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st: RE: rolling regression
We rolled around this one last week. Please
see e.g. Kit Baum's reply
... and please, please, please don't send MIME/HTML to the list.
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
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