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Seasonal unit root tests with structural breaks in deterministic seasonality
Balcombe, Kelvin G., (1999)
On seasonal cycles, unit roots, and mean shifts
Franses, Philip Hans, (1998)
Test for stochastic seasonality applied to daily financial time series
Andrade, I. C., (1999)
Regression quantiles for time series
Cai, Zongwu, (2002)
Trending time-varying coefficient models with serially correlated errors
Cai, Zongwu, (2003)
Trending time-varying coefficient time series models with serially correlated errors
Cai, Zongwu, (2007)