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Re: st: Rolling Windows with XTregar

From   Scott Merryman <[email protected]>
To   [email protected]
Subject   Re: st: Rolling Windows with XTregar
Date   Thu, 28 Oct 2010 05:41:59 -0500

On Wed, Oct 27, 2010 at 2:00 PM, Degas Wright
<[email protected]> wrote:
> 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);

You need a space between -xtreg- and -D.(r ep mom)-

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