post. theoretical correlation at different leads and lags

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post. theoretical correlation at different leads and lags

Postby fedemandel » Wed Oct 24, 2007 6:47 pm

Dear Michel,
Regarding the posterior theoretical moments (which follow the command moments_varendo), I was wondering whether is it possible to obtain the correlation between different variables at differents leads and lags.
Thanks for all your help.
fedemandel
 
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