MSwM

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Fitting Markov Switching Models

Josep A. Sanchez-espigares

Last update: 6 June 2021

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 1.5

Source code repository: https://github.com/cran/MSwM

Cites work

• MS_Regress - The MATLAB Package for Markov Regime Switching Models

Cited In (5)

• NTS
• Significance test for linear regression: how to test without P-values?
• Forecasting in nonlinear univariate time series using penalized splines
• Bivariate copula additive models for location, scale and shape
• Markov-switching generalized additive models

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