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re: st: re: data row transformation for irregular consecutive days


From   Christopher Baum <baum@bc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   re: st: re: data row transformation for irregular consecutive days
Date   Mon, 22 Feb 2010 15:23:02 -0500

<>
The problem is that the difference in dates across panels should not be taken into account (and in this case it is <0). No problem, really as tsspell is panel-aware. Create an integer variable for your tickers with encode and tsset by both that variable and date. It should then work fine.


Kit Baum   |   Boston College Economics and DIW Berlin   |   http://ideas.repec.org/e/pba1.html
An Introduction to Stata Programming   |   http://www.stata-press.com/books/isp.html
An Introduction to Modern Econometrics Using Stata   |   http://www.stata-press.com/books/imeus.html

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