| A History of the Idea of Unobserved Components in the Analysis of Economic Time Series |
| Introduction to the Theory of Stationary Time Series |
| The Spectral Representation and Its Estimation. Formulation and Analysis of Unobserved-Components Models |
| Elements of the Theory of Prediction and Extraction |
| Formulation of Unobserved-Components Models and Canonical Forms |
| Estimation of Unobserved-Components and Canonical Models |
| Appraisal of Seasonal Adjustment Techniques |
| On the Comparative Structure of Serial Dependence in Some U.S. Price Series |
| Formulation and Estimation of Mixed Moving-Average Autoregressive Models for Single Time Series: Examples |
| Formulation and Estimation of Multivariate Mixed Moving-Average Autoregressive Time-Series Models |
| Formulation and Estimation of Unobserved-Components Models: Examples |
| Application to the Formulation of Distributed-Lag Models |
| A Time-Series Model of the U.S. Cattle Industry |
| Appendices: The Work of Buys Ballot |
| Some Requisite Theory of Functions of a Complex Variable |
| Fourier Series and Analysis |
| Whittle's Theorem |
| Inversion of Tridiagonal Matrices and a Method for Inverting Toeplitz Matrices |
| Spectral Densities, Actual and Theoretical, Eight Series |
| Derivation of a Distributed-Lag Relation between Sales and Production: A Simple Example |
| References |
| Author Index |
| Subject Index |
| A History of the Idea of Unobserved Components in the Analysis of Economic Time Series |
| Introduction to the Theory of Stationary Time Series |
| The Spectral Representation and Its Estimation. Formulation and Analysis of Unobserved-Components Models |
| Elements of the Theory of Prediction and Extraction |
| Formulation of Unobserved-Components Models and Canonical Forms |
| Estimation of Unobserved-Components and Canonical Models |
