The 10 references without contexts in paper John T. Barkoulas, Christopher F. Baum, Mustafa Caglayan, Atreya Chakraborty (1998) “Persistent Dependence in Foreign Exchange Rates? A Reexamination” / RePEc:boc:bocoec:377

1
Agiakloglou, C., P. Newbold, and M. Wohar (1993), Bias in an estimator of the fractional difference parameter, Journal of Time Series Analysis, 14, 235-246.
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5
Barkoulas, J., W. Labys, and J. Onochie (1997), Fractional dynamics in international commodity prices, Journal of Futures Markets, 17(2), 735-755.
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6
Barkoulas, J., W. Labys, and J. Onochie (1999), Long memory in futures prices, Financial Review, 34, 91-100.
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9
Economic Statistics, 11, 93-101.
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10
Chung, C.-F. and R. T. Baillie (1993), Small sample bias in conditional sum of squares estimators of fractionally integrated ARMA models, Empirical Economics, 18, 791806.
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12
International Economics, 28, 315-332.
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14
Fox, R. and M. S. Taqqu (1986), Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series, Annals of Statistics, 14, 517532.
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15
Geweke J. and S. Porter-Hudak (1983), The estimation and application of long memory time series models, Journal of Time Series Analysis, 4, 221-238.
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25
Economics, London School of Economics.
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26
Sowell, F. (1992), Maximum likelihood estimation of stationary univariate fractionallyintegrated time-series models, Journal of Econometrics, 53, 165-188.
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