Estimate Rolling Beta in Stata | Rolling Vs Asreg command
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https://thedatahall.com/estimate-roll...
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
Best 10 Introductory Econometrics Books
https://thedatahall.com/best-10-intro...
A Gentle Introduction to Stata, by Alan C. Acock
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https://amzn.to/3LWOALz (paperback)
A Visual Guide to Stata Graphics, by Michael N. Mitchell
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Regression Models for Categorical Dependent Variables Using Stata, by J. Scott Long and Jeremy Freese
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STATA Guide for Introductory Econometrics for Finance by Chris Brooks
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