Rolling Ridge Regression
Posted: Sat Dec 29, 2012 11:46 pm
Hello.
I am new to the Eviews Forum. Anybody that can suggest a program that can do a rolling ridge regression (window = 1 year, step size = 1) of daily data of y against a constant and five explanatory variables?
Thanks.
I am new to the Eviews Forum. Anybody that can suggest a program that can do a rolling ridge regression (window = 1 year, step size = 1) of daily data of y against a constant and five explanatory variables?
Thanks.