The 16 references without contexts in paper John Barkoulas, Christopher F. Baum (1996) “A Re-examination of the Fragility of Evidence from Cointegration- Based Tests of Foreign Exchange Market Efficiency” / RePEc:boc:bocoec:311

1
Aoki, M. (1987a), State Space Modeling of Time Series, Springer-Verlag, Berlin. _______ (1987b), A State Space Time Series Modeling Method Without Prior
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2
Detrending, Unpublished Paper.
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4
Exchange Rates, Journal of Finance, 44, 167-181.
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6
Exchange Rate Dynamics, Journal of Finance, 49, 737-745.
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7
Bossaerts, P. (1988), Common Non-Stationary Components of Asset Prices, Journal of Economic Dynamics and Control, 12, 347-364.
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8
Cerchi, M. and A. Havenner (1988), Cointegration and Stock Prices: The Random Walk on Wall Street Revisited, Journal of Economic Dynamics and Control, 12, 333346.
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10
Diebold, F. X., J. Gardeazabal and K. Yilmaz (1994) On Cointegration and Exchange
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11
Rate Dynamics, Journal of Finance, 49, 727-735. -14-
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13
Time Series with a Unit Root, Journal of the American Statistical Association, 84, 427-431.
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15
Time Series with a Unit Root, Econometrica, 49, 1057-1072.
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16
Dwyer, G. R. Jr. and M. S. Wallace (1992) Cointegration and Market Efficiency, Journal of International Money and Finance, 11, 318-327.
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18
Representation, Estimation, and Testing, Econometrica, 55, 251-276.
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20
International Money and Finance, 9, 75-88.
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23
Economic Dynamics and Control, 12, 231-254.
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26
Reimers, H. E. (1992) Comparisons of Tests for Multivariate Cointegration, Statistical Papers,
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29
Sephton, P. S. and System (EMS) which might have impacted the long-term behavior of foreign exchange rates in certain ways. A systematic investigation of the long-term effects of such events on fo
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