The 7 references without contexts in paper John T. Barkoulas, Christopher F. Baum, Gurkan S. Oguz (1997) “Stochastic Long Memory in Traded Goods Prices” / RePEc:boc:bocoec:349

1
Baillie, R. T., C.-F. Chung, and M. A. Tieslau (1996), Analysing inflation by the fractionally integrated ARFIMA-GARCH model, Journal of Applied Econometrics, 11, 23-40.
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3
Fuller W. (1976), Introduction to Statistical Time Series, New York: John Wiley & Sons.
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5
Granger, C. W. J. (1980), Long memory relationships and the aggregation of dynamic models, Journal of Econometrics, 25, 227-238.
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9
Hosking, J. R. M. (1981), Fractional Differencing, Biometrika, 68, 165-176.
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11
Kwiatkowski, D., P. C. B. Phillips, P. Schmidt, and Y. Shin (1992), Testing the null hypothesis of stationarity against the alternative of a unit root: -8How sure are we that economic time series have a unit root?, Journal of Economet
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12
Newey, W. and K. West (1987), A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix, Econometrica, 55, 703-708.
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14
Regression, Biometrika, 75, 335-346.
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