We consider a general model with structural changes including both non-aggregate and
aggregate models. We change transitions matrices only as in 1012.
We do the same thing to make indM1, indM2,. . ., and indMj from j=1 to ns in the same
way as yesterday’s. We set para[j,.] without any additional index number.
Here, para is dim x (# of parameters changing in the model).
On the other hand, transition matrix P(or tms) is (ns x dim) x dim where we merge
ns transition matrices vertically.