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1. Finmetrics 2.0: Markov Switching AR Model (score: 1): Author: Adrian Lerch <adrianlerch@yahoo.de>; Date: Fri, 30 Sep 2005 20:28:49 +0200 (CEST); I would like to estimate a Markov Switching Model with no autoregressive coefficient (AR(0)), but with intercept terms that are regime switching. Regarding the Function MSAR(), I can't figure out ho; /archives/html/s-news/2005-09/msg00106.html (6,957 bytes)

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