State space methods in gretl

Journal of Statistical Software

Volumn 41, Issue 11, 2011, Pages 1-22

  Lucchetti, Riccardo ^a  

^a UNIVERSITÀ POLITECNICA DELLE MARCHE   (Italy)

Author keywords

Free software; Kalman filter; State space methods; Unobserved components

Indexed keywords

EID: 79961240639     PISSN: None     EISSN: 15487660     Source Type: Journal    
DOI: 10.18637/jss.v041.i11     Document Type: Article

References (22)

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