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Our data says that the document:

Damba, Lkhagvasuren ; Nikolay, Gospodinov ; Nikolay, Gospodinov ; Damba, Lkhagvasuren. (2011) A Moment-Matching Method for Approximating Vector Autoregressive Processes by Finite-State Markov Chains.
In: Working Papers. RePEc:crd:wpaper:11005.

Full description at Econpapers

cites:

Tauchen, George (1986b). âStatistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained From Financial Market Data,â Journal of Business and Economic Statistics, 4 (4): 397â416.

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