MSVAR (0.0)

0 users

Markov Switching VAR.

MSVAR estimates a 2 state Markov Switching VAR. The likelihood function is solved via numerical optimizaton using R's 'nlminb' optimization routine. Further packages will include models with more than 2 states, switching exogenous variables and the use of simulated annealing in the optimization process to avoid finding local solutions.

Maintainer: James Eustace
Author(s): James Eustace <>.

License: GPL (>= 2)

Uses: Does not use any package



  (0 votes)


  (0 votes)

Log in to vote.


No one has written a review of MSVAR yet. Want to be the first? Write one now.

Related packages:(20 best matches, based on common tags.)

Search for MSVAR on google, google scholar, r-help, r-devel.

Visit MSVAR on R Graphical Manual.