Hello everyone,
I have a panel dataset covering US states and counties for a number of years and quarters. For each county I have also the list of banks operating there, in the specific time period. Therefore a county is repeated many times. There is a variable 'treated" indicating with 1 whereas in a certain county in a certain year there was a specific event (say an election). I want to create two time dummies. The first one taking value of 1 in each of the three years before that event, the other one taking value one for the three years following the event. The dataset looks like this:
input str20 state str33 county double date float(treated year) byte quarter
"TEXAS" "Harris County" 20080331 0 2008 3
"TEXAS" "Harris County" 20080331 0 2008 3
"TEXAS" "Harris County" 20080331 0 2008 3
"TEXAS" "Harris County" 20080331 0 2008 3
"LOUISIANA" "East Baton Rouge Parish" 20080331 0 2008 3
"TEXAS" "Harris County" 20080331 0 2008 3
"LOUISIANA" "Jefferson Parish" 20080331 0 2008 3
"LOUISIANA" "Tangipahoa Parish" 20120331 0 2012 3
"ALABAMA" "Baldwin County" 20040331 0 2004 3
"TEXAS" "Harris County" 20080331 0 2008 3
"TEXAS" "Harris County" 20080331 0 2008 3
"TEXAS" "Harris County" 20080331 0 2008 3
"VIRGINIA" "Chesterfield County" 20030331 0 2003 3
"TEXAS" "Harris County" 20050331 0 2005 3
"TEXAS" "Harris County" 20080331 0 2008 3
"TEXAS" "Harris County" 20080331 0 2008 3
"TEXAS" "Harris County" 20080331 0 2008 3
"TEXAS" "Harris County" 19980331 0 1998 3
"TEXAS" "Harris County" 20080331 0 2008 3
"MISSISSIPPI" "Desha County" 20050331 0 2005 3
"VIRGINIA" "King and Queen County" 19990331 0 1999 3
"TEXAS" "Harris County" 20080331 0 2008 3
"LOUISIANA" "East Baton Rouge Parish" 20120331 0 2012 3
"TEXAS" "Harris County" 20050331 0 2005 3
"TEXAS" "Washington County" 20080331 0 2008 3
"LOUISIANA" "Harrison County" 20080331 0 2008 3
"TEXAS" "Calhoun County" 19980331 0 1998 3
"TEXAS" "Harris County" 20080331 0 2008 3
"TEXAS" "Harris County" 20080331 0 2008 3
"VIRGINIA" "Southampton County" 19990331 0 1999 3
"NORTH CAROLINA" "Wilson County" 20110331 0 2011 3
"TEXAS" "Harris County" 20080331 0 2008 3
"VIRGINIA" "Fairfax County" 20030331 0 2003 3
"TEXAS" "Harris County" 20080331 0 2008 3
"FLORIDA" "Collier County" 20080331 0 2008 3
"TEXAS" "Harris County" 20080331 0 2008 3
"LOUISIANA" "La Salle Parish" 20080331 0 2008 3
"TEXAS" "Harris County" 20080331 0 2008 3
"ALABAMA" "Baldwin County" 20040331 0 2004 3
"LOUISIANA" "Jefferson Parish" 20080331 0 2008 3
"LOUISIANA" "East Baton Rouge Parish" 20080331 0 2008 3
"TEXAS" "Harris County" 20080331 0 2008 3
"TEXAS" "Harris County" 20080331 0 2008 3
"LOUISIANA" "Iberia Parish" 20120331 0 2012 3
"TEXAS" "Harris County" 20080331 0 2008 3
"TEXAS" "Harris County" 20050331 0 2005 3
"ALABAMA" "Baldwin County" 20040331 0 2004 3
"MARYLAND" "Howard County" 20030331 0 2003 3
"LOUISIANA" "Iberia Parish" 20080331 1 2008 3
"LOUISIANA" "Tangipahoa Parish" 20080331 1 2008 3
"FLORIDA" "Palm Beach County" 20040331 1 2004 3
"FLORIDA" "Highlands County" 20040331 1 2004 3
"FLORIDA" "Walton County" 19980331 1 1998 3
"NORTH CAROLINA" "Stanly County" 19990331 1 1999 3
"LOUISIANA" "Rapides Parish" 20080331 1 2008 3
"FLORIDA" "Hendry County" 20040331 1 2004 3
"LOUISIANA" "Rapides Parish" 20080331 1 2008 3
"NORTH CAROLINA" "Pitt County" 20110331 1 2011 3
"LOUISIANA" "Tangipahoa Parish" 19980331 1 1998 3
"LOUISIANA" "Rapides Parish" 20080331 1 2008 3
"VIRGINIA" "Nottoway County" 20030331 1 2003 3
"LOUISIANA" "Concordia Parish" 20080331 1 2008 3
"LOUISIANA" "Rapides Parish" 20080331 1 2008 3
"LOUISIANA" "Acadia Parish" 20080331 1 2008 3
"NORTH CAROLINA" "Beaufort County" 19960331 1 1996 3
"NORTH CAROLINA" "Wilson County" 19960331 1 1996 3
"LOUISIANA" "Rapides Parish" 20080331 1 2008 3
"LOUISIANA" "West Baton Rouge Parish" 20080331 1 2008 3
"NORTH CAROLINA" "Pitt County" 19960331 1 1996 3
"NORTH CAROLINA" "Moore County" 19960331 1 1996 3
"TEXAS" "Montgomery County" 20080331 1 2008 3
"LOUISIANA" "Rapides Parish" 20080331 1 2008 3
"NORTH CAROLINA" "Johnston County" 19960331 1 1996 3
"TEXAS" "Brazoria County" 19980331 1 1998 3
"LOUISIANA" "Rapides Parish" 20080331 1 2008 3
"NORTH CAROLINA" "Lenoir County" 19960331 1 1996 3
"NORTH CAROLINA" "Nash County" 19960331 1 1996 3
"LOUISIANA" "Acadia Parish" 20080331 1 2008 3
"LOUISIANA" "Tangipahoa Parish" 20080331 1 2008 3
"MISSISSIPPI" "Hinds County" 20050331 1 2005 3
"FLORIDA" "Volusia County" 20040331 1 2004 3
"LOUISIANA" "Iberia Parish" 20080331 1 2008 3
"FLORIDA" "Palm Beach County" 20040331 1 2004 3
"NORTH CAROLINA" "Lenoir County" 20110331 1 2011 3
"NORTH CAROLINA" "Wilson County" 19990331 1 1999 3
"NORTH CAROLINA" "Halifax County" 19990331 1 1999 3
"MISSISSIPPI" "Tangipahoa Parish" 20080331 1 2008 3
"LOUISIANA" "Rapides Parish" 20080331 1 2008 3
"ALABAMA" "Covington County" 20040331 1 2004 3
"FLORIDA" "Jackson County" 20040331 1 2004 3
"LOUISIANA" "Ascension Parish" 20080331 1 2008 3
"VIRGINIA" "Northampton County" 20030331 1 2003 3
"FLORIDA" "Broward County" 20040331 1 2004 3
"FLORIDA" "DeSoto County" 20040331 1 2004 3
"LOUISIANA" "Rapides Parish" 20080331 1 2008 3
"LOUISIANA" "Lafourche Parish" 20080331 1 2008 3
"NORTH CAROLINA" "Wilson County" 19990331 1 1999 3
"FLORIDA" "Hillsborough County" 20040331 1 2004 3
"NORTH CAROLINA" "Wilson County" 19990331 1 1999 3
"NORTH CAROLINA" "Cumberland County" 19960331 1 1996 3
end

Any help is much appreciated!