Despite the unobserved components model (UCM) having many advantages over more popular forecasting techniques based on regression analysis, exponential smoothin

Presents original and up-to-date studies in unobserved components (UC) time series models from both theoretical and methodological perspectives.

This volume presents a collection of readings which give the reader an idea of the nature and scope of unobserved components (UC) models and the methods used to

A synthesis of concepts and materials, that ordinarily appear separately in time series and econometrics literature, presents a comprehensive review of theoreti

Providing a practical introduction to state space methods as applied to unobserved components time series models, also known as structural time series models, t