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Re: st: Rolling Windows with XTregar


From   Scott Merryman <scott.merryman@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Rolling Windows with XTregar
Date   Thu, 28 Oct 2010 05:41:59 -0500

On Wed, Oct 27, 2010 at 2:00 PM, Degas Wright
<dwright@cornerstoneadvice.com> wrote:
> To all,
> What is the best way to perform rolling regressions in panel data, I am
> using the -xtregar- command and the -rolling- command seems to work only
> in time series. I would like to perform -xtregar- over the complete
> cross section and 12 observations.
>
> Rolling _b, window(12): xtregar (D.(r ep mom)), fe lbi
>
> Gives an error message:
> xtregar(D.(r command not found
> r(111);
>

You need a space between -xtreg- and -D.(r ep mom)-

Scott
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