Book of Donmon Teith

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

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

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

Robert Engle received the Nobel Prize for Economics in 2003 for his work in time series econometrics. This book contains 16 original research contributions by s

Following theseminal Palgrave Handbook of Econometrics: Volume I , this second volume brings together the finestacademicsworking in econometrics today andexplor