The 16 references without contexts in paper John Barkoulas, Christopher F. Baum (1997) “Long Memory and Forecasting in Euroyen Deposit Rates” / RePEc:boc:bocoec:361

1
Agiakloglou, C., P. Newbold, and M. Wohar (1993), Bias in an estimator of the fractional difference parameter, Journal of Time Series Analysis, 14, 235246.
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4
Barkoulas, J. T., W. C. Labys, and J. Onochie (1997a), Long memory in futures prices, Financial Review, forthcoming.
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5
Barkoulas, J. T., W. C. Labys, and J. Onochie (1997b), Fractional dynamics in international commodity prices, Journal of Futures Markets, forthcoming.
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7
Booth, G. G., F. R. Kaen and P. E. Koveos (1982a), R/S analysis of foreign exchange markets under two international monetary regimes, Journal of
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8
Monetary Economics, 10, 407-415.
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9
Booth, G. G., F. R. Kaen and P. E. Koveos (1982b), Persistent dependence in gold prices, Journal of Financial Research, 5, 85-93.
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13
Financial Review, 28, 181-202.
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15
Cheung, Y. W., K. S. Lai and M. Lai (1993), Are there long cycles in foreign stock returns? Journal of International Financial Markets, Institutions and Money, 3, 33-47.
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16
Fang, H., K. S. Lai and M. Lai (1994), Fractal structure in currency futures prices, Journal of Futures Markets, 14, 169-181.
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17
Fuller W. (1976), Introduction to Statistical Time Series, New York: John Wiley & Sons.
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22
Helms, B. P., F. R. Kaen and R. E. Rosenman (1984), Memory in commodity futures contracts, Journal of Futures Markets, 4, 559-567.
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25
Time Series Analysis, 14, 455-472.
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26
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: How sure are we that economic time series have a unit root?, Journal of Econometrics, 54, 159-178.
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30
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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33
Regression, Biometrika, 75, 335-346.
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35
Robinson, P. (1992), Semiparametric analysis of long-memory time series, Annals of Statistics, 22, 515-539.
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