@article{econhot_econhot-cited-b72a186a785fef60, title = {Finite state markov-chain approximations to univariate and vector autoregressions}, author = {George E. Tauchen}, journal = {Economics Letters}, year = {1986}, volume = {20}, number = {2}, pages = {177-181}, doi = {10.1016/0165-1765(86)90168-0}, url = {https://doi.org/10.1016/0165-1765(86)90168-0} }