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Re: st: assymetric start and end dates in a panel dat set


From   Nick Cox <njcoxstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: assymetric start and end dates in a panel dat set
Date   Wed, 23 May 2012 21:06:47 +0100

The answer to this question is surely based on the answer to your
previous question. -tsset- in terms of a time variable that jumps
every 28 days. Look at -egen- for functions to count missings, or
non-missings, in observations or rows.

Nick

On Wed, May 23, 2012 at 8:59 PM, loggyedr salvez
<loggyedy@googlemail.com> wrote:

> I have a panel data set that refers to interest rates over time
> accross countries.
> I have observations every 4 weeks. For example
>
>  November 1, 2009
> November 29, 2009
> December 27, 2009
> January 31, 2010
>  November 1, 2009
>  November 29, 2009
>  December 27, 2009
>  January 31, 2010
>
>
> The problem is that the  start and the end date across countries is different.
>
> For example
>               startdate-enddate
> Greece   02/11/08-09/10/11
> Italy        07/12/08-06/11/11
>  UK          09/11/08-06/11/11
>
>
> and furthermore as you can see the time interval is not the same for
> all the countries (compare the time span of UK with that of Italy)
> is there any solution to this problem? I want to regress interest
> rates on other variables and if I do not know how to solve this
> problem I might end up having wrong results. If I have to trim the
> dates to obtain symmetry what would be the code for converting this
> series of dates to numeric variable   ( I am referring to format time
> %d, tsset identifier time and so forth)

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