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Rolling Ridge Regression

Posted: Sat Dec 29, 2012 11:46 pm
by vincejenn
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.

Re: Rolling Ridge Regression

Posted: Sun Dec 30, 2012 4:13 am
by vincejenn
I forgot to mention that in my earlier post that I am using Eviews 7.
Thank you.