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st: question on looping

From   Kit Baum <>
Subject   st: question on looping
Date   Wed, 12 Oct 2005 14:56:47 -0400

Aaron wrote

Thanks so much! My dataset, however, not only have time gaps but also
may have more than one observation for a single time period. I cannot
sum them up. What can I do in this case?

I don't understand how a given ID has more than one value of var1 in year t, unless they are being measured more frequently than annually or there are competing measurements (e.g. multiple forecasters for the same firm's returns). Your problem is well defined if you have time series organized in a panel. With gaps, it becomes more problematic. But with multiple measurements for a given (i,t), I don't know what it is telling you, or what it means to compute a of the series "over time".

Kit Baum, Boston College Economics

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