[Gretl-users] Re: De Jong's diffuse approach
On Fri, Oct 17, 2025 at 11:08 AM Paolo Chirico <paolo.chirico(a)uniupo.it> wrote:
Hi all,
I'm not sure which script is correct for De Jong's diffuse approach.
For example, for De Jong's exact diffuse, which of the following is correct?
A) SSMod.diffuse=2
SSMod.dejong=1
A) is it, exactly. See the discussion of Table 36.1 in the State Space
chapter of the Guide.
Allin