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st: rollreg update

From   Kit Baum <[email protected]>
To   [email protected]
Subject   st: rollreg update
Date   Mon, 7 Mar 2005 16:15:52 +0000

My rollreg (rolling regression) routine has been updated to deal with flaws unearthed by Cameron Hooper (for which thanks). The corrected version is available from SSC.

Kit Baum, Boston College Economics

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