Rolling or Subsample estimates Panel

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

Moderators: EViews Gareth, EViews Moderator

Aktar
Posts: 74
Joined: Thu May 21, 2009 5:08 am

Rolling or Subsample estimates Panel

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

Hello,

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,

Return to “Estimation”

Who is online

Users browsing this forum: Google [Bot] and 2 guests