808	42	3	investigates	investigate	VERB
ejpam-808	42	4	the	the	DET
ejpam-808	42	5	effectiveness	effectiveness	NOUN
ejpam-808	42	6	of	of	ADP
ejpam-808	42	7	developing	develop	VERB
ejpam-808	42	8	a	a	DET
ejpam-808	42	9	forecasting	forecasting	NOUN
ejpam-808	42	10	model	model	NOUN
ejpam-808	42	11	of	of	ADP
ejpam-808	42	12	a	a	DET
ejpam-808	42	13	given	give	VERB
ejpam-808	42	14	nonstationary	nonstationary	ADJ
ejpam-808	42	15	economic	economic	ADJ
ejpam-808	42	16	realization	realization	NOUN
ejpam-808	42	17	using	use	VERB
ejpam-808	42	18	a	a	DET
ejpam-808	42	19	k	k	NOUN
ejpam-808	42	20	-	-	PUNCT
ejpam-808	42	21	th	th	VERB
ejpam-808	42	22	moving	move	VERB
ejpam-808	42	23	average	average	NOUN
ejpam-808	42	24	,	,	PUNCT
ejpam-808	42	25	a	a	DET
ejpam-808	42	26	k	k	NOUN
ejpam-808	42	27	-	-	PUNCT
ejpam-808	42	28	th	th	X
ejpam-808	42	29	weighted	weight	VERB
ejpam-808	42	30	moving	move	VERB
ejpam-808	42	31	average	average	ADJ
ejpam-808	42	32	and	and	CCONJ
ejpam-808	42	33	a	a	DET
ejpam-808	42	34	k	k	NOUN
ejpam-808	42	35	-	-	PUNCT
ejpam-808	42	36	th	th	VERB
ejpam-808	42	37	exponential	exponential	NOUN
ejpam-808	42	38	weighted	weighted	AUX
ejpam-808	42	39	moving	move	VERB
ejpam-808	42	40	average	average	ADJ
ejpam-808	42	41	process	process	NOUN
ejpam-808	42	42	.	.	PUNCT
ejpam-808	43	1	a	a	DET
ejpam-808	43	2	new	new	ADJ
ejpam-808	43	3	nonstationary	nonstationary	ADJ
ejpam-808	43	4	time	time	NOUN
ejpam-808	43	5	series	series	PROPN
ejpam-808	43	6	is	be	AUX
ejpam-808	43	7	created	create	VERB
ejpam-808	43	8	from	from	ADP
ejpam-808	43	9	the	the	DET
ejpam-808	43	10	original	original	ADJ
ejpam-808	43	11	realization	realization	NOUN
ejpam-808	43	12	using	use	VERB
ejpam-808	43	13	the	the	DET
ejpam-808	43	14	three	three	NUM
ejpam-808	43	15	different	different	ADJ
ejpam-808	43	16	weighted	weight	VERB
ejpam-808	43	17	methods	method	NOUN
ejpam-808	43	18	.	.	PUNCT
ejpam-808	44	1	using	use	VERB
ejpam-808	44	2	real	real	ADJ
ejpam-808	44	3	economic	economic	ADJ
ejpam-808	44	4	data	datum	NOUN
ejpam-808	44	5	the	the	DET
ejpam-808	44	6	best	good	ADJ
ejpam-808	44	7	arima	arima	NOUN
ejpam-808	44	8	model	model	NOUN
ejpam-808	44	9	is	be	AUX
ejpam-808	44	10	formulated	formulated	ADJ
ejpam-808	44	11	and	and	CCONJ
ejpam-808	44	12	short	short	ADJ
ejpam-808	44	13	term	term	NOUN
ejpam-808	44	14	forecasting	forecasting	NOUN
ejpam-808	44	15	results	result	NOUN
ejpam-808	44	16	are	be	AUX
ejpam-808	44	17	compared	compare	VERB
ejpam-808	44	18	using	use	VERB
ejpam-808	44	19	the	the	DET
ejpam-808	44	20	three	three	NUM
ejpam-808	44	21	proposed	propose	VERB
ejpam-808	44	22	models	model	NOUN
ejpam-808	44	23	with	with	ADP
ejpam-808	44	24	that	that	PRON
ejpam-808	44	25	of	of	ADP
ejpam-808	44	26	the	the	DET
ejpam-808	44	27	classical	classical	ADJ
ejpam-808	44	28	arima	arima	NOUN
ejpam-808	44	29	model	model	NOUN
ejpam-808	44	30	.	.	PUNCT
ejpam-808	45	1	5	5	X
ejpam-808	45	2	.	.	X
ejpam-808	45	3	law	law	NOUN
ejpam-808	45	4	of	of	ADP
ejpam-808	45	5	iterated	iterated	ADJ
ejpam-808	45	6	logarithm	logarithm	NOUN
ejpam-808	45	7	and	and	CCONJ
ejpam-808	45	8	strong	strong	ADJ
ejpam-808	45	9	consistency	consistency	NOUN
ejpam-808	45	10	in	in	ADP
ejpam-808	45	11	poisson	poisson	PROPN
ejpam-808	45	12	regression	regression	NOUN
ejpam-808	45	13	model	model	NOUN
ejpam-808	45	14	selection	selection	NOUN
ejpam-808	45	15	by	by	ADP
ejpam-808	45	16	guogi	guogi	PROPN
ejpam-808	45	17	qian	qian	PROPN
ejpam-808	45	18	,	,	PUNCT
ejpam-808	45	19	department	department	NOUN
ejpam-808	45	20	of	of	ADP
ejpam-808	45	21	mathematics	mathematics	PROPN
ejpam-808	45	22	and	and	CCONJ
ejpam-808	45	23	statistics	statistic	NOUN
ejpam-808	45	24	,	,	PUNCT
ejpam-808	45	25	university	university	NOUN
ejpam-808	45	26	of	of	ADP
ejpam-808	45	27	melbourne	melbourne	PROPN
ejpam-808	45	28	,	,	PUNCT
ejpam-808	45	29	australia	australia	PROPN
ejpam-808	45	30	this	this	DET
ejpam-808	45	31	paper	paper	NOUN
ejpam-808	45	32	first	first	ADV
ejpam-808	45	33	derives	derive	VERB
ejpam-808	45	34	a	a	DET
ejpam-808	45	35	law	law	NOUN
ejpam-808	45	36	of	of	ADP
ejpam-808	45	37	iterated	iterated	ADJ
ejpam-808	45	38	logarithm	logarithm	NOUN
ejpam-808	45	39	for	for	ADP
ejpam-808	45	40	the	the	DET
ejpam-808	45	41	maximum	maximum	ADJ
ejpam-808	45	42	likelihood	likelihood	NOUN
ejpam-808	45	43	estimator	estimator	NOUN
ejpam-808	45	44	of	of	ADP
ejpam-808	45	45	the	the	DET
ejpam-808	45	46	parameters	parameter	NOUN
ejpam-808	45	47	in	in	ADP
ejpam-808	45	48	a	a	DET
ejpam-808	45	49	poisson	poisson	NOUN
ejpam-808	45	50	regression	regression	NOUN
ejpam-808	45	51	model	model	NOUN
ejpam-808	45	52	.	.	PUNCT
ejpam-808	46	1	then	then	ADV
ejpam-808	46	2	this	this	DET
ejpam-808	46	3	result	result	NOUN
ejpam-808	46	4	is	be	AUX
ejpam-808	46	5	useduse	useduse	ADJ
ejpam-808	46	6	to	to	PART
ejpam-808	46	7	establish	establish	VERB
ejpam-808	46	8	the	the	DET
ejpam-808	46	9	strong	strong	ADJ
ejpam-808	46	10	consistency	consistency	NOUN
ejpam-808	46	11	of	of	ADP
ejpam-808	46	12	a	a	DET
ejpam-808	46	13	class	class	NOUN
ejpam-808	46	14	of	of	ADP
ejpam-808	46	15	model	model	NOUN
ejpam-808	46	16	selection	selection	NOUN
ejpam-808	46	17	criteria	criterion	NOUN
ejpam-808	46	18	in	in	ADP
ejpam-808	46	19	poisson	poisson	PROPN
ejpam-808	46	20	regression	regression	NOUN
ejpam-808	46	21	model	model	NOUN
ejpam-808	46	22	selection	selection	NOUN
ejpam-808	46	23	.	.	PUNCT
ejpam-808	47	1	paper	paper	NOUN
ejpam-808	47	2	further	far	ADV
ejpam-808	47	3	shows	show	VERB
ejpam-808	47	4	that	that	SCONJ
ejpam-808	47	5	under	under	ADP
ejpam-808	47	6	some	some	DET
ejpam-808	47	7	general	general	ADJ
ejpam-808	47	8	conditions	condition	NOUN
ejpam-808	47	9	,	,	PUNCT
ejpam-808	47	10	a	a	DET
ejpam-808	47	11	model	model	NOUN
ejpam-808	47	12	selection	selection	NOUN
ejpam-808	47	13	criterion	criterion	NOUN
ejpam-808	47	14	,	,	PUNCT
ejpam-808	47	15	which	which	PRON
ejpam-808	47	16	consists	consist	VERB
ejpam-808	47	17	of	of	ADP
ejpam-808	47	18	a	a	DET
ejpam-808	47	19	minus	minus	CCONJ
ejpam-808	47	20	maximum	maximum	ADJ
ejpam-808	47	21	log	log	NOUN
ejpam-808	47	22	-	-	PUNCT
ejpam-808	47	23	likelihood	likelihood	NOUN
ejpam-808	47	24	and	and	CCONJ
ejpam-808	47	25	a	a	DET
ejpam-808	47	26	penalty	penalty	NOUN
ejpam-808	47	27	term	term	NOUN
ejpam-808	47	28	,	,	PUNCT
ejpam-808	47	29	will	will	AUX
ejpam-808	47	30	select	select	VERB
ejpam-808	47	31	the	the	DET
ejpam-808	47	32	simplest	simple	ADJ
ejpam-808	47	33	correct	correct	ADJ
ejpam-808	47	34	model	model	NOUN
ejpam-808	47	35	almost	almost	ADV
ejpam-808	47	36	surely	surely	ADV
ejpam-808	47	37	if	if	SCONJ
ejpam-808	47	38	the	the	DET
ejpam-808	47	39	penalty	penalty	NOUN
ejpam-808	47	40	term	term	NOUN
ejpam-808	47	41	increases	increase	VERB
ejpam-808	47	42	with	with	ADP
ejpam-808	47	43	model	model	NOUN
ejpam-808	47	44	dimension	dimension	NOUN
ejpam-808	47	45	and	and	CCONJ
ejpam-808	47	46	has	have	VERB
ejpam-808	47	47	an	an	DET
ejpam-808	47	48	order	order	NOUN
ejpam-808	47	49	in	in	ADP
ejpam-808	47	50	between	between	ADP
ejpam-808	47	51	o(log	o(log	PROPN
ejpam-808	47	52	log	log	PROPN
ejpam-808	47	53	n	n	CCONJ
ejpam-808	47	54	)	)	PUNCT
ejpam-808	47	55	and	and	CCONJ
ejpam-808	47	56	o(n	o(n	NUM
ejpam-808	47	57	)	)	PUNCT
ejpam-808	47	58	.	.	PUNCT
ejpam-808	48	1	6	6	X
ejpam-808	48	2	.	.	X
ejpam-808	48	3	a	a	DET
ejpam-808	48	4	generalization	generalization	NOUN
ejpam-808	48	5	of	of	ADP
ejpam-808	48	6	durbin	durbin	ADJ
ejpam-808	48	7	-	-	PUNCT
ejpam-808	48	8	watson	watson	NOUN
ejpam-808	48	9	statistic	statistic	NOUN
ejpam-808	48	10	by	by	ADP
ejpam-808	48	11	a.	a.	PROPN
ejpam-808	48	12	k.	k.	PROPN
ejpam-808	48	13	gupta	gupta	PROPN
ejpam-808	48	14	,	,	PUNCT
ejpam-808	48	15	d.	d.	PROPN
ejpam-808	48	16	g.	g.	PROPN
ejpam-808	48	17	kabe	kabe	PROPN
ejpam-808	48	18	,	,	PUNCT
ejpam-808	48	19	and	and	CCONJ
ejpam-808	48	20	s.	s.	PROPN
ejpam-808	48	21	niwitpong	niwitpong	PROPN
ejpam-808	48	22	,	,	PUNCT
ejpam-808	48	23	department	department	NOUN
ejpam-808	48	24	of	of	ADP
ejpam-808	48	25	mathematics	mathematics	PROPN
ejpam-808	48	26	and	and	CCONJ
ejpam-808	48	27	statistics	statistic	NOUN
ejpam-808	48	28	,	,	PUNCT
ejpam-808	48	29	bowling	bowl	VERB
ejpam-808	48	30	green	green	ADJ
ejpam-808	48	31	state	state	PROPN
ejpam-808	48	32	university	university	PROPN
ejpam-808	48	33	,	,	PUNCT
