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rolling regression in unbalanced panel data

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Occasional Contributor
Posts: 6

rolling regression in unbalanced panel data

hi guys,

 

I have a unbalanced panel data with 2 to 29 years for each firms.I want to run rolling regression. Is it possible to do that in SAS?

Contributor
Posts: 34

Re: rolling regression in unbalanced panel data

you can find information about rolling regressin in SAS:

http://www.lexjansen.com/nesug/nesug07/sa/sa04.pdf

http://www.sas-programming.com/2011/08/rolling-analysis-of-time-series.html

http://www.lexjansen.com/nesug/nesug12/fi/fi08.pdf

 

the procedure can be:

Proc FCMP

Proc REG

 

hope this help

have nice day

let me know

MC

Martino Crippa
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