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st: rollreg
From
[email protected]
To
[email protected]
Subject
st: rollreg
Date
Wed, 9 Mar 2011 21:45:08 +0200 (EET)
Hello,
I am trying to run some rolling regressions with Baum's rollreg. It has
been more than an hour and stata keeps working. I have a panel data of 500
months with an average around 1000 firms each month. Do you know if this
is normal? why it is taking so long? And should I wait? Or try to run the
regression with another command? and what could be that command?
Thank you very much.
Figen
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