Rolling or Subsample estimates Panel

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Rolling or Subsample estimates Panel

Postby Aktar » Mon Nov 20, 2023 6:29 pm


I am not very familair with eviews and I would like to run a rolling estimates with my panel dataset workfile.

I have tried the add-in Roll, but it doesn't work.

I searched on the forum and it seems one has to change the code and copy it into a new prg. Could you kindly please explain excatly what need to be changed in this prg ?

Alternatively, can we set a specific time period when estimating Panel LS model through the standard settings? I created two sub sample object with epcific time periods but I don't how to use them.

Thank you very much,

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