articleTop 10% cited
Analysis of time series subject to changes in regime
Journal of Econometrics · 1990 · Vol. 45(1-2) · pp. 39–70
James D. Hamilton✉(University of Virginia)
Financial Risk and Volatility ModelingComplex Systems and Time Series AnalysisMonetary Policy and Economic ImpactAutoregressive modelSeries (stratigraphy)SimplicityTime seriesMathematicsMarkov processApplied mathematicsMarkov chainDiscrete time and continuous timeAlgorithm
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References
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Maximum Likelihood from Incomplete Data Via the <i>EM</i> Algorithm
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A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
Econometrica · 1989 · 9,528 citations
The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
Econometrica · 1989 · 7,628 citations
Asset Prices in an Exchange Economy
Econometrica · 1978 · 5,159 citations
Principles of Econometrics
Technometrics · 1973 · 3,214 citations
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