I am working with WRDS data. A short sample (not real) is pasted below (sorry for the formatting of dates).
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I want to drop a company if the return in the last month/year/observation (2018 here) is missing and if the returns in 25 of the previous 60 months/years are also missing (in actual sample). Would appreciate if someone could help with the code for doing so. Thank You.
| data | company | Retruns |
| 31may2010 | X | 1 |
| 31may2011 | X | 2 |
| 31may2012 | X | 3 |
| 31may2013 | X | 4 |
| 31may2014 | X | 5 |
| 31may2015 | X | 6 |
| 31may2016 | X | 7 |
| 31may2017 | X | 8 |
| 31may2018 | X | 9 |
| 30-nov-10 | Y | 1 |
| 30-nov-11 | Y | 2 |
| 30-nov-12 | Y | 3 |
| 30-nov-13 | Y | 5 |
| 30-nov-14 | Y | 6 |
| 30-nov-17 | Y | 4 |
| 30-nov-18 | Y |
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I want to drop a company if the return in the last month/year/observation (2018 here) is missing and if the returns in 25 of the previous 60 months/years are also missing (in actual sample). Would appreciate if someone could help with the code for doing so. Thank You.
