Editors Hillebrand and Koopman present students, academics, researchers, and professionals working in a wide variety of contexts with a collection of academic and expert contributions on the use of dy
Providing a practical introduction to state space methods as applied to unobserved components time series models, also known as structural time series models, this book introduces time series analysis
This volume presents original and up-to-date studies in unobserved components (UC) time series models from both theoretical and methodological perspectives. It also presents empirical studies where th
