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State Space Methods in gretl

Listed author(s):
  • Lucchetti, Riccardo

gretl is a general-purpose econometric package, whose most important characteristic is being free software. This ensures that its source code is freely available under the general public license (GPL) and, like most GPL software, that it can be used free of charge. As of version 1.8.1 (released in May 2009), it offers a mechanism for handling linear state space models in a reasonably general and efficient way. This article illustrates its main features with two examples.

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Article provided by Foundation for Open Access Statistics in its journal Journal of Statistical Software.

Volume (Year): 041 (2011)
Issue (Month): i11 ()
Pages:

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Handle: RePEc:jss:jstsof:v:041:i11
DOI: http://hdl.handle.net/10.18637/jss.v041.i11
Contact details of provider: Web page: http://www.jstatsoft.org/

References listed on IDEAS
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  1. Commandeur, Jacques J. F. & Koopman, Siem Jan & Ooms, Marius, 2011. "Statistical Software for State Space Methods," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 41(i01).
  2. Samuel Bentolila & Giuseppe Bertola, 1990. "Firing Costs and Labour Demand: How Bad is Eurosclerosis?," Review of Economic Studies, Oxford University Press, vol. 57(3), pages 381-402.
  3. RUSSO, Giuseppe & VEREDAS, David, 2000. "Institutional rigidities and employment rigidity in the Italian large industrial firms," CORE Discussion Papers 2000048, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  4. A. Talha Yalta & Riccardo Lucchetti, 2008. "The GNU|Linux platform and freedom respecting software for economists," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(2), pages 279-286.
  5. Riccardo Lucchetti, 2009. "Who uses gretl? An Analysis of the SourceForge Download Data," EHUCHAPS, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales.
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