Hi!
I have monthly panel data since 2008. Only 4 variables: year and month, company_id, y, x
From January 2011, I would like to run panel regression in the past 36 months period and record the estimated coefficient as beta of that month for that company. I need to do so every month and record the betas for all the companies, until December 2018.
Anyone can help?
Great thanks!
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