Code for regime switching regression for panel data

I've done an exhaustive google search, looking through
papers, websites, groups etc but I've not been able to find
anything. I am looking for matlab code to do regime
switching regression for panel data. I am an economics
student trying to finish my dissertation and I am currently
stuck at this. Does anyone have any ideas on where to look?
I'd appreciate any leads. Thanks in advance.
.

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