James D. Hamilton

Available identifiers

zbMath Open hamilton.james-dWikidataQ6132123 ScholiaQ6132123MaRDI QIDQ527945

List of research outcomes

Publication	Date of Publication	Type
Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information	2019-01-30	Paper
Identification and estimation of Gaussian affine term structure models	2017-05-12	Paper
EFFECTS OF INDEX‐FUND INVESTING ON COMMODITY FUTURES PRICES	2015-04-15	Paper
Testable implications of affine term structure models	2014-08-06	Paper
https://portal.mardi4nfdi.de/entity/Q3099629	2011-12-01	Paper
Comment on ``A comparison of two business cycle dating methods	2008-10-24	Paper
Chapter 1 Dating Business Cycle Turning Points	2007-07-23	Paper
Normalization in Econometrics	2007-06-20	Paper
Comment on "Investigating Nonlinearity"	2006-01-27	Paper
What is an oil shock?	2003-04-28	Paper
On the interpretation of cointegration in the linear--quadratic inventory model.	2002-07-15	Paper
A Parametric Approach to Flexible Nonlinear Inference	2002-05-28	Paper
Specification testing in Markov-switching time-series models	1996-02-12	Paper
Autoregressive conditional heteroskedasticity and changes in regime	1995-11-28	Paper
https://portal.mardi4nfdi.de/entity/Q4840212	1995-07-24	Paper
Analysis of time series subject to changes in regime	1990-01-01	Paper
A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle	1989-01-01	Paper
Rational-expectations econometric analysis of changes in regime. An investigation of the term structure of interest rates	1988-01-01	Paper
A standard error for the estimated state vector of a state-space model	1986-01-01	Paper
Models of social contagion	1981-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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