1. 题名:A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle

作者:Hamilton J.D

刊名:Econometrica, March 1989

http://www.jstor.org/pss/1912559

2. 题名:Rational Expectations Econometric Analysis of Changes in Regime: An Investigation of the Term Structure of Interest Rates

作者:Hamilton J.D

刊名:Journal of Economic Dynamics and Control, June 1988

3. 题名:Long Swings in the Dollar: Are They in the Data and Do Markets Know It?

作者:Charles Engel and James D. Hamilton

刊名:The American Economic Review, Vol. 80, No. 4 (Sep., 1990), pp. 689-713   (article consists of 25 pages)

http://www.jstor.org/pss/2006703

4.题名：Analysis of time series subject to changes in regime

作者：James D. Hamilton

刊名：Journal of Econometrics, July 1990

5.题名：A quasi- Bayesian approach to estimating paramters for mixtures of normal distributions

作者：James D. Hamilton

刊名：Journal of Business and Econoomic Statistics, January 1991

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