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st: rolling regression


From   "Mutysheva, Dinara" <DMutysheva@ceri.ca>
To   statalist@hsphsun2.harvard.edu
Subject   st: rolling regression
Date   Wed, 9 Jun 2004 15:35:10 -0600

Title: rolling regression

Dear Stata Users:

Can you help me please. I want to estimate income elasticities of energy demand and record how they change by adding one observation at a time. If I understand this correctly I have to do a rolling regression. How do I program a "rolling regression" in Stata 8? I want to do a rolling regression in a loop. Each time through the loop, I want to add one period to the end of the estimation range, keeping the starting date fixed and saving estimated coefficients each time

thank you


Dinara Mutysheva
Canadian Energy Research Institute
#150, 3512 - 33 St. NW
Calgary, AB   T2L 2A6
Tel: (403) 284-6491
Fax: (403) 284-4181
E-mail:dmutysheva@ceri.ca




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