Paint
The first thing we did was paint the ceilings with Kilz paint
Walls
To wash the walls, you'll need a lot of rags, several buckets, and a cleaner. First, we scrubbed every surface, nook, and cranny with diluted Purple Power
We would scrub a 2-3 foot section of wall and rinse the rag in the sink before dipping it in the water again. When it got really yellow, we soaked it in bleach water.
Even with rinsing the rags out before putting them in the water, we still went through a lot of buckets! If we did this again--and I hope we do not!--I would fill a spray bottle with diluted cleaner and spray it on the walls.
This got a lot off and the smell was gone, but the bedroom and living room were still yellow. We washed them again with Mean Green
A note of caution: Mean Green is potent stuff. Open all of the windows, use fans, and take breaks for fresh air. Always test it on the surface to make sure it won't ruin the surface. We did not use it on wood. Be careful not to mix it with bleach either. We rinsed the rags very, very well and put them in a weak bleach solution. Then we moved them to plain water to soak and rinsed them again. We reused them when they were dry.
Carpets
Once the walls were clean, I vacuumed the carpets and scrubbed them. I used my trusty Hoover scrubber
Each night, we opened all of the cabinet doors and closet doors. We bought a new furnace filter, ran an air cleaner, and kept the windows open as much as we could. It took two days, but the smell is gone save a small closet. We wadded up newspaper and closed it overnight. The next night, we set a cup of baking soda in it. The smell is very, very faint now.
I can't guarantee that this will work for you, but it worked for us. Just keep cleaning until there's no more yellow and always test cleaning products before using them. Good luck!