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Posted: **Tue Aug 04, 2015 4:33 am**

Hi,
I'm using a dated panel with monthly observations and 2000 cross-sections (stocks). How can I "mark" certain cross sections by looking at a variable (e.g. market cap.>100) in one month, t, and take the same cross-sections in a sample command the next month, t+1, (even though their market cap. has for example decreased in month t+1 and would no longer fulfill the original if-condition from month t).
I hope I have been clear, I would very appreciate any help!

Posted: **Tue Aug 04, 2015 5:10 am**

So if, for example, the following sample command for month 10 (trend=10) yields 200 stock-months...

smpl @all if trend=10 and if marketcap<100

...I then want to include the same 200 stocks in month 11 (trend=11), regardless the value of their marketcap

Posted: **Tue Aug 04, 2015 7:45 am**

If I understand correctly, I think something like this should work.

Code: Select all


smpl @all
series keep = @recode(@trend=10 and marketcap<100, 1, 0)
smpl if @sumsby(keep, @crossid)>0

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