JoostImpink

/*

	Earnings management models

	Author: Joost Impink, March 2016

	Models estimated:
	- Jones model, 	tac = a0 + a1 1/TAt-1 + a2chSales + a3PPE + a4ROA + error.
		- variable names DA_Jones ABSDA_Jones 
	- Modified Jones model, as Jones model, but using chSales - chREC to compute fitted values.

JoostImpink

%MACRO ARRAY(arraypos, array=, data=, var=, values=,
                       delim=%STR( ), debug=N, numlist=Y);

 /* last modified 8/4/2006                    a.k.a. MACARRAY( ).  
                                                           72nd col -->|
 Function: Define one or more Macro Arrays
     This macro creates one or more macro arrays, and stores in them 
     character values from a SAS dataset or view, or an explicit list 
     of values.

JoostImpink

/*****************************************

Author unknown - that is a pity because this macro is the best since sliced bread! 

Trim or winsorize macro
* byvar = none for no byvar;
* type  = delete/winsor (delete will trim, winsor will winsorize;
*dsetin = dataset to winsorize/trim;
*dsetout = dataset to output with winsorized/trimmed values;
*byvar = subsetting variables to winsorize/trim on;

JoostImpink

/*
  Macro that creates a dataset with Compustat, CRSP and IBES identifiers (gvkey, permno, Ibes ticker)
  for fiscal years in period start-end.
  
  macro parameters:
	  @dsout: name of dataset to create
	  @start: start year
	  @end: end year
	  @compvars: list of variables to get from compustat, default value: at sale ceq ni
	  @minscore: ibes iclink minimum score (0 [default] is best score, 6 worst, see iclink.sas)