Dear all, I found this question here. Please ssc install rangestat. The question is, after running rolloing regressions such as:
Code:
webuse grunfeld, clear
rangestat (reg) invest mvalue, interval(year -6 0) by(company)
*drop if reg_nobs < 7
how can one obtain the time series plots of estimates along with 95% confidence intervals like

Array


Any suggestions? Thanks.