Search found 3 matches
- Tue Jun 23, 2020 9:03 pm
- Forum: Programming
- Topic: Rolling regressions with conditions
- Replies: 5
- Views: 7434
Re: Rolling regressions with conditions
Thanks so much. I have explored a lot on forum, but still couldn't write a code myself. Different codes on forums for the same thing confuse me. I am not getting how to start it. I do not know how to build an outer loop or write an if statement in the program in e-views, so will try to learn and bui...
- Mon Jun 22, 2020 12:04 am
- Forum: Programming
- Topic: Rolling regressions with conditions
- Replies: 5
- Views: 7434
Re: Rolling regressions with conditions
But no code mentions how to run it with some conditions like - with at least 24 observations as I mentioned above. Also no code is there which could tell me ho can I do it for 100 stocks at a go. If you think there are such posts solving these as well, please direct me to such posts. Thanks.
- Fri Jun 19, 2020 10:33 am
- Forum: Programming
- Topic: Rolling regressions with conditions
- Replies: 5
- Views: 7434
Rolling regressions with conditions
I want to write a program in e-views that can let me run - 36 Months window rolling regressions on my monthly data, with at least 24 observations. This has to be done for 2000 stocks. How can I do it at a go? The equation has 2 independent variables, hence want to store 2 betas, their standard error...
