A question from Nathalie Carcenac stimulated the development of routine
-mvcorr-, which will calculate a MoVing-window CORRelation for a time
series or panel of time series. It may also be used to generate a
moving-window autocorrelation in that context. The routine complements
our earlier moving-window descriptive statistics routine, mvsumm
(MoVing-window SUMMarize). mvcorr is available from SSC via
