Keywords
EconometricsEconomicsBivariate analysisUnivariateTerm (time)Rational expectationsTreasuryInterest rateBondConstant (computer programming)Series (stratigraphy)MathematicsNonlinear systemStatisticsMultivariate statisticsMacroeconomicsComputer science
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Publication Info
- Year
- 1988
- Type
- article
- Volume
- 12
- Issue
- 2-3
- Pages
- 385-423
- Citations
- 919
- Access
- Closed
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Cite This
James D. Hamilton
(1988).
Rational-expectations econometric analysis of changes in regime.
Journal of Economic Dynamics and Control
, 12
(2-3)
, 385-423.
https://doi.org/10.1016/0165-1889(88)90047-4
Identifiers
- DOI
- 10.1016/0165-1889(88)90047-4