rolling regression in unbalanced panel data

[statir]

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?

[MC1985]

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