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_mean_oos — run out-of-sample a MS-mean
• ms_quali — Estimates a ms turning point model
• ms_reg — Markvov Switching regression model
• ms_reg_oos — run out-of-sample a MS regression
• ms_var — Markov Switching VAR model
• ms_var_oos — run out-of-sample a MSVAR
• msvar_draw — simulate an artifical MS-VAR process
• msvar_irf — impulse response functions (irf) for a Markov-switching VAR model
• msvar_irf_cb — msvar irf with confidence bands
• MSVAR_stderr — Markvov Switching 2nd order moments