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

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

This book provides a formal analysis of the models, procedures, and measures of economic forecasting with a view to improving forecasting practice. David Hendry