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st: constrained rolling regression
From
"Oliver Brümmer" <[email protected]>
To
[email protected]
Subject
st: constrained rolling regression
Date
Tue, 18 Jan 2011 13:55:28 +0100
Dear all,
I'd like to perform a constrained rolling regression.
I know that there is a constraint function and a rollreg module available.
apparently, I am not able to combine these two.
Has anyone of you performed a constrained rolling regression in STATA and might be able to help me?
Thanks,
oliver
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