TY - JOUR TI - Analysis of time series subject to changes in regime AU - James Douglas Hamilton JO - Journal of Econometrics PY - 1990 VL - 45 IS - 1-2 DO - 10.1016/0304-4076(90)90093-9 UR - https://doi.org/10.1016/0304-4076(90)90093-9 ER -