James D. Hamilton
Encyclopedia
James Douglas "Jim" Hamilton (born 29 November 1954) is an US 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.
University of California, San Diego
The University of California, San Diego, commonly known as UCSD or UC San Diego, is a public research university located in the La Jolla neighborhood of San Diego, California, United States...
. His work is especially influential in time series
Time series
In statistics, signal processing, econometrics and mathematical finance, a time series is a sequence of data points, measured typically at successive times spaced at uniform time intervals. Examples of time series are the daily closing value of the Dow Jones index or the annual flow volume of the...
and energy economics
Energy economics
Energy economics is a broad scientific subject area which includes topics related to supply and use of energy in societies. Due to diversity of issues and methods applied and shared with a number of academic disciplines, energy economics does not present itself as a self contained academic...
. He received his PhD from the University of California, Berkeley
University of California, Berkeley
The University of California, Berkeley , is a teaching and research university established in 1868 and located in Berkeley, California, USA...
in 1983.
Published works
- Time Series Analysis (Princeton University Press, 1994)
- Advances in Markov-Switching Models (Physica-Verlag, 2002; Coedited with Baldev Raj)