TY  - JOUR
TI  - Finite state markov-chain approximations to univariate and vector autoregressions
AU  - George E. Tauchen
JO  - Economics Letters
PY  - 1986
VL  - 20
IS  - 2
DO  - 10.1016/0165-1765(86)90168-0
UR  - https://doi.org/10.1016/0165-1765(86)90168-0
ER  -