Yes, people have done this for centuries. It became much more difficult after Penzias and Wilson found observational evidence that the universe had a beginning.
The visible universe, maybe. And probably a chunk of the non-visible universe. But there is suggstion that there is a natural world that exists 'prior' to the present spacetime zone we have traditionally called 'the universe'. This could have always existed.
Furthermore, even if we postulate a finite universe - it can still have always existed. It simply needs to have existed for all time. That is to say: 'whenever' there was time, there was universe.
Edited by Modulous, : No reason given.
™ Version 4.2