Markov Switching model with panel data

[YiJyun Lin]

Hello, I have a country-by-year panel data and need to run a Markov switching model to see the relationship between national institutional quality and the transition between states of conflict level. I would like to ask how to run a Markov chain switching model using panel data. Thank you for your help!

[Stephen Jenkins]

Welcome to Statalist. Please repost in the General Forum -- this area is intended for discussion of Mata issues. I would also suggest that, before re-posting, you read the forum FAQ, especially the sections on how to post effectively, and do some searching on your topic.