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James D. Hamilton

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Title: James D. Hamilton  
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Subject: Econometrics, Tim Kane, Markov switching multifractal, Doris Dungey, Markov chain
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James D. Hamilton

James D. Hamilton
Born (1954-11-29) 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)


  • Econbrowser blog
  • Vita at UCSD (PDF)

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