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Re: st: Rollover regression

From   Maarten Buis <>
Subject   Re: st: Rollover regression
Date   Thu, 5 Apr 2012 09:33:05 +0200

On Thu, Apr 5, 2012 at 7:32 AM, Rui Zeng wrote:
> How can I do rollover regression using a time series of data?
> For example, for every month, I need to estimate a coefficient by running a regression with data of the previous 60 months.

-help rolling-

Hope this helps,

Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
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