Rolling Window Estimation
Posted: Wed Feb 19, 2014 3:56 pm
Hi guys, I am looking to roll a VAR I am using, with the criteria as outlined in the attachment, rolling it from first VAR of 1980q1-1989q4 (10 year period), rolling it quarterly until 2003q3-2013q2.
Can anyone help with this?
Many thanks in advance.
Can anyone help with this?
Many thanks in advance.