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Re: st: Rolling Regressions
From
Philipp Krueger <[email protected]>
To
[email protected]
Subject
Re: st: Rolling Regressions
Date
Thu, 17 Mar 2011 18:29:05 +0100
Thank you. Is there a way of running -rolling- with an id variable j?
Philipp
Am 17.03.2011 18:02, schrieb Maarten buis:
--- On Thu, 17/3/11, Philipp Krueger wrote:
I have monthly data and I am trying to run regressions on
rolling windows of the past 60 months (years: t-5). The
resulting beta coefficient should be saved into an existing
variable for the months of the current year t.
See: -help rolling-
-- Maarten
--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany
http://www.maartenbuis.nl
--------------------------
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