ejpam-808	48	34	bowling	bowling	NOUN
ejpam-808	48	35	green	green	NOUN
ejpam-808	48	36	,	,	PUNCT
ejpam-808	48	37	u.s.a	u.s.a	PROPN
ejpam-808	48	38	.	.	PROPN
ejpam-808	48	39	,	,	PUNCT
ejpam-808	48	40	mississauga	mississauga	PROPN
ejpam-808	48	41	,	,	PUNCT
ejpam-808	48	42	ontario	ontario	PROPN
ejpam-808	48	43	,	,	PUNCT
ejpam-808	48	44	canada	canada	PROPN
ejpam-808	48	45	,	,	PUNCT
ejpam-808	48	46	and	and	CCONJ
ejpam-808	48	47	department	department	NOUN
ejpam-808	48	48	of	of	ADP
ejpam-808	48	49	applied	applied	ADJ
ejpam-808	48	50	statistics	statistic	NOUN
ejpam-808	48	51	,	,	PUNCT
ejpam-808	48	52	king	king	PROPN
ejpam-808	48	53	mongkut	mongkut	PROPN
ejpam-808	48	54	’s	’s	PROPN
ejpam-808	48	55	university	university	PROPN
ejpam-808	48	56	of	of	ADP
ejpam-808	48	57	technology	technology	PROPN
ejpam-808	48	58	north	north	PROPN
ejpam-808	48	59	bangkok	bangkok	PROPN
ejpam-808	48	60	,	,	PUNCT
ejpam-808	48	61	thailand	thailand	PROPN
ejpam-808	48	62	this	this	DET
ejpam-808	48	63	paper	paper	NOUN
ejpam-808	48	64	gives	give	VERB
ejpam-808	48	65	two	two	NUM
ejpam-808	48	66	generalizations	generalization	NOUN
ejpam-808	48	67	of	of	ADP
ejpam-808	48	68	the	the	DET
ejpam-808	48	69	durbin	durbin	ADJ
ejpam-808	48	70	-	-	PUNCT
ejpam-808	48	71	watson	watson	NOUN
ejpam-808	48	72	statistic	statistic	PROPN
ejpam-808	48	73	d	d	PROPN
ejpam-808	48	74	,	,	PUNCT
ejpam-808	48	75	for	for	ADP
ejpam-808	48	76	testing	test	VERB
ejpam-808	48	77	the	the	DET
ejpam-808	48	78	serial	serial	ADJ
ejpam-808	48	79	correlation	correlation	NOUN
ejpam-808	48	80	in	in	ADP
ejpam-808	48	81	a	a	DET
ejpam-808	48	82	given	give	VERB
ejpam-808	48	83	univariate	univariate	ADJ
ejpam-808	48	84	normal	normal	ADJ
ejpam-808	48	85	regression	regression	NOUN
ejpam-808	48	86	model	model	NOUN
ejpam-808	48	87	.	.	PUNCT
ejpam-808	49	1	it	it	PRON
ejpam-808	49	2	is	be	AUX
ejpam-808	49	3	shown	show	VERB
ejpam-808	49	4	that	that	SCONJ
ejpam-808	49	5	the	the	DET
ejpam-808	49	6	serial	serial	ADJ
ejpam-808	49	7	correlation	correlation	NOUN
ejpam-808	49	8	is	be	AUX
ejpam-808	49	9	zero	zero	NUM
ejpam-808	49	10	,	,	PUNCT
ejpam-808	49	11	to	to	ADP
ejpam-808	49	12	its	its	PRON
ejpam-808	49	13	multivariate	multivariate	NOUN
ejpam-808	49	14	counter	counter	NOUN
ejpam-808	49	15	part	part	NOUN
ejpam-808	49	16	.	.	PUNCT
ejpam-808	50	1	in	in	ADP
ejpam-808	50	2	the	the	DET
ejpam-808	50	3	univariate	univariate	ADJ
ejpam-808	50	4	case	case	NOUN
ejpam-808	50	5	the	the	DET
ejpam-808	50	6	moments	moment	NOUN
ejpam-808	50	7	of	of	ADP
ejpam-808	50	8	d	d	PROPN
ejpam-808	50	9	are	be	AUX
ejpam-808	50	10	obtained	obtain	VERB
ejpam-808	50	11	in	in	ADP
ejpam-808	50	12	terms	term	NOUN
ejpam-808	50	13	of	of	ADP
ejpam-808	50	14	generalized	generalized	ADJ
ejpam-808	50	15	gamma	gamma	NOUN
ejpam-808	50	16	functions	function	NOUN
ejpam-808	50	17	.	.	PUNCT
ejpam-808	51	1	the	the	DET
ejpam-808	51	2	proposed	propose	VERB
ejpam-808	51	3	methodology	methodology	NOUN
ejpam-808	51	4	is	be	AUX
ejpam-808	51	5	based	base	VERB
ejpam-808	51	6	on	on	ADP
ejpam-808	51	7	the	the	DET
ejpam-808	51	8	generalized	generalized	ADJ
ejpam-808	51	9	quadratic	quadratic	ADJ
ejpam-808	51	10	form	form	NOUN
ejpam-808	51	11	of	of	ADP
ejpam-808	51	12	the	the	DET
ejpam-808	51	13	central	central	ADJ
ejpam-808	51	14	wishart	wishart	PROPN
ejpam-808	51	15	distribution	distribution	NOUN
ejpam-808	51	16	.	.	PUNCT
ejpam-808	52	1	7	7	X
ejpam-808	52	2	.	.	NUM
ejpam-808	52	3	stylized	stylize	VERB
ejpam-808	52	4	facts	fact	NOUN
ejpam-808	52	5	of	of	ADP
ejpam-808	52	6	financial	financial	ADJ
ejpam-808	52	7	time	time	NOUN
ejpam-808	52	8	series	series	NOUN
ejpam-808	52	9	and	and	CCONJ
ejpam-808	52	10	three	three	NUM
ejpam-808	52	11	popular	popular	ADJ
ejpam-808	52	12	models	model	NOUN
ejpam-808	52	13	of	of	ADP
ejpam-808	52	14	volatility	volatility	NOUN
ejpam-808	52	15	by	by	ADP
ejpam-808	52	16	hans	hans	PROPN
ejpam-808	52	17	malmsten	malmsten	VERB
ejpam-808	52	18	and	and	CCONJ
ejpam-808	52	19	timo	timo	PROPN
ejpam-808	52	20	teräsvirta	teräsvirta	PROPN
ejpam-808	52	21	länsförsäkringar	länsförsäkringar	NOUN
ejpam-808	52	22	,	,	PUNCT
ejpam-808	52	23	stockholm	stockholm	PROPN
ejpam-808	52	24	and	and	CCONJ
ejpam-808	52	25	creates	create	VERB
ejpam-808	52	26	,	,	PUNCT
ejpam-808	52	27	aarhus	aarhus	PROPN
ejpam-808	52	28	university	university	PROPN
ejpam-808	52	29	,	,	PUNCT
ejpam-808	52	30	aarhus	aarhus	PROPN
ejpam-808	52	31	,	,	PUNCT
ejpam-808	52	32	denmark	denmark	VERB
ejpam-808	52	33	this	this	DET
ejpam-808	52	34	paper	paper	NOUN
ejpam-808	52	35	considers	consider	VERB
ejpam-808	52	36	the	the	DET
ejpam-808	52	37	properties	property	NOUN
ejpam-808	52	38	of	of	ADP
ejpam-808	52	39	three	three	NUM
ejpam-808	52	40	well	well	ADV
ejpam-808	52	41	-	-	PUNCT
ejpam-808	52	42	known	know	VERB
ejpam-808	52	43	and	and	CCONJ
ejpam-808	52	44	frequently	frequently	ADV
ejpam-808	52	45	applied	apply	VERB
ejpam-808	52	46	firstorder	firstorder	NOUN
ejpam-808	52	47	models	model	NOUN
ejpam-808	52	48	for	for	ADP
ejpam-808	52	49	modelling	modelling	NOUN
ejpam-808	52	50	and	and	CCONJ
ejpam-808	52	51	forecasting	forecast	VERB
ejpam-808	52	52	volatility	volatility	NOUN
ejpam-808	52	53	in	in	ADP
ejpam-808	52	54	daily	daily	ADJ
ejpam-808	52	55	or	or	CCONJ
ejpam-808	52	56	weekly	weekly	ADJ
ejpam-808	52	57	financial	financial	ADJ
ejpam-808	52	58	series	series	NOUN
ejpam-808	52	59	h.	h.	PROPN
ejpam-808	52	60	bozdogan	bozdogan	PROPN
ejpam-808	52	61	/	/	SYM
ejpam-808	52	62	eur	eur	PROPN
ejpam-808	52	63	.	.	PUNCT
ejpam-808	53	1	j.	j.	PROPN
ejpam-808	53	2	pure	pure	PROPN
ejpam-808	53	3	appl	appl	PROPN
ejpam-808	53	4	.	.	PROPN
ejpam-808	53	5	math	math	PROPN
ejpam-808	53	6	,	,	PUNCT
ejpam-808	53	7	3	3	NUM
ejpam-808	53	8	(	(	PUNCT
ejpam-808	53	9	2010	2010	NUM
ejpam-808	53	10	)	)	PUNCT
ejpam-808	53	11	,	,	PUNCT
ejpam-808	53	12	331	331	NUM
ejpam-808	53	13	-	-	SYM
ejpam-808	53	14	336	336	NUM
ejpam-808	53	15	334	334	NUM
ejpam-808	53	16	such	such	ADJ
ejpam-808	53	17	as	as	ADP
ejpam-808	53	18	stock	stock	NOUN
ejpam-808	53	19	and	and	CCONJ
ejpam-808	53	20	exchange	exchange	NOUN
ejpam-808	53	21	rate	rate	NOUN
ejpam-808	53	22	returns	return	NOUN
ejpam-808	53	23	.	.	PUNCT
ejpam-808	54	1	the	the	DET
ejpam-808	54	2	standard	standard	ADJ
ejpam-808	54	3	generalized	generalize	VERB
ejpam-808	54	4	autoregressive	autoregressive	ADJ
ejpam-808	54	5	conditional	conditional	ADJ
ejpam-808	54	6	heteroskedasticity	heteroskedasticity	NOUN
ejpam-808	54	7	(	(	PUNCT
ejpam-808	54	8	garch	garch	NOUN
ejpam-808	54	9	)	)	PUNCT
ejpam-808	54	10	,	,	PUNCT
ejpam-808	54	11	the	the	DET
ejpam-808	54	12	exponential	exponential	ADJ
ejpam-808	54	13	garch	garch	NOUN
ejpam-808	54	14	and	and	CCONJ
ejpam-808	54	15	the	the	DET
ejpam-808	54	16	autoregressive	autoregressive	ADJ
ejpam-808	54	17	stochastic	stochastic	ADJ
ejpam-808	54	18	volatility	volatility	NOUN
ejpam-808	54	19	models	model	NOUN
ejpam-808	54	20	are	be	AUX
ejpam-808	54	21	studied	study	VERB
ejpam-808	54	22	.	.	PUNCT
ejpam-808	55	1	the	the	DET
ejpam-808	55	2	focus	focus	NOUN
ejpam-808	55	3	in	in	ADP
ejpam-808	55	4	this	this	DET
ejpam-808	55	5	paper	paper	NOUN
ejpam-808	55	6	is	be	AUX
ejpam-808	55	7	on	on	ADP
ejpam-808	55	8	finding	find	VERB
ejpam-808	55	9	out	out	ADP
ejpam-808	55	10	how	how	SCONJ
ejpam-808	55	11	well	well	ADV
ejpam-808	55	12	these	these	DET
ejpam-808	55	13	models	model	NOUN
ejpam-808	55	14	are	be	AUX
ejpam-808	55	15	able	able	ADJ
ejpam-808	55	16	to	to	PART
ejpam-808	55	17	reproduce	reproduce	VERB
ejpam-808	55	18	characteristic	characteristic	ADJ
ejpam-808	55	19	features	feature	NOUN
ejpam-808	55	20	of	of	ADP
ejpam-808	55	21	such	such	ADJ
ejpam-808	55	22	series	series	NOUN
ejpam-808	55	23	,	,	PUNCT
ejpam-808	55	24	also	also	ADV
ejpam-808	55	25	called	call	VERB
ejpam-808	55	26	stylized	stylize	VERB
ejpam-808	55	27	facts	fact	NOUN
ejpam-808	55	28	.	.	PUNCT
ejpam-808	56	1	these	these	PRON
ejpam-808	56	2	include	include	VERB
ejpam-808	56	3	high	high	ADJ
ejpam-808	56	4	kurtosis	kurtosis	NOUN
ejpam-808	56	5	and	and	CCONJ
ejpam-808	56	6	a	a	DET
ejpam-808	56	7	rather	rather	ADV
ejpam-808	56	8	low	low	ADV
ejpam-808	56	9	-	-	PUNCT
ejpam-808	56	10	starting	starting	NOUN
ejpam-808	56	11	and	and	CCONJ
ejpam-808	56	12	slowly	slowly	ADV
ejpam-808	56	13	decaying	decay	VERB
