![]() ![]() ![]() All the rolling window calculations, estimation of regression parameters, and writing of results to Stata variables are done in the Mata language. asreg has the same speed efficiency as asrol. The primary uses of asreg can be summarized under the following three headings:Īsreg is an order of magnitude faster than estimating rolling window regressions through conventional methods such as Stata loops or using the Stata’s official rolling command. Therefore, more features were added to this program. However, with the passage of time, several useful ideas were conceived by its creator and users. ![]() The program is available for free and can be downloaded from SSC by typing the following on the Stata command window: ssc install asregĪsreg was primarily written for rolling/moving / sliding window regressions.
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