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'infinity,': [442], 'which': [443], 'opens': [444], 'way': [446], 'empirical': [454], 'analysis.': [455], 'Copyright': [456], '©': [457], '2010': [458], 'John': [459], '&': [461], 'Sons,': [462], 'Ltd.': [463], 'Supporting': [464], 'Information': [465], 'JAE': [467], 'Data': [468, 1036], 'Archive': [469], 'directory': [470], 'available': [472], 'at': [473, 868], 'http://qed.econ.queensu.ca/jae/datasets/carriero001/': [474], '.': [475], 'Please': [476], 'note:': [477], 'publisher': [479], 'not': [481], 'responsible': [482], 'content': [485], 'or': [486], 'functionality': [487], 'any': [489], 'supporting': [490], 'information': [491], 'supplied': [492], 'authors.': [495], 'Any': [496], 'queries': [497], '(other': [498], 'missing': [500], 'content)': [501], 'should': [502], 'directed': [504], 'corresponding': [507], 'article.': [511], 'REFERENCES': [512], 'Ahn': [513], 'SK,': [514], 'Reinsel': [515, 1319, 1337, 1351, 1494], 'GC.': [516, 1320, 1338], '1988.': [517, 823], 'Nested': [518], 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[1177], 'autoregressions:': [1178], 'five': [1179], 'years': [1180], 'experience.': [1182], '4:': [1189], '25–38.': [1190], '10.2307/1391384': [1191], 'Lutz': [1196], 'RW,': [1197], 'high-multivariate': [1203], 'responses': [1204], 'regression.': [1208], 'Statistica': [1209], 'Sinica': [1210], '16:': [1211], '471–494.': [1212], 'Pesaran': [1217, 1243, 1272], 'MH,': [1218, 1244, 1273], 'Timmermann': [1219, 1436, 1467, 1482], 'A.': [1220, 1468, 1515], '2005.': [1221], 'Small': [1222], 'sample': [1223], 'properties': [1224], 'from': [1227, 1398], 'under': [1230], 'structural': [1231], 'breaks.': [1232], '129(1–2):': [1236], '183–217.': [1237], '10.1016/j.jeconom.2004.09.007': [1238], 'Schuermann': [1245, 1274], 'Weiner': [1247], 'SM.': [1248], 'Modeling': [1250], 'regional': [1251], 'interdependencies': [1252], 'global': [1255, 1285], 'error-correcting': [1256], 'macroeconometric': [1257], '22:': [1265], '129–162.': [1266], '10.1198/073500104000000019': [1267], 'LV.': [1277], 'economic': 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[1397], '97:': [1410], '1167–1179.': [1411], '10.1198/016214502388618960': [1412], 'many': [1424], 'Handbook': [1427, 1473], 'Forecasting,': [1430, 1476], 'G': [1431, 1477], 'Elliott,': [1432, 1478], 'CWJ': [1433, 1479], 'Granger,': [1434, 1480], '(eds).': [1437, 1483], 'Elsevier:': [1438, 1484], 'Amsterdam;': [1439, 1485], '517–554.': [1440], 'selection': [1449], 'lasso.': [1452], 'Royal': [1456], 'Society': [1458], 'B': [1459], '58:': [1460], '267–288.': [1461], '10.1111/j.2517-6161.1996.tb02080.x': [1462], 'Forecast': [1470], 'combinations.': [1471], '135–146.': [1486], '10.1016/S1574-0706(05)01004-9': [1487], 'RP,': [1493], 'Wichern': [1496], 'DW.': [1497], 'multiple': [1503], '73:': [1507], '105–118.': [1508], '10.1093/biomet/73.1.105': [1509], 'Zellner': [1514], '1973.': [1516], 'Introduction': [1518], 'Inference': [1521], 'Econometrics.': [1523], 'Citing': [1529], 'Literature': [1530], 'Volume26,': [1531], 'Issue5August': [1532], '2011Pages': [1533], 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