Hello,
I am merging the CRSP stock prices dataset with the CRSP value-weighted index on the basis of the date. I encountered an error in doing so, upon browsing I came to know that the date format is changed in both of these files. In the first one, the date is in the form of 03jan2005 while in the second one it is in the form of 20040102. I have taken help from the stata help but it does not work for me. Kindly someone over here assists me in this regard. I will be really thankful.
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