How to conduct stepwise rolling regression in Eviews?

[xubin1988]

Hi,
I meet a onerous problem.......
First, I should choose an approporiate subset of 8 candidate variables to run a regression. Simultanoeously, the sample window I use is rolling with the time. So at every time point, I need to select the expalnatory variables again and redo my regression.
This task seems to be insuperable for any "static" method. But I have a little ideas about Eviews programming.
Can anybody lend me some helps??
Appreciate your attention....

Bin

[Amber]

Hi, I think Gareth has posted it before on
http://forums.eviews.com/viewtopic.php?f=15&t=878
Might be helpful to you.

Amber