On Tue, 8 Jun 2010, benedetta.fortelli(a)studio.unibo.it wrote: > How can I do a rolling estimation in Gretl? There is a specific > command to do it?
Take a look at the --rolling option to the "fcast" command. If that does not do what you want, you can use a loop construction in a script, the basic idea being something like open data9-7 smpl ; 1980:1 loop 20 ols QNC 0 INCOME smpl ; +1 endloop Allin Cottrell
