This procedure does rolling OLS regressions in one of three modes. Given an initial range of observations, ADD adds observations (one at a time) to the end of the sample, DROP drops them from the beginning of the sample, and MOVE simultaneously adds and drops so that the number of observations in each regression is constant. The resulting series of coefficients and standard errors are stored in numbered series, and may be graphed.
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Publisher Info
Software component provided by Boston College Department of Economics in its series Statistical Software Components with number
R852701.
Size: Programming language: RATS Requires: Date of creation: 01 Jun 1995 Date of revision: Handle: RePEc:boc:bocode:r852701
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