EViews.com

Thanks for your reply. Are you talking about this part:? set sample for estimation period %first=@otod(@dtoo(%start)+!i-1) %last=@otod(@dtoo(%start)+!i+window-2) sample{%first}{%last} Yes, but I think it should be the opposite. I need to keep the starting date (%first) fixed and increase at every st...

Hi EViews Gareth, Thank you very much for your reply. Let me explain what i want to do. I regress by ols stock return on dividend yields. The in-sample period is from 1973:03 to 1984:12 and the out-of-sample from 1985:01 to 2012:01. So, the basic idea is: 1st step: estimate the model in-sample uisng...

Hi, I have understand how to estimate an ols regression using a rolling window and take the forecasts. I was wondering what changes should I do in order to estimate the model using and expanding window; I guess some changes inside the loop are needed. Can anyone help me? Thanks in advance. Apostolos