Rolling Ridge Regression

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vincejenn
Posts: 2
Joined: Sat Dec 29, 2012 11:12 pm

Rolling Ridge Regression

Postby vincejenn » Sat Dec 29, 2012 11:46 pm

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.
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vincejenn
Posts: 2
Joined: Sat Dec 29, 2012 11:12 pm

Re: Rolling Ridge Regression

Postby vincejenn » Sun Dec 30, 2012 4:13 am

I forgot to mention that in my earlier post that I am using Eviews 7.
Thank you.
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