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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. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**st: R: RE: Re: running a foreach loop over a sequence of dates***From:*"Carlo Lazzaro" <carlo.lazzaro@tiscalinet.it>

**References**:**st: Re: running a foreach loop over a sequence of dates***From:*Kit Baum <baum@bc.edu>

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