Clean syntax in STATA

[sahar shabani]

hi,
please help me!
I found command that is not recognized in STATA14 but is used in Chaney2012 paper in aeaweb
LINK: https://www.aeaweb.org/articles?id=1...aer.102.6.2381
the example is:
gen inv=capex/ppem
clean inv
label var inv "capex/ppem"

[Jorrit Gosens]

It's a program they define in one of the do files

[Joseph Coveney]

The command is defined (created) in the master.do file; look for it in the .zip file's CollateralChannel\progs directory. clean basically does winsorization.