ejpam-808	56	14	autocorrelation	autocorrelation	NOUN
ejpam-808	56	15	function	function	NOUN
ejpam-808	56	16	of	of	ADP
ejpam-808	56	17	the	the	DET
ejpam-808	56	18	squared	squared	ADJ
ejpam-808	56	19	or	or	CCONJ
ejpam-808	56	20	absolute	absolute	ADV
ejpam-808	56	21	-	-	PUNCT
ejpam-808	56	22	valued	value	VERB
ejpam-808	56	23	observations	observation	NOUN
ejpam-808	56	24	.	.	PUNCT
ejpam-808	57	1	the	the	DET
ejpam-808	57	2	autocorrelations	autocorrelation	NOUN
ejpam-808	57	3	of	of	ADP
ejpam-808	57	4	absolute	absolute	ADV
ejpam-808	57	5	-	-	PUNCT
ejpam-808	57	6	valued	value	VERB
ejpam-808	57	7	returns	return	NOUN
ejpam-808	57	8	raised	raise	VERB
ejpam-808	57	9	to	to	ADP
ejpam-808	57	10	a	a	DET
ejpam-808	57	11	positive	positive	ADJ
ejpam-808	57	12	power	power	NOUN
ejpam-808	57	13	are	be	AUX
ejpam-808	57	14	maximized	maximize	VERB
ejpam-808	57	15	when	when	SCONJ
ejpam-808	57	16	this	this	DET
ejpam-808	57	17	power	power	NOUN
ejpam-808	57	18	equals	equal	VERB
ejpam-808	57	19	unity	unity	NOUN
ejpam-808	57	20	.	.	PUNCT
ejpam-808	58	1	based	base	VERB
ejpam-808	58	2	on	on	ADP
ejpam-808	58	3	results	result	NOUN
ejpam-808	58	4	on	on	ADP
ejpam-808	58	5	the	the	DET
ejpam-808	58	6	moment	moment	NOUN
ejpam-808	58	7	structure	structure	NOUN
ejpam-808	58	8	of	of	ADP
ejpam-808	58	9	these	these	DET
ejpam-808	58	10	models	model	NOUN
ejpam-808	58	11	,	,	PUNCT
ejpam-808	58	12	it	it	PRON
ejpam-808	58	13	has	have	AUX
ejpam-808	58	14	been	be	AUX
ejpam-808	58	15	shown	show	VERB
ejpam-808	58	16	that	that	SCONJ
ejpam-808	58	17	none	none	NOUN
ejpam-808	58	18	of	of	ADP
ejpam-808	58	19	the	the	DET
ejpam-808	58	20	models	model	NOUN
ejpam-808	58	21	dominates	dominate	VERB
ejpam-808	58	22	the	the	DET
ejpam-808	58	23	others	other	NOUN
ejpam-808	58	24	when	when	SCONJ
ejpam-808	58	25	it	it	PRON
ejpam-808	58	26	comes	come	VERB
ejpam-808	58	27	to	to	ADP
ejpam-808	58	28	reproducing	reproduce	VERB
ejpam-808	58	29	stylized	stylize	VERB
ejpam-808	58	30	facts	fact	NOUN
ejpam-808	58	31	in	in	ADP
ejpam-808	58	32	typical	typical	ADJ
ejpam-808	58	33	financial	financial	ADJ
ejpam-808	58	34	time	time	NOUN
ejpam-808	58	35	series	series	NOUN
ejpam-808	58	36	.	.	PUNCT
ejpam-808	59	1	8	8	NUM
ejpam-808	59	2	.	.	X
ejpam-808	59	3	diffusion	diffusion	NOUN
ejpam-808	59	4	index	index	NOUN
ejpam-808	59	5	models	model	NOUN
ejpam-808	59	6	and	and	CCONJ
ejpam-808	59	7	index	index	NOUN
ejpam-808	59	8	proxies	proxy	NOUN
ejpam-808	59	9	:	:	PUNCT
ejpam-808	59	10	recent	recent	ADJ
ejpam-808	59	11	results	result	NOUN
ejpam-808	59	12	and	and	CCONJ
ejpam-808	59	13	new	new	ADJ
ejpam-808	59	14	directions	direction	NOUN
ejpam-808	59	15	by	by	ADP
ejpam-808	59	16	nii	nii	PROPN
ejpam-808	59	17	ayi	ayi	PROPN
ejpam-808	59	18	armah	armah	PROPN
ejpam-808	59	19	and	and	CCONJ
ejpam-808	59	20	norman	norman	PROPN
ejpam-808	59	21	r.	r.	PROPN
ejpam-808	59	22	swanson	swanson	PROPN
ejpam-808	59	23	,	,	PUNCT
ejpam-808	59	24	the	the	DET
ejpam-808	59	25	bank	bank	NOUN
ejpam-808	59	26	of	of	ADP
ejpam-808	59	27	canada	canada	PROPN
ejpam-808	59	28	,	,	PUNCT
ejpam-808	59	29	ottawa	ottawa	PROPN
ejpam-808	59	30	,	,	PUNCT
ejpam-808	59	31	canada	canada	PROPN
ejpam-808	59	32	,	,	PUNCT
ejpam-808	59	33	and	and	CCONJ
ejpam-808	59	34	department	department	NOUN
ejpam-808	59	35	of	of	ADP
ejpam-808	59	36	economics	economic	NOUN
ejpam-808	59	37	,	,	PUNCT
ejpam-808	59	38	rutgers	rutgers	PROPN
ejpam-808	59	39	university	university	PROPN
ejpam-808	59	40	,	,	PUNCT
ejpam-808	59	41	new	new	PROPN
ejpam-808	59	42	brunswick	brunswick	PROPN
ejpam-808	59	43	,	,	PUNCT
ejpam-808	59	44	nj	nj	PROPN
ejpam-808	59	45	,	,	PUNCT
ejpam-808	59	46	u.s.a	u.s.a	PROPN
ejpam-808	59	47	.	.	PUNCT
ejpam-808	60	1	this	this	DET
ejpam-808	60	2	paper	paper	NOUN
ejpam-808	60	3	presents	present	NOUN
ejpam-808	60	4	diffusion	diffusion	NOUN
ejpam-808	60	5	index	index	NOUN
ejpam-808	60	6	models	model	NOUN
ejpam-808	60	7	which	which	PRON
ejpam-808	60	8	have	have	AUX
ejpam-808	60	9	received	receive	VERB
ejpam-808	60	10	considerable	considerable	ADJ
ejpam-808	60	11	attention	attention	NOUN
ejpam-808	60	12	from	from	ADP
ejpam-808	60	13	both	both	PRON
ejpam-808	60	14	theoreticians	theoretician	NOUN
ejpam-808	60	15	and	and	CCONJ
ejpam-808	60	16	empirical	empirical	ADJ
ejpam-808	60	17	econometricians	econometrician	NOUN
ejpam-808	60	18	in	in	ADP
ejpam-808	60	19	recent	recent	ADJ
ejpam-808	60	20	years	year	NOUN
ejpam-808	60	21	.	.	PUNCT
ejpam-808	61	1	one	one	NUM
ejpam-808	61	2	reason	reason	NOUN
ejpam-808	61	3	for	for	ADP
ejpam-808	61	4	this	this	PRON
ejpam-808	61	5	is	be	AUX
ejpam-808	61	6	that	that	SCONJ
ejpam-808	61	7	datasets	dataset	NOUN
ejpam-808	61	8	with	with	ADP
ejpam-808	61	9	many	many	ADJ
ejpam-808	61	10	variables	variable	NOUN
ejpam-808	61	11	are	be	AUX
ejpam-808	61	12	increasingly	increasingly	ADV
ejpam-808	61	13	becoming	become	VERB
ejpam-808	61	14	available	available	ADJ
ejpam-808	61	15	and	and	CCONJ
ejpam-808	61	16	being	be	AUX
ejpam-808	61	17	utilized	utilize	VERB
ejpam-808	61	18	for	for	ADP
ejpam-808	61	19	economic	economic	ADJ
ejpam-808	61	20	modelling	modelling	NOUN
ejpam-808	61	21	,	,	PUNCT
ejpam-808	61	22	and	and	CCONJ
ejpam-808	61	23	another	another	PRON
ejpam-808	61	24	is	be	AUX
ejpam-808	61	25	that	that	SCONJ
ejpam-808	61	26	common	common	ADJ
ejpam-808	61	27	factors	factor	NOUN
ejpam-808	61	28	are	be	AUX
ejpam-808	61	29	often	often	ADV
ejpam-808	61	30	assumed	assume	VERB
ejpam-808	61	31	to	to	PART
ejpam-808	61	32	underlie	underlie	VERB
ejpam-808	61	33	the	the	DET
ejpam-808	61	34	co	co	NOUN
ejpam-808	61	35	-	-	NOUN
ejpam-808	61	36	movements	movement	NOUN
ejpam-808	61	37	of	of	ADP
ejpam-808	61	38	a	a	DET
ejpam-808	61	39	set	set	NOUN
ejpam-808	61	40	of	of	ADP
ejpam-808	61	41	macroeconomic	macroeconomic	ADJ
ejpam-808	61	42	variables	variable	NOUN
ejpam-808	61	43	.	.	PUNCT
ejpam-808	62	1	the	the	DET
ejpam-808	62	2	paper	paper	NOUN
ejpam-808	62	3	reviews	review	VERB
ejpam-808	62	4	some	some	DET
ejpam-808	62	5	recent	recent	ADJ
ejpam-808	62	6	results	result	NOUN
ejpam-808	62	7	in	in	ADP
ejpam-808	62	8	the	the	DET
ejpam-808	62	9	study	study	NOUN
ejpam-808	62	10	of	of	ADP
ejpam-808	62	11	diffusion	diffusion	NOUN
ejpam-808	62	12	index	index	NOUN
ejpam-808	62	13	models	model	NOUN
ejpam-808	62	14	,	,	PUNCT
ejpam-808	62	15	focusing	focus	VERB
ejpam-808	62	16	primarily	primarily	ADV
ejpam-808	62	17	on	on	ADP
ejpam-808	62	18	new	new	ADJ
ejpam-808	62	19	advances	advance	NOUN
ejpam-808	62	20	in	in	ADP
ejpam-808	62	21	this	this	DET
ejpam-808	62	22	area	area	NOUN
ejpam-808	62	23	.	.	PUNCT
ejpam-808	63	1	the	the	DET
ejpam-808	63	2	construction	construction	NOUN
ejpam-808	63	3	of	of	ADP
ejpam-808	63	4	factors	factor	NOUN
ejpam-808	63	5	used	use	VERB
ejpam-808	63	6	in	in	ADP
ejpam-808	63	7	prediction	prediction	NOUN
ejpam-808	63	8	models	model	NOUN
ejpam-808	63	9	implemented	implement	VERB
ejpam-808	63	10	using	use	VERB
ejpam-808	63	11	diffusion	diffusion	NOUN
ejpam-808	63	12	index	index	NOUN
ejpam-808	63	13	methodology	methodology	NOUN
ejpam-808	63	14	and	and	CCONJ
ejpam-808	63	15	approaches	approach	NOUN
ejpam-808	63	16	that	that	PRON
ejpam-808	63	17	are	be	AUX
ejpam-808	63	18	useful	useful	ADJ
ejpam-808	63	19	for	for	ADP
ejpam-808	63	20	assessing	assess	VERB
ejpam-808	63	21	whether	whether	SCONJ
ejpam-808	63	22	there	there	PRON
ejpam-808	63	23	are	be	VERB
ejpam-808	63	24	observable	observable	ADJ
ejpam-808	63	25	variables	variable	NOUN
ejpam-808	63	26	that	that	SCONJ
ejpam-808	63	27	adequately	adequately	ADV
ejpam-808	63	28	“	"	PUNCT
ejpam-808	63	29	proxy	proxy	NOUN
ejpam-808	63	30	”	"	PUNCT
ejpam-808	63	31	for	for	ADP
ejpam-808	63	32	estimated	estimate	VERB
ejpam-808	63	33	factors	factor	NOUN
ejpam-808	63	34	are	be	AUX
ejpam-808	63	35	shown	show	VERB
ejpam-808	63	36	and	and	CCONJ
ejpam-808	63	37	illustrated	illustrate	VERB
ejpam-808	63	38	.	.	PUNCT
ejpam-808	64	1	9	9	X
ejpam-808	64	2	.	.	X
ejpam-808	64	3	variance	variance	NOUN
ejpam-808	64	4	-	-	PUNCT
ejpam-808	64	5	ratio	ratio	NOUN
ejpam-808	64	6	tests	test	NOUN
ejpam-808	64	7	robust	robust	ADJ
ejpam-808	64	8	to	to	ADP
ejpam-808	64	9	a	a	DET
ejpam-808	64	10	break	break	NOUN
ejpam-808	64	11	in	in	ADP
ejpam-808	64	12	drift	drift	NOUN
ejpam-808	64	13	by	by	ADP
ejpam-808	64	14	yunmi	yunmi	PROPN
ejpam-808	64	15	kim	kim	PROPN
