|
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]
st: Merging to the CRSP header file
I have a data manipulation question about 1-to-many merging based on
tickers and date ranges. It's similar to a previous question, but a
much simpler operation and a much more common operation for me. I
thought I had solved this problem, but I can't for the life of me figure
it out again.
Basically I have lots of observations by date and ticker in Dataset(A)
. Tickers are only unique for companies in the CRSP header file for
specific date ranges. The CRSP header file provides for a completely
unique company identifier, matching the ID up to the ticker symbol and
providing a <start> and <end> date for the period that the ticker is a
valid match for that ID. So, I need to merge using the ticker, where
the date in Dataset(A) is in between the <start> and <end> dates.
Someone had suggested -nearmrg-, which kind of works, but it seems a bit
squirrely for what I'm doing. Plus, I'm unfortunately still on Stata
9. I think I read some comment on the archives somewhere about creating
'bins', but I couldn't tell what they were talking about.
This seems like such a common problem, I figured there must be a stock
way to handle this.
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/