Expanding OLS

Version 1.0.0.0 (2.22 KB) by Sarunas Girdenas
This code runs OLS on the expanding window
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Updated 20 Feb 2014

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This code runs OLS on expanding window. This means, that OLS will be performed on ever expanding sample size until we finish all observations.
We check if code is correct by running OLS on the whole sample size and comparing it to the last estimate obtained from expanding window OLS. If they are identical, then the code is indeed correct.

Cite As

Sarunas Girdenas (2026). Expanding OLS (https://www.mathworks.com/matlabcentral/fileexchange/45623-expanding-ols), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2013b
Compatible with any release
Platform Compatibility
Windows macOS Linux
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Version Published Release Notes
1.0.0.0