st: rolling regression and hypothesis testing

[Nat Tharnpanich <nt289@cam.ac.uk>]

Hi all,  
   I would like to run rolling OLS regression of, say, overlapping 20-year 
periods and test a hypothesis whether the coefficient is statistically 
different from 1. As far as I know, the rolling command in Stata allows you 
to execute only one command at a time. But in my case, I want to run a 
regression of each subperiod and then test the hypothesis for that 
subperiod before Stata goes on to subsequent subperiods and this involves 
two commands, reg and test.
   Any suggestions would be very much appreciated.
Regards,
Nat

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