The 5 linked references in paper Christopher F. Baum, Olin Liu (1994) “An Alternative Strategy for Estimation of a Nonlinear Model of the Term Structure of Interest Rates” / RePEc:boc:bocoec:275

  1. Backus, D.K., S.E. Zin, 1993, "Long-Memory Inflation Uncertainty: Evidence from the
  2. Baum, C.F., and C.F. Thies, 1992, "On the Construction of Monthly Term Structures of U.S. Interest Rates, 1919-1930," Computer Science in Economics and Management, 5, 221-246.
  3. Finance, Vol. XLVII, 3, 1209-1227.
  4. Sons Inc., New York.
  5. Hull, J. and A. White, 1990, “Valuing Derivative Securities Using the Explicit Finite