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Re: st: superposed rolled windows
That's why Jeph had the statement
drop if profit2 == .
except that I think it should have read
drop if profits3 == .
This will include only those observations that have a profit for this year & the following two. Per Nick's recommendation, you should also give some serious thought to gaps in profit data for a given firm.
p.s. Jeph, what is the meaning of HTH?
>But i dont want all the observations
>for example if a firm has observations for 1990-2004 the new database will
>have observations for 1990-2002. In the same way for a firm with data for
>1990-1995 will have observations for 1990-1993
>From: Jeph Herrin <email@example.com>
>Date: Tue, 27 Jun 2006 10:17:23 -0400
>Subject: Re: st: superposed rolled windows
>> gen profits1=profits
>> bys firms (years): gen profits2=profits[_n+1]
>> bys firms (years): gen profits3=profits[_n+2]
>> drop if profit2==.
> > Jeph
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