EViews.com

Can anyone tell me how to impose zero restriction on only one of the endogenous variable in a two-state model? such that my model would look like this:
yt1=c+X1+Z1+u @state 1
yt2=c+X2+u @state 2

The model goes like this:
Rt_1 = C + B(X1) +B(X2) + u when st=1
Rt_2= C + B(X1) +u when st=2

:( :)

Hi! I am trying on working with a multivariate Markov Switching Model for exchange rate bubbles, especifically, with only 2 states. I am confused on how to include an independent variable to only one state (equation). Thus if I have 3 variables, one state(st=1) would have all 3 independent variables...