Video thumbnail for Estimate Rolling Beta in Stata | Rolling Vs Asreg command

Estimate Rolling Beta in Stata | Rolling Vs Asreg command

Mar 19, 2023
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00:00 Intro to rolling beta 02:10 asreg is faster than rolling 8:43 Intro to Asreg 12:20 Trading vs Calendar days 14:51 Minimum number of observation 15:59 Backword or Forward Window 18:54 Residual or fitted values 19:10 Recursive window 20:13 Exclude specific observation Website: thedatahall.com