TY  - RPRT
AU  - Bujosa Brun, Marcos
AU  - García Ferrer, Antonio
AU  - Young, Peter C.
PY  - 2002
UR  - https://hdl.handle.net/20.500.14352/64494
AB  - Among the alternative Unobserved Components formulations within the stochastic state space setting, the Dynamic Harmonic Regression (DHR) has proved particularly useful for adaptive seasonal adjustmentsignal extraction, forecasting and back-casting of...
LA  - eng
A3  - Instituto Complutense de Análisis Económico. Universidad Complutense de Madrid
KW  - Dynamic Harmonic Regression (DHR)
KW  - Forecasting and back-casting of time series
TI  - An ARMA representation of unobserved component models under generalized random walk specifications: new algorithms and examples
TY  - technical report
VL  - 2002
ER  -