Hello everybody,

I am a beginner in Stata posting here for the first time to ask for some assistance with a problem I'm having regarding panel data. I am wondering if it is possible to "pin" more time-specific observations to a particular year. For example, I have semi-annual data on the mean Earnings per share for a set of 84 firms over the course of 10 years, so 20 observations per firm for this variable. When reshaping this data into a long panel format, is it possible to attribute 2 semi-annual observations to one year so stata understands the relationship between the two? E.g. pinning the 2019.2 (second half) and 2019.1 (first half) data to the year 2019. My issue is that not all my data is measured semi-annually; I have some variables that are on a annual basis as well as weekly, all for the same period of 10 years. I am not sure how to progress with this. Do the time periods typically have to be uniform for all the variables, i.e. everything measured annually, semi-annually, etc.?

Thank you in advance and please let me know if there is anything you wish for me to clarify.

Regards,
Anders