[Gretl-users] Article on state-space modelling

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