Dear readers,
Currently I am experimenting with a number of rolling regressions using
my own models without prevail.
rolling2, window(12) onepanel clear: ivreg cpstrmon price mat age coup
cpstrmonprev pstrprev d.intr d.livolabs (cprecmo
> n = cprecmonprev)
(running ivreg on estimation sample)
Rolling replications (109)
----+--- 1 ---+--- 2 ---+--- 3 ---+--- 4 ---+--- 5
...........................xxxxxxxxxxxxxxxxxxxxxxx 50
xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx 100
xxxxxxxxx
Then I tried the example displayed in the rolling help file example:
webuse lutkepohl2
tsset qtr
rolling _b, window(30): regress dln_inv dln_inc dln_consump
Still, the output is similar:
rolling _b, window(30): regress dln_inv dln_inc dln_consump
(running regress on estimation sample)
Rolling replications (63)
----+--- 1 ---+--- 2 ---+--- 3 ---+--- 4 ---+--- 5
...xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx 50
xxxxxxxxxxxxx
Also, the variables or dropt immediately after running the regression.
Could someone give me a hand, to get this running?
Help would be very much appreciated
regards,
Marck Bulter
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