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,