I forgot to mention that in my earlier post that I am using Eviews 7.
Thank you.
Search found 2 matches
- Sun Dec 30, 2012 4:13 am
- Forum: Programming
- Topic: Rolling Ridge Regression
- Replies: 1
- Views: 2682
- Sat Dec 29, 2012 11:46 pm
- Forum: Programming
- Topic: Rolling Ridge Regression
- Replies: 1
- Views: 2682
Rolling Ridge Regression
Hello.
I am new to the Eviews Forum. Anybody that can suggest a program that can do a rolling ridge regression (window = 1 year, step size = 1) of daily data of y against a constant and five explanatory variables?
Thanks.
I am new to the Eviews Forum. Anybody that can suggest a program that can do a rolling ridge regression (window = 1 year, step size = 1) of daily data of y against a constant and five explanatory variables?
Thanks.