EViews.com

Thanks much. I'll try it.

What is the Roll add-in? Does it come in packaged with EViews? How do you get to it?

I love EViews Recursive Regression capability. However, I am attempting to do a Recursive Regression that has a constant number of observations. Let's say you have a time series of 60 observations. The Recursive Regression typically cuts out at least a third of the data and regresses the coefficient...

EViews Gareth, can you flesh out a bit what you mean. I am running into the exact same problem when running MM-estimation. I have 217 observations, but I have numerous dummy variables that are binomial (1,0). Some have only eight observations representing 8 quarters over this long time series going ...