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st: data extraction by date
I have a series of stock returns sorted by Stata's standard date form (that is, when 0 = 1Jan 1960). Is it possible for me to create a data set with 1 for all dates ranging from 1 jan to 10 jan (including all years) and zero otherwise. I've tried
. gen var2 = var1 if doy(1/4), month(1)
but it doesn't seem to work. Any help would be appreciated immensely!!!
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