mgao6767

data tmp;
	merge anncomp(in=ina) some_ceo_year_events(in=inb);
 	by gvkey year execid;
	flag = inb;
	if ina;
run;

mgao6767

/****************************************
* ffind.ado
* Creates variable containing Fama-French
* industry classification.
*
* Author:  Judson Caskey, UCLA
*          December 9, 2007
*
* Revised by Malcolm Wardlaw, Uiversity of Texas at Dallas (November 1, 2011)
****************************************/

mgao6767

<?php

/* To resolve the login loop issue */
define('ADMIN_COOKIE_PATH', '/');
define('COOKIE_DOMAIN', '');
define('COOKIEPATH', '');
define('SITECOOKIEPATH', '');
/* end */

/* That's all, stop editing! Happy blogging. */

mgao6767

<VirtualHost *:80>
  ServerName alice.com
  DocumentRoot "/opt/bitnami/apache2/htdocs"
  <Directory "/opt/bitnami/apache2/htdocs">
    Options Indexes FollowSymLinks
    AllowOverride All
    <IfVersion < 2.3 >
      Order allow,deny                          
      Allow from all
    </IfVersion>

mgao6767

sudo apt-get update && sudo apt-get install \
    git \
    build-essential \
    libssl-dev \
    libffi-dev \
    python-dev \
    python-pip \
    python-setuptools \
    python-virtualenv -y
    

mgao6767

python -m virtualenv --python=`which python2` env &&
    source env/bin/activate &&
    python -m pip install -U pip virtualenv &&
    python -m pip install -r requirements.txt

mgao6767

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

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;

mgao6767

_                   =r"""A(W/2,*M(3*G
               *G*V(2*J%P),G,J,G)+((M((J-T
            )*V((G-S)%P),S,T,G)if(S@(G,J))if(
         W%2@(S,T)))if(W@(S,T);H=2**256;import&h
       ashlib&as&h,os,re,bi    nascii&as&k;J$:int(
     k.b2a_hex(W),16);C$:C    (W/    58)+[W%58]if(W@
    [];X=h.new("rip           em    d160");Y$:h.sha25
   6(W).digest();I$                 d=32:I(W/256,d-1)+
  chr(W%256)if(d>0@"";                  U$:J(k.a2b_base
 64(W));f=J(os.urando       m(64))        %(H-U("AUVRIxl

mgao6767

/* ********************************************************************************* */
/* ******************** W R D S   R E S E A R C H   M A C R O S ******************** */
/* ********************************************************************************* */
/* WRDS Macro: WINSORIZE                                                             */
/* Summary   : Winsorizes or Trims Outliers                                          */
/* Date      : April 14, 2009                                                        */
/* Author    : Rabih Moussawi, WRDS                                                  */
/* Variables : - INSET and OUTSET are input and output datasets                      */
/*             - SORTVAR: sort variable used in ranking                              */
/*             - VARS: variables to trim and winsorize                               */

mgao6767

Background

In certain scenarios, we want to estimate a model's parameters on the sample for each observation with itself excluded. This can be achieved by estimating the model repeatedly on the leave-one-out samples but is very inefficient. If we estimate the model on the full sample, however, the coefficient estimates will certainly be biased. Thankfully, we have the Jackknife method to correct for the bias, which produces the (Jackknifed) coefficient estimates for each observation.

Variable Definition

Let's start with some variable definitions to help with the explanation.

Variable	Definition