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st: re: rolling

From   Kit Baum <[email protected]>
To   [email protected]
Subject   st: re: rolling
Date   Mon, 9 May 2005 13:45:14 -0400

Cameron wondered whether rolling in Stata 9 handles panel data with gaps in the time series. Yes, it does. You might want to use

rolling _b e(N), ...

to save the N that enters each window. It deals with the issue that some windows do not have any data available (if there is a sizable gap in the middle of a timeseries).


Kit Baum, Boston College Economics

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