Hi,
I know this should be simple but I just don't know what commands I have to type in order to get Stata 9.2 to run a moving 'standard deviation' for one variable of my panel (2892 companies, years: 1995:2005). Basically, the new variable should be measured as the standard deviation of the change in 'earnings' over a three-year period. I wish to measure the changes from year t-3 until year t. Whenever (randomly, for some years) there are no data available, no standard deviation is computed. That's all.
I have been advised to use -rolling- but, after vain attempts to follow Manual's suggestions (and not much help from searches on previous similar threads, too), still I can't figure out the precise commands and options I need.
I shall really appreciate some help (an example, I hope) to make the calculation. Thank you in advance.
Best wishes,
Daniele,
Ph.D candidate,
University of Rome III (Italy)
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