Dear List, Last week, I asked on R-help if there was a package implementing the dynamic discrete time model of Fahrmeir (1994) - http://www.jstor.org/pss/2336962. Unfortunately, nobody answered. So I start to implement it. Does anyone interested in such development? Or is it useless because someone has already implemented this model? In the coming days, I plan to move my code on R-forge, so people can easily contribute. If you are interested please let me know. Thanks in advance Christophe -- Christophe Dutang Ph.D. student at ISFA, Lyon, France website: http://dutangc.free.fr [[alternative HTML version deleted]]