Search found 7 matches

by ewijks
Fri Dec 02, 2011 6:48 am
Forum: Data Manipulation
Topic: Cross-section frequency conversion
Replies: 1
Views: 2526

Cross-section frequency conversion

Dear , I am working with a large panel dataset, in which I need to perform a high to low frequency conversion, not in the time dimension, but in the cross-section. Thus, one workfile page has the following dimensions: 2001 2010 x 111,000 or around 800,000 observations The cross-section identifier he...
by ewijks
Fri Dec 02, 2011 6:43 am
Forum: General Information and Tips and Tricks
Topic: Frequency Conversion
Replies: 45
Views: 170383

Re: Frequency Conversion --> Cross-section frequency convers

Hi Gareth, I am working with a large panel dataset, in which I need to perform a high to low frequency conversion, not in the time dimension, but in the cross-section. Thus, one workfile page has the following dimensions: 2001 2010 x 111,000 or around 800,000 observations The cross-section identifie...
by ewijks
Fri Nov 19, 2010 4:28 am
Forum: Data Manipulation
Topic: Generating a series w. a sort and selected sum function
Replies: 8
Views: 6683

Re: Generating a series w. a sort and selected sum function

It appears the problem was rooted in the sample specification. I had an if statement in place, after removal the program ran as it should. Glenn, thank you very much for your help, now that the error has been resolved, it does the trick perfectly. Thanks again.
by ewijks
Thu Nov 18, 2010 5:07 am
Forum: Data Manipulation
Topic: Generating a series w. a sort and selected sum function
Replies: 8
Views: 6683

Re: Generating a series w. a sort and selected sum function

Taking the @ranks function out altogether works (the series then ranks the values 1 to 400,000 which is equal to the # of observations with a few NA's). Running the loop for just the @ranks function results in the familiar run-error: Too many dimensions in sort in "series ranks=@ranks(share,&qu...
by ewijks
Wed Nov 17, 2010 8:07 am
Forum: Data Manipulation
Topic: Generating a series w. a sort and selected sum function
Replies: 8
Views: 6683

Re: Generating a series w. a sort and selected sum function

Glenn, Thank you very much for the code. Running the program, I've run into the following run error. I am unfortunately not experienced enough with the type of code to know how to remedy the problem: Too many dimensions in sort in "genr recoded_series = @recode(@ranks(share, "d")<=3, ...
by ewijks
Tue Nov 16, 2010 10:48 am
Forum: Data Manipulation
Topic: Generating a series w. a sort and selected sum function
Replies: 8
Views: 6683

Re: Generating a series w. a sort and selected sum function

Thank you for your reply.
No, the number is not fixed.

Saskia
by ewijks
Tue Nov 16, 2010 3:25 am
Forum: Data Manipulation
Topic: Generating a series w. a sort and selected sum function
Replies: 8
Views: 6683

Generating a series w. a sort and selected sum function

Dear , I would like to construct a concentration measure from a panel dataset (cross-section: banks, time-series: date/quarter): I have a series providing each individual bank's market share over time. From this I wish to construct a time series indicating the share held by the largest three (/five)...

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