Markov Switching VAR
Documentation for package ‘MSVAR’
Help Pages
EX_R
Hamilton's FX Data
INT_D
Hamilton's Interest Rate Data
MS_Var
Estimate Markov Switching VAR
MS_Var_Likelihood
Likelihood Function for Markov Switching VAR
MS_Var_Likelihood_Output
Likelihood Function Output for Markov Switching VAR