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Analysis of time series subject to changes in regime
Hamilton, James D. - In: Journal of econometrics 45 (1990) 1, pp. 39-70
Persistent link: https://www.econbiz.de/10001332080
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A standard error for the estimated state vector of a state-space model
Hamilton, James D. - In: Journal of econometrics 33 (1986) 3, pp. 387-397
Persistent link: https://www.econbiz.de/10003569726
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Specification testing in Markov-switching time-series models
Hamilton, James D. - In: Journal of econometrics 70 (1996) 1, pp. 127-158
Persistent link: https://www.econbiz.de/10006794813
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Autoregressive conditional heteroskedasticity and changes in regime
Hamilton, James D. - In: Journal of econometrics 64 (1994) 1, pp. 307-333
Persistent link: https://www.econbiz.de/10001166423
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Identification and estimation of Gaussian affine term structure models
Hamilton, James D.; Wu, Jing Cynthia - In: Journal of econometrics 168 (2012) 2, pp. 315-332
Persistent link: https://www.econbiz.de/10009969403
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What is an oil shock?
Hamilton, James D. - In: Journal of econometrics 113 (2003) 2, pp. 363-398
Persistent link: https://www.econbiz.de/10006763319
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Testable implications of affine term structure models
Hamilton, James D.; Wu, Jing Cynthia - In: Journal of econometrics 178 (2014) 1, pp. 231-242
Persistent link: https://www.econbiz.de/10010256167
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Identification and estimation of Gaussian affine term structure models
Hamilton, James D.; Wu, Jing Cynthia - In: Journal of econometrics 168 (2012) 2, pp. 315-331
Persistent link: https://www.econbiz.de/10009612732
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What is an oil shock?
Hamilton, James Dundas - In: Journal of econometrics 113 (2003) 2, pp. 363-398
Persistent link: https://www.econbiz.de/10001738909