On Thu, 5 Jan 2012, Henrique Andrade wrote: > Thanks for your replies. But I think I find another little mistake in > the Kalman Filter chapter. The equation 27.1 (state equation) has in > its right hand side the term "v_t", but I think it is "v_t+1", am I > right?
I'll have to double-check, but I don't think so. There's more than one way of representing the Kalman filter, and I believe the documentation correctly reflects the representation used by gretl. Allin Cottrell
