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State space models have gained tremendous popularity in recent years in as disparate fields as engineering, economics, genetics and ecology. After a detailed in
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Applied Econometrics with R
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Type: BOOK - Published: 2008-12-10 - Publisher: Springer Science & Business Media

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R is a language and environment for data analysis and graphics. It may be considered an implementation of S, an award-winning language initially - veloped at Be
Linear Models
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Bayesian Forecasting and Dynamic Models
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In this book we are concerned with Bayesian learning and forecast ing in dynamic environments. We describe the structure and theory of classes of dynamic models