ejpam-808	64	16	and	and	CCONJ
ejpam-808	64	17	tae	tae	PROPN
ejpam-808	64	18	-	-	PUNCT
ejpam-808	64	19	hwan	hwan	PROPN
ejpam-808	64	20	kim	kim	PROPN
ejpam-808	64	21	,	,	PUNCT
ejpam-808	64	22	department	department	PROPN
ejpam-808	64	23	of	of	ADP
ejpam-808	64	24	economics	economic	NOUN
ejpam-808	64	25	,	,	PUNCT
ejpam-808	64	26	university	university	NOUN
ejpam-808	64	27	of	of	ADP
ejpam-808	64	28	manitoba	manitoba	PROPN
ejpam-808	64	29	,	,	PUNCT
ejpam-808	64	30	canada	canada	PROPN
ejpam-808	64	31	,	,	PUNCT
ejpam-808	64	32	and	and	CCONJ
ejpam-808	64	33	school	school	NOUN
ejpam-808	64	34	of	of	ADP
ejpam-808	64	35	economics	economic	NOUN
ejpam-808	64	36	,	,	PUNCT
ejpam-808	64	37	yonsei	yonsei	PROPN
ejpam-808	64	38	university	university	PROPN
ejpam-808	64	39	,	,	PUNCT
ejpam-808	64	40	seoul	seoul	PROPN
ejpam-808	64	41	,	,	PUNCT
ejpam-808	64	42	korea	korea	PROPN
ejpam-808	64	43	this	this	DET
ejpam-808	64	44	paper	paper	NOUN
ejpam-808	64	45	considers	consider	VERB
ejpam-808	64	46	a	a	DET
ejpam-808	64	47	simple	simple	ADJ
ejpam-808	64	48	random	random	ADJ
ejpam-808	64	49	walk	walk	NOUN
ejpam-808	64	50	process	process	NOUN
ejpam-808	64	51	which	which	PRON
ejpam-808	64	52	exhibits	exhibit	VERB
ejpam-808	64	53	a	a	DET
ejpam-808	64	54	deterministic	deterministic	ADJ
ejpam-808	64	55	break	break	NOUN
ejpam-808	64	56	in	in	ADP
ejpam-808	64	57	its	its	PRON
ejpam-808	64	58	drift	drift	NOUN
ejpam-808	64	59	term	term	NOUN
ejpam-808	64	60	:	:	PUNCT
ejpam-808	64	61	for	for	ADP
ejpam-808	64	62	instance	instance	NOUN
ejpam-808	64	63	,	,	PUNCT
ejpam-808	64	64	from	from	ADP
ejpam-808	64	65	positive	positive	ADJ
ejpam-808	64	66	to	to	PART
ejpam-808	64	67	negative	negative	VERB
ejpam-808	64	68	.	.	PUNCT
ejpam-808	65	1	the	the	DET
ejpam-808	65	2	paper	paper	NOUN
ejpam-808	65	3	demonstrates	demonstrate	VERB
ejpam-808	65	4	both	both	PRON
ejpam-808	65	5	theoretically	theoretically	ADV
ejpam-808	65	6	and	and	CCONJ
ejpam-808	65	7	by	by	ADP
ejpam-808	65	8	simulation	simulation	NOUN
ejpam-808	65	9	that	that	SCONJ
ejpam-808	65	10	when	when	SCONJ
ejpam-808	65	11	the	the	DET
ejpam-808	65	12	standard	standard	ADJ
ejpam-808	65	13	variance	variance	NOUN
ejpam-808	65	14	ratio	ratio	NOUN
ejpam-808	65	15	test	test	NOUN
ejpam-808	65	16	is	be	AUX
ejpam-808	65	17	applied	apply	VERB
ejpam-808	65	18	to	to	ADP
ejpam-808	65	19	this	this	DET
ejpam-808	65	20	process	process	NOUN
ejpam-808	65	21	,	,	PUNCT
ejpam-808	65	22	the	the	DET
ejpam-808	65	23	phenomenon	phenomenon	NOUN
ejpam-808	65	24	of	of	ADP
ejpam-808	65	25	spurious	spurious	ADJ
ejpam-808	65	26	rejections	rejection	NOUN
ejpam-808	65	27	of	of	ADP
ejpam-808	65	28	the	the	DET
ejpam-808	65	29	random	random	ADJ
ejpam-808	65	30	walk	walk	NOUN
ejpam-808	65	31	hypothesis	hypothesis	NOUN
ejpam-808	65	32	can	can	AUX
ejpam-808	65	33	occur	occur	VERB
ejpam-808	65	34	.	.	PUNCT
ejpam-808	66	1	a	a	DET
ejpam-808	66	2	modified	modify	VERB
ejpam-808	66	3	version	version	NOUN
ejpam-808	66	4	of	of	ADP
ejpam-808	66	5	the	the	DET
ejpam-808	66	6	variance	variance	NOUN
ejpam-808	66	7	ratio	ratio	NOUN
ejpam-808	66	8	test	test	NOUN
ejpam-808	66	9	to	to	PART
ejpam-808	66	10	avoid	avoid	VERB
ejpam-808	66	11	such	such	DET
ejpam-808	66	12	a	a	DET
ejpam-808	66	13	problem	problem	NOUN
ejpam-808	66	14	is	be	AUX
ejpam-808	66	15	proposed	propose	VERB
ejpam-808	66	16	and	and	CCONJ
ejpam-808	66	17	some	some	DET
ejpam-808	66	18	implications	implication	NOUN
ejpam-808	66	19	of	of	ADP
ejpam-808	66	20	this	this	DET
ejpam-808	66	21	finding	finding	NOUN
ejpam-808	66	22	on	on	ADP
ejpam-808	66	23	the	the	DET
ejpam-808	66	24	previously	previously	ADV
ejpam-808	66	25	revealed	reveal	VERB
ejpam-808	66	26	empirical	empirical	ADJ
ejpam-808	66	27	evidence	evidence	NOUN
ejpam-808	66	28	against	against	ADP
ejpam-808	66	29	the	the	DET
ejpam-808	66	30	random	random	ADJ
ejpam-808	66	31	walk	walk	NOUN
ejpam-808	66	32	hypothesis	hypothesis	NOUN
ejpam-808	66	33	for	for	ADP
ejpam-808	66	34	exchange	exchange	NOUN
ejpam-808	66	35	rates	rate	NOUN
ejpam-808	66	36	is	be	AUX
ejpam-808	66	37	discussed	discuss	VERB
ejpam-808	66	38	.	.	PUNCT
ejpam-808	67	1	10	10	NUM
ejpam-808	67	2	.	.	PUNCT
ejpam-808	68	1	a	a	DET
ejpam-808	68	2	generalization	generalization	NOUN
ejpam-808	68	3	of	of	ADP
ejpam-808	68	4	the	the	DET
ejpam-808	68	5	concept	concept	NOUN
ejpam-808	68	6	of	of	ADP
ejpam-808	68	7	cointegration	cointegration	NOUN
ejpam-808	68	8	to	to	ADP
ejpam-808	68	9	harmonizable	harmonizable	ADJ
ejpam-808	68	10	and	and	CCONJ
ejpam-808	68	11	class	class	NOUN
ejpam-808	68	12	(	(	PUNCT
ejpam-808	68	13	kf	kf	NOUN
ejpam-808	68	14	)	)	PUNCT
ejpam-808	68	15	processes	process	NOUN
ejpam-808	68	16	by	by	ADP
ejpam-808	68	17	roselyne	roselyne	PROPN
ejpam-808	68	18	joyeux	joyeux	PROPN
ejpam-808	68	19	faculty	faculty	NOUN
ejpam-808	68	20	of	of	ADP
ejpam-808	68	21	business	business	NOUN
ejpam-808	68	22	and	and	CCONJ
ejpam-808	68	23	economics	economic	NOUN
ejpam-808	68	24	,	,	PUNCT
ejpam-808	68	25	macquarie	macquarie	PROPN
ejpam-808	68	26	university	university	PROPN
ejpam-808	68	27	,	,	PUNCT
ejpam-808	68	28	sydney	sydney	PROPN
ejpam-808	68	29	,	,	PUNCT
ejpam-808	68	30	australia	australia	PROPN
ejpam-808	68	31	this	this	DET
ejpam-808	68	32	paper	paper	NOUN
ejpam-808	68	33	considers	consider	VERB
ejpam-808	68	34	the	the	DET
ejpam-808	68	35	generalization	generalization	NOUN
ejpam-808	68	36	of	of	ADP
ejpam-808	68	37	the	the	DET
ejpam-808	68	38	concept	concept	NOUN
ejpam-808	68	39	of	of	ADP
ejpam-808	68	40	cointegration	cointegration	NOUN
ejpam-808	68	41	to	to	ADP
ejpam-808	68	42	nonstationary	nonstationary	ADJ
ejpam-808	68	43	processes	process	NOUN
ejpam-808	68	44	which	which	PRON
ejpam-808	68	45	are	be	AUX
ejpam-808	68	46	not	not	PART
ejpam-808	68	47	necessarily	necessarily	ADV
ejpam-808	68	48	i(d	i(d	NOUN
ejpam-808	68	49	)	)	PUNCT
ejpam-808	68	50	.	.	PUNCT
ejpam-808	69	1	it	it	PRON
ejpam-808	69	2	shows	show	VERB
ejpam-808	69	3	that	that	SCONJ
ejpam-808	69	4	the	the	DET
ejpam-808	69	5	class	class	NOUN
ejpam-808	69	6	of	of	ADP
ejpam-808	69	7	non	non	ADJ
ejpam-808	69	8	-	-	ADJ
ejpam-808	69	9	stationary	stationary	ADJ
ejpam-808	69	10	processes	process	NOUN
ejpam-808	69	11	considered	consider	VERB
ejpam-808	69	12	belong	belong	VERB
ejpam-808	69	13	to	to	ADP
ejpam-808	69	14	the	the	DET
ejpam-808	69	15	kampé	kampé	PROPN
ejpam-808	69	16	de	de	PROPN
ejpam-808	69	17	fériet	fériet	PROPN
ejpam-808	69	18	(	(	PUNCT
ejpam-808	69	19	kf	kf	NOUN
ejpam-808	69	20	)	)	PUNCT
ejpam-808	69	21	class	class	NOUN
ejpam-808	69	22	.	.	PUNCT
ejpam-808	70	1	later	later	ADV
ejpam-808	70	2	,	,	PUNCT
ejpam-808	70	3	this	this	DET
ejpam-808	70	4	paper	paper	NOUN
ejpam-808	70	5	generalizes	generalize	VERB
ejpam-808	70	6	the	the	DET
ejpam-808	70	7	concept	concept	NOUN
ejpam-808	70	8	of	of	ADP
ejpam-808	70	9	cointegration	cointegration	NOUN
ejpam-808	70	10	to	to	ADP
ejpam-808	70	11	class	class	NOUN
ejpam-808	70	12	(	(	PUNCT
ejpam-808	70	13	kf	kf	NOUN
ejpam-808	70	14	)	)	PUNCT
ejpam-808	70	15	processes	process	NOUN
ejpam-808	70	16	.	.	PUNCT
ejpam-808	71	1	this	this	DET
ejpam-808	71	2	paper	paper	NOUN
ejpam-808	71	3	considers	consider	VERB
ejpam-808	71	4	the	the	DET
ejpam-808	71	5	situation	situation	NOUN
ejpam-808	71	6	where	where	SCONJ
ejpam-808	71	7	non	non	ADJ
ejpam-808	71	8	-	-	ADJ
ejpam-808	71	9	stationary	stationary	ADJ
ejpam-808	71	10	processes	process	NOUN
ejpam-808	71	11	generated	generate	VERB
ejpam-808	71	12	by	by	ADP
ejpam-808	71	13	nonlinear	nonlinear	ADJ
ejpam-808	71	14	systems	system	NOUN
ejpam-808	71	15	which	which	PRON
ejpam-808	71	16	co	co	VERB
ejpam-808	71	17	-	-	NOUN
ejpam-808	71	18	move	move	NOUN
ejpam-808	71	19	according	accord	VERB
ejpam-808	71	20	to	to	ADP
ejpam-808	71	21	a	a	DET
ejpam-808	71	22	linear	linear	ADJ
ejpam-808	71	23	adjustment	adjustment	NOUN
ejpam-808	71	24	process	process	NOUN
ejpam-808	71	25	.	.	PUNCT
ejpam-808	72	1	the	the	DET
ejpam-808	72	2	paper	paper	NOUN
ejpam-808	72	3	further	far	ADV
ejpam-808	72	4	considers	consider	VERB
ejpam-808	72	5	the	the	DET
ejpam-808	72	6	case	case	NOUN
ejpam-808	72	7	where	where	SCONJ
ejpam-808	72	8	one	one	PRON
ejpam-808	72	9	might	might	AUX
ejpam-808	72	10	h.	h.	PROPN
ejpam-808	72	11	bozdogan	bozdogan	PROPN
ejpam-808	72	12	/	/	SYM
ejpam-808	72	13	eur	eur	PROPN
