Hello there, I have a panel with variables fundno, fdate, stock_id, stock_price and holdings. Many of fundno - stock_price pairs are observed twice a year( second and fourth quarter) before 2004 and I want to impute first and third quarterly obs. before 2004 by carrying forward the previous fdate's holding for each fundno - stock_id pair. I tried to use "fillin fundno stock_id fdate" to get a balanced panel and then delete consecutive missing obs. (>=2) for each fundno - stock_id pair and then use carryforward, but the balanced data got so huge that my laptop couldn't handle. Plus I couldn't find a good way to delete consecutive missing obs.(tried tsspell but it didn't work) Is there any better way to this?
Thanks,
Hank
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