Dear all,

to perform my event study, I need not merge to datasets based on an identifier ID and multiple Dates around the event date. Do you have any suggestion of coding, that could perform this in the most efficient way?
For instance, I have the event date (Date) t and the ID in my master data, and want to extract the stock price on multiple days (lets say t+/-1 t+/-5 t+/-10) in my second dataset that consists of three variabel ID Date Price

As you can see matching only ID and Date gives me the price on my event date, but is there a way to write something like "merge ID (Date-1) ..." ?
Any suggestions helps