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Regime switching in interest rates
Ang, Andrew, (2002)
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W., (2001)
Brandt, Michael W., (2002)
Notes on financial econometrics
Tauchen, George Eugene, (2001)
Finite state Markov chain approximations to univariate and vector autoregressions
Tauchen, George Eugene, (1986)
A note on the asymptotic lower bound for the covariance matrix of the GMM estimator of the parameters of agents' utility functions