The 12 references without contexts in paper John Barkoulas, Christopher F. Baum, Gurkan S. Oguz (1996) “Fractional Cointegration Analysis of Long Term International Interest Rates” / RePEc:boc:bocoec:315

1
Baillie, R. T. and T. Bollerslev (1989), Common Stochastic Trends in a System of
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2
Exchange Rates, Journal of Finance, 44, 167-181.
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4
Exchange Rate Dynamics, Journal of Finance, 49, 737-745.
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5
Banerjee, A. J., J. Dolado, D. F. Hendry, and G. W. Smith (1986), Exploring equilibrium relationships in econometrics through static models: Some
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6
Monte Carlo evidence, Oxford Bulletin of Economics and Statistics, 48, 253-278.
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11
Rate Dynamics, Journal of Finance, 49, 727-735.
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14
Representation, Estimation, and Testing, Econometrica, 55, 251-276.
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17
Memory Time Series Models, Journal of Time Series Analysis, 4, 221-238.
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20
Gray, Henry, N. Zhang and W. Woodward (1989), On generalized fractional processes, Journal of Time Series Analysis 10, 233-257.
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24
Kwiatkowski, D., Phillips P. C. B., Schmidt P., and Y. Shin (1992), Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?, Journal of Econometrics, 54, 159178.
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29
Economic Dynamics and Control, 12, 463-474.
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31
American Statistical Association, 83, 1097-1107. -18-19-
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