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st: Rolling Windows with XTregar


From   "Degas Wright" <[email protected]>
To   <[email protected]>
Subject   st: Rolling Windows with XTregar
Date   Wed, 27 Oct 2010 15:00:36 -0400

To all,
What is the best way to perform rolling regressions in panel data, I am
using the -xtregar- command and the -rolling- command seems to work only
in time series. I would like to perform -xtregar- over the complete
cross section and 12 observations.

Rolling _b, window(12): xtregar (D.(r ep mom)), fe lbi

Gives an error message:
xtregar(D.(r command not found
r(111);

Thank you in advance for your comments.

Degas A. Wright, CFA
Chief Investment Officer
Decatur Capital Management, Inc.
250 East Ponce De Leon Avenue, Suite 325
Decatur, Georgia  30030
Voice: 404.270.9838
Fax:404.270.9840
Website: www.decaturcapital.com


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