Hi,
I want to perform a rolling regression with Fully modified OLS techniques for Panel Data, Does anyone know how to adjust @panelfm procedure in odrer to get betas of rolling regresion ? or is there another way to get it ?
Thanks
Rolling regresion with FM-OLS for panel data
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Rolling regresion with FM-OLS for panel data
by nbcheikh » Thu May 05, 2011 7:04 pm
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