Closed tomz23 closed 2 years ago
ShareVol.do actually drops too many observations because it does not properly deal with observations at the beginning of the sample (where there aren't enough lags of the variables).
Fixed in https://github.com/OpenSourceAP/CrossSection/commit/7b2f9e3d6ace33e173737a453771127334abd86b
tomz23
commented
2 years ago
ShareVol.do actually drops too many observations because it does not properly deal with observations at the beginning of the sample (where there aren't enough lags of the variables).