<p>1. 题名:A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle</p><p>作者:Hamilton J.D</p><p>刊名:Econometrica, March 1989</p><p><a href="http://www.jstor.org/pss/1912559">http://www.jstor.org/pss/1912559</a></p><p>2. 题名:Rational Expectations Econometric Analysis of Changes in Regime: An Investigation of the Term Structure of Interest Rates</p><p>作者:Hamilton J.D</p><p>刊名:<em>Journal of Economic Dynamics and Control, </em><em>June 1988</em></p><p>3. 题名:Long Swings in the Dollar: Are They in the Data and Do Markets Know It?</p><p>作者:Charles Engel and James D. Hamilton </p><p>刊名:<cite>The American Economic Review</cite>, Vol. 80, No. 4 (Sep., 1990), pp. 689-713 &nbsp;&nbsp;(article consists of 25 pages) </p><p><a href="http://www.jstor.org/pss/2006703">http://www.jstor.org/pss/2006703</a></p><p></p><p>4.题名：Analysis of time series subject to changes in regime</p><p>作者：James D. Hamilton</p><p>刊名：Journal of Econometrics, July 1990</p><p>5.题名：A quasi- Bayesian approach to estimating paramters for mixtures of normal distributions</p><p>作者：James D. Hamilton</p><p>刊名：Journal of Business and Econoomic Statistics, January 1991</p>

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