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Hamilton, James D.
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Journal of econometrics
NBER working paper series
45
NBER Working Paper
43
Working paper / National Bureau of Economic Research, Inc.
43
Working paper / National Bureau of Economic Research, Inc
21
Discussion paper / Department of Economics, University of California San Diego
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
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