id sid tid token lemma pos m039k358k4s 1 1 this this DET m039k358k4s 1 2 master master NOUN m039k358k4s 1 3 thesis thesis NOUN m039k358k4s 1 4 is be AUX m039k358k4s 1 5 concerned concern VERB m039k358k4s 1 6 with with ADP m039k358k4s 1 7 the the DET m039k358k4s 1 8 finite finite ADJ m039k358k4s 1 9 sample sample NOUN m039k358k4s 1 10 properties property NOUN m039k358k4s 1 11 of of ADP m039k358k4s 1 12 four four NUM m039k358k4s 1 13 standard standard ADJ m039k358k4s 1 14 error error NOUN m039k358k4s 1 15 ( ( PUNCT m039k358k4s 1 16 se se X m039k358k4s 1 17 ) ) PUNCT m039k358k4s 1 18 estimators estimator NOUN m039k358k4s 1 19 for for ADP m039k358k4s 1 20 dynamic dynamic ADJ m039k358k4s 1 21 factor factor NOUN m039k358k4s 1 22 analysis analysis NOUN m039k358k4s 1 23 using use VERB m039k358k4s 1 24 the the DET m039k358k4s 1 25 kalman kalman NOUN m039k358k4s 1 26 filter filter NOUN m039k358k4s 1 27 algorithm algorithm NOUN m039k358k4s 1 28 with with ADP m039k358k4s 1 29 both both CCONJ m039k358k4s 1 30 normal normal ADJ m039k358k4s 1 31 and and CCONJ m039k358k4s 1 32 nonnormal nonnormal ADJ m039k358k4s 1 33 data datum NOUN m039k358k4s 1 34 . . PUNCT m039k358k4s 2 1 the the DET m039k358k4s 2 2 estimators estimator NOUN m039k358k4s 2 3 considered consider VERB m039k358k4s 2 4 are be AUX m039k358k4s 2 5 the the DET m039k358k4s 2 6 observed observe VERB m039k358k4s 2 7 information information NOUN m039k358k4s 2 8 based base VERB m039k358k4s 2 9 se se PROPN m039k358k4s 2 10 estimator estimator NOUN m039k358k4s 2 11 , , PUNCT m039k358k4s 2 12 harvey harvey PROPN m039k358k4s 2 13 's 's PART m039k358k4s 2 14 se se PROPN m039k358k4s 2 15 estimator estimator NOUN m039k358k4s 2 16 , , PUNCT m039k358k4s 2 17 and and CCONJ m039k358k4s 2 18 the the DET m039k358k4s 2 19 two two NUM m039k358k4s 2 20 sandwich sandwich NOUN m039k358k4s 2 21 type type NOUN m039k358k4s 2 22 se se PROPN m039k358k4s 2 23 estimators estimator NOUN m039k358k4s 2 24 . . PUNCT m039k358k4s 3 1 statistical statistical ADJ m039k358k4s 3 2 properties property NOUN m039k358k4s 3 3 of of ADP m039k358k4s 3 4 these these DET m039k358k4s 3 5 estimators estimator NOUN m039k358k4s 3 6 are be AUX m039k358k4s 3 7 assessed assess VERB m039k358k4s 3 8 using use VERB m039k358k4s 3 9 a a DET m039k358k4s 3 10 simulation simulation NOUN m039k358k4s 3 11 study study NOUN m039k358k4s 3 12 . . PUNCT m039k358k4s 4 1 results result NOUN m039k358k4s 4 2 indicate indicate VERB m039k358k4s 4 3 that that SCONJ m039k358k4s 4 4 the the DET m039k358k4s 4 5 sandwich sandwich NOUN m039k358k4s 4 6 type type PROPN m039k358k4s 4 7 se se PROPN m039k358k4s 4 8 estimator estimator NOUN m039k358k4s 4 9 proposed propose VERB m039k358k4s 4 10 by by ADP m039k358k4s 4 11 papanastassiou papanastassiou NOUN m039k358k4s 4 12 ( ( PUNCT m039k358k4s 4 13 2006 2006 NUM m039k358k4s 4 14 ) ) PUNCT m039k358k4s 4 15 generally generally ADV m039k358k4s 4 16 outperforms outperform VERB m039k358k4s 4 17 other other ADJ m039k358k4s 4 18 se se X m039k358k4s 4 19 estimators estimator NOUN m039k358k4s 4 20 . . PUNCT m039k358k4s 5 1 however however ADV m039k358k4s 5 2 , , PUNCT m039k358k4s 5 3 the the DET m039k358k4s 5 4 observed observed ADJ m039k358k4s 5 5 information information NOUN m039k358k4s 5 6 se se PROPN m039k358k4s 5 7 estimator estimator NOUN m039k358k4s 5 8 is be AUX m039k358k4s 5 9 still still ADV m039k358k4s 5 10 valuable valuable ADJ m039k358k4s 5 11 in in ADP m039k358k4s 5 12 that that SCONJ m039k358k4s 5 13 the the DET m039k358k4s 5 14 advantage advantage NOUN m039k358k4s 5 15 of of ADP m039k358k4s 5 16 the the DET m039k358k4s 5 17 sandwich sandwich NOUN m039k358k4s 5 18 type type PROPN m039k358k4s 5 19 se se PROPN m039k358k4s 5 20 estimator estimator NOUN m039k358k4s 5 21 proposed propose VERB m039k358k4s 5 22 by by ADP m039k358k4s 5 23 papanastassiou papanastassiou NOUN m039k358k4s 5 24 ( ( PUNCT m039k358k4s 5 25 2006 2006 NUM m039k358k4s 5 26 ) ) PUNCT m039k358k4s 5 27 over over ADP m039k358k4s 5 28 the the DET m039k358k4s 5 29 observed observe VERB m039k358k4s 5 30 information information NOUN m039k358k4s 5 31 se se X m039k358k4s 5 32 estimator estimator NOUN m039k358k4s 5 33 for for ADP m039k358k4s 5 34 non non ADJ m039k358k4s 5 35 - - ADJ m039k358k4s 5 36 covariance covariance ADJ m039k358k4s 5 37 component component NOUN m039k358k4s 5 38 parameters parameter NOUN m039k358k4s 5 39 is be AUX m039k358k4s 5 40 limited limited ADJ m039k358k4s 5 41 . . PUNCT