{smcl} {* 16nov2006}{...} {hline} help for {hi:rolling2} {hline} {title:{cmd:Rolling window and recursive estimation}} {title:Description} {p}{cmd:rolling2} is identical to the official {cmd:rolling} prefix with one exception. Although not documented as such, official {cmd:rolling} operates separately on each panel of a panel data set. Under some circumstances, you may want to estimate a model (such as a linear regression) pooling all data available during a fixed window, generating a single set of coefficients. This can be achieved by {cmd:rolling2} with the {cmd:onepanel} option. Without that option, {cmd:rolling2} produces the same results as official {cmd:rolling}. {title:Options} {p 0 4}{cmd:onepanel} specifies that a single model is to be be estimated over all panels of a panel dataset, ignoring the setting of the {cmd:panelvar}. {title:Examples} {p 8 12}{stata "webuse grunfeld" :. webuse grunfeld}{p_end} {p 8 12}{stata "rolling2 _b _se, window(5) onepanel: regress invest mvalue kstock" :. rolling2 _b _se, window(5) onepanel: regress invest mvalue kstock} {p_end} {title:Author} {p 0 4} Christopher F. Baum (baum@bc.edu), Boston College {title:Also see} help for {help rolling}