st: time series query

[Richard Goldstein <richgold@ix.netcom.com>]

sacrificial academic ;-)

I am a beginner in the use of time series techniques

I have recently come across an article that discusses a technique that
I would very much like to use (Penzer, J (2007), "State Space Models for
Time Series with Patches of Unusual Observations," _Journal of Time
Series Analysis_, available online as of 2/7/07 but not yet published in the 
journal).

I have no idea whether what he is talking about can be estimated in
Stata; I have looked at the TS manual and don't see anything about
state space models.

Thus, the prime question is whether Penzer's technique can be
estimated in Stata?  A secondary question is whether Stata can
be used to estimate general state space meodel?

Thanks,

Rich

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/