Dear Kit,
due to my gasping skills in Stata programming, I do hope that you are right!
Kind Regards,
Carlo
-----Messaggio originale-----
Da: [email protected]
[mailto:[email protected]] Per conto di Christopher Baum
Inviato: giovedì 4 dicembre 2008 17.56
A: [email protected]
Oggetto: st: re: running a foreach loop over a sequence of dates
<>
Carlo said
Dear Martin, Kit and All Statalisters interested in Kit's forthcoming
textbook, not later than this morning, the Italian official Stata
dealer reported me April as an expected availability for this highly
welcomed volume!
Unless shipping is by very slow boat, I think this is unduly
pessimistic. I am assured that a final copy for my approval will be in
hand shortly, and the Stata Press website
http://stata-press.com/forthcoming.html
lists January 2009 as the expected publication date. I would not
think that sales to distributors overseas would be delayed that far
behind the fulfillment of US sales.
As threatened, here is an example of "rolling your own":
capture program drop myregress
program myregress, rclass
version 10.1
syntax varlist(ts) [if] [in], LAGVar(string) NLAGs(integer)
regress `varlist' `if' `in'
local nl1 = `nlags' - 1
forvalues i = 1/`nl1' {
local lv "`lv' L`i'.`lagvar' + "
}
local lv "`lv' L`nlags'.`lagvar'"'
lincom `lv'
return scalar sum = `r(estimate)'
return scalar se = `r(se)'
end
This command may then be used as the target of a -rolling- command. It
will save two scalars per turn of the crank: the estimate of the sum
of lag coefficients and its standard error.
Kit Baum, Boston College Economics and DIW Berlin
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html
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