Re: [Gretl-devel] State Space Modeling: possible mistake in User's Guide
On Tue, 6 Mar 2018, Henrique Andrade wrote:
Dear Allin and Jack,
I think there is a little mistake in chapter 33 of the Gretl's User Guide.
It states that x_t is a (k x 1) matrix on page 273 (the definition is
located in the texte under the equation 33.2) and that x_t is a (T x k)
matrix on page 274.
Uhm, maybe I don't get you point, but on page 274 we don't claim that x_t
is a Txk matrix. We say that x is, and x_t is understood to be the
transpose of the t-th row of x.
Or have I misunderstood your remark?
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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