MSVARlib Version 2.0 - February 2005 : a GAUSS library to estimate Multivariate Markov Switching Regression Models

The purpose of this Website is to give readers access to computer routines and data files referred to in Classical Estimation of Multivariate Markov-Switching Models with MSVARlib  " by Benoît BELLONE, which offers a brief description of the programs.  Please read the following conditions of use before proceeding to the programs below.


Copyright and Conditions of Use

The GAUSS programs available on this Website are written and copyrighted Ó 2004 by Benoît BELLONE,all rights reserved. The code in this archive is licensed gratis to all third parties under the terms of this paragraph. Copying and distribution of the files in this archive is unrestricted if and only if the files are not modified. Modification of the files is encouraged, but the distribution of modifications of the files in this archive is unrestricted only if you meet the following conditions: modified files must carry a prominent notice stating
(i) the original author and date,
(ii) the new author and the date of release of the modification,
(iii) that there is no warrantee for the code, and
(iv) that the work is licensed at no charge to all parties.

If you use the code extensively in your research, you are requested to provide appropriate attribution and thanks to the author of the code.


The code is posted as submitted and is subject to no performance tests. There are absolutely NO GUARANTEES OR WARRANTEES WHATSOEVER, not even the implied warrantees of merchantability or fitness for a particular purpose. No representation is made or implied as to the accuracy or completeness of the programs which may indeed contain bugs or errors unknown to the author. Benoît Bellone takes no responsibility for results produced by MSVARlib programs which are used entirely at the reader's risk. This package is by no means finished yet, a comprehensive enhancement "to do list" remains to be done. If you have extended the library, found any problems or have suggestions for improvement please inform the author via e-mail..


By clicking on the link below to proceed to a listing of computer routines and data files, you acknowledge that you have read and fully understood the above conditions of use. If you have any questions about these conditions or are in any way uncertain about what constitutes lawful and appropriate use of the programs, contact Benoît Bellone at the above email address.


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