st: switching regime model with 3 regimes

[Mario Macis <mmacis@gmail.com>]

Hi.
I would like to estimate a switching regime model with three regimes,
where the change in regime cannot be observed directly. The
probability of being in regime 1,2 or 3 depends on an exogenous
variable Z. Is it possible to do this with Stata 9?
Thanks!

mario

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