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st: rollreg


From   Kit Baum <[email protected]>
To   [email protected]
Subject   st: rollreg
Date   Tue, 20 Jul 2004 15:35:27 -0400

The rollreg routine (rolling or moving-window regressions) has been updated to display the estimated R^2, RMSE and coefficients that would result from a single regression over the entire sample, juxtaposed with estimates from the rolling regression. The routine is accessible from SSC.

Kit

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