Rolling regresion with FM-OLS for panel data
Posted: Thu May 05, 2011 7:04 pm
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
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