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The problem is that the original dataset does not list holdings or size zero.
Consequence: If a fund held say 500 units of an asset and then sold
all of these, the respective fund-asset-period observation for the
next period does not exist, so when I compute the flow I get a missing
observation, although it should say flow=-500.
Analogously, if the fund has bought 500 units of an assets after
previously holdings of zero, I would like to have Stata tell me that
the flow equals +500, but instead it will tell me that the flow is
missing.

So I figured the best thing to do, to be on the safe side, would be to
make sure that for each fund-asset pair I have observations on all
periods, rather than just on those for which holdings were listed.

In upshot: My data are currently in long form, with each observation
being a unique fund-asset-period triple. However, for each fund-asset
pair I have observations on some but not all of up to 60 periods. The
question is: How can I add observations such that for each pair there
is an observation on each of the 60 periods (some of which may only
have missing values, but they need to be listed)?

Many thanks for your help!

Chris
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