da2147 said
The 'rolling' command might work (I think its only available in
Stata 9)
but the syntax is the following:
rolling window(#) stepsize(#) saving(pathname\results.dta), <command
you want to execute, such as regress>
If you do not have Stata 9, findit rollreg
Kit
Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
