rolling regression in unbalanced panel data

[maria nasir]

Hi ,

In my research, I have to generate time series for a variable (speed of adjustment) that I find it by user commands for dynamic panel data estimation which names are xtbcfe and xtlsdvc. My data is an unbalanced panel data with 3500 N and the T varies from 2 to 29 years.
I am wondering if it is possible to generate the value for this variable by using the rolling window in Stata.I tried two times but I received blank output.
Could you please advice me how to do that?

Thank you so much in advance.

[maria nasir]

I have received help from Ignace the developer of xtbcfe codes.

[Attaullah Shah]

Just as a note, for current and future readers, it would be helpful if you write the problem and the solution you have finally obtained.

[Abi Den]

Hi maria nasir , would you please share how you solved the issues. I have a similar problem. Thank you