A comprehensive overview of developments in the theory and application of state space modeling, first published in 2004.

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

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

Specially selected from The New Palgrave Dictionary of Economics 2nd edition, each article within this compendium covers the fundamental themes within the disci

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