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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?

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