ejpam-808	72	14	.	.	PUNCT
ejpam-808	73	1	j.	j.	PROPN
ejpam-808	73	2	pure	pure	PROPN
ejpam-808	73	3	appl	appl	PROPN
ejpam-808	73	4	.	.	PROPN
ejpam-808	73	5	math	math	PROPN
ejpam-808	73	6	,	,	PUNCT
ejpam-808	73	7	3	3	NUM
ejpam-808	73	8	(	(	PUNCT
ejpam-808	73	9	2010	2010	NUM
ejpam-808	73	10	)	)	PUNCT
ejpam-808	73	11	,	,	PUNCT
ejpam-808	73	12	331	331	NUM
ejpam-808	73	13	-	-	SYM
ejpam-808	73	14	336	336	NUM
ejpam-808	73	15	335	335	NUM
ejpam-808	73	16	have	have	VERB
ejpam-808	73	17	two	two	NUM
ejpam-808	73	18	i(1	i(1	NOUN
ejpam-808	73	19	)	)	PUNCT
ejpam-808	73	20	processes	process	VERB
ejpam-808	73	21	co	co	ADJ
ejpam-808	73	22	-	-	VERB
ejpam-808	73	23	moving	move	VERB
ejpam-808	73	24	according	accord	VERB
ejpam-808	73	25	to	to	ADP
ejpam-808	73	26	a	a	DET
ejpam-808	73	27	nonlinear	nonlinear	ADJ
ejpam-808	73	28	or	or	CCONJ
ejpam-808	73	29	heteroskedastic	heteroskedastic	ADJ
ejpam-808	73	30	adjustment	adjustment	NOUN
ejpam-808	73	31	process	process	NOUN
ejpam-808	73	32	.	.	PUNCT
ejpam-808	74	1	11	11	NUM
ejpam-808	74	2	.	.	PUNCT
ejpam-808	75	1	a	a	DET
ejpam-808	75	2	new	new	ADJ
ejpam-808	75	3	skew	skew	ADJ
ejpam-808	75	4	-	-	PUNCT
ejpam-808	75	5	normal	normal	ADJ
ejpam-808	75	6	model	model	NOUN
ejpam-808	75	7	for	for	ADP
ejpam-808	75	8	the	the	DET
ejpam-808	75	9	application	application	NOUN
ejpam-808	75	10	-	-	PUNCT
ejpam-808	75	11	oriented	orient	VERB
ejpam-808	75	12	skew	skew	NOUN
ejpam-808	75	13	-	-	PUNCT
ejpam-808	75	14	t	t	NOUN
ejpam-808	75	15	model	model	NOUN
ejpam-808	75	16	by	by	ADP
ejpam-808	75	17	john	john	PROPN
ejpam-808	75	18	t.	t.	PROPN
ejpam-808	75	19	chen	chen	PROPN
ejpam-808	75	20	,	,	PUNCT
ejpam-808	75	21	department	department	NOUN
ejpam-808	75	22	of	of	ADP
ejpam-808	75	23	mathematics	mathematics	PROPN
ejpam-808	75	24	and	and	CCONJ
ejpam-808	75	25	statistics	statistic	NOUN
ejpam-808	75	26	,	,	PUNCT
ejpam-808	75	27	bowling	bowl	VERB
ejpam-808	75	28	green	green	ADJ
ejpam-808	75	29	state	state	PROPN
ejpam-808	75	30	university	university	PROPN
ejpam-808	75	31	,	,	PUNCT
ejpam-808	75	32	bowling	bowling	NOUN
ejpam-808	75	33	green	green	NOUN
ejpam-808	75	34	,	,	PUNCT
ejpam-808	75	35	ohio	ohio	PROPN
ejpam-808	75	36	,	,	PUNCT
ejpam-808	75	37	u.s.a	u.s.a	PROPN
ejpam-808	75	38	.	.	PUNCT
ejpam-808	76	1	this	this	DET
ejpam-808	76	2	paper	paper	NOUN
ejpam-808	76	3	discusses	discuss	VERB
ejpam-808	76	4	a	a	DET
ejpam-808	76	5	general	general	ADJ
ejpam-808	76	6	method	method	NOUN
ejpam-808	76	7	of	of	ADP
ejpam-808	76	8	formulation	formulation	NOUN
ejpam-808	76	9	for	for	ADP
ejpam-808	76	10	statistical	statistical	ADJ
ejpam-808	76	11	analysis	analysis	NOUN
ejpam-808	76	12	of	of	ADP
ejpam-808	76	13	data	datum	NOUN
ejpam-808	76	14	with	with	ADP
ejpam-808	76	15	excess	excess	ADJ
ejpam-808	76	16	kurtosis	kurtosis	NOUN
ejpam-808	76	17	and	and	CCONJ
ejpam-808	76	18	asymmetry	asymmetry	NOUN
ejpam-808	76	19	.	.	PUNCT
ejpam-808	77	1	the	the	DET
ejpam-808	77	2	new	new	ADJ
ejpam-808	77	3	way	way	NOUN
ejpam-808	77	4	of	of	ADP
ejpam-808	77	5	modeling	model	VERB
ejpam-808	77	6	skewness	skewness	NOUN
ejpam-808	77	7	is	be	AUX
ejpam-808	77	8	application	application	NOUN
ejpam-808	77	9	oriented	orient	VERB
ejpam-808	77	10	.	.	PUNCT
ejpam-808	78	1	it	it	PRON
ejpam-808	78	2	stems	stem	VERB
ejpam-808	78	3	from	from	ADP
ejpam-808	78	4	the	the	DET
ejpam-808	78	5	application	application	NOUN
ejpam-808	78	6	in	in	ADP
ejpam-808	78	7	analyzing	analyze	VERB
ejpam-808	78	8	bivariate	bivariate	ADJ
ejpam-808	78	9	time	time	NOUN
ejpam-808	78	10	series	series	NOUN
ejpam-808	78	11	for	for	ADP
ejpam-808	78	12	economics	economic	NOUN
ejpam-808	78	13	data	datum	NOUN
ejpam-808	78	14	.	.	PUNCT
ejpam-808	79	1	this	this	DET
ejpam-808	79	2	paper	paper	NOUN
ejpam-808	79	3	presents	present	VERB
ejpam-808	79	4	a	a	DET
ejpam-808	79	5	new	new	ADJ
ejpam-808	79	6	skew	skew	ADJ
ejpam-808	79	7	-	-	PUNCT
ejpam-808	79	8	normal	normal	ADJ
ejpam-808	79	9	ditsribution	ditsribution	NOUN
ejpam-808	79	10	for	for	ADP
ejpam-808	79	11	the	the	DET
ejpam-808	79	12	application	application	NOUN
ejpam-808	79	13	-	-	PUNCT
ejpam-808	79	14	oriented	orient	VERB
ejpam-808	79	15	skew	skew	NOUN
ejpam-808	79	16	-	-	PUNCT
ejpam-808	79	17	t	t	NOUN
ejpam-808	79	18	model	model	NOUN
ejpam-808	79	19	to	to	PART
ejpam-808	79	20	analyze	analyze	VERB
ejpam-808	79	21	common	common	ADJ
ejpam-808	79	22	factors	factor	NOUN
ejpam-808	79	23	in	in	ADP
ejpam-808	79	24	conditional	conditional	ADJ
ejpam-808	79	25	distributions	distribution	NOUN
ejpam-808	79	26	for	for	ADP
ejpam-808	79	27	bivariate	bivariate	ADJ
ejpam-808	79	28	time	time	NOUN
ejpam-808	79	29	series	series	NOUN
ejpam-808	79	30	.	.	PUNCT
ejpam-808	80	1	different	different	ADJ
ejpam-808	80	2	from	from	ADP
ejpam-808	80	3	many	many	ADJ
ejpam-808	80	4	existing	exist	VERB
ejpam-808	80	5	versions	version	NOUN
ejpam-808	80	6	of	of	ADP
ejpam-808	80	7	theory	theory	NOUN
ejpam-808	80	8	-	-	PUNCT
ejpam-808	80	9	oriented	orient	VERB
ejpam-808	80	10	skew	skew	NOUN
ejpam-808	80	11	-	-	PUNCT
ejpam-808	80	12	t	t	NOUN
ejpam-808	80	13	models	model	NOUN
ejpam-808	80	14	,	,	PUNCT
ejpam-808	80	15	the	the	DET
ejpam-808	80	16	skew	skew	NOUN
ejpam-808	80	17	-	-	PUNCT
ejpam-808	80	18	t	t	NOUN
ejpam-808	80	19	model	model	NOUN
ejpam-808	80	20	that	that	PRON
ejpam-808	80	21	professor	professor	PROPN
ejpam-808	80	22	granger	granger	PROPN
ejpam-808	80	23	and	and	CCONJ
ejpam-808	80	24	his	his	PRON
ejpam-808	80	25	collaborators	collaborator	NOUN
ejpam-808	80	26	used	use	VERB
ejpam-808	80	27	was	be	AUX
ejpam-808	80	28	directly	directly	ADV
ejpam-808	80	29	motivated	motivate	VERB
ejpam-808	80	30	by	by	ADP
ejpam-808	80	31	applications	application	NOUN
ejpam-808	80	32	in	in	ADP
ejpam-808	80	33	analyzing	analyze	VERB
ejpam-808	80	34	economics	economic	NOUN
ejpam-808	80	35	data	datum	NOUN
ejpam-808	80	36	.	.	PUNCT
ejpam-808	81	1	this	this	DET
ejpam-808	81	2	application	application	NOUN
ejpam-808	81	3	-	-	PUNCT
ejpam-808	81	4	oriented	orient	VERB
ejpam-808	81	5	skew	skew	NOUN
ejpam-808	81	6	-	-	PUNCT
ejpam-808	81	7	t	t	NOUN
ejpam-808	81	8	model	model	NOUN
ejpam-808	81	9	has	have	VERB
ejpam-808	81	10	discernible	discernible	ADJ
ejpam-808	81	11	features	feature	NOUN
ejpam-808	81	12	on	on	ADP
ejpam-808	81	13	enabling	enable	VERB
ejpam-808	81	14	model	model	NOUN
ejpam-808	81	15	flexibility	flexibility	NOUN
ejpam-808	81	16	and	and	CCONJ
ejpam-808	81	17	keeping	keep	VERB
ejpam-808	81	18	the	the	DET
ejpam-808	81	19	practical	practical	ADJ
ejpam-808	81	20	standardizing	standardize	VERB
ejpam-808	81	21	conditions	condition	NOUN
ejpam-808	81	22	.	.	PUNCT
ejpam-808	82	1	12	12	NUM
ejpam-808	82	2	.	.	PUNCT
ejpam-808	83	1	likelihood	likelihood	NOUN
ejpam-808	83	2	ratio	ratio	NOUN
ejpam-808	83	3	tests	test	NOUN
ejpam-808	83	4	on	on	ADP
ejpam-808	83	5	cointegrating	cointegrate	VERB
ejpam-808	83	6	vectors	vector	NOUN
ejpam-808	83	7	,	,	PUNCT
ejpam-808	83	8	disequilibrium	disequilibrium	NOUN
ejpam-808	83	9	adjustment	adjustment	NOUN
ejpam-808	83	10	vectors	vector	NOUN
ejpam-808	83	11	,	,	PUNCT
ejpam-808	83	12	and	and	CCONJ
ejpam-808	83	13	their	their	PRON
ejpam-808	83	14	orthogonal	orthogonal	ADJ
ejpam-808	83	15	complements	complement	NOUN
ejpam-808	83	16	by	by	ADP
ejpam-808	83	17	norman	norman	PROPN
ejpam-808	83	18	morin	morin	PROPN
ejpam-808	83	19	,	,	PUNCT
ejpam-808	83	20	division	division	NOUN
ejpam-808	83	21	of	of	ADP
ejpam-808	83	22	research	research	NOUN
ejpam-808	83	23	and	and	CCONJ
ejpam-808	83	24	statistics	statistic	NOUN
ejpam-808	83	25	,	,	PUNCT
ejpam-808	83	26	federal	federal	PROPN
ejpam-808	83	27	reserve	reserve	PROPN
ejpam-808	83	28	board	board	PROPN
ejpam-808	83	29	,	,	PUNCT
ejpam-808	83	30	washington	washington	PROPN
ejpam-808	83	31	,	,	PUNCT
ejpam-808	83	32	dc	dc	PROPN
ejpam-808	83	33	,	,	PUNCT
ejpam-808	83	34	u.s.a	u.s.a	PROPN
ejpam-808	83	35	.	.	PUNCT
ejpam-808	84	1	this	this	DET
ejpam-808	84	2	paper	paper	NOUN
ejpam-808	84	3	develops	develop	VERB
ejpam-808	84	4	three	three	NUM
ejpam-808	84	5	new	new	ADJ
ejpam-808	84	6	hypothesis	hypothesis	NOUN
ejpam-808	84	7	tests	test	NOUN
ejpam-808	84	8	for	for	ADP
ejpam-808	84	9	combining	combine	VERB
ejpam-808	84	10	structural	structural	ADJ
ejpam-808	84	11	hypotheses	hypothesis	NOUN
ejpam-808	84	12	on	on	ADP
