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