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THANKS VERY MUCH! For some reason, the code you sent didn't work exactly on my computer. The following code does: string anndate string startdate string enddate anndate = "1/1/2000" startdate = @otod(@dtoo(anndate)-250) enddate = @otod(@dtoo(anndate)-30) smpl {startdate} {enddate} Again, m...

Workfile attached. I want to regress y on x, but only for days -250 to -30 before a specific date, e.g. 1/3/2000

Yes, I have daily data from 1965 to 2012.

Dang. I wrong the statements incorrectly in my request to you. I should have written: When I write "%mydate = @otod(@dtoo(%anndate)-250)" I receive the error message "Illegal date".

Thanks for your prompt response. However, when I enter the commands you recommend, only "%anndate = "1/1/2000" works. When I add "@mydate = @otod(@dtoo(@anndate)-250) I receive the following error message: "Illegal date" Any ideas?

I'm doing an event study. I have stock return data from 1965 to 2012. For each announcement, I want to analyze stock values 250 to 30 days prior to the announcement. How can I specify a sample (smpl) that consists of -250 to -30 days before a given date? When I double click on "Sample", I ...