Automatic Identification and Forecasting of Structural Unobserved Components Models with UComp

Diego J. Pedregal. Automatic Identification and Forecasting of Structural Unobserved Components Models with UComp. J. Stat. Softw., 103(9), 2022. [doi]

@article{Pedregal22,
  title = {Automatic Identification and Forecasting of Structural Unobserved Components Models with UComp},
  author = {Diego J. Pedregal},
  year = {2022},
  doi = {10.18637/jss.v103.i09},
  url = {https://doi.org/10.18637/jss.v103.i09},
  researchr = {https://researchr.org/publication/Pedregal22},
  cites = {0},
  citedby = {0},
  journal = {J. Stat. Softw.},
  volume = {103},
  number = {9},
}