Help with msvar estimate function - Initializing the MS-VAR Model
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Hi,
The "estimate" function in the msvar package calls for a fully-specified MS-VAR model to initialize the estimation procedure. How would one go about choosing the values to initialize the model with? The documentation suggests running the estimation with a broad range of values to cover the parameter space, but I don't see much guidance beyond that.
Thanks in advance!
2 个评论
Leonardo Urrutia
2020-12-3
I am struggeling with this too. Have you got any answer already?
Jacob Haas
2021-1-25
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2020-7-31
2021-1-25
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