James D. Hamilton

James D. Hamilton

James Douglas "Jim" Hamilton (29 November 1954) is an US 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

[http://www.econbrowser.com/ Blog]

[http://weber.ucsd.edu/~jhamilto/jvita.pdf Vita at UCSD]


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