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OpenSourceAP / CrossSection

Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3604626
GNU General Public License v2.0
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WRDS_DL_IBES.sas #9

Closed mk0417 closed 3 years ago

mk0417 commented 4 years ago

I am not able to run WRDS_DL_IBES.sas without including the location of SAS macro:

%include '/wrdslin/wrdsmacros/iclink.sas';
matiarj commented 4 years ago

I found iclink on wrds it's a macro they made just search it in the search bar.

mk0417 commented 4 years ago

@matiarj , I mean we need to add this line in WRDS_DL_IBES.sas: 

%include '/wrds/wrdsmacros/iclink.sas';
%ICLINK (IBESID=IBES.ID,CRSPID=CRSP.STOCKNAMES,OUTSET=WORK.ICLINK);

You should set up autoexec.sas in your WRDS server home folder if you do not want to import the macro when you call the macro. Two lines are needed in autoexec.sas:

%include '/wrds/lib/utility/wrdslib.sas';
options sasautos=('/wrds/wrdsmacros/', SASAUTOS) MAUTOSOURCE;

If you can run WRDS_DL_IBES.sas without importing the macro, I think you have the two lines already.

OpenSourceAP commented 3 years ago

Connection to WRDS server addressed in updated readme and SAS downloads updated in Signals/Code/PrepScripts with documentation in d1e4e4d1c08784d2cb8fe1202f772581ec33b66d