I have the sample of data attached below. I need to create a “week” date that goes from Wednesday till Wednesday. For this, I used the following code:
Code:
gen week_start = cond(dow(date) >= 3, date - dow(date) + 3, date - dow(date) - 4)
Code:
xtset permno week_start
Code:
* Example generated by -dataex-. To install: ssc install dataex clear input double permno long date 10000 9502 10000 9503 10000 9504 10000 9505 10000 9506 10000 9509 10000 9510 10000 9511 10000 9512 10000 9513 10000 9516 10000 9517 10000 9518 10000 9519 10000 9520 10000 9523 10000 9524 10000 9525 10000 9526 10000 9527 10000 9530 10000 9531 10000 9532 10000 9533 10000 9534 10000 9537 10000 9538 10000 9539 10000 9540 10000 9541 10000 9545 10000 9546 10000 9547 10000 9548 10000 9551 10001 9510 10001 9511 10001 9512 10001 9513 10001 9516 10001 9517 10001 9518 10001 9519 10001 9520 10001 9523 10001 9524 10001 9525 10001 9526 10001 9527 10001 9530 10001 9531 10001 9532 10001 9533 10001 9534 10001 9537 10001 9538 10001 9539 10001 9540 10001 9541 10001 9545 10001 9546 10001 9547 10001 9548 10001 9551 10001 9552 10001 9553 10001 9554 10001 9555 10001 9558 10001 9559 10001 9560 10001 9561 10001 9562 10001 9565 10001 9566 10001 9567 10001 9568 10001 9569 10001 9572 10001 9573 10001 9574 10001 9575 10001 9576 10001 9579 10001 9580 10001 9581 10001 9582 10001 9586 10001 9587 10001 9588 10001 9589 10001 9590 10001 9593 10001 9594 10001 9595 10001 9596 10001 9597 10001 9600 10001 9601 10001 9602 end format %d date
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