Help with msvar estimate function - Initializing the MS-VAR Model

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.

https://www.mathworks.com/help/econ/msvar.estimate.html

Thanks in advance!

[Leonardo Urrutia]

I am struggeling with this too. Have you got any answer already?

[Jacob Haas]

No, sorry.