Fill Gaps in Timeseries or Panel Data in Stata
Tsfill command in stata is used to create missing values when there is gap in time variable. This can also be used to convert unbalanced panel data into balanced panel data i.e. to complete panel data. Further we also discuss carryforward command in stata that is used to carryforward or backward the values where there is missing value. This fill down or expand the data with respect to year and crossection entity.
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00:00 Intro to tsfill
0:50 Fill gaps in timeseries data
5:07 Fill gaps in panel data
10:00 Fill missing values with previous value
13:01 Carryforward in Stata
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Introduction to Econometrics by James H. Stock and Mark Watson
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