EViews.com

I am estimating a panel dataset of industry data and one of the elasticity parameter estimates measures of competitive dynamics. I would like to create a new series based on this estimate for each financial year (using quarterly data). My question is two fold.
1) Is there a way to loop the equations estimation across progressive sample periods (estimate perod 1-4, period 5-8 etc) to obtain the estimated elasticity parameter in each period.
2) Copy the relevent estimated elasticity for each of the regressions into a new time series (create a new time series based on the estimates).

Would appreciate your help. Given the number of periods and permutations, it is time prohibitive.

Do a search for rolling regression here on the forum.

Thanks, I just found it and wanted to reply I found it. There is an add-in for it as well.
Looking for the word "Looping estimation" in this context was not productive.

Thanks Gareth for the very quick response.

Gareth,
Noticed that rolling reguression ad-ons did not apply to panel data and this has been an issue for a while according to the forum.

Is there any code available. I looked, but could not find any.

Thanks

It should not be too difficult to modify existing rolling regression code to handle panels.