Dear all,
I am looking for a solution to copy an announcement date to all dates within a specified time frame. This time frame ranges from -250 days to +1 day to the announcement date. My data is organized as panel data and looks like:
The problem is each nscusip might have more than 1 announcement dates. A command such as: bysort ncusip: egen AnnouncementDate2 = mean(AnnouncementDate) would not work therefore unfortunately. Are there any ideas to solve this problem?
Kind regards,
Gerwin Coljé
I am looking for a solution to copy an announcement date to all dates within a specified time frame. This time frame ranges from -250 days to +1 day to the announcement date. My data is organized as panel data and looks like:
ncusip | Date | AnnouncementDate |
10 | 20-7-2017 | . |
10 | 21-7-2017 | . |
10 | 22-7-2017 | 22-7-2017 |
10 | 23-7-2017 | . |
Kind regards,
Gerwin Coljé
Comment