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RE: st: Rolling Windows with XTregar

From   "Degas Wright" <[email protected]>
To   <[email protected]>
Subject   RE: st: Rolling Windows with XTregar
Date   Thu, 28 Oct 2010 10:19:02 -0400

Thank you for your response - it works fine.

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
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Scott
Sent: Thursday, October 28, 2010 6:42 AM
To: [email protected]
Subject: Re: st: Rolling Windows with XTregar

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
> using the -xtregar- command and the -rolling- command seems to work
> 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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