[R] multivariate markov switching

Carlo Fezzi fezzi at stat.unibo.it
Fri Jan 13 13:50:04 CET 2006

Dear helpers,

Does anyone know about a package or a function that allows to estimate
Multivariate Markov-Switching Models, like MS-VAR as introduced by
Krolzig(1997) with R ?

Thanks a lot!!


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