For example, this is my current code:
Code:
* Year 2000 * use "/Users/kyereen/merge.dta" gen yr=year(date) rename yr year keep if year == 2000 drop if permco == . foreach v of varlist exalus-exvzus{ rename `v' u_`v' } gen long seq =_n reshape long u_, i(seq) j(exc) string rename exc country_pair_exchange rename u_ exchange_rates drop if exchange_rates == . cd ~/stata rangestat (reg) ret sprtrn exchange_rates, by(permco year country_pair_exchange) interval(year . .) drop reg_r2 reg_adj_r2 se_sprtrn se_exchange_rates se_cons ret sprtrn exchange_rates reg_nobs b_sprtrn b_cons seq collapse b_exchange_rates, by(permco year country_pair_exchange) save "/Users/kyereen/test2000.dta", replace * Year 2001 * use "/Users/kyereen/merge.dta" gen yr=year(date) rename yr year keep if year == 2001 drop if permco == . foreach v of varlist exalus-exvzus{ rename `v' u_`v' } gen long seq =_n reshape long u_, i(seq) j(exc) string rename exc country_pair_exchange rename u_ exchange_rates drop if exchange_rates == . cd ~/stata rangestat (reg) ret sprtrn exchange_rates, by(permco year country_pair_exchange) interval(year . .) drop reg_r2 reg_adj_r2 se_sprtrn se_exchange_rates se_cons ret sprtrn exchange_rates reg_nobs b_sprtrn b_cons seq collapse b_exchange_rates, by(permco year country_pair_exchange) save "/Users/kyereen/test2001.dta", replace * Year 2002 * use "/Users/kyereen/merge.dta" gen yr=year(date) rename yr year keep if year == 2002 drop if permco == . foreach v of varlist exalus-exvzus{ rename `v' u_`v' } gen long seq =_n reshape long u_, i(seq) j(exc) string rename exc country_pair_exchange rename u_ exchange_rates drop if exchange_rates == . cd ~/stata rangestat (reg) ret sprtrn exchange_rates, by(permco year country_pair_exchange) interval(year . .) drop reg_r2 reg_adj_r2 se_sprtrn se_exchange_rates se_cons ret sprtrn exchange_rates reg_nobs b_sprtrn b_cons seq collapse b_exchange_rates, by(permco year country_pair_exchange) save "/Users/kyereen/test2002.dta", replace * Year 2003, 2004, ... 2007 *
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