Re: [Gretl-devel] State Space Modeling: possible mistake in User's Guide
On Tue, 6 Mar 2018, Henrique Andrade wrote:
By the way, now I'm trying to replicate all Commandeur &
Koopman's book
with the very important help of Gretl community (mainly Jack) and I would
love to share the results with all the users (I'm finishing chapter 5). I
think it could be available in the same way as the scripts from Greene and
Ramanathan.
Are you using the StrucTiSM package, or just the "raw" Kalman apparatus?
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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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