Estimate Rolling Beta in Stata | Rolling Vs Asreg command
Mar 19, 2023
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
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