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st: Rollover regression
From
Rui Zeng <[email protected]>
To
[email protected]
Subject
st: Rollover regression
Date
Thu, 05 Apr 2012 00:32:42 -0500
Dear Statalist,
How can I do rollover regression using a time series of data?
For example, for every month, I need to estimate a coefficient by running a regression with data of the previous 60 months. Thanks!
Rui
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