James D. Hamilton

From Wikipedia, the free encyclopedia

James Douglas "Jim" Hamilton (born 29 November 1954) is an American econometrician currently teaching at University of California, San Diego. His work is especially influential in time series and energy economics. He received his PhD from the University of California, Berkeley in 1983.

Published works

  • Time Series Analysis (Princeton University Press, 1994)
  • Advances in Markov-Switching Models (Physica-Verlag, 2002; Coedited with Baldev Raj)

External links

This article is issued from Wikipedia. The text is available under the Creative Commons Attribution/Share Alike; additional terms may apply for the media files.