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- Thu Jan 22, 2009 9:02 am
- Forum: Programming
- Topic: Multiple regressions and capturing estimators
- Replies: 1
- Views: 3429
Multiple regressions and capturing estimators
I have a two tier problem and maybe someone out there may help. I need to run over 10,000 regressions and capture one of the estimators (betas). The regressions need to modify the sample data. Basically, the first regression should only take the sample from t=1 to t=60, the second regression from t=...