Published by the Foundation for Open Access Statistics Editors-in-chief: Bettina Grün, Torsten Hothorn, Rebecca Killick, Edzer Pebesma, Achim Zeileis    ISSN 1548-7660; CODEN JSSOBK
Authors: Riccardo Lucchetti
Title: State Space Methods in gretl
Abstract: 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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DOI: 10.18637/jss.v041.i11

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Paper: Creative Commons Attribution 3.0 Unported License
Code: GNU General Public License (at least one of version 2 or version 3) or a GPL-compatible license.