< >
Good point, but the one 'command' you run in -rolling- can be your
own. Just write 'program augusto' that does what you want it to do and
returns what you want to keep for each rolling window. Only takes a
few lines of code (which I don't have time to write as an example at
this moment, regrettably). But it's in my forthcoming book from Stata
Press...
Kit Baum, Boston College Economics and DIW Berlin
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html
On Dec 4, 2008, at 02:33 , Augusto wrote:
- -rolling- seems to be doing the job I want, especially if combined
with "[r]recursive". The problem I see there is that I can perform
only one command within the "frame" of this rolling window, not a
series of commands (like postestimation commands), as I was thinking
of when specifying it as a loop.
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
