I want to use Rolling Regression Coefficients and thus download a relevant Add in (Roll).
However, it say "Date does not uniquely define observation in panels."
There is no rolling regression for Panel data in Eviews?
Thanks for consideration.
Rolling Regression Coefficients
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Re: Rolling Regression Coefficients
There is no built in rolling regression for panels in EViews.
There is also no built in rolling regression for non-panels in EViews.
There is an add-in, as you mentioned. Add-ins are open source - you could modify it to work in a panel if required.
There is also no built in rolling regression for non-panels in EViews.
There is an add-in, as you mentioned. Add-ins are open source - you could modify it to work in a panel if required.
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Re: Rolling Regression Coefficients
Would you please explain how I can modify it to work in a panel?
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