Concepedia

James D. Hamilton

JD

Statistics

Publications

97

Citations

46.6K

H-Index

60

Active since

1981

Affiliations

University of California San Diego(Current)

National Bureau of Economic Research

University of Virginia

University of Notre Dame

University of Chicago

James D. Hamilton is an author at University of California San Diego specializing in economics, social sciences, and macroeconomics.

Publications per year

1981–2022

97

Publications

97

Time Series Analysis.

Jörg Breitung, James D. Hamilton · Contemporary Sociology A Journal of Reviews · 1995 · 11.2K citations

Social Sciences, Economics, Econometrics +7

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

James D. Hamilton · Econometrica · 1989 · 9.7K citations

Social Sciences, Business Economics, Economics +17

Oil and the Macroeconomy since World War II

James D. Hamilton · Journal of Political Economy · 1983 · 3.8K citations

Social Sciences, Economics, Resource Economics +17

Analysis of time series subject to changes in regime

James D. Hamilton · Journal of Econometrics · 1990 · 2K citations

Social Sciences, Economics, Dynamical Systems +11

Autoregressive conditional heteroskedasticity and changes in regime

James D. Hamilton, Raúl Susmel · Journal of Econometrics · 1994 · 1.9K citations

Social Sciences, Economics, Finance +12

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