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st: Best way to construct panel dataset from mutiple cross sectional files.


From   Jason Hecht <[email protected]>
To   [email protected]
Subject   st: Best way to construct panel dataset from mutiple cross sectional files.
Date   Mon, 14 Jun 2010 15:13:27 -0400

I have separate datasets for each year from 1998 through 2008.  Within
each dataset, each observation represents a single firm that maintains
the exact same observation number across all eleven years (e.g., GM is
obs. #9 in the 1998, 1999, 2000, etc. dataset).  I would like to
create a panel for all 14,247 firms.  I think I need to first merge
all the datasets and then use the reshape command to go from wide to
long form.  Is this the best to way to go?

Thanks so much.  Jason
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