My dataset consists of time-series observation of US firms with identifiers like gvkey, cusip and a construct variable cusip_fiscalyear. I use data between 1995 and 2005, but need to drop all observations of a particular firm if the observations are less than 8 years. I suppose I need to generate a kind of frequency variable? And I suppose I can use any one of the three identifiers.
0 Response to Drop observations if not meeting frequency criterium
Post a Comment