ejpam-808	84	13	cointegrating	cointegrate	VERB
ejpam-808	84	14	relationships	relationship	NOUN
ejpam-808	84	15	and	and	CCONJ
ejpam-808	84	16	on	on	ADP
ejpam-808	84	17	their	their	PRON
ejpam-808	84	18	disequilibrium	disequilibrium	NOUN
ejpam-808	84	19	adjustment	adjustment	NOUN
ejpam-808	84	20	vectors	vector	NOUN
ejpam-808	84	21	in	in	ADP
ejpam-808	84	22	johansen	johansen	PROPN
ejpam-808	84	23	’s	’s	PART
ejpam-808	84	24	multivariate	multivariate	NOUN
ejpam-808	84	25	maximum	maximum	ADJ
ejpam-808	84	26	likelihood	likelihood	NOUN
ejpam-808	84	27	cointegration	cointegration	NOUN
ejpam-808	84	28	framework	framework	NOUN
ejpam-808	84	29	.	.	PUNCT
ejpam-808	85	1	it	it	PRON
ejpam-808	85	2	presents	present	VERB
ejpam-808	85	3	three	three	NUM
ejpam-808	85	4	likelihood	likelihood	NOUN
ejpam-808	85	5	ratio	ratio	NOUN
ejpam-808	85	6	(	(	PUNCT
ejpam-808	85	7	lr	lr	NOUN
ejpam-808	85	8	)	)	PUNCT
ejpam-808	85	9	tests	test	NOUN
ejpam-808	85	10	for	for	ADP
ejpam-808	85	11	simultaneously	simultaneously	ADV
ejpam-808	85	12	testing	test	VERB
ejpam-808	85	13	restrictions	restriction	NOUN
ejpam-808	85	14	on	on	ADP
ejpam-808	85	15	cointegrating	cointegrate	VERB
ejpam-808	85	16	relationships	relationship	NOUN
ejpam-808	85	17	and	and	CCONJ
ejpam-808	85	18	on	on	ADP
ejpam-808	85	19	how	how	SCONJ
ejpam-808	85	20	quickly	quickly	ADV
ejpam-808	85	21	each	each	DET
ejpam-808	85	22	variable	variable	NOUN
ejpam-808	85	23	in	in	ADP
ejpam-808	85	24	the	the	DET
ejpam-808	85	25	system	system	NOUN
ejpam-808	85	26	reacts	react	VERB
ejpam-808	85	27	to	to	ADP
ejpam-808	85	28	the	the	DET
ejpam-808	85	29	deviation	deviation	NOUN
ejpam-808	85	30	from	from	ADP
ejpam-808	85	31	equilibrium	equilibrium	NOUN
ejpam-808	85	32	implied	imply	VERB
ejpam-808	85	33	by	by	ADP
ejpam-808	85	34	the	the	DET
ejpam-808	85	35	cointegrating	cointegrate	VERB
ejpam-808	85	36	relationships	relationship	NOUN
ejpam-808	85	37	.	.	PUNCT
ejpam-808	86	1	both	both	CCONJ
ejpam-808	86	2	the	the	DET
ejpam-808	86	3	orthogonal	orthogonal	ADJ
ejpam-808	86	4	complements	complement	NOUN
ejpam-808	86	5	of	of	ADP
ejpam-808	86	6	the	the	DET
ejpam-808	86	7	cointegrating	cointegrate	VERB
ejpam-808	86	8	vectors	vector	NOUN
ejpam-808	86	9	and	and	CCONJ
ejpam-808	86	10	of	of	ADP
ejpam-808	86	11	the	the	DET
ejpam-808	86	12	vectors	vector	NOUN
ejpam-808	86	13	of	of	ADP
ejpam-808	86	14	adjustment	adjustment	NOUN
ejpam-808	86	15	speeds	speed	NOUN
ejpam-808	86	16	have	have	AUX
ejpam-808	86	17	been	be	AUX
ejpam-808	86	18	used	use	VERB
ejpam-808	86	19	to	to	PART
ejpam-808	86	20	define	define	VERB
ejpam-808	86	21	the	the	DET
ejpam-808	86	22	common	common	ADJ
ejpam-808	86	23	stochastic	stochastic	ADJ
ejpam-808	86	24	trends	trend	NOUN
ejpam-808	86	25	of	of	ADP
ejpam-808	86	26	a	a	DET
ejpam-808	86	27	nonstationary	nonstationary	ADJ
ejpam-808	86	28	system	system	NOUN
ejpam-808	86	29	.	.	PUNCT
ejpam-808	87	1	these	these	DET
ejpam-808	87	2	tests	test	NOUN
ejpam-808	87	3	possess	possess	VERB
ejpam-808	87	4	closed	closed	ADJ
ejpam-808	87	5	-	-	PUNCT
ejpam-808	87	6	form	form	NOUN
ejpam-808	87	7	solutions	solution	NOUN
ejpam-808	87	8	for	for	ADP
ejpam-808	87	9	parameter	parameter	NOUN
ejpam-808	87	10	estimates	estimate	NOUN
ejpam-808	87	11	under	under	ADP
ejpam-808	87	12	the	the	DET
ejpam-808	87	13	null	null	ADJ
ejpam-808	87	14	hypothesis	hypothesis	NOUN
ejpam-808	87	15	.	.	PUNCT
ejpam-808	88	1	thus	thus	ADV
ejpam-808	88	2	,	,	PUNCT
ejpam-808	88	3	one	one	PRON
ejpam-808	88	4	may	may	AUX
ejpam-808	88	5	combine	combine	VERB
ejpam-808	88	6	tests	test	NOUN
ejpam-808	88	7	for	for	ADP
ejpam-808	88	8	restrictions	restriction	NOUN
ejpam-808	88	9	on	on	ADP
ejpam-808	88	10	the	the	DET
ejpam-808	88	11	long	long	ADJ
ejpam-808	88	12	-	-	PUNCT
ejpam-808	88	13	run	run	NOUN
ejpam-808	88	14	relationships	relationship	NOUN
ejpam-808	88	15	represented	represent	VERB
ejpam-808	88	16	by	by	ADP
ejpam-808	88	17	cointegrating	cointegrate	VERB
ejpam-808	88	18	relationships	relationship	NOUN
ejpam-808	88	19	,	,	PUNCT
ejpam-808	88	20	the	the	DET
ejpam-808	88	21	adjustments	adjustment	NOUN
ejpam-808	88	22	to	to	ADP
ejpam-808	88	23	them	they	PRON
ejpam-808	88	24	,	,	PUNCT
ejpam-808	88	25	and	and	CCONJ
ejpam-808	88	26	the	the	DET
ejpam-808	88	27	common	common	ADJ
ejpam-808	88	28	stochastic	stochastic	ADJ
ejpam-808	88	29	trends	trend	NOUN
ejpam-808	88	30	of	of	ADP
ejpam-808	88	31	a	a	DET
ejpam-808	88	32	system	system	NOUN
ejpam-808	88	33	of	of	ADP
ejpam-808	88	34	variables	variable	NOUN
ejpam-808	88	35	.	.	PUNCT
ejpam-808	89	1	13	13	NUM
ejpam-808	89	2	.	.	X
ejpam-808	89	3	approximating	approximate	VERB
ejpam-808	89	4	expectation	expectation	NOUN
ejpam-808	89	5	functionals	functional	NOUN
ejpam-808	89	6	for	for	ADP
ejpam-808	89	7	financial	financial	ADJ
ejpam-808	89	8	optimization	optimization	NOUN
ejpam-808	89	9	by	by	ADP
ejpam-808	89	10	chanaka	chanaka	PROPN
ejpam-808	89	11	edirisinghe	edirisinghe	PROPN
ejpam-808	89	12	,	,	PUNCT
ejpam-808	89	13	department	department	NOUN
ejpam-808	89	14	of	of	ADP
ejpam-808	89	15	statistics	statistic	NOUN
ejpam-808	89	16	,	,	PUNCT
ejpam-808	89	17	operations	operation	NOUN
ejpam-808	89	18	and	and	CCONJ
ejpam-808	89	19	management	management	NOUN
ejpam-808	89	20	science	science	NOUN
ejpam-808	89	21	,	,	PUNCT
ejpam-808	89	22	college	college	NOUN
ejpam-808	89	23	of	of	ADP
ejpam-808	89	24	business	business	NOUN
ejpam-808	89	25	,	,	PUNCT
ejpam-808	89	26	university	university	PROPN
ejpam-808	89	27	of	of	ADP
ejpam-808	89	28	tennessee	tennessee	PROPN
ejpam-808	89	29	,	,	PUNCT
ejpam-808	89	30	knoxville	knoxville	PROPN
ejpam-808	89	31	,	,	PUNCT
ejpam-808	89	32	tn	tn	PROPN
ejpam-808	89	33	37996	37996	NUM
ejpam-808	89	34	,	,	PUNCT
ejpam-808	89	35	u.s.a	u.s.a	PROPN
ejpam-808	89	36	.	.	PUNCT
ejpam-808	90	1	this	this	DET
ejpam-808	90	2	paper	paper	NOUN
ejpam-808	90	3	focuses	focus	VERB
ejpam-808	90	4	on	on	ADP
ejpam-808	90	5	risk	risk	NOUN
ejpam-808	90	6	control	control	NOUN
ejpam-808	90	7	in	in	ADP
ejpam-808	90	8	portfolio	portfolio	NOUN
ejpam-808	90	9	of	of	ADP
ejpam-808	90	10	investments	investment	NOUN
ejpam-808	90	11	using	use	VERB
ejpam-808	90	12	expected	expect	VERB
ejpam-808	90	13	risk	risk	NOUN
ejpam-808	90	14	functionals	functional	NOUN
ejpam-808	90	15	embedded	embed	VERB
ejpam-808	90	16	in	in	ADP
ejpam-808	90	17	a	a	DET
ejpam-808	90	18	decision	decision	NOUN
ejpam-808	90	19	optimization	optimization	NOUN
ejpam-808	90	20	model	model	NOUN
ejpam-808	90	21	.	.	PUNCT
ejpam-808	91	1	incorporating	incorporate	VERB
ejpam-808	91	2	asymmetric	asymmetric	ADJ
ejpam-808	91	3	risk	risk	NOUN
ejpam-808	91	4	functions	function	NOUN
ejpam-808	91	5	allows	allow	VERB
ejpam-808	91	6	the	the	DET
ejpam-808	91	7	investor	investor	NOUN
ejpam-808	91	8	to	to	PART
ejpam-808	91	9	mitigate	mitigate	VERB
ejpam-808	91	10	the	the	DET
ejpam-808	91	11	effects	effect	NOUN
ejpam-808	91	12	of	of	ADP
ejpam-808	91	13	errors	error	NOUN
ejpam-808	91	14	in	in	ADP
ejpam-808	91	15	econometric	econometric	ADJ
ejpam-808	91	16	modeling	modeling	NOUN
ejpam-808	91	17	of	of	ADP
ejpam-808	91	18	financial	financial	ADJ
ejpam-808	91	19	time	time	NOUN
ejpam-808	91	20	series	series	NOUN
ejpam-808	91	21	,	,	PUNCT
ejpam-808	91	22	as	as	ADV
ejpam-808	91	23	well	well	ADV
ejpam-808	91	24	as	as	ADP
ejpam-808	91	25	representing	represent	VERB
ejpam-808	91	26	attitudes	attitude	NOUN
ejpam-808	91	27	toward	toward	ADP
ejpam-808	91	28	risk	risk	NOUN
ejpam-808	91	29	.	.	PUNCT
ejpam-808	92	1	however	however	ADV
ejpam-808	92	2	,	,	PUNCT
ejpam-808	92	3	such	such	ADJ
ejpam-808	92	4	risk	risk	NOUN
ejpam-808	92	5	functions	function	NOUN
ejpam-808	92	6	often	often	ADV
ejpam-808	92	7	require	require	VERB
ejpam-808	92	8	computing	compute	VERB
ejpam-808	92	9	multidimensional	multidimensional	ADJ
ejpam-808	92	10	expectations	expectation	NOUN
ejpam-808	92	11	that	that	PRON
ejpam-808	92	12	are	be	AUX
ejpam-808	92	13	numerically	numerically	ADV
ejpam-808	92	14	intractable	intractable	ADJ
ejpam-808	92	15	.	.	PUNCT
ejpam-808	93	1	this	this	DET
ejpam-808	93	2	paper	paper	NOUN
ejpam-808	93	3	presents	present	VERB
ejpam-808	93	4	an	an	DET
ejpam-808	93	5	approach	approach	NOUN
ejpam-808	93	6	for	for	ADP
ejpam-808	93	7	computing	compute	VERB
ejpam-808	93	8	approximations	approximation	NOUN
ejpam-808	93	9	on	on	ADP
