rolling regression

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rolling regression

wsu_wright
Anyone have pointers on how to perform rolling regression analysis in SPSS?

David

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Re: Rolling Regression

Charles Lanier
David,

I wonder if this might be helpful:
http://wrds.wharton.upenn.edu/news/sideitem/user2007/rollingreg.pdf

Could a comparable procedure work in SPSS?

 Charlie

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