The following pages link to James D. Hamilton (Q527945):
Displaying 20 items.
- Identification and estimation of Gaussian affine term structure models (Q527947) (← links)
- Analysis of time series subject to changes in regime (Q756894) (← links)
- Comment on ``A comparison of two business cycle dating methods'' (Q951382) (← links)
- A standard error for the estimated state vector of a state-space model (Q1078969) (← links)
- Rational-expectations econometric analysis of changes in regime. An investigation of the term structure of interest rates (Q1113255) (← links)
- Autoregressive conditional heteroskedasticity and changes in regime (Q1341198) (← links)
- On the interpretation of cointegration in the linear--quadratic inventory model. (Q1603789) (← links)
- What is an oil shock? (Q1869862) (← links)
- Specification testing in Markov-switching time-series models (Q1906290) (← links)
- Testable implications of affine term structure models (Q2511782) (← links)
- (Q3099629) (← links)
- Comment on "Investigating Nonlinearity" (Q3368393) (← links)
- Models of social contagion (Q3923993) (← links)
- A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (Q4203680) (← links)
- A Parametric Approach to Flexible Nonlinear Inference (Q4531010) (← links)
- Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information (Q4614310) (← links)
- (Q4840212) (← links)
- EFFECTS OF INDEX‐FUND INVESTING ON COMMODITY FUTURES PRICES (Q5245739) (← links)
- Normalization in Econometrics (Q5292349) (← links)
- Chapter 1 Dating Business Cycle Turning Points (Q5294100) (← links)
