EViews.com

I have a two tier problem and maybe someone out there may help. I need to run over 10,000 regressions and capture one of the estimators (betas). The regressions need to modify the sample data. Basically, the first regression should only take the sample from t=1 to t=60, the second regression from t=2 to t=61 and so on. And from each regression I will need to capture the estimators into a table.
Thanks in advance for any comments or links that may help me resolve this dilemma.

This is a pretty standard thing to do. You should first take a look at the example programs located in:

C:\Program Files\EViews6\Example Files\Sample Programs\roll

(assuming your EViews installation is in the default directory).