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


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Re: running a foreach loop over a sequence of dates
Date   Thu, 4 Dec 2008 13:51:28 +0100

Line for the server...

" But it's in my forthcoming book from Stata  
Press..."

Hurry up, so that international readers of your book can enjoy these
insights into Augusto`s problem over the christmas period...

HTH
Martin


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Kit Baum
Sent: Thursday, December 04, 2008 1:47 PM
To: statalist@hsphsun2.harvard.edu
Subject: st: Re: running a foreach loop over a sequence of dates

< >
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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