[Gretl-users] LAD rolling regression

Hi all, I'm trying to implement a rolling regression using the following specification: loop r = 1 .. rolls loop foreach i share if sum(missing(share.$i)) == 0 lad share.$i const index series beta.$i[$t2] = $coeff[2] endif endloop if r<rolls smpl +step +step endif endloop It basically works well with OLS, but not with LAD. Strangely, the script output hangs and doesn't end and I have to force quit the program. Any idea why the specification doesn't work with LAD? Thanks in advance, -- Filipe Rodrigues da Costa Send me an email to: filipe(a)pobox.io Reach me through Telegram at: https://t.me/rodriguesdacosta