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Data and Programs from Publication(s) Reproducing Studies Done by James D. Hamilton et al.

Resource Type
Dataset : survey data
  • Hamilton, James D.
Other Title
  • Archival Version (Subtitle)
Publication Date
  • Abstract

    These data and/or computer programs are part of ICPSR's Publication-Related Archive and are distributed exactly as they arrived from the data depositor. ICPSR has not checked or processed this material. Users should consult the INVESTIGATOR(S) if further information is desired.
  • Table of Contents


    • DS1: Dataset
Collection Mode
  • All documentation machine-readable.

This version of the study is no longer available on the web. If you need to acquire this version of the data, you have to contact ICPSR User Support (
Alternative Identifiers
  • 1055 (Type: ICPSR Study Number)
  • Is previous version of
    DOI: 10.3886/ICPSR01055.v1
  • Hamilton, James D.. Specification Testing in Markov-Switching Time-Series. San Diego, CA: University of California, San Diego, Department of Economics. 1995.
  • Rudebusch, Glenn D.. Rational expectations and the economic consequences of changes in regime. Macroeconometrics: Developments, Tensions, and Prospects.Boston, MA: Kluwer. 1995.
  • (author unknown). State-space models. Handbook of Econometrics.Oxford: Elsevier. 1994.
  • Hamilton, James D.. Estimation, inference, and forecasting in time series subject to changes in regime. Handbook of Statistics: Econometrics.Amsterdam: North-Holland. 1993.
  • Hamilton, James D.. Was the deflation during the Great Depression anticipated? Evidence from the Commodity Futures Market. American Economic Review.82, (1), 157-178.1992.
  • Hamilton, James D.. A quasi-Bayesian approach to estimating parameters for mixtures of normal distributions. Journal of Business and Economic Statistics.9, (1), 27-39.1991.
    • ID: (URL)
  • Engel, Charles, Hamilton, James D.. Long swings in the dollar: Are they in the data and do markets know it?. American Economic Review.80, (4), 689-713.1990.
  • Hamilton, James D.. Analysis of time series subject to changes in regime. Journal of Econometrics.45, (1-2), 39-70.1990.
    • ID: 10.1016/0304-4076(90)90093-9 (DOI)
  • Hamilton, James D.. A new approach to the economic analysis of nonstationary time series and the business cycle. Econometrica.57, (2-3), 357-384.1989.
    • ID: (URL)
  • Hamilton, James D.. Rational expectations econometric analysis of changes in regime: An investigation of the term structure of interest rates. Journal of Economic Dynamics and Control.12, (2-3), 385-423.1988.
    • ID: 10.1016/0165-1889(88)90047-4 (DOI)

Update Metadata: 2015-08-05 | Issue Number: 6 | Registration Date: 2015-06-15

Hamilton, James D. (1996): Data and Programs from Publication(s) Reproducing Studies Done by James D. Hamilton et al.. Archival Version. Version: v0. ICPSR - Interuniversity Consortium for Political and Social Research. Dataset.