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A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle

J. Hamilton. Econometrica, 57 (2): 357--384 (1989)
DOI: 10.2307/1912559

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Monetary factors in the great depressionJ. Hamilton. Journal of Monetary Economics, 19 (2): 145--169 (марта 1987)Normalization in EconometricsJ. Hamilton, D. Waggoner, и T. Zha. Econometric Reviews, 26 (2): 221--252 (2007)A Parametric Approach to Flexible Nonlinear InferenceJ. Hamilton. Econometrica, 69 (3): 537--573 (121 05 2001)doi: 10.1111/1468-0262.00205.Rational-expectations econometric analysis of changes in regime : An investigation of the term structure of interest ratesJ. Hamilton. Journal of Economic Dynamics and Control, 12 (2-3): 385--423 (00 1988)Estimation of Unobserverd Monthly Inflation Using Kalman FilteringE. Burmeister, K. Wall, и J. Hamilton. Journal of Business and Economic Statistics, (1986)The long-run behavior of the velocity of circulation : A review essayJ. Hamilton. Journal of Monetary Economics, 23 (2): 335--344 (марта 1989)Book reviewJ. Hamilton. Econometric Reviews, 19 (1): 135--137 (2000)A standard error for the estimated state vector of a state-space modelJ. Hamilton. Journal of Econometrics, 33 (3): 387--397 (декабря 1986)What is an oil shock?J. Hamilton. Journal of Econometrics, 113 (2): 363--398 (апреля 2003)Autoregressive conditional heteroskedasticity and changes in regimeJ. Hamilton, и R. Susmel. Journal of Econometrics, 64 (1-2): 307--333 (00 1994)