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st: -mvsumm- routine updated
The -mvsumm- routine of Cox and Baum has been updated to allow time-
series operators. This routine calculates MoVing SUMMaries of a time
series, or of multiple time series in a panel dataset. I referred to
its use in a recent Statalist posting. The routine remains accessible
to Stata 8.2 users (with an earlier version available for Stata 7).
Note also its companion routine, -mvcorr-, also by Cox and Baum,
which calculates moving correlations (or autocorrelations, if you so
desire). Both are available from -ssc- or -adoupdate-.
Kit
Kit Baum, Boston College Economics and DIW Berlin
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html
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