Markov switching for panel data

[Gabriel Temesgen]

I want to estimate a Markov switching model for an unsustainable fiscal regime and a sustainable fiscal regime for 30 sub-Saharan Africa countries.
Can someone drop me the codes for running MS-VECM for panel data? @Scott Merryman; @Justin Niakamal;
Thanks

[Justin Niakamal]

Hi Gabriel,

Sorry, that doesn't exist in official Stata and I don't think there's a community-contributed command to do that either.

[Rokhedi Santoso]

Hi Gabriel,
Just wondering have you found the codes for running it? I also have the same problem with you. I hope you have found and love to share it. Thank you