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The SASECRSP Interface Engine

Reading CRSP Data Files

The SASECRSP engine supports reading time series, events, portfolios and group data from CRSPAccess databases. The SETID you specify determines the database that is read. See Table 33.1 for a list of possible databases. The CRSP environment variable CRSPDB_SASCAL must be defined before the SASECRSP engine can access the CRSPAccess database calendars that provide the time ID variables and enable the LIBNAME to successfully assign.

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