Rolling Regression with Panel Data

[tcfoon]

Dear All,

I have a question on rolling regression. Is it possible to apply the rolling regression into Panel data analysis? Could you please give some guidance/idea on how the Eviews programme or the flow of the programme look like.

Thank you,
tcfoon

[EViews Gareth]

Nothing should change really. Just roll your eqution in a for loop, changing the sample at each stage of the loop.

[tcfoon]

Thank you for your reply. In fact, I am not really see it.. Could you please give a sample programme on "changing the sample at each stage of the loop"?