Part XXII. Markov-switching models

Table of Contents

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