ejpam-808	93	10	expectation	expectation	NOUN
ejpam-808	93	11	using	use	VERB
ejpam-808	93	12	generalized	generalized	ADJ
ejpam-808	93	13	moment	moment	NOUN
ejpam-808	93	14	problems	problem	NOUN
ejpam-808	93	15	under	under	ADP
ejpam-808	93	16	mean	mean	NOUN
ejpam-808	93	17	and	and	CCONJ
ejpam-808	93	18	covariance	covariance	VERB
ejpam-808	93	19	information	information	NOUN
ejpam-808	93	20	of	of	ADP
ejpam-808	93	21	the	the	DET
ejpam-808	93	22	random	random	ADJ
ejpam-808	93	23	asset	asset	NOUN
ejpam-808	93	24	return	return	NOUN
ejpam-808	93	25	vectors	vector	NOUN
ejpam-808	93	26	.	.	PUNCT
ejpam-808	94	1	these	these	DET
ejpam-808	94	2	approximations	approximation	NOUN
ejpam-808	94	3	are	be	AUX
ejpam-808	94	4	applied	apply	VERB
ejpam-808	94	5	within	within	ADP
ejpam-808	94	6	a	a	DET
ejpam-808	94	7	portfolio	portfolio	NOUN
ejpam-808	94	8	model	model	NOUN
ejpam-808	94	9	consisting	consist	VERB
ejpam-808	94	10	of	of	ADP
ejpam-808	94	11	standard	standard	NOUN
ejpam-808	94	12	and	and	CCONJ
ejpam-808	94	13	poors	poor	NOUN
ejpam-808	94	14	100	100	NUM
ejpam-808	94	15	stocks	stock	NOUN
ejpam-808	94	16	.	.	PUNCT
ejpam-808	95	1	using	use	VERB
ejpam-808	95	2	a	a	DET
ejpam-808	95	3	target	target	NOUN
ejpam-808	95	4	deficit	deficit	NOUN
ejpam-808	95	5	-	-	PUNCT
ejpam-808	95	6	based	base	VERB
ejpam-808	95	7	risk	risk	NOUN
ejpam-808	95	8	function	function	NOUN
ejpam-808	95	9	and	and	CCONJ
ejpam-808	95	10	historical	historical	ADJ
ejpam-808	95	11	10	10	NUM
ejpam-808	95	12	-	-	PUNCT
ejpam-808	95	13	year	year	NOUN
ejpam-808	95	14	return	return	NOUN
ejpam-808	95	15	data	datum	NOUN
ejpam-808	95	16	,	,	PUNCT
ejpam-808	95	17	the	the	DET
ejpam-808	95	18	approximation	approximation	NOUN
ejpam-808	95	19	-	-	PUNCT
ejpam-808	95	20	based	base	VERB
ejpam-808	95	21	future	future	ADJ
ejpam-808	95	22	scenarios	scenario	NOUN
ejpam-808	95	23	of	of	ADP
ejpam-808	95	24	stock	stock	NOUN
ejpam-808	95	25	returns	return	NOUN
ejpam-808	95	26	yield	yield	VERB
ejpam-808	95	27	outstanding	outstanding	ADJ
ejpam-808	95	28	out	out	ADP
ejpam-808	95	29	-	-	PUNCT
ejpam-808	95	30	of	of	ADP
ejpam-808	95	31	-	-	PUNCT
ejpam-808	95	32	sample	sample	NOUN
ejpam-808	95	33	performance	performance	NOUN
ejpam-808	95	34	for	for	ADP
ejpam-808	95	35	the	the	DET
ejpam-808	95	36	portfolio	portfolio	NOUN
ejpam-808	95	37	.	.	PUNCT
ejpam-808	96	1	in	in	ADP
ejpam-808	96	2	contrast	contrast	NOUN
ejpam-808	96	3	,	,	PUNCT
ejpam-808	96	4	assuming	assume	VERB
ejpam-808	96	5	normally	normally	ADV
ejpam-808	96	6	dish	dish	VERB
ejpam-808	96	7	.	.	PUNCT
ejpam-808	97	1	bozdogan	bozdogan	PROPN
ejpam-808	97	2	/	/	SYM
ejpam-808	97	3	eur	eur	PROPN
ejpam-808	97	4	.	.	PUNCT
ejpam-808	98	1	j.	j.	PROPN
ejpam-808	98	2	pure	pure	PROPN
ejpam-808	98	3	appl	appl	PROPN
ejpam-808	98	4	.	.	PROPN
ejpam-808	98	5	math	math	PROPN
ejpam-808	98	6	,	,	PUNCT
ejpam-808	98	7	3	3	NUM
ejpam-808	98	8	(	(	PUNCT
ejpam-808	98	9	2010	2010	NUM
ejpam-808	98	10	)	)	PUNCT
ejpam-808	98	11	,	,	PUNCT
ejpam-808	98	12	331	331	NUM
ejpam-808	98	13	-	-	SYM
ejpam-808	98	14	336	336	NUM
ejpam-808	98	15	336	336	NUM
ejpam-808	98	16	tributed	tribute	VERB
ejpam-808	98	17	returns	return	NOUN
ejpam-808	98	18	and	and	CCONJ
ejpam-808	98	19	using	use	VERB
ejpam-808	98	20	the	the	DET
ejpam-808	98	21	standard	standard	ADJ
ejpam-808	98	22	mean	mean	ADJ
ejpam-808	98	23	-	-	PUNCT
ejpam-808	98	24	variance	variance	NOUN
ejpam-808	98	25	portfolio	portfolio	NOUN
ejpam-808	98	26	tradeoff	tradeoff	NOUN
ejpam-808	98	27	lead	lead	NOUN
ejpam-808	98	28	to	to	ADP
ejpam-808	98	29	inferior	inferior	ADJ
ejpam-808	98	30	portfolios	portfolio	NOUN
ejpam-808	98	31	in	in	ADP
ejpam-808	98	32	the	the	DET
ejpam-808	98	33	(	(	PUNCT
ejpam-808	98	34	out	out	ADP
ejpam-808	98	35	-	-	PUNCT
ejpam-808	98	36	of	of	ADP
ejpam-808	98	37	-	-	PUNCT
ejpam-808	98	38	sample	sample	NOUN
ejpam-808	98	39	)	)	PUNCT
ejpam-808	98	40	first	first	ADV
ejpam-808	98	41	half	half	NOUN
ejpam-808	98	42	of	of	ADP
ejpam-808	98	43	2010	2010	NUM
ejpam-808	98	44	.	.	PUNCT
ejpam-808	99	1	i	i	PRON
ejpam-808	99	2	would	would	AUX
ejpam-808	99	3	like	like	VERB
ejpam-808	99	4	to	to	PART
ejpam-808	99	5	acknowledge	acknowledge	VERB
ejpam-808	99	6	the	the	DET
ejpam-808	99	7	letter	letter	NOUN
ejpam-808	99	8	of	of	ADP
ejpam-808	99	9	condolences	condolence	NOUN
ejpam-808	99	10	,	,	PUNCT
ejpam-808	99	11	memories	memory	NOUN
ejpam-808	99	12	,	,	PUNCT
ejpam-808	99	13	thoughts	thought	NOUN
ejpam-808	99	14	from	from	ADP
ejpam-808	99	15	professor	professor	PROPN
ejpam-808	99	16	david	david	PROPN
ejpam-808	99	17	j.	j.	PROPN
ejpam-808	99	18	hand	hand	PROPN
ejpam-808	99	19	,	,	PUNCT
ejpam-808	99	20	president	president	NOUN
ejpam-808	99	21	,	,	PUNCT
ejpam-808	99	22	royal	royal	ADJ
ejpam-808	99	23	statistical	statistical	ADJ
ejpam-808	99	24	society	society	NOUN
ejpam-808	99	25	imperial	imperial	PROPN
ejpam-808	99	26	college	college	PROPN
ejpam-808	99	27	,	,	PUNCT
ejpam-808	99	28	london	london	PROPN
ejpam-808	99	29	,	,	PUNCT
ejpam-808	99	30	u.	u.	PROPN
ejpam-808	99	31	k.	k.	PROPN
ejpam-808	99	32	;	;	PUNCT
ejpam-808	99	33	from	from	ADP
ejpam-808	99	34	professor	professor	PROPN
ejpam-808	99	35	katsuto	katsuto	PROPN
ejpam-808	99	36	tanaka	tanaka	PROPN
ejpam-808	99	37	,	,	PUNCT
ejpam-808	99	38	hitotsubashi	hitotsubashi	PROPN
ejpam-808	99	39	university	university	PROPN
ejpam-808	99	40	,	,	PUNCT
ejpam-808	99	41	tokyo	tokyo	PROPN
ejpam-808	99	42	,	,	PUNCT
ejpam-808	99	43	japan	japan	PROPN
ejpam-808	99	44	,	,	PUNCT
ejpam-808	99	45	on	on	ADP
ejpam-808	99	46	behalf	behalf	NOUN
ejpam-808	99	47	of	of	ADP
ejpam-808	99	48	the	the	DET
ejpam-808	99	49	japan	japan	PROPN
ejpam-808	99	50	statistical	statistical	ADJ
ejpam-808	99	51	society	society	NOUN
ejpam-808	99	52	;	;	PUNCT
ejpam-808	99	53	from	from	ADP
ejpam-808	99	54	professor	professor	PROPN
ejpam-808	99	55	nilss	nilss	PROPN
ejpam-808	99	56	olekalns	olekalns	PROPN
ejpam-808	99	57	,	,	PUNCT
ejpam-808	99	58	head	head	NOUN
ejpam-808	99	59	of	of	ADP
ejpam-808	99	60	the	the	DET
ejpam-808	99	61	department	department	NOUN
ejpam-808	99	62	of	of	ADP
ejpam-808	99	63	economics	economic	NOUN
ejpam-808	99	64	,	,	PUNCT
ejpam-808	99	65	university	university	NOUN
ejpam-808	99	66	of	of	ADP
ejpam-808	99	67	melbourne	melbourne	PROPN
ejpam-808	99	68	,	,	PUNCT
ejpam-808	99	69	australia	australia	PROPN
ejpam-808	99	70	;	;	PUNCT
ejpam-808	99	71	from	from	ADP
ejpam-808	99	72	professors	professor	NOUN
ejpam-808	99	73	robin	robin	PROPN
ejpam-808	99	74	harrison	harrison	PROPN
ejpam-808	99	75	,	,	PUNCT
ejpam-808	99	76	les	les	PROPN
ejpam-808	99	77	oxley	oxley	PROPN
ejpam-808	99	78	,	,	PUNCT
ejpam-808	99	79	department	department	NOUN
ejpam-808	99	80	of	of	ADP
ejpam-808	99	81	economics	economic	NOUN
ejpam-808	99	82	and	and	CCONJ
ejpam-808	99	83	finance	finance	NOUN
ejpam-808	99	84	,	,	PUNCT
ejpam-808	99	85	erskine	erskine	PROPN
ejpam-808	99	86	programme	programme	PROPN
ejpam-808	99	87	manager	manager	NOUN
ejpam-808	99	88	michelle	michelle	PROPN
ejpam-808	99	89	blackmore	blackmore	PROPN
ejpam-808	99	90	,	,	PUNCT
ejpam-808	99	91	all	all	PRON
ejpam-808	99	92	at	at	ADP
ejpam-808	99	93	the	the	DET
ejpam-808	99	94	university	university	NOUN
ejpam-808	99	95	of	of	ADP
ejpam-808	99	96	canterburry	canterburry	NOUN
ejpam-808	99	97	,	,	PUNCT
ejpam-808	99	98	christchurch	christchurch	PROPN
ejpam-808	99	99	,	,	PUNCT
ejpam-808	99	100	new	new	PROPN
ejpam-808	99	101	zealand	zealand	PROPN
ejpam-808	99	102	;	;	PUNCT
ejpam-808	99	103	professor	professor	PROPN
ejpam-808	99	104	halbert	halbert	PROPN
ejpam-808	99	105	white	white	PROPN
ejpam-808	99	106	,	,	PUNCT
ejpam-808	99	107	department	department	NOUN
ejpam-808	99	108	of	of	ADP
ejpam-808	99	109	economics	economic	NOUN
ejpam-808	99	110	,	,	PUNCT
ejpam-808	99	111	university	university	PROPN
ejpam-808	99	112	of	of	ADP
ejpam-808	99	113	california	california	PROPN
ejpam-808	99	114	,	,	PUNCT
ejpam-808	99	115	san	san	PROPN
ejpam-808	99	116	diego	diego	PROPN
ejpam-808	99	117	;	;	PUNCT
ejpam-808	99	118	professor	professor	PROPN
ejpam-808	99	119	harald	harald	PROPN
ejpam-808	99	120	uhlig	uhlig	PROPN
ejpam-808	99	121	,	,	PUNCT
ejpam-808	99	122	chair	chair	NOUN
ejpam-808	99	123	of	of	ADP
ejpam-808	99	124	the	the	DET
ejpam-808	99	125	department	department	NOUN
ejpam-808	99	126	of	of	ADP
ejpam-808	99	127	economics	economic	NOUN
