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Application of the generalized method of moments for estimating continuous-time models of U.S. short-term interest rates
Cserna, Balázs, (2008)
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)
New directions in nonlinear structural estimation : Bayes and Frequentist: editorial
Tauchen, George Eugene, (2022)
The bias of test for a risk premium in forward exchange rates
Tauchen, George Eugene, (2001)
The objective function of simulation estimators near the boundary of the unstable region of the parameter space
Tauchen, George Eugene, (1998)