Time series disaggregation
Grocer
Bayesian Model Averaging
Grocer
>> Markov-switching models
Markov-switching models
cod_kern
—
divides data into quantiles with a kernel method
ms_estimate
—
Markvov Switching regression model
ms_forecast
—
forecast from a Markvov Switching regression model
ms_mean
—
Markov Switching mean-variance model
ms_quali
—
Estimates a ms turning point model
ms_reg
—
Markvov Switching regression model
ms_var
—
Markov Switching VAR model
msvar_irf
—
impulse response functions (irf) for a Markov-switching VAR model
msvar_stderr
—
Markvov Switching 2nd order moments
Time series disaggregation
Grocer
Bayesian Model Averaging