The DOI matches its Crossref record; 29 of the 29 references it cites were found in a registry or an index.
Analysis of time series subject to changes in regime
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Citations
Cites
Maximum Likelihood from Incomplete Data Via the EM Algorithm
Dempster, A. P., Laird, N. M., & Rubin, D. B. (1977) · Journal of the Royal Statistical Society Series B: Statistical Methodology · doi:10.1111/j.2517-6161.1977.tb01600.x · Cited by 50,444
Engle, R. F. (1982) · Econometrica · doi:10.2307/1912773 · Cited by 20,795
A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
Hamilton, J. D. (1989) · Econometrica · doi:10.2307/1912559 · Cited by 9,646
Self-citationThe Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
Perron, P. (1989) · Econometrica · doi:10.2307/1913712 · Cited by 7,732
Asset Prices in an Exchange Economy
Lucas, R. E. (1978) · Econometrica · doi:10.2307/1913837 · Cited by 5,014
Baum, L. E., Petrie, T., Soules, G., & Weiss, N. (1970) · The Annals of Mathematical Statistics · doi:10.1214/aoms/1177697196 · Cited by 4,297
Optimal Statistical Decisions.
Siegmund, D., & DeGroot, M. H. (1972) · Journal of the American Statistical Association · doi:10.2307/2284675 · Cited by 3,386
Hannan, E. J. (1973) · Technometrics · doi:10.1080/00401706.1973.10489024 · Cited by 3,210
Permanent and Temporary Components of Stock Prices
Fama, E. F., & French, K. R. (1988) · Journal of Political Economy · doi:10.1086/261535 · Cited by 3,025
Mean Reversion in Stock Prices: Evidence and Implications
Poterba, J., & Summers, L. (1987) · National Bureau of Economic Research · doi:10.3386/w2343 · Cited by 1,875
Cited by
Electricity price forecasting: A review of the state-of-the-art with a look into the future
Weron, R. (2014) · International Journal of Forecasting · doi:10.1016/j.ijforecast.2014.08.008 · Cited by 1,646
The econometrics of financial markets
Pagan, A. (1996) · Journal of Empirical Finance · doi:10.1016/0927-5398(95)00020-8 · Cited by 873
Volatility in Emerging Stock Markets
Aggarwal, R., Inclan, C., & Leal, R. (1999) · The Journal of Financial and Quantitative Analysis · doi:10.2307/2676245 · Cited by 734
Time-Varying World Market Integration
Bekaert, G., & Harvey, C. R. (1995) · The Journal of Finance · doi:10.2307/2329414 · Cited by 594
Bayesian Methods for Hidden Markov Models: Recursive Computing in the 21st Century
Scott, S. L. (2002) · Journal of the American Statistical Association · doi:10.1198/016214502753479464 · Cited by 517
Metadata
- Authors
- Hamilton, J. D.
- Venue
- Journal of Econometrics
- Publisher
- Elsevier BV
- Published
- 1990-07
- Volume
- 45
- Issue
- 1-2
- Pages
- 39-70
- ISSN
- 0304-4076 (ISSN-L)
- OpenAlex
- W2052441401
- Cited by
- 1,926
- References
- 29
- FWCI
- 8.94
- Type
- journal article
- Language
- en
- Open access
- closed
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Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
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- CoChat. (2026). Citation check: Analysis of time series subject to changes in regime. https://app.cochat.ai/papers/10.1016/0304-4076(90)90093-9
- The paper
- Hamilton, J. D. (1990). Analysis of time series subject to changes in regime. Journal of Econometrics. https://doi.org/10.1016/0304-4076(90)90093-9
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
