A General Approach to Constructing a Valid Test in Weakly Identified Models Where Zero-Limit-Information Condition (ZILC) Holds

Spurious Inference in the GARCH(1,1) Model When It Is Weakly Identified

Ma, Jun, (2007)

Spurious Inference in the GARCH (1,1) Model When It Is Weakly Identified

Ma, Jun, (2007)

Unit Root Tests in the Presence of Markov Regime-Switching

Nelson, Charles, (1999)