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After converting the excel files to dta using StatTransfer you can run this
code:

clear
cd "c:\folder_with_dta_files"
fs *.dta
local j "0"
foreach f in `r(files)' {
	if `j' == 0 use `f'
	else append using `f'
	local ++j
}
save mydata.dta,replace

It needs to have the -ps- package installed.
Best,

Nuno
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