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st: Re: running a foreach loop over a sequence of dates


From   Kit Baum <baum@bc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Re: running a foreach loop over a sequence of dates
Date   Thu, 4 Dec 2008 07:46:40 -0500

< >
Good point, but the one 'command' you run in -rolling- can be your own. Just write 'program augusto' that does what you want it to do and returns what you want to keep for each rolling window. Only takes a few lines of code (which I don't have time to write as an example at this moment, regrettably). But it's in my forthcoming book from Stata Press...


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


On Dec 4, 2008, at 02:33 , Augusto wrote:

- -rolling- seems to be doing the job I want, especially if combined
with "[r]recursive". The problem I see there is that I can perform
only one command within the "frame" of this rolling window, not a
series of commands (like postestimation commands), as I was thinking
of when specifying it as a loop.

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