Testing for linearity in Markov switching models: a bootstrap approach

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

James D. Hamilton · Econometrica · 1989 · 9.5K citations

Mean Growth Rate, Tractable Approach, Macroeconomic Forecasting +17

Maximum Likelihood Estimation of Misspecified Models

Halbert White · Econometrica · 1982 · 4K citations

Parameter Estimation, Engineering, Maximum Likelihood Estimation +4

Maximum Likelihood Estimation of Misspecified Models

Halbert White · Econometrica · 1983 · 3.8K citations

Maximum Likelihood Techniques, Parameter Estimation, Engineering +12

State-Space Models with Regime-Switching: Classical and Gibbs Sampling Approaches with Applications

Sylvia Frühwirth‐Schnatter, Chang‐Jin Kim, Charles R. Nelson · Journal of the American Statistical Association · 2000 · 1.2K citations

Engineering, State-space Models, Bayesian Framework +23

Long Swings in the Dollar: Are They in the Data and Do Markets Know It?

Charles Engel, James D. Hamilton · American Economic Review · 1990 · 998 citations