I am pleased to announce that volume 41 of Journal of Statistical Software
(out today:
http://www.jstatsoft.org/v41) contains an article written by
yours truly on state-space models in gretl. It should be viewed as
complementary to the manual chapter on Kalman filtering, and contains two
aplied examples.
Before you say "Hey, since when it's ok to spam the list with your own
papers?", let me just say that I honestly think it can be useful to the
medium-to-advanced gretl user, I really do. Of course, comments are
welcome.
Riccardo (Jack) Lucchetti
Dipartimento di Economia
Università Politecnica delle Marche
r.lucchetti(a)univpm.it
http://www.econ.univpm.it/lucchetti