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Figured out the solution for anyone who is interested, subroutine code below: subroutine estsmpl(series x) 'Capture observation number for last non-missing obs of series smpl @all !lastnm = @ilast(x) !nobs = @obsrange 'Loop to capture the longest continuous sample range for the series for !i = 1 to ...

Hi I am trying to code a programme to run a recursive estimation procedure for a host of series. Some of the series have breaks and I need to select a continuous sample for each estimation iteration. I have tried using the code, for say a generic series named x: smpl if x <> na However this selects ...