This is probably a trivial question, but I couldn't find a solution for it myself.
My data is organized as panel, with firm-day share prices. Sometimes an sec-filing occurs, and when it does the date is provided.
I want to create a new variable: price_when_sec which equals the price of the share when the SEC filing happens. In the example below, it is on 16-may-1997, and equal 30.875. So, I would have price_when_sec = 30.875 in the first observation and missing for the rest.
The problem is that sec_filing doesn't happen in set intervals, (i.e. every 10 days) but sporadically.
Please let me know if you can help.
Code:
* Example generated by -dataex-. To install: ssc install dataex clear input int(gvkey day_date filing_date) double price 1004 13604 13650 30 1004 13605 . 30 1004 13606 . 29.875 1004 13607 . 29.5 1004 13608 . 29.875 1004 13611 . 29.875 1004 13612 . 29.5 1004 13613 . 30 1004 13614 . 29.875 1004 13615 . 29.75 1004 13618 . 29.625 1004 13619 . 30.5 1004 13620 . 30.75 1004 13621 . 30 1004 13622 . 30.25 1004 13625 . 29.875 1004 13626 . 30 1004 13627 . 29.625 1004 13628 . 29.5 1004 13629 . 29.125 1004 13632 . 29.125 1004 13633 . 29.375 1004 13634 . 29.75 1004 13635 . 29.75 1004 13636 . 30.625 1004 13639 . 31.875 1004 13640 . 31.625 1004 13641 . 31.25 1004 13642 . 31 1004 13643 . 31.125 1004 13646 . 31.375 1004 13647 . 31.25 1004 13648 . 31.25 1004 13649 . 30.75 1004 13650 . 30.875 end format %tddd-Mon-YY day_date format %tddd-Mon-YY filing_date
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