st: enhanced rolling: routine

[Kit Baum <baum@bc.edu>]

rolling2 is identical to the official rolling prefix with one  
exception.  Although
not documented as such, official rolling operates separately on each  
panel of a
panel data set. Under some circumstances, you may want to estimate a  
model (such as
a linear regression) pooling all data available during a fixed  
window, generating a
single set of coefficients. This can be achieved by rolling2 with the  
onepanel
option. Without that option, rolling2 produces the same results as  
official
rolling.

rolling2 is available from SSC. I thank Asli Leblebicioglu for  
suggesting that this routine be written.

Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html


*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/