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Regime switches in interest rates
Ang, Andrew, (1998)
Misspecification testing in systems of equations
Robertson, John C., (1992)
Budget deficits and interest rates : Ricardian equivalence revisited
Caporale, Guglielmo Maria, (1997)
The objective function of simulation estimators near the boundary of the unstable region of the parameter space
Tauchen, George Eugene, (1998)
Statistical properties of generalized method-of-moments estimators of structural parameters obtained from financial market data
Tauchen, George Eugene, (1986)
Notes on financial econometrics
Tauchen, George Eugene, (2001)