ARmdl                   Autoregressive Model
BootLRTest              Bootstrap Likelihood Ratio Test
CHPTest                 Carrasco, Hu, and Ploberger (2014) parameter
                        stability test
DLMCTest                Monte Carlo moment-based test for Markov
                        switching model
DLMMCTest               Maximized Monte Carlo moment-based test for
                        Markov switching model
HLRTest                 Hansen (1992) likelihood ratio test
HMmdl                   Hidden Markov model
LMCLRTest               Monte Carlo Likelihood Ratio Test
MCpval                  Monte Carlo P-value
MMCLRTest               Maximized Monte Carlo Likelihood Ratio Test
MSARmdl                 Markov-switching autoregressive model
MSTest-package          Testing Markov Switching Models
MSVARmdl                Markov-switching vector autoregressive model
Nmdl                    Normal distribution model
USGNP                   US GNP data 1947Q2 - 2022Q2
VARmdl                  Vector autoregressive model
chp10GNP                Carrasco, Hu, & Ploberger 2010 GNP data
hamilton84GNP           Hamilton 1984 & Hansen 1992 GNP data
simuAR                  Simulate autoregressive process
simuHMM                 Simulate Hidden Markov model with normally
                        distributed errors
simuMSAR                Simulate Markov-switching autoregressive
                        process
simuMSVAR               Simulate Markov-switching vector autoregressive
                        process
simuNorm                Simulate normally distributed process
simuVAR                 Simulate VAR process
