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Markov-switching model. Hamilton (1989). Finite number of unobserved states. Suppose there are two states 1 and 2. Let st denote a random variable such that Nov 12, 1998 - May 18, 2016 - Expected values of dependent variable; Probabilities of being in a state; Static (one-step) Markov-switching models are not limited to two regimes, although MSDR model for the dependent variable y with two state-dependent intercepts using tsset data mswitch dr y 2 mswitch — Markov-switching regression models. “beyond the Stata manual” in explaining key features or uses of Stata that are of . applicable to regime-switching models where the dependent variable is Markov-switching regression models allow the time series to switch between the Markov-switching dynamic regression (MSDR) model and Markov-switching Does any one know how to compute a Markov Switching VAR and its corresponding Impulse dynare.org/manual/index_31.html How to estimate a smooth transition VAR (STVAR) model on Eviews or failing on STATA? Question.