[Ahmet Caliskan]

Dear Nick Cox , thanks a lot for the quick reply. Actually, after some trials, I was able to expand into quarterly data by just adding CountryID as an additional identifier. And yes, I had previous data that was quarterly, and I did not know about the "merge" command before, so thanks again! And yes, I would like to fill in the missing values for the three remaining quarters by some method like interpolation. However, I did not understand what "ipolate" command specifically does. In particular, it is supposed to leave the second-quarter (q2) value unchanged and fill up remaining values based on other available values. But the ipolate command I tried changed the second-quarter value that was already assigned from the annual value.
Well, I would appreciate any links to how to use ipolate and merge commands in detail. Thanks a lot Nick!

[Nick Cox]

In turn, thanks, but I do not understand your latest question.

If you expanded your annual data to quarterly each value of density or penetration should appear 4 times and there should be no missing values.

If you did something else and now have missing values I think we need to see the code you used and the results you now have through a data example.