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  "Description": "Automatic model selection for structural time series\ndecomposition into trend, cycle, and seasonal components, plus\noptionality for structural interpolation, using the Kalman\nfilter. Koopman, Siem Jan and Marius Ooms (2012) \"Forecasting\nEconomic Time Series Using Unobserved Components Time Series\nModels\" <doi:10.1093/oxfordhb/9780195398649.013.0006>. Kim,\nChang-Jin and Charles R. Nelson (1999) \"State-Space Models with\nRegime Switching: Classical and Gibbs-Sampling Approaches with\nApplications\"\n<doi:10.7551/mitpress/6444.001.0001><http://econ.korea.ac.kr/~cjkim/>.",
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