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st: calculating firm-specific rolling betas


From   Kit Baum <kitbaum@mac.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: calculating firm-specific rolling betas
Date   Sun, 25 Feb 2007 09:33:29 -0500

da2147 said

The 'rolling' command might work (I think its only available in
Stata 9)

but the syntax is the following:

rolling window(#) stepsize(#) saving(pathname\results.dta), <command
you want to execute, such as regress>


If you do not have Stata 9, findit rollreg

Kit

Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html


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