Rolling regresion with FM-OLS for panel data

Questions related to panel (pooled cross-section time series) data.
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nbcheikh
Posts: 9
Joined: Tue Apr 19, 2011 3:43 am

Rolling regresion with FM-OLS for panel data

Unread post by nbcheikh »

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
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