Need help on performing rolling coefficient regression using pooled panel data on Stata

[Alice Thai]

Hi all, I want to test the rolling coefficient with a 5-year window with 1-month onward shifting. I am using pooled panel data with fixed effect and Cross section SUR for 16 countries. Could someone help me how to conduct this test on Stata? Thank you in advance.

[Phil Bromiley]

You'll get a more helpful answer if you follow the FAQ on asking questions - provide Stata code in code delimiters, Stata output, and sample data.

You'll also need a clearer explanation of what you're doing and your problem.

There is a rolling command in Stata and statsby. But these are ways to estimate parameters over windows, not a test per se.