Thanks for this! Please find attached the revised script.
Hope this is useful to all. regards Theo On Mon, 12 May 2025 at 01:24, Riccardo (Jack) Lucchetti < p002...@staff.univpm.it> wrote: > On 11/05/2025 20:43, Theodoros Panagiotidis wrote: > > Dear All, > > > > You might find the attached script useful for teaching purposes. > > > > It runs a simple CAPM with a January dummy variable and plots the > > rolling coefficients and the rolling R^2. > > > > Credit to Michalis Tsachakis for this. > > Thanks, this is really very nice. Kudos to you! > > I'm attaching a slightly revised version of the part of the script where > the plots are produced, that uses the "overlapping bands" syntax, which > is IMO a bit nicer. > > ------------------------------------------------------- > Riccardo (Jack) Lucchetti > Dipartimento di Scienze Economiche e Sociali (DiSES) > > Università Politecnica delle Marche > (formerly known as Università di Ancona) > > r.lucche...@univpm.it > http://www2.econ.univpm.it/servizi/hpp/lucchetti > > -------------------------------------------------------_______________________________________________ > Gretl-users mailing list -- gretl-users@gretlml.univpm.it > To unsubscribe send an email to gretl-users-le...@gretlml.univpm.it > Website: > https://gretlml.univpm.it/postorius/lists/gretl-users.gretlml.univpm.it/ > -- Theodore Panagiotidis University of Macedonia Thessaloniki, Greece & Research Associate HO, LSE <https://www.lse.ac.uk/Hellenic-Observatory> Linkedin <https://www.linkedin.com/in/theodore-panagiotidis-1371b3169/> GooglePage <https://sites.google.com/view/prof-theodore-panagiotidis/bio?authuser=0>
rolling_script1.inp
Description: application/gretlscript
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