The behaviour of US stock prices: Evidence from a threshold autoregressive model. - Paresh Kumar Narayan (Math. Comput. Simul., 2006)

Do shocks to G7 stock prices have a permanent effect?: Evidence from panel unit root tests with structural change. - Paresh Kumar Narayan (Math. Comput. Simul., 2008)

Small-Sample Improved Seasonal Unit Root Tests for Trending and Breaking Series. - Mauro Costantini; Paresh Kumar Narayan; Stephan Popp; Joakim Westerlund (Commun. Stat. Simul. Comput., 2015)