title: Cannot import RollingOLS: ModuleNotFoundError: No module named 'statsmodels.regression.rolling'
body: <p>I am running the following command as described by the <a href="https://www.statsmodels.org/dev/examples/notebooks/generated/rolling_ls.html" rel="nofollow noreferrer">docs</a>  </p>
  
  <pre><code>from statsmodels.regression.rolling import RollingOLS
  </code></pre>
  
  <p>But it raises the error</p>
  
  <pre><code>ModuleNotFoundError: No module named 'statsmodels.regression.rolling'
  </code></pre>
  
  <p>How can I solve this problem?</p>