roll add-in and data with irregular frequency
Posted: Mon Oct 24, 2016 3:41 am
Hi all,
I am conducting a rolling regression analysis with irregular data (for event-study). It seems to me that the roll add-in cannot handle data with irregular frequency. Am I correct?
(I have already done coding for my analysis. But if the roll add-in do work with irrgular data frequency, it would be nice to compare the results from using the roll add-in with mine for a dubble check.)
Thanks
I am conducting a rolling regression analysis with irregular data (for event-study). It seems to me that the roll add-in cannot handle data with irregular frequency. Am I correct?
(I have already done coding for my analysis. But if the roll add-in do work with irrgular data frequency, it would be nice to compare the results from using the roll add-in with mine for a dubble check.)
Thanks