How to constrain parameters in Markov switching regression models in Stata?

[Valerio Lupini]

I'm looking for a way to constraint one coefficient to an interval (0,1) in a regression run by Markov switching model. Ideally, The equation enables a smoothing behaviour through the constrained coeff. {a} as following:

y = {a}*L1.y + (1 - {a})*({b}*x1 + {c}*x2 + {d})

[Nick Cox]

Cross-posted at https://stackoverflow.com/questions/...odels-in-stata

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