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Pub. Year
Citation
1990
Hamilton, James D. Analysis of time series subject to changes in regime. Journal of Econometrics. 45, (1-2), 39-70.
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1993
Hamilton, James D. Estimation, inference, and forecasting in time series subject to changes in regime. Handbook of Statistics: Econometrics. Amsterdam: North-Holland.
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1990
Engel, Charles,  Hamilton, James D. Long swings in the dollar: Are they in the data and do markets know it?. American Economic Review. 80, (4), 689-713.
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1989
Hamilton, James D. A new approach to the economic analysis of nonstationary time series and the business cycle. Econometrica. 57, (2-3), 357-384.
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1991
Hamilton, James D. A quasi-Bayesian approach to estimating parameters for mixtures of normal distributions. Journal of Business and Economic Statistics. 9, (1), 27-39.
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1995
Rudebusch, Glenn D. Rational expectations and the economic consequences of changes in regime. Macroeconometrics: Developments, Tensions, and Prospects. Boston, MA: Kluwer.
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1988
Hamilton, James D. Rational expectations econometric analysis of changes in regime: An investigation of the term structure of interest rates. Journal of Economic Dynamics and Control. 12, (2-3), 385-423.
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1995
Hamilton, James D. Specification Testing in Markov-Switching Time-Series. San Diego, CA: University of California, San Diego, Department of Economics.
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1994
(author unknown) . State-space models. Handbook of Econometrics. Oxford: Elsevier.
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1992
Hamilton, James D. Was the deflation during the Great Depression anticipated? Evidence from the Commodity Futures Market. American Economic Review. 82, (1), 157-178.
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