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st: cubic spline interpolation in panel data


From   "Ben Ammar" <Ben-Ammar@gmx.de>
To   statalist@hsphsun2.harvard.edu
Subject   st: cubic spline interpolation in panel data
Date   Mon, 04 Apr 2011 16:57:21 +0200

Hi everyone,

I was wondering if there's any possibility to use spline3() with Mata if the dataset is in panel form (400000 observations, 40 years)?
Currently I have quartely dates with prices but I would like to interpolate those prices on a monthly basis.
-ipolate- works fine but I'm trying to smooth the data as much as possible.
I also installed -cipolate- but I just read it's not a spline function.
Does anyone have an idea how to use the spline3() with panel data (-reshape- the dataset came to my mind, but I don't think that is would help somehow + I'm using Stata IC, which could be tight due to 40 years of observations)or perhaps does someone have another way to approach the interpolation on a monthly basis?

Thanks for any suggestions!
Regards Ben
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