Rolling or Subsample estimates Panel
Posted: 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,
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,