James D. Hamilton
Born | November 29, 1954 |
---|---|
Nationality | American |
Institution | University of California, San Diego |
Field | Econometrics |
Alma mater | University of California, Berkeley |
Information at IDEAS / RePEc |
James Douglas Hamilton (born November 29, 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)
References
- Econbrowser blog
- Vita at UCSD (PDF)
- Roberts, Russ (December 21, 2009). "Hamilton on Debt, Default, and Oil". EconTalk. Library of Economics and Liberty.
|