ejpam-808	99	128	,	,	PUNCT
ejpam-808	99	129	the	the	DET
ejpam-808	99	130	university	university	NOUN
ejpam-808	99	131	of	of	ADP
ejpam-808	99	132	chicago	chicago	PROPN
ejpam-808	99	133	;	;	PUNCT
ejpam-808	99	134	from	from	ADP
ejpam-808	99	135	professor	professor	PROPN
ejpam-808	99	136	roselyne	roselyne	PROPN
ejpam-808	99	137	joyeux	joyeux	PROPN
ejpam-808	99	138	of	of	ADP
ejpam-808	99	139	the	the	DET
ejpam-808	99	140	department	department	PROPN
ejpam-808	99	141	of	of	ADP
ejpam-808	99	142	economics	economics	PROPN
ejpam-808	99	143	,	,	PUNCT
ejpam-808	99	144	macquarie	macquarie	PROPN
ejpam-808	99	145	university	university	PROPN
ejpam-808	99	146	,	,	PUNCT
ejpam-808	99	147	sydney	sydney	PROPN
ejpam-808	99	148	,	,	PUNCT
ejpam-808	99	149	australia	australia	PROPN
ejpam-808	99	150	;	;	PUNCT
ejpam-808	99	151	and	and	CCONJ
ejpam-808	99	152	professor	professor	NOUN
ejpam-808	99	153	eyüp	eyüp	PROPN
ejpam-808	99	154	çetin	çetin	NOUN
ejpam-808	99	155	,	,	PUNCT
ejpam-808	99	156	editor	editor	NOUN
ejpam-808	99	157	-	-	PUNCT
ejpam-808	99	158	in	in	ADP
ejpam-808	99	159	-	-	PUNCT
ejpam-808	99	160	chief	chief	NOUN
ejpam-808	99	161	of	of	ADP
ejpam-808	99	162	ejpam	ejpam	NOUN
ejpam-808	99	163	.	.	PUNCT
ejpam-808	100	1	we	we	PRON
ejpam-808	100	2	gratefully	gratefully	ADV
ejpam-808	100	3	acknowledge	acknowledge	VERB
ejpam-808	100	4	the	the	DET
ejpam-808	100	5	source	source	NOUN
ejpam-808	100	6	of	of	ADP
ejpam-808	100	7	the	the	DET
ejpam-808	100	8	autobiography	autobiography	NOUN
ejpam-808	100	9	of	of	ADP
ejpam-808	100	10	professor	professor	PROPN
ejpam-808	100	11	clive	clive	PROPN
ejpam-808	100	12	granger	granger	PROPN
ejpam-808	101	1	http://nobelprize.org/nobel_prizes/economics/laureates/2003/granger-autobio.html	http://nobelprize.org/nobel_prizes/economics/laureates/2003/granger-autobio.html	PROPN
ejpam-808	101	2	i	i	PRON
ejpam-808	101	3	would	would	AUX
ejpam-808	101	4	like	like	VERB
ejpam-808	101	5	to	to	PART
ejpam-808	101	6	acknowledge	acknowledge	VERB
ejpam-808	101	7	with	with	ADP
ejpam-808	101	8	my	my	PRON
ejpam-808	101	9	sincere	sincere	ADJ
ejpam-808	101	10	thanks	thank	NOUN
ejpam-808	101	11	the	the	DET
ejpam-808	101	12	countless	countless	ADJ
ejpam-808	101	13	hours	hour	NOUN
ejpam-808	101	14	and	and	CCONJ
ejpam-808	101	15	help	help	NOUN
ejpam-808	101	16	i	i	PRON
ejpam-808	101	17	received	receive	VERB
ejpam-808	101	18	from	from	ADP
ejpam-808	101	19	dr	dr	PROPN
ejpam-808	101	20	.	.	PROPN
ejpam-808	101	21	j.	j.	PROPN
ejpam-808	101	22	andrew	andrew	PROPN
ejpam-808	101	23	howe	howe	PROPN
ejpam-808	101	24	,	,	PUNCT
ejpam-808	101	25	my	my	PRON
ejpam-808	101	26	former	former	ADJ
ejpam-808	101	27	ph.d	ph.d	PROPN
ejpam-808	101	28	.	.	PUNCT
ejpam-808	101	29	student	student	NOUN
ejpam-808	101	30	in	in	ADP
ejpam-808	101	31	putting	put	VERB
ejpam-808	101	32	all	all	DET
ejpam-808	101	33	these	these	DET
ejpam-808	101	34	papers	paper	NOUN
ejpam-808	101	35	in	in	ADP
ejpam-808	101	36	latex	latex	NOUN
ejpam-808	101	37	style	style	NOUN
ejpam-808	101	38	format	format	NOUN
ejpam-808	101	39	of	of	ADP
ejpam-808	101	40	ejpam	ejpam	NOUN
ejpam-808	101	41	.	.	PUNCT
ejpam-808	102	1	also	also	ADV
ejpam-808	102	2	,	,	PUNCT
ejpam-808	102	3	i	i	PRON
ejpam-808	102	4	would	would	AUX
ejpam-808	102	5	like	like	VERB
ejpam-808	102	6	to	to	PART
ejpam-808	102	7	acknowledge	acknowledge	VERB
ejpam-808	102	8	the	the	DET
ejpam-808	102	9	continual	continual	ADJ
ejpam-808	102	10	help	help	NOUN
ejpam-808	102	11	of	of	ADP
ejpam-808	102	12	the	the	DET
ejpam-808	102	13	editorial	editorial	ADJ
ejpam-808	102	14	group	group	NOUN
ejpam-808	102	15	:	:	PUNCT
ejpam-808	102	16	professor	professor	NOUN
ejpam-808	102	17	ünsal	ünsal	PROPN
ejpam-808	102	18	tekir	tekir	PROPN
ejpam-808	102	19	,	,	PUNCT
ejpam-808	102	20	barı̧s	barı̧s	X
ejpam-808	102	21	kiremitci	kiremitci	NOUN
ejpam-808	102	22	,	,	PUNCT
ejpam-808	102	23	and	and	CCONJ
ejpam-808	102	24	last	last	ADJ
ejpam-808	102	25	but	but	CCONJ
ejpam-808	102	26	least	least	ADJ
ejpam-808	102	27	professor	professor	NOUN
ejpam-808	102	28	eyüp	eyüp	NOUN
ejpam-808	102	29	çetin	çetin	NOUN
ejpam-808	102	30	,	,	PUNCT
ejpam-808	102	31	editor	editor	NOUN
ejpam-808	102	32	-	-	PUNCT
ejpam-808	102	33	in	in	ADP
ejpam-808	102	34	-	-	PUNCT
ejpam-808	102	35	chief	chief	NOUN
ejpam-808	102	36	of	of	ADP
ejpam-808	102	37	ejpam	ejpam	NOUN
ejpam-808	102	38	in	in	ADP
ejpam-808	102	39	making	make	VERB
ejpam-808	102	40	this	this	DET
ejpam-808	102	41	special	special	ADJ
ejpam-808	102	42	volume	volume	NOUN
ejpam-808	102	43	a	a	DET
ejpam-808	102	44	reality	reality	NOUN
ejpam-808	102	45	.	.	PUNCT
ejpam-808	103	1	in	in	ADP
ejpam-808	103	2	dedicating	dedicate	VERB
ejpam-808	103	3	this	this	DET
ejpam-808	103	4	volume	volume	NOUN
ejpam-808	103	5	to	to	ADP
ejpam-808	103	6	the	the	DET
ejpam-808	103	7	outstanding	outstanding	ADJ
ejpam-808	103	8	contributions	contribution	NOUN
ejpam-808	103	9	of	of	ADP
ejpam-808	103	10	professor	professor	NOUN
ejpam-808	103	11	clive	clive	PROPN
ejpam-808	103	12	granger	granger	PROPN
ejpam-808	103	13	on	on	ADP
ejpam-808	103	14	time	time	NOUN
ejpam-808	103	15	-	-	PUNCT
ejpam-808	103	16	series	series	NOUN
ejpam-808	103	17	econometrics	econometric	NOUN
ejpam-808	103	18	,	,	PUNCT
ejpam-808	103	19	it	it	PRON
ejpam-808	103	20	is	be	AUX
ejpam-808	103	21	my	my	PRON
ejpam-808	103	22	hope	hope	NOUN
ejpam-808	103	23	that	that	SCONJ
ejpam-808	103	24	the	the	DET
ejpam-808	103	25	readers	reader	NOUN
ejpam-808	103	26	will	will	AUX
ejpam-808	103	27	find	find	VERB
ejpam-808	103	28	the	the	DET
ejpam-808	103	29	published	publish	VERB
ejpam-808	103	30	papers	paper	NOUN
ejpam-808	103	31	interesting	interesting	ADJ
ejpam-808	103	32	and	and	CCONJ
ejpam-808	103	33	helpful	helpful	ADJ
ejpam-808	103	34	covering	cover	VERB
ejpam-808	103	35	diverse	diverse	ADJ
ejpam-808	103	36	areas	area	NOUN
ejpam-808	103	37	.	.	PUNCT
ejpam-808	104	1	prof	prof	PROPN
ejpam-808	104	2	.	.	PUNCT
ejpam-808	105	1	dr	dr	PROPN
ejpam-808	105	2	.	.	PROPN
ejpam-808	105	3	hamparsum	hamparsum	PROPN
ejpam-808	105	4	bozdogan	bozdogan	PROPN
ejpam-808	105	5	,	,	PUNCT
ejpam-808	105	6	ph.d	ph.d	PROPN
ejpam-808	105	7	.	.	PUNCT
ejpam-808	105	8	editor	editor	NOUN
ejpam-808	105	9	of	of	ADP
ejpam-808	105	10	the	the	DET
ejpam-808	105	11	special	special	ADJ
ejpam-808	105	12	volume	volume	NOUN
ejpam-808	105	13	toby	toby	PROPN
ejpam-808	105	14	&	&	CCONJ
ejpam-808	105	15	brenda	brenda	PROPN
ejpam-808	105	16	mckenzie	mckenzie	PROPN
ejpam-808	105	17	chair	chair	PROPN
ejpam-808	105	18	professor	professor	PROPN
ejpam-808	105	19	in	in	ADP
ejpam-808	105	20	business	business	NOUN
ejpam-808	105	21	,	,	PUNCT
ejpam-808	105	22	in	in	ADP
ejpam-808	105	23	information	information	NOUN
ejpam-808	105	24	complexity	complexity	NOUN
ejpam-808	105	25	,	,	PUNCT
ejpam-808	105	26	and	and	CCONJ
ejpam-808	105	27	model	model	NOUN
ejpam-808	105	28	selection	selection	PROPN
ejpam-808	105	29	department	department	PROPN
ejpam-808	105	30	of	of	ADP
ejpam-808	105	31	statistics	statistic	NOUN
ejpam-808	105	32	336	336	NUM
ejpam-808	105	33	stokely	stokely	ADJ
ejpam-808	105	34	management	management	NOUN
ejpam-808	105	35	center	center	PROPN
ejpam-808	105	36	knoxville	knoxville	PROPN
ejpam-808	105	37	,	,	PUNCT
ejpam-808	105	38	tn	tn	PROPN
ejpam-808	105	39	37996	37996	NUM
ejpam-808	105	40	-	-	SYM
ejpam-808	105	41	0532	0532	NUM
ejpam-808	105	42	u.s.a	u.s.a	NOUN
ejpam-808	105	43	.	.	PUNCT
ejpam-808	105	44	phone	phone	PROPN
ejpam-808	105	45	&	&	CCONJ
ejpam-808	105	46	voice	voice	PROPN
ejpam-808	105	47	mail	mail	NOUN
ejpam-808	105	48	:	:	PUNCT
ejpam-808	105	49	(	(	PUNCT
ejpam-808	105	50	865	865	NUM
ejpam-808	105	51	)	)	SYM
ejpam-808	105	52	974	974	NUM
ejpam-808	105	53	-	-	SYM
ejpam-808	105	54	1635	1635	NUM
ejpam-808	105	55	fax	fax	NOUN
ejpam-808	105	56	:	:	PUNCT
ejpam-808	105	57	(	(	PUNCT
ejpam-808	105	58	865	865	NUM
ejpam-808	105	59	)	)	SYM
ejpam-808	105	60	974	974	NUM
ejpam-808	105	61	-	-	SYM
ejpam-808	105	62	2490	2490	NUM
ejpam-808	105	63	e	e	NOUN
ejpam-808	105	64	-	-	NOUN
ejpam-808	105	65	mail	mail	NOUN
ejpam-808	105	66	:	:	PUNCT
ejpam-808	105	67	bozdogan@utk.edu	bozdogan@utk.edu	PROPN
ejpam-808	105	68	may	may	AUX
ejpam-808	105	69	27	27	NUM
ejpam-808	105	70	,	,	PUNCT
ejpam-808	105	71	2010	2010	NUM
ejpam-808	105	72	knoxville	knoxville	NOUN